PREVIEW / futures_30min / 2017-04-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-20.parquet
  size:    81 KB
  rows:    3,071

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2017-04-20 00:00:00	ES	Futures	2551.16	2551.43	2550.61	2550.88	641.0
2017-04-20 00:30:00	ES	Futures	2551.16	2551.7	2550.61	2550.61	1477.0
2017-04-20 01:00:00	ES	Futures	2550.88	2551.43	2550.34	2550.88	1577.0
2017-04-20 01:30:00	ES	Futures	2551.16	2551.7	2550.06	2551.16	2120.0
2017-04-20 02:00:00	ES	Futures	2551.16	2552.79	2550.88	2551.97	4274.0
2017-04-20 02:30:00	ES	Futures	2551.97	2552.52	2550.88	2551.97	4257.0
2017-04-20 03:00:00	ES	Futures	2552.25	2556.62	2550.61	2554.16	19941.0
2017-04-20 03:30:00	ES	Futures	2554.16	2556.62	2553.89	2556.07	10610.0
2017-04-20 04:00:00	ES	Futures	2555.8	2557.44	2554.71	2555.25	6315.0
2017-04-20 04:30:00	ES	Futures	2554.98	2556.89	2554.98	2556.62	7043.0
2017-04-20 05:00:00	ES	Futures	2556.35	2558.26	2555.53	2557.44	8710.0
2017-04-20 05:30:00	ES	Futures	2557.44	2557.98	2556.62	2556.89	4494.0
2017-04-20 06:00:00	ES	Futures	2557.16	2557.71	2555.8	2556.07	5790.0
2017-04-20 06:30:00	ES	Futures	2556.07	2557.44	2556.07	2556.89	4020.0
2017-04-20 07:00:00	ES	Futures	2556.89	2557.44	2555.8	2556.89	6896.0
2017-04-20 07:30:00	ES	Futures	2556.89	2557.71	2556.07	2556.35	6634.0
2017-04-20 08:00:00	ES	Futures	2556.35	2557.71	2556.07	2557.16	6206.0
2017-04-20 08:30:00	ES	Futures	2557.16	2557.98	2555.8	2556.62	11521.0
2017-04-20 09:00:00	ES	Futures	2556.35	2558.26	2556.07	2557.44	18178.0
2017-04-20 09:30:00	ES	Futures	2557.71	2559.62	2553.61	2554.98	134919.0
2017-04-20 10:00:00	ES	Futures	2554.98	2561.53	2554.98	2558.53	125644.0
2017-04-20 10:30:00	ES	Futures	2558.26	2560.72	2556.62	2559.9	71063.0
2017-04-20 11:00:00	ES	Futures	2559.9	2562.08	2557.98	2561.81	57963.0
2017-04-20 11:30:00	ES	Futures	2561.53	2566.45	2561.26	2565.91	96605.0
2017-04-20 12:00:00	ES	Futures	2566.18	2570.82	2565.63	2569.18	101848.0
2017-04-20 12:30:00	ES	Futures	2569.18	2572.19	2568.64	2570.28	75775.0
2017-04-20 13:00:00	ES	Futures	2570.28	2571.91	2568.64	2571.37	65888.0
2017-04-20 13:30:00	ES	Futures	2571.37	2576.56	2570.82	2575.47	93083.0
2017-04-20 14:00:00	ES	Futures	2575.19	2575.74	2572.73	2574.37	66662.0
2017-04-20 14:30:00	ES	Futures	2574.1	2575.47	2572.46	2572.73	57749.0
2017-04-20 15:00:00	ES	Futures	2572.73	2574.37	2570.55	2572.73	63094.0
2017-04-20 15:30:00	ES	Futures	2572.46	2574.92	2570.0	2570.28	172339.0
2017-04-20 16:00:00	ES	Futures	2570.28	2571.37	2569.18	2569.73	92602.0
2017-04-20 16:30:00	ES	Futures	2569.73	2570.0	2568.91	2569.73	7172.0
2017-04-20 18:00:00	ES	Futures	2570.55	2571.64	2569.46	2570.82	4241.0
2017-04-20 18:30:00	ES	Futures	2570.82	2571.37	2570.55	2570.55	1646.0
2017-04-20 19:00:00	ES	Futures	2570.55	2571.09	2570.0	2570.28	1441.0
2017-04-20 19:30:00	ES	Futures	2570.28	2571.09	2570.28	2570.55	1018.0
2017-04-20 20:00:00	ES	Futures	2570.55	2571.37	2570.0	2570.28	1983.0
2017-04-20 20:30:00	ES	Futures	2570.0	2570.82	2569.73	2570.0	2569.0
2017-04-20 21:00:00	ES	Futures	2570.0	2571.09	2569.73	2570.82	1912.0
2017-04-20 21:30:00	ES	Futures	2570.82	2571.09	2570.28	2570.55	1637.0
2017-04-20 22:00:00	ES	Futures	2570.55	2571.37	2570.55	2571.37	1270.0
2017-04-20 22:30:00	ES	Futures	2571.37	2571.37	2570.0	2570.28	1181.0
2017-04-20 23:00:00	ES	Futures	2570.55	2570.55	2570.0	2570.28	629.0
2017-04-20 23:30:00	ES	Futures	2570.0	2570.28	2569.46	2569.46	1008.0
2017-04-20 00:00:00	NQ	Futures	6442.81	6443.41	6441.62	6442.51	197.0
2017-04-20 00:30:00	NQ	Futures	6442.51	6443.7	6441.02	6441.02	303.0
2017-04-20 01:00:00	NQ	Futures	6441.02	6442.51	6440.13	6441.32	254.0
2017-04-20 01:30:00	NQ	Futures	6441.02	6442.21	6438.93	6441.32	310.0

> showing 50 of 3,071 rows — these rows as CSV

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