PREVIEW / futures_30min / 2017-04-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-26.parquet
  size:    84 KB
  rows:    3,154

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
2017-04-26 00:00:00	ES	Futures	2606.06	2606.33	2604.96	2605.78	2341.0
2017-04-26 00:30:00	ES	Futures	2605.78	2606.6	2605.78	2606.6	2289.0
2017-04-26 01:00:00	ES	Futures	2606.6	2607.15	2606.33	2606.88	1422.0
2017-04-26 01:30:00	ES	Futures	2606.88	2607.15	2606.33	2606.6	1296.0
2017-04-26 02:00:00	ES	Futures	2606.6	2606.88	2605.24	2605.51	3249.0
2017-04-26 02:30:00	ES	Futures	2605.51	2605.78	2604.96	2605.78	2793.0
2017-04-26 03:00:00	ES	Futures	2605.78	2606.33	2605.24	2605.78	8219.0
2017-04-26 03:30:00	ES	Futures	2606.06	2606.06	2603.33	2603.87	7886.0
2017-04-26 04:00:00	ES	Futures	2603.6	2604.96	2603.6	2604.42	4574.0
2017-04-26 04:30:00	ES	Futures	2604.42	2605.24	2603.87	2604.96	3495.0
2017-04-26 05:00:00	ES	Futures	2604.96	2605.24	2604.42	2604.96	3686.0
2017-04-26 05:30:00	ES	Futures	2604.96	2607.42	2604.96	2607.15	7503.0
2017-04-26 06:00:00	ES	Futures	2607.15	2607.7	2606.06	2606.06	5473.0
2017-04-26 06:30:00	ES	Futures	2606.33	2606.6	2604.15	2604.42	8555.0
2017-04-26 07:00:00	ES	Futures	2604.42	2604.96	2603.33	2603.33	7172.0
2017-04-26 07:30:00	ES	Futures	2603.33	2605.24	2602.78	2603.87	12628.0
2017-04-26 08:00:00	ES	Futures	2603.87	2605.24	2603.6	2604.15	8656.0
2017-04-26 08:30:00	ES	Futures	2604.15	2607.42	2603.87	2606.6	28599.0
2017-04-26 09:00:00	ES	Futures	2606.6	2606.88	2605.24	2605.51	14383.0
2017-04-26 09:30:00	ES	Futures	2605.51	2608.79	2604.96	2608.24	114867.0
2017-04-26 10:00:00	ES	Futures	2607.97	2609.61	2606.88	2609.33	64353.0
2017-04-26 10:30:00	ES	Futures	2609.33	2611.52	2608.79	2610.97	71944.0
2017-04-26 11:00:00	ES	Futures	2610.97	2616.44	2609.33	2615.89	120858.0
2017-04-26 11:30:00	ES	Futures	2615.89	2615.89	2607.15	2609.33	134338.0
2017-04-26 12:00:00	ES	Futures	2609.33	2613.43	2608.24	2610.7	66035.0
2017-04-26 12:30:00	ES	Futures	2610.97	2614.52	2610.15	2614.25	54495.0
2017-04-26 13:00:00	ES	Futures	2614.25	2615.34	2612.61	2612.61	50178.0
2017-04-26 13:30:00	ES	Futures	2612.61	2616.16	2608.52	2610.15	125328.0
2017-04-26 14:00:00	ES	Futures	2610.15	2612.61	2607.97	2610.43	93104.0
2017-04-26 14:30:00	ES	Futures	2610.43	2613.16	2610.15	2610.97	53248.0
2017-04-26 15:00:00	ES	Futures	2610.97	2613.43	2610.15	2611.25	58005.0
2017-04-26 15:30:00	ES	Futures	2610.97	2611.52	2603.05	2604.15	229125.0
2017-04-26 16:00:00	ES	Futures	2604.15	2604.96	2602.51	2603.33	75001.0
2017-04-26 16:30:00	ES	Futures	2603.05	2603.87	2601.96	2602.23	7239.0
2017-04-26 17:00:00	ES	Futures	2601.96	2601.96	2601.96	2601.96	1.0
2017-04-26 18:00:00	ES	Futures	2601.96	2603.33	2601.69	2602.51	4297.0
2017-04-26 18:30:00	ES	Futures	2602.51	2603.87	2602.23	2603.87	2111.0
2017-04-26 19:00:00	ES	Futures	2603.87	2605.78	2603.33	2604.96	3625.0
2017-04-26 19:30:00	ES	Futures	2605.24	2605.24	2604.15	2604.15	1167.0
2017-04-26 20:00:00	ES	Futures	2604.15	2604.96	2603.87	2604.69	2500.0
2017-04-26 20:30:00	ES	Futures	2604.69	2605.78	2604.15	2604.96	1765.0
2017-04-26 21:00:00	ES	Futures	2604.96	2605.78	2604.96	2605.24	1670.0
2017-04-26 21:30:00	ES	Futures	2605.24	2605.51	2604.42	2604.42	1799.0
2017-04-26 22:00:00	ES	Futures	2604.42	2604.69	2603.87	2604.42	1671.0
2017-04-26 22:30:00	ES	Futures	2604.42	2605.51	2604.15	2605.24	2675.0
2017-04-26 23:00:00	ES	Futures	2605.24	2605.51	2604.42	2604.69	1828.0
2017-04-26 23:30:00	ES	Futures	2604.96	2605.24	2604.15	2604.42	1108.0
2017-04-26 00:00:00	NQ	Futures	6620.2	6620.5	6617.82	6619.31	413.0
2017-04-26 00:30:00	NQ	Futures	6619.01	6621.1	6619.01	6620.5	332.0
2017-04-26 01:00:00	NQ	Futures	6620.8	6624.08	6620.8	6623.18	486.0

> showing 50 of 3,154 rows — these rows as CSV

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