PREVIEW / futures_30min / 2017-02-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-23.parquet
  size:    80 KB
  rows:    3,032

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
2017-02-23 00:00:00	ES	Futures	2574.39	2574.94	2574.12	2574.67	810.0
2017-02-23 00:30:00	ES	Futures	2574.94	2575.21	2574.39	2575.21	842.0
2017-02-23 01:00:00	ES	Futures	2575.21	2575.21	2574.39	2574.94	930.0
2017-02-23 01:30:00	ES	Futures	2574.94	2575.21	2574.67	2575.21	351.0
2017-02-23 02:00:00	ES	Futures	2574.94	2575.21	2574.12	2574.39	1711.0
2017-02-23 02:30:00	ES	Futures	2574.39	2575.21	2574.12	2574.67	1968.0
2017-02-23 03:00:00	ES	Futures	2574.94	2576.58	2574.12	2576.03	11373.0
2017-02-23 03:30:00	ES	Futures	2576.03	2576.58	2574.67	2574.67	6110.0
2017-02-23 04:00:00	ES	Futures	2574.67	2577.67	2574.67	2577.12	8458.0
2017-02-23 04:30:00	ES	Futures	2577.39	2579.03	2576.85	2578.76	5710.0
2017-02-23 05:00:00	ES	Futures	2578.48	2578.76	2576.85	2577.12	6587.0
2017-02-23 05:30:00	ES	Futures	2577.12	2577.94	2576.85	2576.85	3003.0
2017-02-23 06:00:00	ES	Futures	2577.12	2577.39	2576.03	2576.58	4359.0
2017-02-23 06:30:00	ES	Futures	2576.3	2577.67	2576.3	2577.67	3061.0
2017-02-23 07:00:00	ES	Futures	2577.39	2578.76	2576.3	2577.39	11842.0
2017-02-23 07:30:00	ES	Futures	2577.39	2579.85	2576.85	2578.76	23086.0
2017-02-23 08:00:00	ES	Futures	2578.76	2579.85	2578.21	2579.03	19909.0
2017-02-23 08:30:00	ES	Futures	2579.03	2580.39	2578.48	2580.12	16967.0
2017-02-23 09:00:00	ES	Futures	2580.12	2583.12	2579.85	2582.03	33569.0
2017-02-23 09:30:00	ES	Futures	2582.03	2582.3	2577.94	2579.85	150854.0
2017-02-23 10:00:00	ES	Futures	2579.85	2580.12	2573.03	2573.57	161144.0
2017-02-23 10:30:00	ES	Futures	2573.85	2575.48	2569.48	2571.12	138454.0
2017-02-23 11:00:00	ES	Futures	2571.39	2572.76	2567.3	2569.76	147087.0
2017-02-23 11:30:00	ES	Futures	2569.76	2574.67	2569.76	2572.48	94426.0
2017-02-23 12:00:00	ES	Futures	2572.76	2577.67	2572.21	2576.3	92947.0
2017-02-23 12:30:00	ES	Futures	2576.3	2578.76	2576.03	2576.3	61588.0
2017-02-23 13:00:00	ES	Futures	2576.3	2577.12	2574.67	2574.67	64737.0
2017-02-23 13:30:00	ES	Futures	2574.94	2577.39	2574.39	2576.85	55860.0
2017-02-23 14:00:00	ES	Futures	2577.12	2577.94	2576.3	2577.67	44649.0
2017-02-23 14:30:00	ES	Futures	2577.67	2579.85	2576.85	2579.3	55272.0
2017-02-23 15:00:00	ES	Futures	2579.03	2580.39	2577.12	2577.12	76027.0
2017-02-23 15:30:00	ES	Futures	2577.39	2577.94	2574.94	2577.12	150464.0
2017-02-23 16:00:00	ES	Futures	2577.39	2579.3	2576.58	2578.48	68433.0
2017-02-23 16:30:00	ES	Futures	2578.21	2578.76	2576.03	2577.94	6679.0
2017-02-23 18:00:00	ES	Futures	2576.58	2576.85	2574.94	2575.48	4292.0
2017-02-23 18:30:00	ES	Futures	2575.48	2575.76	2574.94	2575.21	1751.0
2017-02-23 19:00:00	ES	Futures	2574.94	2576.03	2574.39	2575.76	3349.0
2017-02-23 19:30:00	ES	Futures	2575.48	2576.85	2575.48	2576.03	1693.0
2017-02-23 20:00:00	ES	Futures	2576.3	2576.3	2575.21	2575.21	2061.0
2017-02-23 20:30:00	ES	Futures	2575.21	2576.03	2574.67	2574.94	1562.0
2017-02-23 21:00:00	ES	Futures	2574.94	2575.21	2574.67	2575.21	2390.0
2017-02-23 21:30:00	ES	Futures	2574.94	2575.48	2574.94	2574.94	916.0
2017-02-23 22:00:00	ES	Futures	2575.21	2575.48	2574.67	2575.21	1183.0
2017-02-23 22:30:00	ES	Futures	2575.21	2575.48	2574.39	2575.48	1821.0
2017-02-23 23:00:00	ES	Futures	2575.21	2575.76	2574.67	2575.76	1022.0
2017-02-23 23:30:00	ES	Futures	2575.76	2575.76	2575.21	2575.48	431.0
2017-02-23 00:00:00	NQ	Futures	6381.96	6384.34	6381.96	6383.75	366.0
2017-02-23 00:30:00	NQ	Futures	6384.04	6385.54	6383.15	6384.94	273.0
2017-02-23 01:00:00	NQ	Futures	6384.94	6385.54	6383.75	6385.24	202.0
2017-02-23 01:30:00	NQ	Futures	6385.24	6385.54	6384.34	6385.24	122.0

> showing 50 of 3,032 rows — these rows as CSV

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