PREVIEW / futures_30min / 2017-03-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-10.parquet
  size:    68 KB
  rows:    2,452

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
2017-03-10 00:00:00	ES	Futures	2589.12	2589.4	2588.03	2588.58	1469.0
2017-03-10 00:30:00	ES	Futures	2588.58	2588.58	2588.03	2588.3	729.0
2017-03-10 01:00:00	ES	Futures	2588.58	2589.12	2588.03	2588.85	1743.0
2017-03-10 01:30:00	ES	Futures	2588.85	2589.4	2588.58	2588.58	1578.0
2017-03-10 02:00:00	ES	Futures	2588.85	2589.4	2588.3	2588.85	1713.0
2017-03-10 02:30:00	ES	Futures	2588.58	2589.12	2588.03	2588.85	1900.0
2017-03-10 03:00:00	ES	Futures	2588.85	2590.21	2587.76	2589.67	5411.0
2017-03-10 03:30:00	ES	Futures	2589.67	2591.3	2589.4	2591.03	4097.0
2017-03-10 04:00:00	ES	Futures	2590.76	2592.4	2590.21	2590.49	3593.0
2017-03-10 04:30:00	ES	Futures	2590.49	2591.3	2589.4	2589.94	3934.0
2017-03-10 05:00:00	ES	Futures	2590.21	2591.85	2589.4	2591.03	2885.0
2017-03-10 05:30:00	ES	Futures	2590.76	2591.3	2589.94	2591.03	1675.0
2017-03-10 06:00:00	ES	Futures	2590.76	2592.94	2590.21	2592.67	4649.0
2017-03-10 06:30:00	ES	Futures	2592.67	2592.94	2591.58	2591.85	2530.0
2017-03-10 07:00:00	ES	Futures	2591.58	2591.85	2589.94	2590.76	5033.0
2017-03-10 07:30:00	ES	Futures	2590.76	2591.03	2589.4	2589.94	4926.0
2017-03-10 08:00:00	ES	Futures	2589.94	2592.94	2589.4	2591.58	12570.0
2017-03-10 08:30:00	ES	Futures	2591.3	2596.49	2591.03	2594.58	27646.0
2017-03-10 09:00:00	ES	Futures	2594.85	2595.12	2592.12	2592.94	14665.0
2017-03-10 09:30:00	ES	Futures	2592.94	2593.76	2586.67	2592.4	71386.0
2017-03-10 10:00:00	ES	Futures	2592.67	2593.49	2589.4	2589.67	32364.0
2017-03-10 10:30:00	ES	Futures	2589.67	2589.94	2584.21	2584.76	50289.0
2017-03-10 11:00:00	ES	Futures	2584.49	2587.76	2582.03	2586.94	47667.0
2017-03-10 11:30:00	ES	Futures	2586.94	2587.49	2584.21	2585.3	19198.0
2017-03-10 12:00:00	ES	Futures	2585.58	2586.94	2584.49	2586.4	10655.0
2017-03-10 12:30:00	ES	Futures	2586.12	2586.4	2579.85	2582.3	21872.0
2017-03-10 13:00:00	ES	Futures	2582.3	2582.58	2577.39	2580.67	28784.0
2017-03-10 13:30:00	ES	Futures	2580.94	2583.67	2579.03	2583.39	17951.0
2017-03-10 14:00:00	ES	Futures	2583.39	2585.85	2582.03	2585.58	17649.0
2017-03-10 14:30:00	ES	Futures	2585.58	2586.4	2583.94	2585.3	15195.0
2017-03-10 15:00:00	ES	Futures	2585.3	2588.58	2585.03	2588.3	18597.0
2017-03-10 15:30:00	ES	Futures	2588.58	2589.4	2586.4	2589.12	47483.0
2017-03-10 16:00:00	ES	Futures	2589.12	2589.4	2586.12	2587.49	36155.0
2017-03-10 16:30:00	ES	Futures	2587.49	2588.03	2586.94	2587.21	4746.0
2017-03-10 00:00:00	NQ	Futures	6422.23	6422.23	6418.65	6419.84	138.0
2017-03-10 00:30:00	NQ	Futures	6420.44	6421.04	6419.54	6421.04	84.0
2017-03-10 01:00:00	NQ	Futures	6421.04	6423.42	6420.14	6422.53	147.0
2017-03-10 01:30:00	NQ	Futures	6422.23	6423.42	6421.04	6421.93	49.0
2017-03-10 02:00:00	NQ	Futures	6421.63	6421.63	6419.84	6421.04	430.0
2017-03-10 02:30:00	NQ	Futures	6421.33	6421.63	6418.65	6420.44	259.0
2017-03-10 03:00:00	NQ	Futures	6421.04	6423.42	6418.05	6422.23	603.0
2017-03-10 03:30:00	NQ	Futures	6422.53	6425.81	6420.74	6425.21	544.0
2017-03-10 04:00:00	NQ	Futures	6425.51	6428.79	6421.93	6423.42	621.0
2017-03-10 04:30:00	NQ	Futures	6422.83	6424.62	6420.14	6421.33	361.0
2017-03-10 05:00:00	NQ	Futures	6421.63	6425.51	6420.14	6423.72	342.0
2017-03-10 05:30:00	NQ	Futures	6423.72	6424.91	6422.23	6424.62	103.0
2017-03-10 06:00:00	NQ	Futures	6424.62	6429.09	6423.42	6428.49	629.0
2017-03-10 06:30:00	NQ	Futures	6428.49	6428.49	6425.21	6425.51	432.0
2017-03-10 07:00:00	NQ	Futures	6425.21	6425.21	6421.63	6423.42	256.0
2017-03-10 07:30:00	NQ	Futures	6423.12	6424.32	6420.14	6421.93	394.0

> showing 50 of 2,452 rows — these rows as CSV

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