PREVIEW / futures_30min / 2017-03-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-16.parquet
  size:    81 KB
  rows:    3,099

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
2017-03-16 00:00:00	ES	Futures	2605.51	2605.78	2604.96	2605.24	1403.0
2017-03-16 00:30:00	ES	Futures	2604.96	2604.96	2603.87	2604.15	2022.0
2017-03-16 01:00:00	ES	Futures	2604.15	2605.24	2604.15	2605.24	1382.0
2017-03-16 01:30:00	ES	Futures	2605.24	2605.51	2604.42	2605.24	2341.0
2017-03-16 02:00:00	ES	Futures	2604.96	2606.06	2604.96	2605.78	1430.0
2017-03-16 02:30:00	ES	Futures	2606.06	2606.6	2605.51	2606.06	2170.0
2017-03-16 03:00:00	ES	Futures	2606.06	2608.79	2606.06	2607.97	7686.0
2017-03-16 03:30:00	ES	Futures	2607.97	2609.88	2607.42	2609.33	9525.0
2017-03-16 04:00:00	ES	Futures	2609.61	2609.61	2607.42	2607.42	11540.0
2017-03-16 04:30:00	ES	Futures	2607.7	2608.52	2605.78	2606.6	9478.0
2017-03-16 05:00:00	ES	Futures	2606.6	2607.7	2606.06	2607.42	8138.0
2017-03-16 05:30:00	ES	Futures	2607.42	2608.52	2606.88	2607.15	6551.0
2017-03-16 06:00:00	ES	Futures	2607.15	2607.42	2606.06	2606.6	6625.0
2017-03-16 06:30:00	ES	Futures	2606.6	2608.24	2606.6	2607.42	4376.0
2017-03-16 07:00:00	ES	Futures	2607.42	2607.97	2607.15	2607.42	5741.0
2017-03-16 07:30:00	ES	Futures	2607.7	2607.97	2605.78	2606.33	12164.0
2017-03-16 08:00:00	ES	Futures	2606.06	2606.6	2603.87	2604.42	23262.0
2017-03-16 08:30:00	ES	Futures	2604.69	2605.78	2603.33	2605.51	24704.0
2017-03-16 09:00:00	ES	Futures	2605.24	2606.33	2604.15	2604.42	18532.0
2017-03-16 09:30:00	ES	Futures	2604.42	2605.24	2601.96	2603.05	145426.0
2017-03-16 10:00:00	ES	Futures	2603.05	2605.24	2597.86	2600.59	128884.0
2017-03-16 10:30:00	ES	Futures	2600.32	2601.69	2598.14	2599.77	89077.0
2017-03-16 11:00:00	ES	Futures	2599.77	2600.32	2594.31	2595.13	145783.0
2017-03-16 11:30:00	ES	Futures	2595.13	2597.59	2593.49	2597.32	76774.0
2017-03-16 12:00:00	ES	Futures	2597.32	2599.77	2595.4	2599.5	75719.0
2017-03-16 12:30:00	ES	Futures	2599.5	2600.32	2598.14	2599.77	38300.0
2017-03-16 13:00:00	ES	Futures	2599.77	2599.77	2596.22	2596.77	37550.0
2017-03-16 13:30:00	ES	Futures	2596.77	2600.05	2596.5	2598.41	50613.0
2017-03-16 14:00:00	ES	Futures	2598.41	2599.77	2597.86	2598.96	30398.0
2017-03-16 14:30:00	ES	Futures	2599.23	2599.5	2594.31	2594.86	55361.0
2017-03-16 15:00:00	ES	Futures	2595.13	2597.86	2593.22	2596.22	74895.0
2017-03-16 15:30:00	ES	Futures	2596.5	2598.41	2595.13	2597.86	155717.0
2017-03-16 16:00:00	ES	Futures	2597.59	2599.77	2597.04	2599.5	68007.0
2017-03-16 16:30:00	ES	Futures	2599.5	2601.14	2598.96	2599.77	12343.0
2017-03-16 18:00:00	ES	Futures	2599.5	2600.05	2598.14	2599.5	4010.0
2017-03-16 18:30:00	ES	Futures	2599.23	2599.5	2598.96	2599.23	1228.0
2017-03-16 19:00:00	ES	Futures	2599.23	2599.5	2597.86	2597.86	1968.0
2017-03-16 19:30:00	ES	Futures	2597.86	2598.68	2597.59	2598.68	1214.0
2017-03-16 20:00:00	ES	Futures	2598.68	2600.05	2598.68	2599.23	2091.0
2017-03-16 20:30:00	ES	Futures	2599.23	2600.32	2598.96	2600.05	1809.0
2017-03-16 21:00:00	ES	Futures	2600.05	2600.32	2599.23	2599.5	2090.0
2017-03-16 21:30:00	ES	Futures	2599.5	2600.05	2598.96	2598.96	1717.0
2017-03-16 22:00:00	ES	Futures	2598.96	2599.23	2598.14	2598.68	1384.0
2017-03-16 22:30:00	ES	Futures	2598.68	2599.23	2598.68	2599.23	932.0
2017-03-16 23:00:00	ES	Futures	2598.96	2599.23	2598.68	2598.96	459.0
2017-03-16 23:30:00	ES	Futures	2598.68	2599.23	2598.68	2598.96	960.0
2017-03-16 00:00:00	NQ	Futures	6476.8	6476.8	6474.41	6475.01	299.0
2017-03-16 00:30:00	NQ	Futures	6475.01	6475.01	6472.92	6473.52	358.0
2017-03-16 01:00:00	NQ	Futures	6473.82	6476.5	6473.52	6476.2	287.0
2017-03-16 01:30:00	NQ	Futures	6476.2	6476.8	6474.41	6476.2	415.0

> showing 50 of 3,099 rows — these rows as CSV

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