PREVIEW / futures_30min / 2017-02-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-02-28.parquet
  size:    87 KB
  rows:    3,095

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
2017-02-28 00:00:00	ES	Futures	2583.67	2583.94	2583.12	2583.39	1725.0
2017-02-28 00:30:00	ES	Futures	2583.39	2583.67	2582.03	2582.03	2869.0
2017-02-28 01:00:00	ES	Futures	2582.03	2582.3	2581.49	2582.03	1791.0
2017-02-28 01:30:00	ES	Futures	2581.76	2582.03	2581.21	2581.76	1368.0
2017-02-28 02:00:00	ES	Futures	2581.76	2582.58	2581.49	2582.3	1633.0
2017-02-28 02:30:00	ES	Futures	2582.3	2583.67	2582.03	2583.12	2767.0
2017-02-28 03:00:00	ES	Futures	2582.85	2583.39	2581.49	2582.85	8709.0
2017-02-28 03:30:00	ES	Futures	2583.12	2583.67	2582.3	2582.85	11599.0
2017-02-28 04:00:00	ES	Futures	2583.12	2583.39	2581.49	2582.3	12468.0
2017-02-28 04:30:00	ES	Futures	2582.3	2584.21	2582.3	2583.39	7217.0
2017-02-28 05:00:00	ES	Futures	2583.39	2584.21	2582.58	2584.21	7431.0
2017-02-28 05:30:00	ES	Futures	2584.21	2584.49	2582.03	2582.58	4839.0
2017-02-28 06:00:00	ES	Futures	2582.58	2584.49	2582.58	2583.67	7273.0
2017-02-28 06:30:00	ES	Futures	2583.94	2584.21	2583.12	2583.67	5877.0
2017-02-28 07:00:00	ES	Futures	2583.67	2583.67	2582.03	2582.58	5928.0
2017-02-28 07:30:00	ES	Futures	2582.58	2583.12	2581.21	2581.49	5761.0
2017-02-28 08:00:00	ES	Futures	2581.76	2581.76	2580.39	2581.49	11522.0
2017-02-28 08:30:00	ES	Futures	2581.76	2582.03	2580.67	2581.76	12439.0
2017-02-28 09:00:00	ES	Futures	2582.03	2582.03	2579.3	2579.85	20905.0
2017-02-28 09:30:00	ES	Futures	2579.85	2581.49	2578.76	2579.85	116896.0
2017-02-28 10:00:00	ES	Futures	2579.85	2582.58	2579.3	2580.39	77720.0
2017-02-28 10:30:00	ES	Futures	2580.39	2582.3	2579.85	2582.03	60986.0
2017-02-28 11:00:00	ES	Futures	2582.3	2582.58	2580.94	2582.3	49815.0
2017-02-28 11:30:00	ES	Futures	2582.03	2582.3	2580.39	2580.94	45831.0
2017-02-28 12:00:00	ES	Futures	2580.94	2580.94	2572.21	2574.12	117067.0
2017-02-28 12:30:00	ES	Futures	2574.12	2576.85	2573.85	2576.3	70264.0
2017-02-28 13:00:00	ES	Futures	2576.58	2578.76	2575.76	2577.12	63188.0
2017-02-28 13:30:00	ES	Futures	2576.85	2579.03	2576.85	2579.03	68048.0
2017-02-28 14:00:00	ES	Futures	2579.03	2579.3	2574.67	2576.85	91368.0
2017-02-28 14:30:00	ES	Futures	2576.85	2578.76	2576.03	2577.39	53131.0
2017-02-28 15:00:00	ES	Futures	2577.67	2578.76	2576.58	2576.58	84280.0
2017-02-28 15:30:00	ES	Futures	2576.85	2579.85	2573.85	2577.67	303887.0
2017-02-28 16:00:00	ES	Futures	2577.94	2578.76	2575.76	2577.94	170688.0
2017-02-28 16:30:00	ES	Futures	2577.94	2580.39	2576.58	2580.12	17526.0
2017-02-28 17:00:00	ES	Futures	2580.39	2580.39	2580.39	2580.39	12.0
2017-02-28 18:00:00	ES	Futures	2579.85	2581.21	2578.48	2580.12	12567.0
2017-02-28 18:30:00	ES	Futures	2580.12	2580.67	2580.12	2580.12	1971.0
2017-02-28 19:00:00	ES	Futures	2580.39	2582.85	2579.85	2580.94	6877.0
2017-02-28 19:30:00	ES	Futures	2580.94	2582.85	2580.94	2582.58	2826.0
2017-02-28 20:00:00	ES	Futures	2582.58	2588.85	2582.03	2586.12	14663.0
2017-02-28 20:30:00	ES	Futures	2585.85	2587.21	2582.85	2586.4	10807.0
2017-02-28 21:00:00	ES	Futures	2586.67	2588.3	2582.3	2584.21	18039.0
2017-02-28 21:30:00	ES	Futures	2584.49	2586.67	2581.49	2583.39	12311.0
2017-02-28 22:00:00	ES	Futures	2583.39	2585.03	2582.58	2582.85	6051.0
2017-02-28 22:30:00	ES	Futures	2583.12	2583.94	2581.76	2582.85	4335.0
2017-02-28 23:00:00	ES	Futures	2582.85	2584.76	2582.85	2583.39	2905.0
2017-02-28 23:30:00	ES	Futures	2583.39	2585.3	2583.12	2583.67	3247.0
2017-02-28 00:00:00	NQ	Futures	6381.36	6381.66	6380.17	6381.06	349.0
2017-02-28 00:30:00	NQ	Futures	6381.36	6381.36	6376.59	6376.59	481.0
2017-02-28 01:00:00	NQ	Futures	6376.59	6377.48	6375.39	6376.29	560.0

> showing 50 of 3,095 rows — these rows as CSV

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