PREVIEW / futures_30min / 2017-02-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-21.parquet
  size:    80 KB
  rows:    3,063

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
2017-02-21 00:00:00	ES	Futures	2566.76	2567.03	2565.12	2565.12	1360.0
2017-02-21 00:30:00	ES	Futures	2565.39	2565.39	2564.57	2564.85	2320.0
2017-02-21 01:00:00	ES	Futures	2564.57	2565.66	2564.57	2565.66	1223.0
2017-02-21 01:30:00	ES	Futures	2565.39	2565.66	2564.85	2565.12	539.0
2017-02-21 02:00:00	ES	Futures	2565.12	2565.94	2564.57	2564.57	2004.0
2017-02-21 02:30:00	ES	Futures	2564.85	2564.85	2563.48	2563.76	2730.0
2017-02-21 03:00:00	ES	Futures	2563.76	2565.12	2562.94	2564.03	9235.0
2017-02-21 03:30:00	ES	Futures	2564.03	2565.94	2564.03	2564.57	6960.0
2017-02-21 04:00:00	ES	Futures	2564.85	2567.3	2564.57	2566.76	11426.0
2017-02-21 04:30:00	ES	Futures	2566.48	2567.57	2566.48	2567.03	5233.0
2017-02-21 05:00:00	ES	Futures	2567.03	2568.12	2566.21	2568.12	6378.0
2017-02-21 05:30:00	ES	Futures	2568.12	2568.12	2567.3	2567.85	2855.0
2017-02-21 06:00:00	ES	Futures	2567.85	2568.39	2567.3	2567.57	5121.0
2017-02-21 06:30:00	ES	Futures	2567.85	2568.67	2567.3	2567.57	4092.0
2017-02-21 07:00:00	ES	Futures	2567.57	2568.67	2567.3	2567.57	10189.0
2017-02-21 07:30:00	ES	Futures	2567.57	2568.39	2567.03	2567.3	13199.0
2017-02-21 08:00:00	ES	Futures	2567.3	2567.3	2565.94	2567.03	11097.0
2017-02-21 08:30:00	ES	Futures	2567.03	2567.57	2566.76	2567.03	7810.0
2017-02-21 09:00:00	ES	Futures	2567.03	2569.48	2567.03	2567.57	20926.0
2017-02-21 09:30:00	ES	Futures	2567.3	2574.67	2567.03	2573.85	176832.0
2017-02-21 10:00:00	ES	Futures	2573.85	2578.76	2573.3	2577.67	138861.0
2017-02-21 10:30:00	ES	Futures	2577.67	2580.12	2576.03	2577.39	129995.0
2017-02-21 11:00:00	ES	Futures	2577.12	2577.39	2572.21	2572.48	105706.0
2017-02-21 11:30:00	ES	Futures	2572.76	2574.39	2570.3	2573.85	120796.0
2017-02-21 12:00:00	ES	Futures	2573.85	2575.76	2573.3	2575.21	66201.0
2017-02-21 12:30:00	ES	Futures	2574.94	2575.76	2573.3	2574.12	45314.0
2017-02-21 13:00:00	ES	Futures	2574.12	2575.21	2572.76	2574.94	50536.0
2017-02-21 13:30:00	ES	Futures	2575.21	2575.21	2572.21	2573.85	46686.0
2017-02-21 14:00:00	ES	Futures	2573.85	2576.58	2572.76	2576.3	49389.0
2017-02-21 14:30:00	ES	Futures	2576.58	2577.94	2575.48	2576.58	53612.0
2017-02-21 15:00:00	ES	Futures	2576.85	2579.3	2576.3	2579.3	66391.0
2017-02-21 15:30:00	ES	Futures	2579.03	2580.39	2577.12	2577.67	177115.0
2017-02-21 16:00:00	ES	Futures	2577.67	2577.94	2573.03	2574.67	111217.0
2017-02-21 16:30:00	ES	Futures	2574.67	2576.03	2573.85	2575.21	9455.0
2017-02-21 18:00:00	ES	Futures	2574.94	2575.48	2573.85	2574.12	3151.0
2017-02-21 18:30:00	ES	Futures	2574.12	2574.94	2574.12	2574.94	1355.0
2017-02-21 19:00:00	ES	Futures	2574.67	2575.21	2573.57	2573.85	2674.0
2017-02-21 19:30:00	ES	Futures	2574.12	2575.48	2573.85	2575.21	2013.0
2017-02-21 20:00:00	ES	Futures	2575.48	2575.48	2574.94	2574.94	1726.0
2017-02-21 20:30:00	ES	Futures	2574.94	2575.21	2574.39	2574.94	1608.0
2017-02-21 21:00:00	ES	Futures	2574.94	2575.48	2574.67	2575.48	1245.0
2017-02-21 21:30:00	ES	Futures	2575.21	2575.76	2574.67	2575.21	1166.0
2017-02-21 22:00:00	ES	Futures	2574.94	2575.48	2574.94	2575.21	491.0
2017-02-21 22:30:00	ES	Futures	2574.94	2575.48	2574.94	2575.21	627.0
2017-02-21 23:00:00	ES	Futures	2575.21	2575.48	2574.67	2575.48	912.0
2017-02-21 23:30:00	ES	Futures	2575.48	2576.85	2574.94	2576.58	2359.0
2017-02-21 00:00:00	NQ	Futures	6371.51	6371.51	6366.44	6366.74	449.0
2017-02-21 00:30:00	NQ	Futures	6366.74	6367.34	6365.55	6367.04	562.0
2017-02-21 01:00:00	NQ	Futures	6366.74	6369.43	6366.15	6368.83	279.0
2017-02-21 01:30:00	NQ	Futures	6368.83	6368.83	6365.85	6366.15	246.0

> showing 50 of 3,063 rows — these rows as CSV

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