PREVIEW / futures_30min / 2017-03-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-20.parquet
  size:    79 KB
  rows:    3,010

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
2017-03-20 00:00:00	ES	Futures	2588.85	2589.12	2588.3	2588.85	1694.0
2017-03-20 00:30:00	ES	Futures	2588.58	2589.12	2588.58	2588.85	390.0
2017-03-20 01:00:00	ES	Futures	2589.12	2589.4	2588.85	2588.85	1517.0
2017-03-20 01:30:00	ES	Futures	2588.85	2589.67	2588.85	2589.67	1063.0
2017-03-20 02:00:00	ES	Futures	2589.4	2589.94	2589.4	2589.94	856.0
2017-03-20 02:30:00	ES	Futures	2590.21	2590.76	2589.67	2589.67	952.0
2017-03-20 03:00:00	ES	Futures	2589.67	2591.03	2589.4	2590.49	3905.0
2017-03-20 03:30:00	ES	Futures	2590.76	2591.03	2590.21	2590.49	1858.0
2017-03-20 04:00:00	ES	Futures	2590.76	2592.95	2590.21	2592.67	7277.0
2017-03-20 04:30:00	ES	Futures	2592.67	2592.95	2590.21	2590.49	4833.0
2017-03-20 05:00:00	ES	Futures	2590.49	2591.03	2590.21	2590.76	2031.0
2017-03-20 05:30:00	ES	Futures	2590.76	2591.03	2589.4	2589.94	3879.0
2017-03-20 06:00:00	ES	Futures	2589.67	2590.76	2589.67	2590.49	3137.0
2017-03-20 06:30:00	ES	Futures	2590.21	2591.58	2589.67	2591.58	3086.0
2017-03-20 07:00:00	ES	Futures	2591.58	2592.95	2591.31	2592.4	4721.0
2017-03-20 07:30:00	ES	Futures	2592.13	2592.67	2591.58	2592.13	3574.0
2017-03-20 08:00:00	ES	Futures	2592.13	2592.4	2591.03	2591.58	5829.0
2017-03-20 08:30:00	ES	Futures	2591.58	2591.85	2589.67	2589.94	12117.0
2017-03-20 09:00:00	ES	Futures	2589.94	2592.4	2589.94	2592.13	15244.0
2017-03-20 09:30:00	ES	Futures	2592.4	2592.4	2588.58	2590.76	113320.0
2017-03-20 10:00:00	ES	Futures	2590.49	2595.68	2589.94	2594.86	83950.0
2017-03-20 10:30:00	ES	Futures	2595.13	2595.95	2592.67	2594.86	72102.0
2017-03-20 11:00:00	ES	Futures	2594.86	2595.4	2592.13	2592.67	45386.0
2017-03-20 11:30:00	ES	Futures	2592.67	2594.31	2591.85	2594.04	34543.0
2017-03-20 12:00:00	ES	Futures	2593.77	2594.31	2591.03	2592.13	49671.0
2017-03-20 12:30:00	ES	Futures	2591.85	2594.04	2591.58	2593.22	37732.0
2017-03-20 13:00:00	ES	Futures	2593.22	2593.22	2591.03	2591.85	33482.0
2017-03-20 13:30:00	ES	Futures	2591.85	2592.67	2586.39	2588.58	80581.0
2017-03-20 14:00:00	ES	Futures	2588.3	2589.94	2587.76	2589.94	42430.0
2017-03-20 14:30:00	ES	Futures	2589.67	2589.94	2584.48	2586.39	103355.0
2017-03-20 15:00:00	ES	Futures	2586.66	2591.31	2586.12	2590.76	66519.0
2017-03-20 15:30:00	ES	Futures	2591.03	2592.13	2588.3	2589.4	130584.0
2017-03-20 16:00:00	ES	Futures	2589.12	2589.94	2588.85	2589.94	54160.0
2017-03-20 16:30:00	ES	Futures	2589.94	2590.21	2588.03	2588.85	11089.0
2017-03-20 18:00:00	ES	Futures	2588.3	2589.4	2587.76	2589.12	2394.0
2017-03-20 18:30:00	ES	Futures	2589.4	2590.21	2588.58	2588.85	1846.0
2017-03-20 19:00:00	ES	Futures	2588.85	2588.85	2587.21	2587.76	3116.0
2017-03-20 19:30:00	ES	Futures	2588.03	2588.85	2587.76	2588.58	1149.0
2017-03-20 20:00:00	ES	Futures	2588.58	2589.94	2587.76	2589.67	4298.0
2017-03-20 20:30:00	ES	Futures	2589.67	2589.94	2589.12	2589.67	1873.0
2017-03-20 21:00:00	ES	Futures	2589.4	2592.95	2589.4	2592.95	5767.0
2017-03-20 21:30:00	ES	Futures	2592.95	2594.86	2592.13	2594.31	6908.0
2017-03-20 22:00:00	ES	Futures	2594.59	2595.68	2593.49	2593.49	4612.0
2017-03-20 22:30:00	ES	Futures	2593.49	2595.68	2593.49	2594.86	4773.0
2017-03-20 23:00:00	ES	Futures	2594.59	2595.13	2594.31	2594.31	1629.0
2017-03-20 23:30:00	ES	Futures	2594.31	2594.31	2593.49	2593.77	1194.0
2017-03-20 00:00:00	NQ	Futures	6438.34	6439.53	6437.14	6439.23	655.0
2017-03-20 00:30:00	NQ	Futures	6439.23	6440.42	6438.64	6440.13	171.0
2017-03-20 01:00:00	NQ	Futures	6439.83	6441.62	6439.83	6440.42	297.0
2017-03-20 01:30:00	NQ	Futures	6440.13	6441.62	6439.53	6441.02	263.0

> showing 50 of 3,010 rows — these rows as CSV

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