PREVIEW / futures_30min / 2017-03-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-15.parquet
  size:    85 KB
  rows:    3,091

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
2017-03-15 00:00:00	ES	Futures	2585.57	2585.57	2585.03	2585.57	809.0
2017-03-15 00:30:00	ES	Futures	2585.84	2586.94	2585.57	2586.39	1403.0
2017-03-15 01:00:00	ES	Futures	2586.39	2586.66	2586.12	2586.39	967.0
2017-03-15 01:30:00	ES	Futures	2586.39	2586.66	2585.84	2586.12	1141.0
2017-03-15 02:00:00	ES	Futures	2586.12	2586.66	2585.84	2586.39	1490.0
2017-03-15 02:30:00	ES	Futures	2586.12	2586.66	2585.57	2586.12	1165.0
2017-03-15 03:00:00	ES	Futures	2586.12	2586.39	2585.03	2585.84	2730.0
2017-03-15 03:30:00	ES	Futures	2585.57	2586.94	2585.3	2586.39	2230.0
2017-03-15 04:00:00	ES	Futures	2586.66	2588.03	2585.57	2588.03	11984.0
2017-03-15 04:30:00	ES	Futures	2588.03	2589.67	2587.76	2588.58	11687.0
2017-03-15 05:00:00	ES	Futures	2588.58	2589.4	2586.94	2588.03	8752.0
2017-03-15 05:30:00	ES	Futures	2588.03	2588.58	2586.94	2587.21	4606.0
2017-03-15 06:00:00	ES	Futures	2586.94	2587.76	2586.12	2586.39	3935.0
2017-03-15 06:30:00	ES	Futures	2586.66	2587.76	2585.84	2586.12	5243.0
2017-03-15 07:00:00	ES	Futures	2585.84	2588.3	2585.84	2588.03	6409.0
2017-03-15 07:30:00	ES	Futures	2588.3	2588.3	2586.39	2586.94	4999.0
2017-03-15 08:00:00	ES	Futures	2586.66	2587.48	2585.84	2585.84	7666.0
2017-03-15 08:30:00	ES	Futures	2586.39	2588.3	2585.84	2588.3	10922.0
2017-03-15 09:00:00	ES	Futures	2588.03	2588.58	2586.94	2588.03	18158.0
2017-03-15 09:30:00	ES	Futures	2588.03	2588.58	2584.75	2587.76	93623.0
2017-03-15 10:00:00	ES	Futures	2587.76	2589.4	2586.12	2589.4	66732.0
2017-03-15 10:30:00	ES	Futures	2589.4	2589.94	2586.66	2587.76	67603.0
2017-03-15 11:00:00	ES	Futures	2587.76	2589.94	2587.76	2589.12	42386.0
2017-03-15 11:30:00	ES	Futures	2589.4	2590.49	2588.58	2589.94	32908.0
2017-03-15 12:00:00	ES	Futures	2589.94	2591.31	2589.67	2590.76	36372.0
2017-03-15 12:30:00	ES	Futures	2590.76	2594.31	2590.49	2593.22	69835.0
2017-03-15 13:00:00	ES	Futures	2593.49	2594.04	2590.21	2590.76	47882.0
2017-03-15 13:30:00	ES	Futures	2590.76	2591.58	2589.94	2589.94	26202.0
2017-03-15 14:00:00	ES	Futures	2590.49	2601.41	2589.94	2597.86	165824.0
2017-03-15 14:30:00	ES	Futures	2598.14	2604.42	2595.13	2601.96	145842.0
2017-03-15 15:00:00	ES	Futures	2601.96	2605.51	2600.59	2604.96	95378.0
2017-03-15 15:30:00	ES	Futures	2605.24	2608.79	2601.96	2602.51	217929.0
2017-03-15 16:00:00	ES	Futures	2602.51	2602.78	2598.68	2600.87	107604.0
2017-03-15 16:30:00	ES	Futures	2600.87	2601.14	2597.86	2599.5	12822.0
2017-03-15 18:00:00	ES	Futures	2599.5	2601.14	2598.41	2600.32	6255.0
2017-03-15 18:30:00	ES	Futures	2600.32	2601.14	2600.32	2600.87	1270.0
2017-03-15 19:00:00	ES	Futures	2600.87	2601.96	2600.32	2601.14	2628.0
2017-03-15 19:30:00	ES	Futures	2601.41	2602.78	2600.87	2602.78	2902.0
2017-03-15 20:00:00	ES	Futures	2602.51	2603.05	2601.96	2602.51	3389.0
2017-03-15 20:30:00	ES	Futures	2602.51	2603.05	2601.69	2603.05	2996.0
2017-03-15 21:00:00	ES	Futures	2603.05	2605.78	2602.51	2605.24	6317.0
2017-03-15 21:30:00	ES	Futures	2605.24	2605.24	2604.15	2604.96	3211.0
2017-03-15 22:00:00	ES	Futures	2604.69	2605.51	2604.15	2604.69	2240.0
2017-03-15 22:30:00	ES	Futures	2604.42	2605.78	2604.42	2605.24	1709.0
2017-03-15 23:00:00	ES	Futures	2604.96	2606.33	2604.69	2605.51	2470.0
2017-03-15 23:30:00	ES	Futures	2605.51	2606.06	2604.96	2605.78	2720.0
2017-03-15 00:00:00	NQ	Futures	6429.1	6429.39	6428.2	6429.39	215.0
2017-03-15 00:30:00	NQ	Futures	6429.39	6430.88	6429.39	6430.59	368.0
2017-03-15 01:00:00	NQ	Futures	6430.59	6431.78	6430.29	6431.18	283.0
2017-03-15 01:30:00	NQ	Futures	6430.88	6431.18	6429.99	6430.59	148.0

> showing 50 of 3,091 rows — these rows as CSV

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