PREVIEW / futures_30min / 2017-02-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-15.parquet
  size:    82 KB
  rows:    3,076

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
2017-02-15 00:00:00	ES	Futures	2548.75	2553.12	2548.21	2551.48	7982.0
2017-02-15 00:30:00	ES	Futures	2551.48	2552.03	2550.39	2550.39	1675.0
2017-02-15 01:00:00	ES	Futures	2550.66	2550.94	2550.12	2550.12	1312.0
2017-02-15 01:30:00	ES	Futures	2550.12	2550.94	2550.12	2550.39	1348.0
2017-02-15 02:00:00	ES	Futures	2550.39	2550.94	2550.12	2550.94	2054.0
2017-02-15 02:30:00	ES	Futures	2550.66	2551.48	2550.12	2550.12	1845.0
2017-02-15 03:00:00	ES	Futures	2550.39	2550.94	2548.75	2550.94	9971.0
2017-02-15 03:30:00	ES	Futures	2550.94	2551.75	2550.12	2551.21	5282.0
2017-02-15 04:00:00	ES	Futures	2551.21	2551.21	2548.75	2549.3	4461.0
2017-02-15 04:30:00	ES	Futures	2549.57	2550.12	2549.03	2549.84	3680.0
2017-02-15 05:00:00	ES	Futures	2549.57	2550.12	2548.75	2549.03	3889.0
2017-02-15 05:30:00	ES	Futures	2549.03	2549.3	2547.39	2547.93	4312.0
2017-02-15 06:00:00	ES	Futures	2547.93	2548.48	2547.39	2547.93	4165.0
2017-02-15 06:30:00	ES	Futures	2547.93	2549.3	2547.93	2548.48	3848.0
2017-02-15 07:00:00	ES	Futures	2548.48	2549.57	2547.93	2548.75	6341.0
2017-02-15 07:30:00	ES	Futures	2549.03	2549.3	2547.93	2547.93	7367.0
2017-02-15 08:00:00	ES	Futures	2548.21	2548.48	2546.3	2547.39	14082.0
2017-02-15 08:30:00	ES	Futures	2547.12	2547.66	2543.84	2544.66	34830.0
2017-02-15 09:00:00	ES	Futures	2544.39	2545.48	2543.57	2545.21	29116.0
2017-02-15 09:30:00	ES	Futures	2545.21	2548.75	2544.39	2548.21	125618.0
2017-02-15 10:00:00	ES	Futures	2548.21	2549.3	2545.48	2548.75	94830.0
2017-02-15 10:30:00	ES	Futures	2548.75	2552.57	2548.21	2552.3	95687.0
2017-02-15 11:00:00	ES	Futures	2552.3	2556.39	2551.75	2555.3	113012.0
2017-02-15 11:30:00	ES	Futures	2555.57	2555.84	2549.84	2552.03	113878.0
2017-02-15 12:00:00	ES	Futures	2552.3	2553.66	2550.94	2553.39	65492.0
2017-02-15 12:30:00	ES	Futures	2553.39	2555.57	2552.84	2554.21	54464.0
2017-02-15 13:00:00	ES	Futures	2554.48	2556.12	2552.57	2555.03	54679.0
2017-02-15 13:30:00	ES	Futures	2555.3	2559.39	2554.21	2557.48	82961.0
2017-02-15 14:00:00	ES	Futures	2557.48	2559.12	2556.66	2558.85	69554.0
2017-02-15 14:30:00	ES	Futures	2558.85	2560.21	2558.03	2560.21	61287.0
2017-02-15 15:00:00	ES	Futures	2560.21	2563.76	2558.85	2561.85	128339.0
2017-02-15 15:30:00	ES	Futures	2562.12	2562.66	2559.94	2560.48	160904.0
2017-02-15 16:00:00	ES	Futures	2560.48	2565.12	2560.48	2564.03	89195.0
2017-02-15 16:30:00	ES	Futures	2564.03	2565.66	2563.21	2564.57	15807.0
2017-02-15 17:00:00	ES	Futures	2564.57	2564.57	2564.57	2564.57	2.0
2017-02-15 18:00:00	ES	Futures	2564.3	2564.85	2563.21	2563.76	4177.0
2017-02-15 18:30:00	ES	Futures	2563.76	2563.76	2562.94	2563.48	2099.0
2017-02-15 19:00:00	ES	Futures	2563.48	2563.76	2562.39	2562.66	2608.0
2017-02-15 19:30:00	ES	Futures	2562.66	2562.66	2561.57	2561.57	4290.0
2017-02-15 20:00:00	ES	Futures	2561.85	2562.12	2561.3	2561.85	2012.0
2017-02-15 20:30:00	ES	Futures	2561.57	2562.12	2560.75	2561.3	3776.0
2017-02-15 21:00:00	ES	Futures	2561.03	2561.85	2561.03	2561.85	1849.0
2017-02-15 21:30:00	ES	Futures	2561.85	2562.39	2561.57	2562.39	1096.0
2017-02-15 22:00:00	ES	Futures	2562.12	2562.66	2561.85	2562.12	1253.0
2017-02-15 22:30:00	ES	Futures	2562.12	2562.66	2561.57	2561.85	1445.0
2017-02-15 23:00:00	ES	Futures	2562.12	2562.39	2561.85	2562.39	494.0
2017-02-15 23:30:00	ES	Futures	2562.39	2563.21	2562.12	2562.94	926.0
2017-02-15 00:00:00	NQ	Futures	6296.34	6306.48	6296.04	6304.09	1757.0
2017-02-15 00:30:00	NQ	Futures	6304.39	6304.39	6300.51	6300.51	599.0
2017-02-15 01:00:00	NQ	Futures	6300.81	6301.71	6300.22	6300.81	503.0

> showing 50 of 3,076 rows — these rows as CSV

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