PREVIEW / futures_30min / 2017-04-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-27.parquet
  size:    79 KB
  rows:    3,082

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
2017-04-27 00:00:00	ES	Futures	2604.69	2605.24	2604.42	2604.69	1013.0
2017-04-27 00:30:00	ES	Futures	2604.69	2604.96	2604.42	2604.42	739.0
2017-04-27 01:00:00	ES	Futures	2604.69	2604.69	2603.6	2603.87	1841.0
2017-04-27 01:30:00	ES	Futures	2603.6	2604.69	2603.05	2604.15	2753.0
2017-04-27 02:00:00	ES	Futures	2604.15	2605.51	2604.15	2605.24	3418.0
2017-04-27 02:30:00	ES	Futures	2605.51	2605.51	2604.42	2604.42	2773.0
2017-04-27 03:00:00	ES	Futures	2604.42	2604.96	2603.33	2603.6	10714.0
2017-04-27 03:30:00	ES	Futures	2603.6	2604.69	2602.78	2602.78	6222.0
2017-04-27 04:00:00	ES	Futures	2602.78	2603.87	2601.69	2603.87	6024.0
2017-04-27 04:30:00	ES	Futures	2603.87	2604.15	2602.23	2602.23	4613.0
2017-04-27 05:00:00	ES	Futures	2602.23	2604.15	2601.96	2603.6	3478.0
2017-04-27 05:30:00	ES	Futures	2603.6	2603.6	2602.78	2603.05	2482.0
2017-04-27 06:00:00	ES	Futures	2603.05	2603.33	2602.23	2602.78	2926.0
2017-04-27 06:30:00	ES	Futures	2602.78	2604.69	2602.78	2603.87	4338.0
2017-04-27 07:00:00	ES	Futures	2603.87	2607.42	2603.87	2606.88	8334.0
2017-04-27 07:30:00	ES	Futures	2606.88	2607.15	2605.78	2605.78	6936.0
2017-04-27 08:00:00	ES	Futures	2605.78	2607.15	2605.51	2606.33	9467.0
2017-04-27 08:30:00	ES	Futures	2606.06	2607.42	2603.87	2605.51	16741.0
2017-04-27 09:00:00	ES	Futures	2605.51	2607.97	2604.15	2607.42	21167.0
2017-04-27 09:30:00	ES	Futures	2607.42	2607.97	2603.33	2605.78	92490.0
2017-04-27 10:00:00	ES	Futures	2605.78	2608.52	2604.15	2604.42	88752.0
2017-04-27 10:30:00	ES	Futures	2604.69	2606.06	2599.5	2601.69	123557.0
2017-04-27 11:00:00	ES	Futures	2601.69	2603.6	2600.59	2601.41	80302.0
2017-04-27 11:30:00	ES	Futures	2601.41	2602.51	2598.96	2600.32	76229.0
2017-04-27 12:00:00	ES	Futures	2600.59	2602.51	2600.32	2601.14	47309.0
2017-04-27 12:30:00	ES	Futures	2601.14	2609.61	2601.14	2609.61	79965.0
2017-04-27 13:00:00	ES	Futures	2609.61	2609.88	2607.42	2608.24	47443.0
2017-04-27 13:30:00	ES	Futures	2607.97	2608.52	2606.06	2606.88	32484.0
2017-04-27 14:00:00	ES	Futures	2606.6	2607.42	2605.24	2606.33	30111.0
2017-04-27 14:30:00	ES	Futures	2606.33	2608.24	2606.33	2607.15	29310.0
2017-04-27 15:00:00	ES	Futures	2607.15	2607.15	2603.6	2606.06	43009.0
2017-04-27 15:30:00	ES	Futures	2606.06	2606.88	2603.87	2606.06	108026.0
2017-04-27 16:00:00	ES	Futures	2606.06	2607.7	2605.24	2607.15	69895.0
2017-04-27 16:30:00	ES	Futures	2607.15	2609.06	2606.33	2608.24	6620.0
2017-04-27 18:00:00	ES	Futures	2607.15	2607.42	2605.24	2606.06	3345.0
2017-04-27 18:30:00	ES	Futures	2606.06	2606.6	2605.78	2606.33	756.0
2017-04-27 19:00:00	ES	Futures	2606.6	2606.6	2606.06	2606.33	629.0
2017-04-27 19:30:00	ES	Futures	2606.33	2606.88	2605.51	2606.06	1480.0
2017-04-27 20:00:00	ES	Futures	2606.06	2607.15	2605.51	2606.33	2740.0
2017-04-27 20:30:00	ES	Futures	2606.33	2607.42	2605.78	2606.88	1913.0
2017-04-27 21:00:00	ES	Futures	2607.15	2607.7	2606.33	2607.42	2720.0
2017-04-27 21:30:00	ES	Futures	2607.15	2607.42	2606.06	2606.88	1898.0
2017-04-27 22:00:00	ES	Futures	2606.88	2607.42	2606.06	2607.15	1175.0
2017-04-27 22:30:00	ES	Futures	2607.15	2607.42	2605.78	2606.06	1637.0
2017-04-27 23:00:00	ES	Futures	2606.33	2606.33	2605.78	2606.06	1016.0
2017-04-27 23:30:00	ES	Futures	2605.78	2606.33	2605.51	2605.78	1479.0
2017-04-27 00:00:00	NQ	Futures	6607.08	6608.87	6607.08	6607.68	275.0
2017-04-27 00:30:00	NQ	Futures	6607.68	6607.98	6606.79	6607.68	202.0
2017-04-27 01:00:00	NQ	Futures	6607.68	6608.28	6606.49	6606.49	340.0
2017-04-27 01:30:00	NQ	Futures	6606.49	6608.87	6605.3	6607.98	475.0

> showing 50 of 3,082 rows — these rows as CSV

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