PREVIEW / futures_30min / 2017-02-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-24.parquet
  size:    73 KB
  rows:    2,552

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
2017-02-24 00:00:00	ES	Futures	2575.48	2575.48	2574.94	2575.48	1154.0
2017-02-24 00:30:00	ES	Futures	2575.48	2575.76	2574.94	2575.48	714.0
2017-02-24 01:00:00	ES	Futures	2575.48	2575.48	2574.67	2575.21	1051.0
2017-02-24 01:30:00	ES	Futures	2575.21	2575.21	2574.39	2574.39	1132.0
2017-02-24 02:00:00	ES	Futures	2574.39	2574.39	2573.85	2574.12	2923.0
2017-02-24 02:30:00	ES	Futures	2574.39	2574.67	2573.57	2574.12	2348.0
2017-02-24 03:00:00	ES	Futures	2574.12	2575.21	2573.85	2574.94	8412.0
2017-02-24 03:30:00	ES	Futures	2574.67	2574.94	2574.12	2574.39	2479.0
2017-02-24 04:00:00	ES	Futures	2574.67	2574.67	2573.3	2574.39	11746.0
2017-02-24 04:30:00	ES	Futures	2574.39	2576.03	2573.85	2574.39	5627.0
2017-02-24 05:00:00	ES	Futures	2574.67	2575.21	2573.57	2573.57	3164.0
2017-02-24 05:30:00	ES	Futures	2573.85	2573.85	2570.03	2571.67	15841.0
2017-02-24 06:00:00	ES	Futures	2571.94	2571.94	2567.57	2568.39	19427.0
2017-02-24 06:30:00	ES	Futures	2568.12	2569.48	2565.39	2565.39	20641.0
2017-02-24 07:00:00	ES	Futures	2565.66	2568.67	2565.66	2567.3	15429.0
2017-02-24 07:30:00	ES	Futures	2567.03	2568.39	2564.85	2565.66	23333.0
2017-02-24 08:00:00	ES	Futures	2565.94	2566.76	2564.57	2566.21	28713.0
2017-02-24 08:30:00	ES	Futures	2565.94	2567.3	2564.85	2565.39	33321.0
2017-02-24 09:00:00	ES	Futures	2565.39	2567.03	2563.48	2566.48	55743.0
2017-02-24 09:30:00	ES	Futures	2566.48	2572.21	2565.66	2571.94	183469.0
2017-02-24 10:00:00	ES	Futures	2571.94	2574.67	2568.12	2569.48	175467.0
2017-02-24 10:30:00	ES	Futures	2569.48	2572.76	2568.39	2572.48	92429.0
2017-02-24 11:00:00	ES	Futures	2572.21	2575.21	2571.67	2573.3	96177.0
2017-02-24 11:30:00	ES	Futures	2573.3	2573.57	2570.03	2570.3	61012.0
2017-02-24 12:00:00	ES	Futures	2570.3	2574.39	2570.3	2573.85	64734.0
2017-02-24 12:30:00	ES	Futures	2573.85	2574.94	2572.76	2573.3	51484.0
2017-02-24 13:00:00	ES	Futures	2573.3	2573.85	2570.57	2571.12	51211.0
2017-02-24 13:30:00	ES	Futures	2571.12	2573.3	2570.3	2573.3	48072.0
2017-02-24 14:00:00	ES	Futures	2573.03	2573.57	2571.67	2572.76	34304.0
2017-02-24 14:30:00	ES	Futures	2573.03	2573.85	2571.94	2571.94	37752.0
2017-02-24 15:00:00	ES	Futures	2572.21	2575.21	2571.12	2574.94	54795.0
2017-02-24 15:30:00	ES	Futures	2574.94	2581.21	2574.67	2580.67	198968.0
2017-02-24 16:00:00	ES	Futures	2580.67	2580.94	2578.21	2580.39	96257.0
2017-02-24 16:30:00	ES	Futures	2580.12	2580.39	2578.76	2579.85	7498.0
2017-02-24 00:00:00	NQ	Futures	6350.93	6351.83	6349.14	6351.83	674.0
2017-02-24 00:30:00	NQ	Futures	6351.53	6353.32	6350.33	6351.83	465.0
2017-02-24 01:00:00	NQ	Futures	6352.12	6352.42	6350.33	6350.63	252.0
2017-02-24 01:30:00	NQ	Futures	6350.93	6350.93	6348.84	6349.74	342.0
2017-02-24 02:00:00	NQ	Futures	6349.74	6350.93	6348.25	6350.63	760.0
2017-02-24 02:30:00	NQ	Futures	6350.93	6352.12	6349.44	6350.33	472.0
2017-02-24 03:00:00	NQ	Futures	6350.33	6353.32	6347.65	6350.93	1799.0
2017-02-24 03:30:00	NQ	Futures	6350.93	6351.83	6348.25	6350.33	528.0
2017-02-24 04:00:00	NQ	Futures	6350.33	6350.63	6347.95	6350.04	1190.0
2017-02-24 04:30:00	NQ	Futures	6350.33	6354.21	6349.44	6350.93	808.0
2017-02-24 05:00:00	NQ	Futures	6350.93	6351.83	6348.25	6348.25	596.0
2017-02-24 05:30:00	NQ	Futures	6347.95	6347.95	6337.21	6341.09	3738.0
2017-02-24 06:00:00	NQ	Futures	6341.09	6341.09	6331.84	6332.73	3048.0
2017-02-24 06:30:00	NQ	Futures	6332.73	6334.52	6324.98	6325.87	3074.0
2017-02-24 07:00:00	NQ	Futures	6326.17	6333.33	6325.87	6330.65	2031.0
2017-02-24 07:30:00	NQ	Futures	6330.35	6333.33	6325.57	6327.36	2077.0

> showing 50 of 2,552 rows — these rows as CSV

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