PREVIEW / futures_30min / 2017-02-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-20.parquet
  size:    57 KB
  rows:    2,194

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
2017-02-20 00:00:00	ES	Futures	2563.21	2563.76	2562.94	2563.21	494.0
2017-02-20 00:30:00	ES	Futures	2563.21	2564.03	2563.21	2563.76	573.0
2017-02-20 01:00:00	ES	Futures	2563.76	2569.21	2563.76	2568.39	8682.0
2017-02-20 01:30:00	ES	Futures	2568.12	2568.39	2567.85	2567.85	1354.0
2017-02-20 02:00:00	ES	Futures	2567.85	2571.39	2567.03	2569.76	9608.0
2017-02-20 02:30:00	ES	Futures	2569.48	2570.03	2568.12	2568.67	3103.0
2017-02-20 03:00:00	ES	Futures	2568.67	2568.94	2565.39	2566.76	9135.0
2017-02-20 03:30:00	ES	Futures	2566.76	2567.3	2565.66	2566.48	3251.0
2017-02-20 04:00:00	ES	Futures	2566.76	2567.03	2564.85	2564.85	2822.0
2017-02-20 04:30:00	ES	Futures	2564.85	2565.39	2563.48	2565.12	3946.0
2017-02-20 05:00:00	ES	Futures	2565.12	2565.94	2564.57	2565.66	1591.0
2017-02-20 05:30:00	ES	Futures	2565.66	2566.21	2565.12	2565.39	2398.0
2017-02-20 06:00:00	ES	Futures	2565.39	2565.66	2564.57	2565.39	1278.0
2017-02-20 06:30:00	ES	Futures	2565.39	2565.66	2564.57	2565.12	2243.0
2017-02-20 07:00:00	ES	Futures	2565.12	2565.12	2564.03	2564.57	2670.0
2017-02-20 07:30:00	ES	Futures	2564.57	2564.85	2563.76	2564.3	3219.0
2017-02-20 08:00:00	ES	Futures	2564.57	2564.85	2563.76	2563.76	3001.0
2017-02-20 08:30:00	ES	Futures	2564.03	2565.12	2563.48	2564.57	3328.0
2017-02-20 09:00:00	ES	Futures	2564.3	2568.39	2564.3	2567.57	8322.0
2017-02-20 09:30:00	ES	Futures	2567.85	2567.85	2564.57	2565.94	11095.0
2017-02-20 10:00:00	ES	Futures	2565.94	2567.03	2565.66	2566.76	5057.0
2017-02-20 10:30:00	ES	Futures	2566.76	2566.76	2565.39	2566.21	3313.0
2017-02-20 11:00:00	ES	Futures	2566.21	2568.39	2565.94	2568.39	4891.0
2017-02-20 11:30:00	ES	Futures	2568.12	2568.39	2566.76	2567.85	5259.0
2017-02-20 12:00:00	ES	Futures	2567.85	2568.94	2567.57	2568.39	3461.0
2017-02-20 12:30:00	ES	Futures	2568.39	2568.94	2566.76	2567.03	3937.0
2017-02-20 18:00:00	ES	Futures	2567.03	2568.39	2566.76	2568.12	2040.0
2017-02-20 18:30:00	ES	Futures	2568.39	2568.67	2567.3	2567.57	1851.0
2017-02-20 19:00:00	ES	Futures	2567.85	2568.39	2567.3	2567.57	1160.0
2017-02-20 19:30:00	ES	Futures	2567.57	2567.85	2567.03	2567.3	863.0
2017-02-20 20:00:00	ES	Futures	2567.03	2567.85	2566.76	2567.85	1138.0
2017-02-20 20:30:00	ES	Futures	2567.85	2568.39	2565.66	2566.21	2874.0
2017-02-20 21:00:00	ES	Futures	2566.21	2566.76	2566.21	2566.76	889.0
2017-02-20 21:30:00	ES	Futures	2566.76	2567.03	2566.21	2566.21	1533.0
2017-02-20 22:00:00	ES	Futures	2565.94	2567.03	2565.94	2566.48	1477.0
2017-02-20 22:30:00	ES	Futures	2566.76	2567.03	2566.21	2567.03	544.0
2017-02-20 23:00:00	ES	Futures	2567.03	2567.3	2566.48	2567.03	423.0
2017-02-20 23:30:00	ES	Futures	2567.03	2567.3	2566.76	2567.03	394.0
2017-02-20 00:00:00	NQ	Futures	6356.0	6356.6	6355.41	6355.41	165.0
2017-02-20 00:30:00	NQ	Futures	6355.7	6358.69	6355.7	6358.09	135.0
2017-02-20 01:00:00	NQ	Futures	6358.09	6370.32	6357.79	6369.72	1785.0
2017-02-20 01:30:00	NQ	Futures	6369.72	6372.41	6369.13	6371.51	499.0
2017-02-20 02:00:00	NQ	Futures	6371.22	6378.67	6368.23	6375.99	2188.0
2017-02-20 02:30:00	NQ	Futures	6376.29	6376.88	6373.01	6373.01	933.0
2017-02-20 03:00:00	NQ	Futures	6373.6	6374.5	6363.16	6367.34	2696.0
2017-02-20 03:30:00	NQ	Futures	6367.04	6370.02	6364.95	6366.15	852.0
2017-02-20 04:00:00	NQ	Futures	6366.44	6367.64	6360.48	6360.48	667.0
2017-02-20 04:30:00	NQ	Futures	6360.78	6361.67	6357.49	6361.37	880.0
2017-02-20 05:00:00	NQ	Futures	6361.07	6362.86	6360.78	6362.86	369.0
2017-02-20 05:30:00	NQ	Futures	6362.27	6363.16	6361.67	6361.97	360.0

> showing 50 of 2,194 rows — these rows as CSV

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