PREVIEW / futures_30min / 2017-04-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-04-28.parquet
  size:    70 KB
  rows:    2,542

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
2017-04-28 00:00:00	ES	Futures	2606.06	2606.06	2605.51	2605.78	1220.0
2017-04-28 00:30:00	ES	Futures	2605.78	2606.06	2604.69	2605.51	1651.0
2017-04-28 01:00:00	ES	Futures	2605.78	2606.06	2605.51	2605.51	782.0
2017-04-28 01:30:00	ES	Futures	2605.78	2606.06	2604.69	2605.51	2928.0
2017-04-28 02:00:00	ES	Futures	2605.51	2606.33	2605.24	2605.78	3123.0
2017-04-28 02:30:00	ES	Futures	2605.78	2606.6	2604.96	2605.24	2907.0
2017-04-28 03:00:00	ES	Futures	2604.96	2606.33	2604.15	2604.69	5937.0
2017-04-28 03:30:00	ES	Futures	2604.42	2606.06	2604.42	2606.06	3350.0
2017-04-28 04:00:00	ES	Futures	2606.06	2608.24	2605.78	2608.24	7801.0
2017-04-28 04:30:00	ES	Futures	2607.97	2607.97	2606.33	2606.88	3142.0
2017-04-28 05:00:00	ES	Futures	2606.88	2608.24	2606.88	2607.7	4914.0
2017-04-28 05:30:00	ES	Futures	2607.97	2609.33	2607.15	2609.06	6244.0
2017-04-28 06:00:00	ES	Futures	2609.06	2609.61	2608.52	2608.79	2965.0
2017-04-28 06:30:00	ES	Futures	2608.79	2609.33	2607.7	2609.06	4024.0
2017-04-28 07:00:00	ES	Futures	2609.06	2609.88	2608.24	2609.06	4437.0
2017-04-28 07:30:00	ES	Futures	2609.06	2609.61	2607.42	2608.24	7540.0
2017-04-28 08:00:00	ES	Futures	2607.97	2609.61	2607.42	2608.52	7748.0
2017-04-28 08:30:00	ES	Futures	2608.52	2609.33	2607.15	2607.97	16142.0
2017-04-28 09:00:00	ES	Futures	2607.97	2609.61	2607.42	2608.79	13123.0
2017-04-28 09:30:00	ES	Futures	2609.06	2609.33	2603.87	2604.96	117828.0
2017-04-28 10:00:00	ES	Futures	2604.96	2605.78	2600.87	2602.78	104781.0
2017-04-28 10:30:00	ES	Futures	2603.05	2604.42	2601.41	2603.05	79523.0
2017-04-28 11:00:00	ES	Futures	2603.33	2604.15	2600.59	2601.96	61734.0
2017-04-28 11:30:00	ES	Futures	2601.96	2601.96	2599.5	2600.32	60385.0
2017-04-28 12:00:00	ES	Futures	2600.59	2603.05	2600.59	2601.96	39644.0
2017-04-28 12:30:00	ES	Futures	2602.23	2602.51	2600.87	2601.41	30792.0
2017-04-28 13:00:00	ES	Futures	2601.69	2602.23	2599.5	2600.87	36121.0
2017-04-28 13:30:00	ES	Futures	2601.14	2601.96	2599.77	2600.05	36596.0
2017-04-28 14:00:00	ES	Futures	2600.05	2601.41	2598.41	2599.77	59517.0
2017-04-28 14:30:00	ES	Futures	2599.77	2601.14	2599.5	2599.5	37178.0
2017-04-28 15:00:00	ES	Futures	2599.5	2601.96	2598.96	2600.32	51319.0
2017-04-28 15:30:00	ES	Futures	2600.32	2602.23	2599.5	2600.59	200171.0
2017-04-28 16:00:00	ES	Futures	2600.87	2602.78	2600.32	2600.87	98846.0
2017-04-28 16:30:00	ES	Futures	2601.41	2601.41	2599.77	2601.14	7070.0
2017-04-28 00:00:00	NQ	Futures	6667.31	6667.61	6665.22	6665.22	320.0
2017-04-28 00:30:00	NQ	Futures	6665.52	6665.82	6662.24	6664.03	653.0
2017-04-28 01:00:00	NQ	Futures	6664.03	6664.33	6663.14	6663.43	271.0
2017-04-28 01:30:00	NQ	Futures	6664.03	6664.92	6662.84	6663.73	475.0
2017-04-28 02:00:00	NQ	Futures	6663.73	6664.63	6662.24	6663.73	702.0
2017-04-28 02:30:00	NQ	Futures	6664.03	6665.82	6662.54	6663.14	638.0
2017-04-28 03:00:00	NQ	Futures	6662.84	6664.33	6659.26	6661.05	991.0
2017-04-28 03:30:00	NQ	Futures	6661.35	6664.33	6660.45	6664.03	591.0
2017-04-28 04:00:00	NQ	Futures	6664.33	6667.61	6663.43	6666.12	1292.0
2017-04-28 04:30:00	NQ	Futures	6666.12	6666.12	6662.24	6663.73	573.0
2017-04-28 05:00:00	NQ	Futures	6663.73	6668.2	6663.73	6666.71	822.0
2017-04-28 05:30:00	NQ	Futures	6666.71	6671.19	6665.22	6670.59	861.0
2017-04-28 06:00:00	NQ	Futures	6670.59	6672.38	6669.99	6671.78	940.0
2017-04-28 06:30:00	NQ	Futures	6671.48	6672.68	6669.69	6671.48	816.0
2017-04-28 07:00:00	NQ	Futures	6671.78	6675.66	6669.99	6673.87	862.0
2017-04-28 07:30:00	NQ	Futures	6673.57	6674.46	6667.31	6668.2	1958.0

> showing 50 of 2,542 rows — these rows as CSV

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