PREVIEW / futures_30min / 2017-02-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-16.parquet
  size:    81 KB
  rows:    3,065

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
2017-02-16 00:00:00	ES	Futures	2563.21	2563.21	2562.39	2562.39	1253.0
2017-02-16 00:30:00	ES	Futures	2562.66	2563.21	2562.12	2562.66	1346.0
2017-02-16 01:00:00	ES	Futures	2562.94	2563.21	2561.03	2561.3	2865.0
2017-02-16 01:30:00	ES	Futures	2561.57	2562.12	2561.3	2561.57	4183.0
2017-02-16 02:00:00	ES	Futures	2561.57	2562.12	2561.3	2561.3	3775.0
2017-02-16 02:30:00	ES	Futures	2561.3	2562.12	2561.3	2561.57	3994.0
2017-02-16 03:00:00	ES	Futures	2561.85	2563.76	2561.57	2562.39	13646.0
2017-02-16 03:30:00	ES	Futures	2562.66	2563.48	2561.03	2561.03	7903.0
2017-02-16 04:00:00	ES	Futures	2561.03	2561.85	2560.48	2561.03	8753.0
2017-02-16 04:30:00	ES	Futures	2561.03	2561.3	2559.94	2560.48	5844.0
2017-02-16 05:00:00	ES	Futures	2560.75	2560.75	2559.39	2559.94	5887.0
2017-02-16 05:30:00	ES	Futures	2560.21	2560.75	2559.39	2560.48	5249.0
2017-02-16 06:00:00	ES	Futures	2560.75	2561.3	2559.66	2559.94	6324.0
2017-02-16 06:30:00	ES	Futures	2560.21	2560.75	2559.66	2560.21	6973.0
2017-02-16 07:00:00	ES	Futures	2560.48	2560.75	2559.94	2560.48	4083.0
2017-02-16 07:30:00	ES	Futures	2560.21	2560.75	2559.12	2559.39	8274.0
2017-02-16 08:00:00	ES	Futures	2559.39	2559.66	2558.03	2558.03	9355.0
2017-02-16 08:30:00	ES	Futures	2558.3	2561.03	2558.03	2560.48	18639.0
2017-02-16 09:00:00	ES	Futures	2560.48	2561.85	2560.21	2561.57	23606.0
2017-02-16 09:30:00	ES	Futures	2561.85	2563.76	2556.66	2558.3	203371.0
2017-02-16 10:00:00	ES	Futures	2558.3	2559.66	2556.12	2557.75	179502.0
2017-02-16 10:30:00	ES	Futures	2558.03	2561.57	2550.66	2554.48	220986.0
2017-02-16 11:00:00	ES	Futures	2554.48	2555.57	2549.57	2555.03	187836.0
2017-02-16 11:30:00	ES	Futures	2554.75	2556.94	2553.39	2556.94	100397.0
2017-02-16 12:00:00	ES	Futures	2556.94	2557.48	2553.66	2555.84	64770.0
2017-02-16 12:30:00	ES	Futures	2555.84	2558.85	2555.03	2555.84	59391.0
2017-02-16 13:00:00	ES	Futures	2555.84	2556.12	2553.12	2554.48	73428.0
2017-02-16 13:30:00	ES	Futures	2554.75	2555.57	2552.84	2554.75	57954.0
2017-02-16 14:00:00	ES	Futures	2555.03	2556.12	2552.03	2553.94	69055.0
2017-02-16 14:30:00	ES	Futures	2553.66	2555.84	2552.3	2555.3	62153.0
2017-02-16 15:00:00	ES	Futures	2555.3	2557.21	2554.75	2556.39	69441.0
2017-02-16 15:30:00	ES	Futures	2556.39	2559.39	2556.12	2559.39	122218.0
2017-02-16 16:00:00	ES	Futures	2559.12	2561.03	2558.85	2559.39	77936.0
2017-02-16 16:30:00	ES	Futures	2559.39	2560.48	2558.85	2559.66	5916.0
2017-02-16 18:00:00	ES	Futures	2558.57	2559.12	2557.75	2558.03	2338.0
2017-02-16 18:30:00	ES	Futures	2557.75	2558.03	2556.94	2557.21	1142.0
2017-02-16 19:00:00	ES	Futures	2557.21	2557.75	2556.39	2556.39	4243.0
2017-02-16 19:30:00	ES	Futures	2556.39	2558.57	2556.39	2558.3	2808.0
2017-02-16 20:00:00	ES	Futures	2558.57	2559.39	2557.75	2559.39	3161.0
2017-02-16 20:30:00	ES	Futures	2559.39	2560.48	2558.85	2559.39	2489.0
2017-02-16 21:00:00	ES	Futures	2559.39	2561.3	2559.12	2560.21	3076.0
2017-02-16 21:30:00	ES	Futures	2560.21	2560.48	2559.39	2559.94	703.0
2017-02-16 22:00:00	ES	Futures	2559.66	2560.21	2559.12	2559.39	737.0
2017-02-16 22:30:00	ES	Futures	2559.66	2559.66	2558.57	2558.85	1429.0
2017-02-16 23:00:00	ES	Futures	2558.57	2559.12	2558.57	2558.57	364.0
2017-02-16 23:30:00	ES	Futures	2558.85	2559.39	2557.75	2558.3	1351.0
2017-02-16 00:00:00	NQ	Futures	6339.3	6339.59	6337.8	6338.7	342.0
2017-02-16 00:30:00	NQ	Futures	6338.7	6339.0	6336.91	6338.1	334.0
2017-02-16 01:00:00	NQ	Futures	6338.1	6338.7	6334.22	6335.12	678.0
2017-02-16 01:30:00	NQ	Futures	6335.12	6336.61	6334.82	6336.31	416.0

> showing 50 of 3,065 rows — these rows as CSV

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