PREVIEW / futures_30min / 2017-02-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-13.parquet
  size:    80 KB
  rows:    3,067

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
2017-02-13 00:00:00	ES	Futures	2527.48	2527.48	2526.39	2526.66	1508.0
2017-02-13 00:30:00	ES	Futures	2526.93	2526.93	2525.57	2526.11	1378.0
2017-02-13 01:00:00	ES	Futures	2526.11	2526.11	2524.2	2525.02	2824.0
2017-02-13 01:30:00	ES	Futures	2525.29	2525.29	2524.2	2524.48	1576.0
2017-02-13 02:00:00	ES	Futures	2524.48	2525.84	2524.2	2525.57	2702.0
2017-02-13 02:30:00	ES	Futures	2525.57	2526.66	2525.29	2525.84	3213.0
2017-02-13 03:00:00	ES	Futures	2525.84	2527.2	2525.02	2526.39	8829.0
2017-02-13 03:30:00	ES	Futures	2526.39	2527.2	2525.57	2525.57	5091.0
2017-02-13 04:00:00	ES	Futures	2525.57	2526.11	2525.57	2525.84	3660.0
2017-02-13 04:30:00	ES	Futures	2526.11	2526.93	2525.57	2525.84	4655.0
2017-02-13 05:00:00	ES	Futures	2525.57	2526.39	2525.29	2526.39	2287.0
2017-02-13 05:30:00	ES	Futures	2526.39	2526.66	2525.02	2525.57	4618.0
2017-02-13 06:00:00	ES	Futures	2525.29	2526.66	2525.02	2526.66	4317.0
2017-02-13 06:30:00	ES	Futures	2526.39	2526.93	2526.11	2526.93	2124.0
2017-02-13 07:00:00	ES	Futures	2526.93	2528.3	2526.66	2528.02	7509.0
2017-02-13 07:30:00	ES	Futures	2527.75	2528.84	2526.93	2528.3	12731.0
2017-02-13 08:00:00	ES	Futures	2528.02	2529.93	2527.75	2529.66	12500.0
2017-02-13 08:30:00	ES	Futures	2529.39	2529.66	2528.02	2529.39	16647.0
2017-02-13 09:00:00	ES	Futures	2529.11	2531.02	2528.3	2530.2	24766.0
2017-02-13 09:30:00	ES	Futures	2530.2	2534.02	2529.66	2532.39	144702.0
2017-02-13 10:00:00	ES	Futures	2532.39	2534.57	2532.11	2534.02	88840.0
2017-02-13 10:30:00	ES	Futures	2534.02	2534.84	2532.39	2534.57	74982.0
2017-02-13 11:00:00	ES	Futures	2534.3	2536.21	2532.39	2535.39	84426.0
2017-02-13 11:30:00	ES	Futures	2535.11	2535.66	2533.21	2533.48	66629.0
2017-02-13 12:00:00	ES	Futures	2533.48	2535.11	2533.21	2534.84	40862.0
2017-02-13 12:30:00	ES	Futures	2534.84	2537.3	2534.57	2537.02	63806.0
2017-02-13 13:00:00	ES	Futures	2537.3	2540.3	2536.21	2539.75	69915.0
2017-02-13 13:30:00	ES	Futures	2540.02	2541.12	2538.93	2539.21	67879.0
2017-02-13 14:00:00	ES	Futures	2539.48	2540.3	2538.39	2538.93	43028.0
2017-02-13 14:30:00	ES	Futures	2539.21	2539.21	2537.3	2537.57	49063.0
2017-02-13 15:00:00	ES	Futures	2537.57	2538.66	2537.02	2537.57	50579.0
2017-02-13 15:30:00	ES	Futures	2537.84	2538.66	2536.21	2537.3	115161.0
2017-02-13 16:00:00	ES	Futures	2537.3	2538.39	2536.75	2538.39	66406.0
2017-02-13 16:30:00	ES	Futures	2538.11	2538.93	2537.84	2538.66	6618.0
2017-02-13 18:00:00	ES	Futures	2538.39	2539.48	2538.11	2538.66	3074.0
2017-02-13 18:30:00	ES	Futures	2538.66	2538.93	2538.11	2538.93	1072.0
2017-02-13 19:00:00	ES	Futures	2538.66	2538.93	2537.84	2537.84	1181.0
2017-02-13 19:30:00	ES	Futures	2537.84	2538.39	2537.57	2538.11	1897.0
2017-02-13 20:00:00	ES	Futures	2537.84	2538.11	2536.75	2537.57	2375.0
2017-02-13 20:30:00	ES	Futures	2537.57	2538.39	2537.02	2537.57	1559.0
2017-02-13 21:00:00	ES	Futures	2537.57	2537.84	2537.3	2537.57	859.0
2017-02-13 21:30:00	ES	Futures	2537.84	2538.93	2537.84	2537.84	1891.0
2017-02-13 22:00:00	ES	Futures	2538.11	2538.39	2537.3	2537.57	962.0
2017-02-13 22:30:00	ES	Futures	2537.57	2537.84	2536.75	2536.75	2042.0
2017-02-13 23:00:00	ES	Futures	2537.02	2537.02	2536.21	2537.02	2406.0
2017-02-13 23:30:00	ES	Futures	2536.75	2537.02	2536.48	2536.48	603.0
2017-02-13 00:00:00	NQ	Futures	6246.52	6247.12	6245.03	6246.22	403.0
2017-02-13 00:30:00	NQ	Futures	6245.92	6245.92	6243.54	6244.43	434.0
2017-02-13 01:00:00	NQ	Futures	6244.13	6244.43	6240.25	6242.04	565.0
2017-02-13 01:30:00	NQ	Futures	6242.04	6242.94	6240.55	6240.55	212.0

> showing 50 of 3,067 rows — these rows as CSV

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