PREVIEW / futures_30min / 2017-03-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-01.parquet
  size:    88 KB
  rows:    3,137

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
2017-03-01 00:00:00	ES	Futures	2583.67	2584.21	2582.85	2583.94	1931.0
2017-03-01 00:30:00	ES	Futures	2584.21	2584.49	2582.03	2583.12	2638.0
2017-03-01 01:00:00	ES	Futures	2583.12	2583.67	2582.03	2582.03	2044.0
2017-03-01 01:30:00	ES	Futures	2582.3	2582.3	2581.49	2581.76	1294.0
2017-03-01 02:00:00	ES	Futures	2581.76	2583.94	2581.21	2583.94	4626.0
2017-03-01 02:30:00	ES	Futures	2583.94	2584.21	2582.85	2583.94	3217.0
2017-03-01 03:00:00	ES	Futures	2583.94	2588.3	2583.67	2588.03	19995.0
2017-03-01 03:30:00	ES	Futures	2587.76	2591.03	2587.49	2590.49	14837.0
2017-03-01 04:00:00	ES	Futures	2590.76	2591.03	2589.12	2590.21	12969.0
2017-03-01 04:30:00	ES	Futures	2590.21	2590.76	2589.12	2589.94	8580.0
2017-03-01 05:00:00	ES	Futures	2589.94	2590.76	2588.58	2590.49	11509.0
2017-03-01 05:30:00	ES	Futures	2590.21	2591.85	2589.94	2591.03	12736.0
2017-03-01 06:00:00	ES	Futures	2591.3	2591.85	2590.21	2590.21	7283.0
2017-03-01 06:30:00	ES	Futures	2590.21	2591.03	2588.85	2590.76	13315.0
2017-03-01 07:00:00	ES	Futures	2590.76	2591.85	2590.21	2591.03	12067.0
2017-03-01 07:30:00	ES	Futures	2590.76	2593.21	2590.49	2592.67	13627.0
2017-03-01 08:00:00	ES	Futures	2592.94	2597.85	2592.4	2597.31	39208.0
2017-03-01 08:30:00	ES	Futures	2597.31	2597.31	2595.12	2597.03	25490.0
2017-03-01 09:00:00	ES	Futures	2597.03	2599.76	2596.21	2598.12	43646.0
2017-03-01 09:30:00	ES	Futures	2598.4	2603.03	2598.12	2602.49	186411.0
2017-03-01 10:00:00	ES	Futures	2602.76	2606.85	2602.22	2605.76	146313.0
2017-03-01 10:30:00	ES	Futures	2606.03	2606.31	2603.03	2606.03	99510.0
2017-03-01 11:00:00	ES	Futures	2606.03	2610.4	2605.22	2610.13	130767.0
2017-03-01 11:30:00	ES	Futures	2610.13	2612.04	2609.31	2610.94	92256.0
2017-03-01 12:00:00	ES	Futures	2610.67	2617.22	2610.67	2615.58	154844.0
2017-03-01 12:30:00	ES	Futures	2615.85	2615.85	2613.4	2613.94	67692.0
2017-03-01 13:00:00	ES	Futures	2613.94	2615.31	2613.13	2613.94	64497.0
2017-03-01 13:30:00	ES	Futures	2614.22	2615.58	2613.13	2615.04	60534.0
2017-03-01 14:00:00	ES	Futures	2615.04	2619.67	2613.67	2618.85	112240.0
2017-03-01 14:30:00	ES	Futures	2618.85	2619.67	2616.95	2619.13	90657.0
2017-03-01 15:00:00	ES	Futures	2618.85	2619.13	2615.85	2616.67	106761.0
2017-03-01 15:30:00	ES	Futures	2616.4	2618.04	2612.31	2612.85	279242.0
2017-03-01 16:00:00	ES	Futures	2613.13	2613.4	2610.4	2610.94	147658.0
2017-03-01 16:30:00	ES	Futures	2610.67	2611.22	2610.13	2610.4	9562.0
2017-03-01 18:00:00	ES	Futures	2610.13	2612.04	2609.85	2611.22	5599.0
2017-03-01 18:30:00	ES	Futures	2611.22	2611.76	2610.94	2611.22	1962.0
2017-03-01 19:00:00	ES	Futures	2611.22	2612.04	2610.4	2610.4	3922.0
2017-03-01 19:30:00	ES	Futures	2610.4	2611.76	2610.4	2611.22	2366.0
2017-03-01 20:00:00	ES	Futures	2610.94	2610.94	2609.03	2609.58	4681.0
2017-03-01 20:30:00	ES	Futures	2609.85	2610.4	2609.03	2609.58	2313.0
2017-03-01 21:00:00	ES	Futures	2609.58	2610.13	2609.31	2610.13	1943.0
2017-03-01 21:30:00	ES	Futures	2609.85	2610.4	2609.03	2609.31	1221.0
2017-03-01 22:00:00	ES	Futures	2609.31	2609.31	2608.76	2609.31	1079.0
2017-03-01 22:30:00	ES	Futures	2609.03	2609.58	2608.76	2609.31	1422.0
2017-03-01 23:00:00	ES	Futures	2609.03	2609.58	2608.22	2608.22	1727.0
2017-03-01 23:30:00	ES	Futures	2608.22	2609.03	2608.22	2608.49	1298.0
2017-03-01 00:00:00	NQ	Futures	6371.81	6374.2	6370.32	6374.2	420.0
2017-03-01 00:30:00	NQ	Futures	6374.2	6375.09	6370.32	6371.51	499.0
2017-03-01 01:00:00	NQ	Futures	6371.51	6373.6	6368.53	6370.02	415.0
2017-03-01 01:30:00	NQ	Futures	6370.02	6370.32	6367.64	6368.53	292.0

> showing 50 of 3,137 rows — these rows as CSV

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