PREVIEW / futures_30min / 2017-02-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-14.parquet
  size:    81 KB
  rows:    3,086

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
2017-02-14 00:00:00	ES	Futures	2536.75	2536.75	2535.39	2536.21	2199.0
2017-02-14 00:30:00	ES	Futures	2536.21	2536.48	2535.11	2535.93	2257.0
2017-02-14 01:00:00	ES	Futures	2535.66	2536.75	2535.11	2535.39	2230.0
2017-02-14 01:30:00	ES	Futures	2535.39	2535.93	2534.84	2535.66	1252.0
2017-02-14 02:00:00	ES	Futures	2535.93	2536.21	2535.39	2535.93	1924.0
2017-02-14 02:30:00	ES	Futures	2535.93	2536.48	2535.39	2535.66	1844.0
2017-02-14 03:00:00	ES	Futures	2535.93	2536.48	2534.84	2535.66	8511.0
2017-02-14 03:30:00	ES	Futures	2535.66	2537.57	2535.39	2537.02	5138.0
2017-02-14 04:00:00	ES	Futures	2537.02	2537.02	2535.39	2536.21	4569.0
2017-02-14 04:30:00	ES	Futures	2535.93	2536.48	2535.39	2535.93	3424.0
2017-02-14 05:00:00	ES	Futures	2535.66	2536.75	2535.39	2535.93	3102.0
2017-02-14 05:30:00	ES	Futures	2536.21	2537.57	2535.39	2537.3	4096.0
2017-02-14 06:00:00	ES	Futures	2537.57	2538.11	2535.93	2536.48	5499.0
2017-02-14 06:30:00	ES	Futures	2536.48	2538.11	2536.21	2537.84	3084.0
2017-02-14 07:00:00	ES	Futures	2537.57	2538.11	2537.02	2537.57	3287.0
2017-02-14 07:30:00	ES	Futures	2537.57	2538.39	2537.3	2537.84	5306.0
2017-02-14 08:00:00	ES	Futures	2537.84	2539.48	2537.3	2538.93	9235.0
2017-02-14 08:30:00	ES	Futures	2538.66	2539.21	2536.48	2537.02	15949.0
2017-02-14 09:00:00	ES	Futures	2537.02	2537.3	2534.84	2535.11	20048.0
2017-02-14 09:30:00	ES	Futures	2535.39	2538.11	2533.75	2534.57	157727.0
2017-02-14 10:00:00	ES	Futures	2534.3	2536.75	2531.84	2534.3	122961.0
2017-02-14 10:30:00	ES	Futures	2534.3	2535.39	2531.02	2534.57	94708.0
2017-02-14 11:00:00	ES	Futures	2534.57	2536.75	2531.02	2536.21	106321.0
2017-02-14 11:30:00	ES	Futures	2536.21	2538.39	2535.11	2537.84	58674.0
2017-02-14 12:00:00	ES	Futures	2537.84	2538.93	2537.02	2538.39	45106.0
2017-02-14 12:30:00	ES	Futures	2538.39	2543.02	2537.84	2542.21	91593.0
2017-02-14 13:00:00	ES	Futures	2542.48	2545.21	2541.66	2544.66	73291.0
2017-02-14 13:30:00	ES	Futures	2544.39	2546.3	2543.3	2545.48	63030.0
2017-02-14 14:00:00	ES	Futures	2545.48	2547.93	2544.93	2546.03	58270.0
2017-02-14 14:30:00	ES	Futures	2546.03	2546.3	2543.57	2544.39	52950.0
2017-02-14 15:00:00	ES	Futures	2544.39	2545.75	2544.12	2545.48	60218.0
2017-02-14 15:30:00	ES	Futures	2545.21	2548.48	2544.39	2548.21	165747.0
2017-02-14 16:00:00	ES	Futures	2547.93	2550.66	2547.39	2550.12	87893.0
2017-02-14 16:30:00	ES	Futures	2550.39	2550.66	2547.93	2548.48	11930.0
2017-02-14 18:00:00	ES	Futures	2548.21	2548.75	2547.12	2547.93	3919.0
2017-02-14 18:30:00	ES	Futures	2547.93	2548.21	2547.39	2547.66	860.0
2017-02-14 19:00:00	ES	Futures	2547.66	2548.48	2547.12	2547.39	2814.0
2017-02-14 19:30:00	ES	Futures	2547.39	2548.21	2547.12	2547.93	1127.0
2017-02-14 20:00:00	ES	Futures	2547.66	2548.21	2546.84	2547.39	1979.0
2017-02-14 20:30:00	ES	Futures	2547.12	2549.3	2547.12	2549.03	1960.0
2017-02-14 21:00:00	ES	Futures	2549.03	2549.3	2548.48	2549.03	1583.0
2017-02-14 21:30:00	ES	Futures	2549.03	2549.03	2548.21	2548.75	838.0
2017-02-14 22:00:00	ES	Futures	2548.48	2549.3	2548.48	2549.03	1083.0
2017-02-14 22:30:00	ES	Futures	2549.03	2549.3	2548.48	2548.75	890.0
2017-02-14 23:00:00	ES	Futures	2548.48	2548.75	2547.66	2548.21	1193.0
2017-02-14 23:30:00	ES	Futures	2547.93	2548.48	2547.93	2548.48	996.0
2017-02-14 00:00:00	NQ	Futures	6272.17	6272.47	6269.49	6270.98	468.0
2017-02-14 00:30:00	NQ	Futures	6270.98	6270.98	6267.4	6268.89	783.0
2017-02-14 01:00:00	NQ	Futures	6269.49	6270.98	6267.7	6268.3	550.0
2017-02-14 01:30:00	NQ	Futures	6268.3	6269.49	6267.7	6269.19	280.0

> showing 50 of 3,086 rows — these rows as CSV

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