PREVIEW / futures_30min / 2017-04-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-25.parquet
  size:    84 KB
  rows:    3,114

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
2017-04-25 00:00:00	ES	Futures	2592.13	2592.67	2591.85	2592.13	1743.0
2017-04-25 00:30:00	ES	Futures	2592.4	2592.67	2591.85	2592.4	1109.0
2017-04-25 01:00:00	ES	Futures	2592.4	2594.04	2592.13	2593.77	3812.0
2017-04-25 01:30:00	ES	Futures	2593.77	2594.86	2592.95	2593.22	3807.0
2017-04-25 02:00:00	ES	Futures	2593.22	2594.04	2593.22	2594.04	4809.0
2017-04-25 02:30:00	ES	Futures	2594.04	2594.31	2592.95	2593.77	3344.0
2017-04-25 03:00:00	ES	Futures	2593.77	2594.04	2591.85	2592.67	12367.0
2017-04-25 03:30:00	ES	Futures	2592.95	2592.95	2591.03	2591.03	9972.0
2017-04-25 04:00:00	ES	Futures	2591.31	2592.67	2591.03	2592.4	6423.0
2017-04-25 04:30:00	ES	Futures	2592.4	2593.22	2592.13	2592.67	4090.0
2017-04-25 05:00:00	ES	Futures	2592.95	2592.95	2592.13	2592.4	3164.0
2017-04-25 05:30:00	ES	Futures	2592.67	2592.95	2591.85	2592.13	3722.0
2017-04-25 06:00:00	ES	Futures	2592.4	2593.49	2592.13	2593.22	3073.0
2017-04-25 06:30:00	ES	Futures	2592.95	2594.04	2592.67	2593.77	3491.0
2017-04-25 07:00:00	ES	Futures	2593.49	2594.86	2593.49	2593.77	6487.0
2017-04-25 07:30:00	ES	Futures	2593.77	2594.59	2593.49	2594.04	11073.0
2017-04-25 08:00:00	ES	Futures	2594.04	2598.14	2593.49	2598.14	27087.0
2017-04-25 08:30:00	ES	Futures	2597.86	2598.41	2596.5	2597.86	20733.0
2017-04-25 09:00:00	ES	Futures	2597.86	2600.32	2597.86	2598.68	33592.0
2017-04-25 09:30:00	ES	Futures	2598.68	2604.69	2597.59	2603.87	193907.0
2017-04-25 10:00:00	ES	Futures	2603.6	2607.97	2603.33	2605.24	114617.0
2017-04-25 10:30:00	ES	Futures	2605.51	2605.78	2603.6	2603.6	62666.0
2017-04-25 11:00:00	ES	Futures	2603.6	2606.6	2603.33	2604.42	72666.0
2017-04-25 11:30:00	ES	Futures	2604.69	2606.06	2603.6	2605.78	44408.0
2017-04-25 12:00:00	ES	Futures	2606.06	2606.88	2605.24	2605.78	43728.0
2017-04-25 12:30:00	ES	Futures	2606.06	2606.06	2602.78	2603.87	53191.0
2017-04-25 13:00:00	ES	Futures	2604.15	2607.7	2603.6	2606.06	56766.0
2017-04-25 13:30:00	ES	Futures	2606.33	2607.42	2605.51	2606.6	49957.0
2017-04-25 14:00:00	ES	Futures	2606.6	2608.79	2606.06	2607.15	58479.0
2017-04-25 14:30:00	ES	Futures	2607.42	2608.52	2606.06	2606.6	41765.0
2017-04-25 15:00:00	ES	Futures	2606.6	2610.43	2606.33	2609.06	77259.0
2017-04-25 15:30:00	ES	Futures	2609.06	2609.06	2605.51	2605.78	153211.0
2017-04-25 16:00:00	ES	Futures	2605.78	2606.06	2603.87	2605.78	86343.0
2017-04-25 16:30:00	ES	Futures	2605.78	2606.06	2604.15	2604.42	6925.0
2017-04-25 18:00:00	ES	Futures	2603.6	2604.42	2602.78	2603.33	5043.0
2017-04-25 18:30:00	ES	Futures	2603.33	2603.87	2603.33	2603.6	1745.0
2017-04-25 19:00:00	ES	Futures	2603.6	2604.42	2603.6	2604.15	996.0
2017-04-25 19:30:00	ES	Futures	2603.87	2604.15	2603.6	2603.6	1135.0
2017-04-25 20:00:00	ES	Futures	2603.87	2605.51	2603.6	2605.24	3984.0
2017-04-25 20:30:00	ES	Futures	2604.96	2605.51	2604.15	2604.15	1811.0
2017-04-25 21:00:00	ES	Futures	2604.15	2605.24	2604.15	2604.69	2182.0
2017-04-25 21:30:00	ES	Futures	2604.69	2606.06	2604.15	2605.78	3964.0
2017-04-25 22:00:00	ES	Futures	2606.06	2606.06	2605.24	2605.51	1510.0
2017-04-25 22:30:00	ES	Futures	2605.51	2606.6	2605.51	2606.33	1384.0
2017-04-25 23:00:00	ES	Futures	2606.6	2606.6	2605.78	2606.06	1638.0
2017-04-25 23:30:00	ES	Futures	2606.06	2606.33	2605.51	2606.06	1071.0
2017-04-25 00:00:00	NQ	Futures	6571.9	6573.1	6571.61	6572.5	312.0
2017-04-25 00:30:00	NQ	Futures	6572.5	6573.69	6571.9	6573.4	256.0
2017-04-25 01:00:00	NQ	Futures	6573.4	6578.46	6573.1	6578.17	815.0
2017-04-25 01:30:00	NQ	Futures	6577.87	6580.55	6576.97	6577.57	709.0

> showing 50 of 3,114 rows — these rows as CSV

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