PREVIEW / futures_30min / 2017-03-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-08.parquet
  size:    82 KB
  rows:    3,023

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
2017-03-08 00:00:00	ES	Futures	2576.85	2577.67	2576.58	2577.67	3003.0
2017-03-08 00:30:00	ES	Futures	2577.39	2577.94	2576.58	2576.58	1532.0
2017-03-08 01:00:00	ES	Futures	2576.85	2578.21	2576.58	2577.39	2437.0
2017-03-08 01:30:00	ES	Futures	2577.39	2578.21	2577.39	2577.94	1070.0
2017-03-08 02:00:00	ES	Futures	2577.67	2578.21	2577.39	2577.67	1940.0
2017-03-08 02:30:00	ES	Futures	2577.67	2578.21	2576.3	2577.67	5763.0
2017-03-08 03:00:00	ES	Futures	2577.67	2580.39	2576.85	2579.58	10301.0
2017-03-08 03:30:00	ES	Futures	2579.58	2580.94	2579.3	2580.94	6596.0
2017-03-08 04:00:00	ES	Futures	2580.67	2581.21	2579.3	2581.21	8411.0
2017-03-08 04:30:00	ES	Futures	2581.21	2582.3	2580.67	2581.21	9846.0
2017-03-08 05:00:00	ES	Futures	2581.21	2583.12	2581.21	2582.58	6175.0
2017-03-08 05:30:00	ES	Futures	2582.3	2583.12	2581.21	2581.76	4416.0
2017-03-08 06:00:00	ES	Futures	2582.03	2582.3	2579.03	2579.03	5128.0
2017-03-08 06:30:00	ES	Futures	2579.03	2580.67	2578.48	2580.12	6037.0
2017-03-08 07:00:00	ES	Futures	2580.39	2581.49	2579.85	2580.39	5706.0
2017-03-08 07:30:00	ES	Futures	2580.67	2583.94	2580.39	2582.58	13129.0
2017-03-08 08:00:00	ES	Futures	2582.3	2583.94	2579.85	2580.12	26291.0
2017-03-08 08:30:00	ES	Futures	2580.12	2584.49	2580.12	2583.94	23044.0
2017-03-08 09:00:00	ES	Futures	2583.94	2585.85	2583.94	2585.58	23347.0
2017-03-08 09:30:00	ES	Futures	2585.85	2589.12	2583.39	2586.67	114329.0
2017-03-08 10:00:00	ES	Futures	2586.67	2587.76	2582.85	2587.21	116314.0
2017-03-08 10:30:00	ES	Futures	2586.94	2588.03	2584.76	2586.94	85960.0
2017-03-08 11:00:00	ES	Futures	2586.94	2588.3	2584.76	2586.4	79211.0
2017-03-08 11:30:00	ES	Futures	2586.4	2586.4	2580.94	2582.85	92902.0
2017-03-08 12:00:00	ES	Futures	2582.85	2584.49	2581.76	2584.21	52378.0
2017-03-08 12:30:00	ES	Futures	2584.21	2585.3	2583.39	2584.49	37186.0
2017-03-08 13:00:00	ES	Futures	2584.49	2587.76	2583.94	2586.4	44697.0
2017-03-08 13:30:00	ES	Futures	2586.12	2587.49	2585.03	2585.85	44583.0
2017-03-08 14:00:00	ES	Futures	2585.85	2586.12	2579.03	2580.67	72584.0
2017-03-08 14:30:00	ES	Futures	2580.67	2583.39	2579.03	2582.85	56528.0
2017-03-08 15:00:00	ES	Futures	2582.58	2583.94	2580.94	2580.94	44202.0
2017-03-08 15:30:00	ES	Futures	2580.94	2581.21	2575.76	2577.67	243022.0
2017-03-08 16:00:00	ES	Futures	2577.67	2579.85	2577.67	2579.85	64312.0
2017-03-08 16:30:00	ES	Futures	2579.58	2579.85	2577.67	2578.48	6680.0
2017-03-08 18:00:00	ES	Futures	2579.03	2580.67	2577.94	2580.12	4319.0
2017-03-08 18:30:00	ES	Futures	2580.12	2580.39	2578.76	2579.85	2929.0
2017-03-08 19:00:00	ES	Futures	2579.85	2581.21	2579.58	2580.94	2028.0
2017-03-08 19:30:00	ES	Futures	2580.67	2580.94	2579.3	2579.85	1246.0
2017-03-08 20:00:00	ES	Futures	2579.85	2580.12	2579.58	2580.12	1601.0
2017-03-08 20:30:00	ES	Futures	2580.12	2581.21	2579.85	2579.85	3109.0
2017-03-08 21:00:00	ES	Futures	2579.85	2580.12	2577.39	2578.76	3835.0
2017-03-08 21:30:00	ES	Futures	2578.76	2578.76	2577.94	2578.48	1343.0
2017-03-08 22:00:00	ES	Futures	2578.21	2578.76	2577.67	2578.76	1219.0
2017-03-08 22:30:00	ES	Futures	2578.48	2579.85	2578.21	2579.03	2315.0
2017-03-08 23:00:00	ES	Futures	2578.76	2579.03	2577.94	2578.48	1321.0
2017-03-08 23:30:00	ES	Futures	2578.21	2579.03	2578.21	2578.48	682.0
2017-03-08 00:00:00	NQ	Futures	6374.8	6376.59	6373.3	6375.69	623.0
2017-03-08 00:30:00	NQ	Futures	6375.69	6375.99	6372.71	6373.3	224.0
2017-03-08 01:00:00	NQ	Futures	6373.01	6377.78	6373.01	6377.18	853.0
2017-03-08 01:30:00	NQ	Futures	6377.18	6378.08	6375.69	6377.48	441.0

> showing 50 of 3,023 rows — these rows as CSV

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