PREVIEW / futures_30min / 2017-02-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-27.parquet
  size:    80 KB
  rows:    3,100

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
2017-02-27 00:00:00	ES	Futures	2584.21	2584.49	2583.67	2584.21	2448.0
2017-02-27 00:30:00	ES	Futures	2583.94	2584.21	2581.49	2582.3	2686.0
2017-02-27 01:00:00	ES	Futures	2582.58	2582.85	2581.76	2582.3	1281.0
2017-02-27 01:30:00	ES	Futures	2582.03	2582.3	2580.94	2582.03	1363.0
2017-02-27 02:00:00	ES	Futures	2582.03	2583.12	2580.94	2582.85	3613.0
2017-02-27 02:30:00	ES	Futures	2582.85	2584.49	2582.58	2583.94	4199.0
2017-02-27 03:00:00	ES	Futures	2583.94	2585.85	2583.39	2584.76	26055.0
2017-02-27 03:30:00	ES	Futures	2584.49	2585.58	2582.58	2582.58	10972.0
2017-02-27 04:00:00	ES	Futures	2582.58	2583.94	2582.03	2582.58	15887.0
2017-02-27 04:30:00	ES	Futures	2582.58	2582.85	2579.85	2580.67	12046.0
2017-02-27 05:00:00	ES	Futures	2580.39	2580.94	2579.3	2580.39	8502.0
2017-02-27 05:30:00	ES	Futures	2580.39	2580.67	2578.76	2579.85	6734.0
2017-02-27 06:00:00	ES	Futures	2580.12	2580.39	2579.03	2579.3	5542.0
2017-02-27 06:30:00	ES	Futures	2579.3	2580.94	2579.03	2580.12	6051.0
2017-02-27 07:00:00	ES	Futures	2580.39	2580.67	2579.03	2580.12	7152.0
2017-02-27 07:30:00	ES	Futures	2580.12	2580.67	2578.21	2579.03	8297.0
2017-02-27 08:00:00	ES	Futures	2579.03	2579.3	2577.39	2578.21	11352.0
2017-02-27 08:30:00	ES	Futures	2578.21	2579.85	2577.94	2578.76	15035.0
2017-02-27 09:00:00	ES	Futures	2578.76	2580.94	2578.76	2579.3	21978.0
2017-02-27 09:30:00	ES	Futures	2579.03	2581.49	2576.03	2581.21	132646.0
2017-02-27 10:00:00	ES	Futures	2581.49	2583.12	2577.12	2582.85	115270.0
2017-02-27 10:30:00	ES	Futures	2582.85	2584.21	2581.21	2581.49	82105.0
2017-02-27 11:00:00	ES	Futures	2581.49	2583.67	2580.39	2581.49	55139.0
2017-02-27 11:30:00	ES	Futures	2581.76	2582.03	2579.58	2579.85	38273.0
2017-02-27 12:00:00	ES	Futures	2579.85	2581.76	2579.03	2581.49	38334.0
2017-02-27 12:30:00	ES	Futures	2581.76	2582.3	2580.12	2580.12	25670.0
2017-02-27 13:00:00	ES	Futures	2580.39	2583.39	2580.12	2582.58	40579.0
2017-02-27 13:30:00	ES	Futures	2582.58	2584.21	2582.58	2583.12	37065.0
2017-02-27 14:00:00	ES	Futures	2583.12	2585.03	2582.3	2583.94	35212.0
2017-02-27 14:30:00	ES	Futures	2583.94	2585.58	2583.94	2584.49	43878.0
2017-02-27 15:00:00	ES	Futures	2584.76	2586.4	2584.49	2585.85	66446.0
2017-02-27 15:30:00	ES	Futures	2586.12	2586.67	2583.67	2584.49	122271.0
2017-02-27 16:00:00	ES	Futures	2584.76	2585.03	2583.12	2584.21	71763.0
2017-02-27 16:30:00	ES	Futures	2584.21	2584.49	2580.12	2580.94	17953.0
2017-02-27 18:00:00	ES	Futures	2581.21	2582.3	2580.94	2581.21	3405.0
2017-02-27 18:30:00	ES	Futures	2581.21	2581.49	2580.94	2581.21	1509.0
2017-02-27 19:00:00	ES	Futures	2581.49	2582.3	2581.21	2582.3	1916.0
2017-02-27 19:30:00	ES	Futures	2582.3	2582.58	2581.21	2581.49	2580.0
2017-02-27 20:00:00	ES	Futures	2581.49	2583.12	2581.49	2582.85	2327.0
2017-02-27 20:30:00	ES	Futures	2583.12	2583.39	2582.58	2582.85	2397.0
2017-02-27 21:00:00	ES	Futures	2582.85	2582.85	2582.3	2582.3	390.0
2017-02-27 21:30:00	ES	Futures	2582.58	2582.58	2582.3	2582.3	171.0
2017-02-27 22:00:00	ES	Futures	2582.58	2583.12	2582.3	2582.85	985.0
2017-02-27 22:30:00	ES	Futures	2583.12	2583.39	2582.85	2583.39	543.0
2017-02-27 23:00:00	ES	Futures	2583.39	2584.21	2583.39	2583.94	1843.0
2017-02-27 23:30:00	ES	Futures	2584.21	2584.21	2583.67	2583.94	937.0
2017-02-27 00:00:00	NQ	Futures	6383.75	6384.34	6381.06	6381.96	516.0
2017-02-27 00:30:00	NQ	Futures	6381.66	6381.66	6375.39	6378.67	634.0
2017-02-27 01:00:00	NQ	Futures	6378.67	6378.97	6377.18	6377.18	265.0
2017-02-27 01:30:00	NQ	Futures	6377.18	6378.67	6374.8	6378.38	404.0

> showing 50 of 3,100 rows — these rows as CSV

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