PREVIEW / futures_30min / 2017-03-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-07.parquet
  size:    77 KB
  rows:    2,999

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
2017-03-07 00:00:00	ES	Futures	2591.03	2591.85	2591.03	2591.3	1353.0
2017-03-07 00:30:00	ES	Futures	2591.3	2591.58	2590.49	2590.76	895.0
2017-03-07 01:00:00	ES	Futures	2590.76	2591.58	2590.76	2591.3	598.0
2017-03-07 01:30:00	ES	Futures	2591.3	2591.58	2591.03	2591.3	334.0
2017-03-07 02:00:00	ES	Futures	2591.03	2591.3	2589.67	2589.94	2565.0
2017-03-07 02:30:00	ES	Futures	2589.94	2590.76	2589.94	2589.94	2398.0
2017-03-07 03:00:00	ES	Futures	2589.94	2589.94	2587.76	2589.67	8953.0
2017-03-07 03:30:00	ES	Futures	2589.94	2589.94	2588.03	2589.4	5090.0
2017-03-07 04:00:00	ES	Futures	2589.4	2590.21	2588.03	2588.58	4056.0
2017-03-07 04:30:00	ES	Futures	2588.85	2589.4	2587.49	2588.3	6450.0
2017-03-07 05:00:00	ES	Futures	2588.03	2589.67	2588.03	2588.3	5898.0
2017-03-07 05:30:00	ES	Futures	2588.58	2588.58	2586.94	2587.49	5513.0
2017-03-07 06:00:00	ES	Futures	2587.21	2588.03	2586.67	2587.76	5873.0
2017-03-07 06:30:00	ES	Futures	2587.76	2588.58	2587.21	2587.21	3372.0
2017-03-07 07:00:00	ES	Futures	2587.21	2587.76	2587.21	2587.76	2113.0
2017-03-07 07:30:00	ES	Futures	2587.49	2588.85	2587.49	2587.76	7449.0
2017-03-07 08:00:00	ES	Futures	2587.76	2588.85	2585.85	2586.67	17076.0
2017-03-07 08:30:00	ES	Futures	2586.67	2588.85	2586.4	2588.3	16303.0
2017-03-07 09:00:00	ES	Futures	2588.03	2588.3	2586.4	2586.67	20077.0
2017-03-07 09:30:00	ES	Futures	2586.4	2587.49	2581.76	2584.21	166759.0
2017-03-07 10:00:00	ES	Futures	2584.21	2589.67	2583.67	2589.12	107882.0
2017-03-07 10:30:00	ES	Futures	2589.12	2591.03	2587.21	2587.76	99848.0
2017-03-07 11:00:00	ES	Futures	2588.03	2588.85	2583.67	2583.94	76387.0
2017-03-07 11:30:00	ES	Futures	2583.94	2585.58	2582.58	2585.3	70144.0
2017-03-07 12:00:00	ES	Futures	2585.3	2585.58	2582.85	2584.76	42542.0
2017-03-07 12:30:00	ES	Futures	2584.76	2586.4	2583.67	2586.12	36942.0
2017-03-07 13:00:00	ES	Futures	2586.12	2588.03	2585.3	2586.94	37981.0
2017-03-07 13:30:00	ES	Futures	2586.94	2587.21	2584.21	2584.76	29761.0
2017-03-07 14:00:00	ES	Futures	2584.49	2586.4	2584.21	2585.58	29429.0
2017-03-07 14:30:00	ES	Futures	2585.58	2587.76	2584.21	2587.21	46229.0
2017-03-07 15:00:00	ES	Futures	2586.94	2587.49	2584.21	2585.03	48321.0
2017-03-07 15:30:00	ES	Futures	2585.03	2585.58	2579.85	2582.85	218644.0
2017-03-07 16:00:00	ES	Futures	2582.85	2583.12	2581.49	2582.03	63391.0
2017-03-07 16:30:00	ES	Futures	2581.76	2583.39	2581.49	2581.49	6523.0
2017-03-07 18:00:00	ES	Futures	2581.21	2581.76	2579.03	2579.58	7649.0
2017-03-07 18:30:00	ES	Futures	2579.58	2579.58	2578.48	2579.03	2980.0
2017-03-07 19:00:00	ES	Futures	2579.03	2579.3	2576.3	2578.76	9755.0
2017-03-07 19:30:00	ES	Futures	2578.48	2578.76	2577.67	2578.48	1826.0
2017-03-07 20:00:00	ES	Futures	2578.48	2579.3	2574.39	2576.03	11811.0
2017-03-07 20:30:00	ES	Futures	2576.03	2577.12	2575.21	2576.3	4941.0
2017-03-07 21:00:00	ES	Futures	2576.58	2577.67	2576.3	2577.39	1880.0
2017-03-07 21:30:00	ES	Futures	2577.39	2577.67	2576.3	2577.67	2498.0
2017-03-07 22:00:00	ES	Futures	2577.67	2578.76	2577.39	2578.48	2297.0
2017-03-07 22:30:00	ES	Futures	2578.48	2578.48	2576.3	2576.58	3803.0
2017-03-07 23:00:00	ES	Futures	2576.58	2576.85	2575.21	2575.76	3639.0
2017-03-07 23:30:00	ES	Futures	2575.76	2577.39	2575.48	2576.85	2672.0
2017-03-07 00:00:00	NQ	Futures	6399.56	6401.35	6399.56	6399.56	305.0
2017-03-07 00:30:00	NQ	Futures	6399.86	6400.45	6398.66	6399.26	177.0
2017-03-07 01:00:00	NQ	Futures	6399.26	6401.35	6399.26	6401.05	228.0
2017-03-07 01:30:00	NQ	Futures	6400.75	6401.35	6400.15	6400.15	150.0

> showing 50 of 2,999 rows — these rows as CSV

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