PREVIEW / futures_30min / 2017-03-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-02.parquet
  size:    82 KB
  rows:    3,090

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
2017-03-02 00:00:00	ES	Futures	2608.22	2609.58	2608.22	2609.31	1371.0
2017-03-02 00:30:00	ES	Futures	2609.58	2610.13	2609.03	2609.85	1526.0
2017-03-02 01:00:00	ES	Futures	2609.85	2611.49	2609.58	2611.49	2678.0
2017-03-02 01:30:00	ES	Futures	2611.49	2611.76	2610.94	2611.22	2424.0
2017-03-02 02:00:00	ES	Futures	2611.22	2611.49	2608.76	2609.58	3983.0
2017-03-02 02:30:00	ES	Futures	2609.58	2611.22	2609.31	2610.13	3424.0
2017-03-02 03:00:00	ES	Futures	2610.4	2611.22	2608.76	2609.31	13550.0
2017-03-02 03:30:00	ES	Futures	2609.31	2610.94	2608.76	2609.58	13456.0
2017-03-02 04:00:00	ES	Futures	2609.31	2609.85	2607.67	2608.76	10231.0
2017-03-02 04:30:00	ES	Futures	2608.76	2609.31	2607.13	2608.49	8446.0
2017-03-02 05:00:00	ES	Futures	2608.22	2609.85	2607.4	2608.49	10738.0
2017-03-02 05:30:00	ES	Futures	2608.76	2609.85	2607.94	2609.03	9579.0
2017-03-02 06:00:00	ES	Futures	2609.31	2609.31	2607.13	2607.13	6314.0
2017-03-02 06:30:00	ES	Futures	2607.4	2609.03	2607.13	2608.49	5985.0
2017-03-02 07:00:00	ES	Futures	2608.76	2609.58	2608.49	2609.31	5176.0
2017-03-02 07:30:00	ES	Futures	2609.03	2610.4	2608.76	2609.85	8052.0
2017-03-02 08:00:00	ES	Futures	2609.85	2611.22	2609.31	2611.22	12653.0
2017-03-02 08:30:00	ES	Futures	2610.94	2612.31	2610.67	2611.49	21519.0
2017-03-02 09:00:00	ES	Futures	2611.22	2611.49	2610.13	2610.4	16204.0
2017-03-02 09:30:00	ES	Futures	2610.67	2610.94	2605.22	2608.76	184617.0
2017-03-02 10:00:00	ES	Futures	2608.76	2608.76	2604.4	2607.13	124689.0
2017-03-02 10:30:00	ES	Futures	2607.13	2607.13	2604.67	2604.94	77558.0
2017-03-02 11:00:00	ES	Futures	2604.94	2604.94	2601.4	2603.03	126783.0
2017-03-02 11:30:00	ES	Futures	2603.31	2604.4	2599.49	2604.13	120481.0
2017-03-02 12:00:00	ES	Futures	2604.13	2604.4	2600.31	2600.85	77425.0
2017-03-02 12:30:00	ES	Futures	2601.12	2603.58	2600.85	2603.03	50972.0
2017-03-02 13:00:00	ES	Futures	2602.76	2603.85	2601.4	2603.85	35864.0
2017-03-02 13:30:00	ES	Futures	2603.85	2603.85	2601.12	2602.76	41458.0
2017-03-02 14:00:00	ES	Futures	2602.76	2604.13	2600.58	2604.13	66395.0
2017-03-02 14:30:00	ES	Futures	2604.13	2605.49	2603.31	2604.4	72327.0
2017-03-02 15:00:00	ES	Futures	2604.4	2604.4	2597.85	2600.31	106220.0
2017-03-02 15:30:00	ES	Futures	2600.58	2601.12	2595.94	2597.03	316706.0
2017-03-02 16:00:00	ES	Futures	2597.31	2599.49	2594.58	2598.67	120360.0
2017-03-02 16:30:00	ES	Futures	2598.67	2598.94	2596.49	2597.58	7891.0
2017-03-02 18:00:00	ES	Futures	2596.49	2597.58	2594.85	2595.94	6372.0
2017-03-02 18:30:00	ES	Futures	2595.94	2596.49	2595.4	2596.21	2268.0
2017-03-02 19:00:00	ES	Futures	2596.49	2597.03	2595.94	2596.49	2552.0
2017-03-02 19:30:00	ES	Futures	2596.76	2596.76	2595.12	2595.12	2359.0
2017-03-02 20:00:00	ES	Futures	2595.4	2596.76	2595.12	2596.49	2659.0
2017-03-02 20:30:00	ES	Futures	2596.49	2596.76	2594.58	2594.58	2437.0
2017-03-02 21:00:00	ES	Futures	2594.58	2595.67	2594.58	2595.67	1439.0
2017-03-02 21:30:00	ES	Futures	2595.67	2595.67	2594.85	2594.85	866.0
2017-03-02 22:00:00	ES	Futures	2594.85	2595.67	2594.58	2595.12	1399.0
2017-03-02 22:30:00	ES	Futures	2595.12	2595.12	2591.58	2592.4	10064.0
2017-03-02 23:00:00	ES	Futures	2592.4	2592.94	2590.76	2591.58	4531.0
2017-03-02 23:30:00	ES	Futures	2591.3	2591.58	2590.76	2591.3	2426.0
2017-03-02 00:00:00	NQ	Futures	6420.44	6423.12	6420.44	6423.12	484.0
2017-03-02 00:30:00	NQ	Futures	6422.83	6425.51	6422.23	6425.21	394.0
2017-03-02 01:00:00	NQ	Futures	6424.91	6429.69	6424.32	6429.39	618.0
2017-03-02 01:30:00	NQ	Futures	6429.09	6430.58	6427.6	6430.28	559.0

> showing 50 of 3,090 rows — these rows as CSV

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