PREVIEW / futures_30min / 2017-03-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-06.parquet
  size:    79 KB
  rows:    3,060

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
2017-03-06 00:00:00	ES	Futures	2589.4	2589.67	2589.12	2589.67	1354.0
2017-03-06 00:30:00	ES	Futures	2589.67	2590.21	2589.4	2589.67	2124.0
2017-03-06 01:00:00	ES	Futures	2589.94	2589.94	2588.85	2589.12	2370.0
2017-03-06 01:30:00	ES	Futures	2589.12	2589.94	2588.58	2589.67	2694.0
2017-03-06 02:00:00	ES	Futures	2589.4	2589.94	2588.58	2589.12	2945.0
2017-03-06 02:30:00	ES	Futures	2589.12	2589.67	2588.3	2588.58	4048.0
2017-03-06 03:00:00	ES	Futures	2588.58	2588.85	2585.3	2585.3	17763.0
2017-03-06 03:30:00	ES	Futures	2585.3	2587.21	2584.49	2586.67	12106.0
2017-03-06 04:00:00	ES	Futures	2586.94	2589.4	2586.12	2589.4	9941.0
2017-03-06 04:30:00	ES	Futures	2589.4	2592.12	2589.12	2591.3	13817.0
2017-03-06 05:00:00	ES	Futures	2591.58	2591.85	2589.67	2591.58	9357.0
2017-03-06 05:30:00	ES	Futures	2591.3	2592.12	2589.94	2590.76	7006.0
2017-03-06 06:00:00	ES	Futures	2590.76	2592.12	2590.21	2590.76	7800.0
2017-03-06 06:30:00	ES	Futures	2591.03	2592.67	2590.76	2592.4	6664.0
2017-03-06 07:00:00	ES	Futures	2592.4	2592.4	2591.03	2591.58	7013.0
2017-03-06 07:30:00	ES	Futures	2591.58	2592.4	2590.76	2591.3	5042.0
2017-03-06 08:00:00	ES	Futures	2591.03	2591.85	2589.67	2589.94	13382.0
2017-03-06 08:30:00	ES	Futures	2590.21	2590.49	2588.85	2589.67	10043.0
2017-03-06 09:00:00	ES	Futures	2589.67	2591.03	2587.21	2588.03	26628.0
2017-03-06 09:30:00	ES	Futures	2588.03	2589.4	2584.21	2588.85	178970.0
2017-03-06 10:00:00	ES	Futures	2589.12	2589.67	2585.3	2585.85	107974.0
2017-03-06 10:30:00	ES	Futures	2585.58	2586.12	2582.85	2583.94	111186.0
2017-03-06 11:00:00	ES	Futures	2583.67	2586.4	2582.58	2585.3	63457.0
2017-03-06 11:30:00	ES	Futures	2585.58	2585.85	2583.67	2584.49	49058.0
2017-03-06 12:00:00	ES	Futures	2584.21	2587.49	2583.94	2586.67	51585.0
2017-03-06 12:30:00	ES	Futures	2586.67	2588.85	2586.4	2588.58	46818.0
2017-03-06 13:00:00	ES	Futures	2588.3	2592.94	2588.3	2592.12	65519.0
2017-03-06 13:30:00	ES	Futures	2592.12	2593.21	2590.21	2591.3	54900.0
2017-03-06 14:00:00	ES	Futures	2591.3	2591.85	2590.49	2591.03	29843.0
2017-03-06 14:30:00	ES	Futures	2590.76	2591.85	2590.49	2591.58	32687.0
2017-03-06 15:00:00	ES	Futures	2591.58	2593.76	2591.3	2592.4	49411.0
2017-03-06 15:30:00	ES	Futures	2592.12	2594.85	2590.49	2591.03	179111.0
2017-03-06 16:00:00	ES	Futures	2590.76	2592.12	2589.67	2591.85	70486.0
2017-03-06 16:30:00	ES	Futures	2591.85	2591.85	2586.4	2586.67	13134.0
2017-03-06 18:00:00	ES	Futures	2587.21	2588.03	2586.4	2587.76	5339.0
2017-03-06 18:30:00	ES	Futures	2587.76	2588.3	2587.21	2588.3	1473.0
2017-03-06 19:00:00	ES	Futures	2588.3	2589.12	2588.03	2588.58	2948.0
2017-03-06 19:30:00	ES	Futures	2588.58	2589.67	2588.3	2589.4	2236.0
2017-03-06 20:00:00	ES	Futures	2589.4	2589.67	2588.85	2588.85	1884.0
2017-03-06 20:30:00	ES	Futures	2588.85	2589.4	2588.58	2589.4	971.0
2017-03-06 21:00:00	ES	Futures	2589.4	2589.94	2589.12	2589.4	1572.0
2017-03-06 21:30:00	ES	Futures	2589.4	2589.67	2588.85	2588.85	786.0
2017-03-06 22:00:00	ES	Futures	2589.12	2589.12	2588.58	2588.85	874.0
2017-03-06 22:30:00	ES	Futures	2589.12	2589.4	2588.58	2588.85	1553.0
2017-03-06 23:00:00	ES	Futures	2589.12	2589.67	2588.85	2589.4	1521.0
2017-03-06 23:30:00	ES	Futures	2589.67	2591.3	2589.4	2591.3	3235.0
2017-03-06 00:00:00	NQ	Futures	6392.99	6393.59	6392.4	6392.99	291.0
2017-03-06 00:30:00	NQ	Futures	6392.99	6394.78	6392.1	6392.99	267.0
2017-03-06 01:00:00	NQ	Futures	6392.7	6393.89	6392.1	6392.99	501.0
2017-03-06 01:30:00	NQ	Futures	6393.29	6395.08	6392.1	6394.49	687.0

> showing 50 of 3,060 rows — these rows as CSV

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