PREVIEW / futures_30min / 2017-03-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-03.parquet
  size:    72 KB
  rows:    2,558

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
2017-03-03 00:00:00	ES	Futures	2591.58	2591.58	2590.21	2590.49	2706.0
2017-03-03 00:30:00	ES	Futures	2590.21	2592.67	2589.94	2591.58	4619.0
2017-03-03 01:00:00	ES	Futures	2591.85	2592.4	2591.03	2591.3	2381.0
2017-03-03 01:30:00	ES	Futures	2591.3	2592.94	2591.3	2592.4	1804.0
2017-03-03 02:00:00	ES	Futures	2592.4	2592.94	2590.49	2590.76	5201.0
2017-03-03 02:30:00	ES	Futures	2590.76	2592.12	2590.76	2591.3	2759.0
2017-03-03 03:00:00	ES	Futures	2591.58	2592.4	2590.21	2591.03	11138.0
2017-03-03 03:30:00	ES	Futures	2591.03	2592.4	2590.76	2590.76	6605.0
2017-03-03 04:00:00	ES	Futures	2591.03	2591.85	2590.76	2591.03	7934.0
2017-03-03 04:30:00	ES	Futures	2590.76	2591.3	2589.94	2590.21	6424.0
2017-03-03 05:00:00	ES	Futures	2590.21	2592.12	2590.21	2591.85	7107.0
2017-03-03 05:30:00	ES	Futures	2592.12	2595.12	2591.3	2594.85	12488.0
2017-03-03 06:00:00	ES	Futures	2595.12	2596.49	2594.03	2595.67	8087.0
2017-03-03 06:30:00	ES	Futures	2595.67	2596.76	2594.58	2595.4	9410.0
2017-03-03 07:00:00	ES	Futures	2595.12	2596.21	2594.85	2595.67	7828.0
2017-03-03 07:30:00	ES	Futures	2595.67	2595.67	2593.49	2593.49	8718.0
2017-03-03 08:00:00	ES	Futures	2593.49	2595.67	2593.49	2594.58	15282.0
2017-03-03 08:30:00	ES	Futures	2594.58	2595.94	2593.49	2595.67	17115.0
2017-03-03 09:00:00	ES	Futures	2595.67	2596.76	2594.85	2595.4	16518.0
2017-03-03 09:30:00	ES	Futures	2595.4	2598.94	2593.76	2594.31	130945.0
2017-03-03 10:00:00	ES	Futures	2594.31	2596.76	2591.3	2592.67	104983.0
2017-03-03 10:30:00	ES	Futures	2592.67	2594.58	2590.49	2592.4	101566.0
2017-03-03 11:00:00	ES	Futures	2592.4	2594.31	2591.03	2592.12	80703.0
2017-03-03 11:30:00	ES	Futures	2592.12	2594.31	2591.58	2594.31	54915.0
2017-03-03 12:00:00	ES	Futures	2594.31	2594.85	2592.94	2594.85	26563.0
2017-03-03 12:30:00	ES	Futures	2594.85	2596.76	2594.58	2595.67	30951.0
2017-03-03 13:00:00	ES	Futures	2595.4	2597.85	2592.4	2594.31	83020.0
2017-03-03 13:30:00	ES	Futures	2594.58	2597.31	2593.49	2596.49	43447.0
2017-03-03 14:00:00	ES	Futures	2596.49	2598.12	2594.85	2595.4	48410.0
2017-03-03 14:30:00	ES	Futures	2595.12	2598.12	2595.12	2597.58	39282.0
2017-03-03 15:00:00	ES	Futures	2597.31	2598.94	2595.94	2598.94	48281.0
2017-03-03 15:30:00	ES	Futures	2598.67	2600.31	2596.49	2598.67	226439.0
2017-03-03 16:00:00	ES	Futures	2598.67	2598.67	2596.76	2597.58	93765.0
2017-03-03 16:30:00	ES	Futures	2597.58	2598.12	2595.94	2597.31	8430.0
2017-03-03 00:00:00	NQ	Futures	6380.76	6382.25	6379.27	6379.87	547.0
2017-03-03 00:30:00	NQ	Futures	6379.57	6384.34	6379.57	6383.15	1059.0
2017-03-03 01:00:00	NQ	Futures	6383.45	6384.94	6381.66	6381.96	456.0
2017-03-03 01:30:00	NQ	Futures	6382.55	6386.13	6382.55	6384.94	413.0
2017-03-03 02:00:00	NQ	Futures	6384.94	6387.33	6382.25	6382.25	1007.0
2017-03-03 02:30:00	NQ	Futures	6382.25	6386.43	6382.25	6385.24	497.0
2017-03-03 03:00:00	NQ	Futures	6385.24	6385.54	6381.36	6382.55	1906.0
2017-03-03 03:30:00	NQ	Futures	6382.55	6387.03	6382.55	6383.75	1272.0
2017-03-03 04:00:00	NQ	Futures	6383.75	6385.54	6383.15	6384.34	1035.0
2017-03-03 04:30:00	NQ	Futures	6384.34	6384.94	6380.76	6381.66	1219.0
2017-03-03 05:00:00	NQ	Futures	6381.66	6387.03	6381.66	6386.43	905.0
2017-03-03 05:30:00	NQ	Futures	6386.43	6392.4	6384.34	6391.8	2113.0
2017-03-03 06:00:00	NQ	Futures	6391.8	6394.78	6389.12	6392.99	1453.0
2017-03-03 06:30:00	NQ	Futures	6392.7	6395.08	6391.2	6392.1	950.0
2017-03-03 07:00:00	NQ	Futures	6392.1	6393.29	6389.41	6393.29	1355.0
2017-03-03 07:30:00	NQ	Futures	6392.99	6393.29	6388.22	6388.22	1151.0

> showing 50 of 2,558 rows — these rows as CSV

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