PREVIEW / futures_30min / 2017-05-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-01.parquet
  size:    66 KB
  rows:    2,460

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
2017-05-01 00:00:00	ES	Futures	2602.23	2602.78	2602.23	2602.78	256.0
2017-05-01 00:30:00	ES	Futures	2602.51	2602.78	2602.23	2602.51	328.0
2017-05-01 01:00:00	ES	Futures	2602.51	2603.05	2602.23	2602.78	518.0
2017-05-01 01:30:00	ES	Futures	2603.05	2603.33	2602.78	2603.33	495.0
2017-05-01 02:00:00	ES	Futures	2603.33	2605.51	2603.05	2604.96	3366.0
2017-05-01 02:30:00	ES	Futures	2604.96	2605.24	2604.15	2604.69	1045.0
2017-05-01 03:00:00	ES	Futures	2604.69	2604.69	2603.33	2603.87	1036.0
2017-05-01 03:30:00	ES	Futures	2603.6	2604.42	2603.6	2604.15	751.0
2017-05-01 04:00:00	ES	Futures	2604.42	2605.24	2603.87	2604.69	769.0
2017-05-01 04:30:00	ES	Futures	2604.96	2604.96	2604.15	2604.15	404.0
2017-05-01 05:00:00	ES	Futures	2604.15	2604.69	2604.15	2604.42	383.0
2017-05-01 05:30:00	ES	Futures	2604.69	2605.24	2604.42	2604.69	569.0
2017-05-01 06:00:00	ES	Futures	2604.69	2606.6	2604.69	2605.78	3029.0
2017-05-01 06:30:00	ES	Futures	2605.78	2606.33	2605.51	2605.51	1615.0
2017-05-01 07:00:00	ES	Futures	2605.78	2606.06	2605.24	2605.78	1820.0
2017-05-01 07:30:00	ES	Futures	2605.78	2606.06	2605.51	2605.78	1504.0
2017-05-01 08:00:00	ES	Futures	2606.06	2608.52	2605.78	2607.97	8927.0
2017-05-01 08:30:00	ES	Futures	2607.97	2607.97	2606.33	2606.6	6993.0
2017-05-01 09:00:00	ES	Futures	2606.6	2607.15	2606.06	2606.6	7324.0
2017-05-01 09:30:00	ES	Futures	2606.88	2607.15	2603.87	2604.69	67198.0
2017-05-01 10:00:00	ES	Futures	2604.69	2604.69	2601.14	2603.05	67095.0
2017-05-01 10:30:00	ES	Futures	2602.78	2608.52	2602.78	2607.42	65556.0
2017-05-01 11:00:00	ES	Futures	2607.42	2608.24	2606.06	2606.33	42767.0
2017-05-01 11:30:00	ES	Futures	2606.06	2608.52	2605.51	2607.15	44491.0
2017-05-01 12:00:00	ES	Futures	2607.15	2608.52	2606.33	2607.42	35631.0
2017-05-01 12:30:00	ES	Futures	2607.42	2608.52	2601.69	2605.24	82141.0
2017-05-01 13:00:00	ES	Futures	2605.24	2607.42	2604.42	2606.88	33772.0
2017-05-01 13:30:00	ES	Futures	2606.88	2610.43	2606.6	2610.43	38807.0
2017-05-01 14:00:00	ES	Futures	2610.15	2612.07	2609.61	2610.15	73573.0
2017-05-01 14:30:00	ES	Futures	2610.43	2610.7	2608.52	2609.33	43730.0
2017-05-01 15:00:00	ES	Futures	2609.33	2610.97	2608.79	2609.06	40114.0
2017-05-01 15:30:00	ES	Futures	2609.33	2611.52	2605.78	2606.33	115087.0
2017-05-01 16:00:00	ES	Futures	2606.33	2608.24	2605.78	2607.97	74542.0
2017-05-01 16:30:00	ES	Futures	2607.7	2608.24	2606.6	2607.7	4789.0
2017-05-01 18:00:00	ES	Futures	2607.15	2608.24	2606.33	2607.97	3632.0
2017-05-01 18:30:00	ES	Futures	2607.7	2608.52	2607.42	2607.7	991.0
2017-05-01 19:00:00	ES	Futures	2607.7	2607.97	2607.15	2607.7	435.0
2017-05-01 19:30:00	ES	Futures	2607.7	2607.7	2607.15	2607.15	705.0
2017-05-01 20:00:00	ES	Futures	2607.15	2607.7	2606.88	2607.15	2579.0
2017-05-01 20:30:00	ES	Futures	2607.15	2609.06	2607.15	2609.06	2249.0
2017-05-01 21:00:00	ES	Futures	2609.06	2609.33	2607.42	2607.97	2867.0
2017-05-01 21:30:00	ES	Futures	2607.97	2608.24	2605.78	2606.06	3385.0
2017-05-01 22:00:00	ES	Futures	2606.06	2607.15	2606.06	2606.6	2402.0
2017-05-01 22:30:00	ES	Futures	2606.6	2607.42	2606.6	2606.88	1099.0
2017-05-01 23:00:00	ES	Futures	2606.88	2607.15	2606.06	2606.6	1302.0
2017-05-01 23:30:00	ES	Futures	2606.6	2606.88	2606.33	2606.6	446.0
2017-05-01 00:00:00	NQ	Futures	6663.14	6664.03	6662.84	6663.73	167.0
2017-05-01 00:30:00	NQ	Futures	6664.03	6664.33	6662.84	6663.73	104.0
2017-05-01 01:00:00	NQ	Futures	6663.73	6665.22	6663.43	6664.92	260.0
2017-05-01 01:30:00	NQ	Futures	6664.63	6667.31	6664.63	6667.01	274.0

> showing 50 of 2,460 rows — these rows as CSV

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