PREVIEW / futures_30min / 2017-04-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-21.parquet
  size:    69 KB
  rows:    2,531

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
2017-04-21 00:00:00	ES	Futures	2569.46	2570.28	2569.46	2570.0	1111.0
2017-04-21 00:30:00	ES	Futures	2570.0	2570.55	2569.73	2570.0	1037.0
2017-04-21 01:00:00	ES	Futures	2570.28	2572.19	2570.0	2571.91	2534.0
2017-04-21 01:30:00	ES	Futures	2571.91	2573.55	2571.91	2573.28	3657.0
2017-04-21 02:00:00	ES	Futures	2573.01	2574.1	2572.46	2573.01	5486.0
2017-04-21 02:30:00	ES	Futures	2573.01	2573.83	2572.19	2573.55	4337.0
2017-04-21 03:00:00	ES	Futures	2573.83	2574.1	2571.37	2572.73	13220.0
2017-04-21 03:30:00	ES	Futures	2573.01	2573.55	2571.91	2573.01	7906.0
2017-04-21 04:00:00	ES	Futures	2573.28	2573.55	2572.19	2572.73	4126.0
2017-04-21 04:30:00	ES	Futures	2572.73	2572.73	2570.55	2572.19	6388.0
2017-04-21 05:00:00	ES	Futures	2571.91	2572.19	2570.28	2571.09	6429.0
2017-04-21 05:30:00	ES	Futures	2571.09	2573.01	2570.28	2571.91	7887.0
2017-04-21 06:00:00	ES	Futures	2571.64	2572.73	2571.37	2571.64	4730.0
2017-04-21 06:30:00	ES	Futures	2571.37	2572.46	2570.55	2572.46	5767.0
2017-04-21 07:00:00	ES	Futures	2572.46	2573.83	2572.19	2572.73	6256.0
2017-04-21 07:30:00	ES	Futures	2572.46	2573.55	2572.19	2572.46	5713.0
2017-04-21 08:00:00	ES	Futures	2572.19	2573.55	2571.37	2572.19	9538.0
2017-04-21 08:30:00	ES	Futures	2572.46	2573.28	2571.64	2571.64	8984.0
2017-04-21 09:00:00	ES	Futures	2571.64	2571.91	2568.64	2570.0	29627.0
2017-04-21 09:30:00	ES	Futures	2570.0	2570.82	2566.18	2567.54	143968.0
2017-04-21 10:00:00	ES	Futures	2567.82	2569.46	2566.18	2568.36	66532.0
2017-04-21 10:30:00	ES	Futures	2568.36	2568.64	2564.27	2565.91	73649.0
2017-04-21 11:00:00	ES	Futures	2565.91	2567.0	2562.35	2566.18	90985.0
2017-04-21 11:30:00	ES	Futures	2566.45	2568.36	2565.36	2567.0	53845.0
2017-04-21 12:00:00	ES	Futures	2567.27	2567.27	2562.9	2563.72	61730.0
2017-04-21 12:30:00	ES	Futures	2563.72	2565.63	2563.17	2563.99	37967.0
2017-04-21 13:00:00	ES	Futures	2563.99	2564.27	2557.16	2560.44	95546.0
2017-04-21 13:30:00	ES	Futures	2560.17	2565.63	2558.8	2564.81	72803.0
2017-04-21 14:00:00	ES	Futures	2564.54	2566.72	2563.17	2566.45	61094.0
2017-04-21 14:30:00	ES	Futures	2566.18	2567.0	2563.45	2565.09	43414.0
2017-04-21 15:00:00	ES	Futures	2565.09	2565.36	2560.99	2563.72	59054.0
2017-04-21 15:30:00	ES	Futures	2563.72	2566.18	2562.08	2562.35	152361.0
2017-04-21 16:00:00	ES	Futures	2562.63	2565.09	2561.81	2564.54	81439.0
2017-04-21 16:30:00	ES	Futures	2564.27	2564.54	2562.08	2562.35	7695.0
2017-04-21 00:00:00	NQ	Futures	6494.98	6496.47	6494.98	6496.18	141.0
2017-04-21 00:30:00	NQ	Futures	6496.18	6497.37	6496.18	6497.07	158.0
2017-04-21 01:00:00	NQ	Futures	6497.07	6500.05	6496.18	6499.75	387.0
2017-04-21 01:30:00	NQ	Futures	6499.75	6503.33	6499.75	6502.14	776.0
2017-04-21 02:00:00	NQ	Futures	6501.84	6505.12	6501.25	6503.03	941.0
2017-04-21 02:30:00	NQ	Futures	6503.03	6504.23	6501.54	6503.93	897.0
2017-04-21 03:00:00	NQ	Futures	6503.93	6504.52	6498.56	6502.74	2145.0
2017-04-21 03:30:00	NQ	Futures	6502.44	6504.52	6500.95	6503.63	1584.0
2017-04-21 04:00:00	NQ	Futures	6503.33	6504.52	6501.25	6502.44	1108.0
2017-04-21 04:30:00	NQ	Futures	6502.74	6503.33	6498.56	6501.84	1437.0
2017-04-21 05:00:00	NQ	Futures	6501.25	6501.25	6497.97	6500.05	977.0
2017-04-21 05:30:00	NQ	Futures	6500.05	6504.82	6499.16	6502.74	1269.0
2017-04-21 06:00:00	NQ	Futures	6502.74	6504.23	6500.95	6501.54	1079.0
2017-04-21 06:30:00	NQ	Futures	6501.25	6502.44	6498.86	6502.44	1058.0
2017-04-21 07:00:00	NQ	Futures	6502.44	6505.12	6500.65	6502.14	1258.0
2017-04-21 07:30:00	NQ	Futures	6501.84	6503.63	6499.75	6500.05	700.0

> showing 50 of 2,531 rows — these rows as CSV

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