PREVIEW / futures_30min / 2017-03-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-09.parquet
  size:    84 KB
  rows:    3,016

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
2017-03-09 00:00:00	ES	Futures	2578.76	2579.58	2578.21	2579.3	1321.0
2017-03-09 00:30:00	ES	Futures	2579.58	2579.58	2578.76	2578.76	974.0
2017-03-09 01:00:00	ES	Futures	2578.76	2579.58	2578.21	2578.48	1142.0
2017-03-09 01:30:00	ES	Futures	2578.76	2579.58	2578.48	2579.03	729.0
2017-03-09 02:00:00	ES	Futures	2579.03	2580.39	2578.76	2579.58	4101.0
2017-03-09 02:30:00	ES	Futures	2579.3	2580.39	2578.76	2580.12	3943.0
2017-03-09 03:00:00	ES	Futures	2580.12	2580.67	2578.76	2579.58	7863.0
2017-03-09 03:30:00	ES	Futures	2579.58	2582.3	2579.03	2581.76	6118.0
2017-03-09 04:00:00	ES	Futures	2581.49	2581.76	2580.12	2580.67	4142.0
2017-03-09 04:30:00	ES	Futures	2580.67	2580.94	2579.58	2580.39	2895.0
2017-03-09 05:00:00	ES	Futures	2580.12	2580.39	2577.67	2578.76	9244.0
2017-03-09 05:30:00	ES	Futures	2578.48	2578.76	2576.58	2576.58	7491.0
2017-03-09 06:00:00	ES	Futures	2576.3	2576.85	2574.39	2575.76	13430.0
2017-03-09 06:30:00	ES	Futures	2575.76	2577.39	2575.48	2577.39	5677.0
2017-03-09 07:00:00	ES	Futures	2577.39	2577.67	2575.76	2576.03	6449.0
2017-03-09 07:30:00	ES	Futures	2576.03	2576.58	2573.57	2574.39	14335.0
2017-03-09 08:00:00	ES	Futures	2574.39	2577.12	2574.39	2576.03	13075.0
2017-03-09 08:30:00	ES	Futures	2576.03	2580.67	2575.76	2580.39	25606.0
2017-03-09 09:00:00	ES	Futures	2580.12	2580.67	2577.67	2578.76	29298.0
2017-03-09 09:30:00	ES	Futures	2579.03	2582.85	2576.58	2580.94	128788.0
2017-03-09 10:00:00	ES	Futures	2580.94	2585.03	2580.94	2582.03	90496.0
2017-03-09 10:30:00	ES	Futures	2582.3	2582.58	2578.76	2581.49	79022.0
2017-03-09 11:00:00	ES	Futures	2581.49	2582.85	2579.3	2581.76	62195.0
2017-03-09 11:30:00	ES	Futures	2581.76	2583.39	2580.12	2580.94	45299.0
2017-03-09 12:00:00	ES	Futures	2580.94	2582.58	2579.58	2579.58	25884.0
2017-03-09 12:30:00	ES	Futures	2579.58	2580.94	2579.03	2580.67	27622.0
2017-03-09 13:00:00	ES	Futures	2580.67	2582.03	2579.3	2579.3	22941.0
2017-03-09 13:30:00	ES	Futures	2579.03	2579.03	2576.03	2576.58	54631.0
2017-03-09 14:00:00	ES	Futures	2576.58	2577.12	2568.39	2572.48	135683.0
2017-03-09 14:30:00	ES	Futures	2572.21	2574.94	2570.3	2574.67	73895.0
2017-03-09 15:00:00	ES	Futures	2574.67	2579.03	2574.39	2579.03	104030.0
2017-03-09 15:30:00	ES	Futures	2579.03	2581.76	2578.76	2580.12	154450.0
2017-03-09 16:00:00	ES	Futures	2580.12	2582.03	2579.58	2582.03	43217.0
2017-03-09 16:30:00	ES	Futures	2582.03	2583.67	2581.21	2583.39	6514.0
2017-03-09 18:00:00	ES	Futures	2583.12	2583.67	2581.76	2583.39	4073.0
2017-03-09 18:30:00	ES	Futures	2583.39	2586.4	2583.12	2585.58	4383.0
2017-03-09 19:00:00	ES	Futures	2585.3	2586.94	2584.76	2586.94	3178.0
2017-03-09 19:30:00	ES	Futures	2586.94	2587.49	2585.58	2585.85	1854.0
2017-03-09 20:00:00	ES	Futures	2585.85	2587.76	2585.85	2587.49	2687.0
2017-03-09 20:30:00	ES	Futures	2587.49	2588.3	2586.94	2587.76	2854.0
2017-03-09 21:00:00	ES	Futures	2587.76	2589.4	2587.76	2588.85	2626.0
2017-03-09 21:30:00	ES	Futures	2588.85	2589.12	2588.03	2588.3	1265.0
2017-03-09 22:00:00	ES	Futures	2588.3	2588.58	2587.76	2588.3	929.0
2017-03-09 22:30:00	ES	Futures	2588.58	2589.12	2588.03	2588.3	1865.0
2017-03-09 23:00:00	ES	Futures	2588.58	2589.12	2587.76	2588.3	1189.0
2017-03-09 23:30:00	ES	Futures	2588.3	2589.4	2588.03	2589.12	2749.0
2017-03-09 00:00:00	NQ	Futures	6396.87	6400.45	6396.28	6400.15	315.0
2017-03-09 00:30:00	NQ	Futures	6400.15	6400.15	6397.47	6398.07	298.0
2017-03-09 01:00:00	NQ	Futures	6397.77	6399.56	6397.47	6397.77	269.0
2017-03-09 01:30:00	NQ	Futures	6397.47	6399.26	6397.17	6398.36	216.0

> showing 50 of 3,016 rows — these rows as CSV

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