PREVIEW / futures_30min / 2017-03-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-14.parquet
  size:    80 KB
  rows:    3,033

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
2017-03-14 00:00:00	ES	Futures	2589.4	2589.94	2589.4	2589.67	836.0
2017-03-14 00:30:00	ES	Futures	2589.94	2589.94	2589.4	2589.67	760.0
2017-03-14 01:00:00	ES	Futures	2589.67	2589.94	2588.3	2589.4	3259.0
2017-03-14 01:30:00	ES	Futures	2589.4	2590.21	2589.12	2589.67	1719.0
2017-03-14 02:00:00	ES	Futures	2589.4	2590.21	2588.85	2589.4	2383.0
2017-03-14 02:30:00	ES	Futures	2589.4	2589.94	2589.4	2589.94	378.0
2017-03-14 03:00:00	ES	Futures	2589.67	2590.49	2589.12	2589.67	2369.0
2017-03-14 03:30:00	ES	Futures	2589.67	2590.21	2589.12	2589.67	1737.0
2017-03-14 04:00:00	ES	Futures	2589.94	2589.94	2586.12	2586.12	11738.0
2017-03-14 04:30:00	ES	Futures	2586.39	2586.66	2585.03	2585.57	9675.0
2017-03-14 05:00:00	ES	Futures	2585.57	2587.76	2585.3	2587.48	9487.0
2017-03-14 05:30:00	ES	Futures	2587.48	2588.85	2586.94	2588.58	4630.0
2017-03-14 06:00:00	ES	Futures	2588.3	2588.85	2587.76	2588.3	3779.0
2017-03-14 06:30:00	ES	Futures	2588.3	2588.3	2586.94	2588.3	4782.0
2017-03-14 07:00:00	ES	Futures	2588.03	2588.58	2585.84	2586.66	6163.0
2017-03-14 07:30:00	ES	Futures	2586.66	2587.76	2585.3	2585.84	7785.0
2017-03-14 08:00:00	ES	Futures	2585.57	2586.12	2580.65	2582.02	37509.0
2017-03-14 08:30:00	ES	Futures	2582.02	2584.48	2581.75	2583.11	16108.0
2017-03-14 09:00:00	ES	Futures	2583.39	2584.48	2582.57	2584.21	17168.0
2017-03-14 09:30:00	ES	Futures	2584.21	2584.48	2578.47	2580.11	147952.0
2017-03-14 10:00:00	ES	Futures	2580.11	2580.11	2574.1	2574.65	143490.0
2017-03-14 10:30:00	ES	Futures	2574.65	2577.65	2572.73	2577.65	119543.0
2017-03-14 11:00:00	ES	Futures	2577.38	2581.47	2574.37	2580.38	141306.0
2017-03-14 11:30:00	ES	Futures	2580.11	2582.02	2579.02	2581.47	79013.0
2017-03-14 12:00:00	ES	Futures	2581.47	2582.02	2575.19	2577.1	92195.0
2017-03-14 12:30:00	ES	Futures	2577.38	2578.2	2575.74	2576.56	44542.0
2017-03-14 13:00:00	ES	Futures	2576.56	2580.65	2576.28	2580.11	54139.0
2017-03-14 13:30:00	ES	Futures	2579.84	2580.65	2577.92	2578.47	35776.0
2017-03-14 14:00:00	ES	Futures	2578.74	2579.84	2577.38	2579.02	40390.0
2017-03-14 14:30:00	ES	Futures	2579.29	2581.2	2577.92	2578.74	43580.0
2017-03-14 15:00:00	ES	Futures	2579.02	2582.02	2578.47	2582.02	39836.0
2017-03-14 15:30:00	ES	Futures	2581.75	2582.02	2579.84	2581.2	112732.0
2017-03-14 16:00:00	ES	Futures	2581.2	2582.84	2580.11	2581.47	49982.0
2017-03-14 16:30:00	ES	Futures	2581.75	2582.84	2581.2	2582.29	5524.0
2017-03-14 18:00:00	ES	Futures	2582.29	2583.11	2582.29	2582.84	2516.0
2017-03-14 18:30:00	ES	Futures	2583.11	2583.66	2582.57	2582.84	1716.0
2017-03-14 19:00:00	ES	Futures	2582.84	2583.11	2582.84	2583.11	1036.0
2017-03-14 19:30:00	ES	Futures	2583.11	2583.11	2582.29	2582.84	1042.0
2017-03-14 20:00:00	ES	Futures	2583.11	2583.66	2582.29	2582.57	2882.0
2017-03-14 20:30:00	ES	Futures	2582.57	2583.11	2582.29	2582.57	1609.0
2017-03-14 21:00:00	ES	Futures	2582.57	2582.84	2582.29	2582.57	1573.0
2017-03-14 21:30:00	ES	Futures	2582.29	2583.11	2581.75	2583.11	1824.0
2017-03-14 22:00:00	ES	Futures	2583.39	2583.39	2582.57	2583.11	1706.0
2017-03-14 22:30:00	ES	Futures	2583.11	2585.57	2583.11	2585.57	4646.0
2017-03-14 23:00:00	ES	Futures	2585.57	2585.84	2585.3	2585.3	959.0
2017-03-14 23:30:00	ES	Futures	2585.57	2585.57	2585.03	2585.57	546.0
2017-03-14 00:00:00	NQ	Futures	6436.55	6438.34	6436.55	6437.74	182.0
2017-03-14 00:30:00	NQ	Futures	6437.44	6437.74	6437.14	6437.74	193.0
2017-03-14 01:00:00	NQ	Futures	6437.74	6438.04	6434.76	6437.14	350.0
2017-03-14 01:30:00	NQ	Futures	6437.14	6438.93	6436.55	6437.74	323.0

> showing 50 of 3,033 rows — these rows as CSV

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