PREVIEW / futures_30min / 2017-03-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-21.parquet
  size:    87 KB
  rows:    3,048

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
2017-03-21 00:00:00	ES	Futures	2594.04	2594.31	2593.77	2594.04	905.0
2017-03-21 00:30:00	ES	Futures	2594.04	2594.31	2593.77	2594.04	530.0
2017-03-21 01:00:00	ES	Futures	2593.77	2594.31	2593.49	2593.77	1312.0
2017-03-21 01:30:00	ES	Futures	2593.77	2594.04	2593.49	2593.77	825.0
2017-03-21 02:00:00	ES	Futures	2593.49	2594.04	2592.95	2593.49	1713.0
2017-03-21 02:30:00	ES	Futures	2593.77	2594.31	2593.49	2593.77	919.0
2017-03-21 03:00:00	ES	Futures	2594.04	2596.5	2593.77	2595.4	6454.0
2017-03-21 03:30:00	ES	Futures	2595.13	2596.77	2594.31	2595.68	5672.0
2017-03-21 04:00:00	ES	Futures	2595.95	2596.22	2595.13	2595.4	5782.0
2017-03-21 04:30:00	ES	Futures	2595.4	2595.68	2593.77	2594.04	4704.0
2017-03-21 05:00:00	ES	Futures	2594.04	2594.59	2593.49	2594.31	3236.0
2017-03-21 05:30:00	ES	Futures	2594.31	2594.59	2593.22	2594.04	4310.0
2017-03-21 06:00:00	ES	Futures	2594.31	2594.86	2593.49	2594.59	2919.0
2017-03-21 06:30:00	ES	Futures	2594.59	2594.59	2593.77	2593.77	2176.0
2017-03-21 07:00:00	ES	Futures	2593.77	2595.4	2593.22	2594.86	6021.0
2017-03-21 07:30:00	ES	Futures	2595.13	2595.95	2594.31	2594.59	4734.0
2017-03-21 08:00:00	ES	Futures	2594.86	2594.86	2593.22	2593.49	5892.0
2017-03-21 08:30:00	ES	Futures	2593.49	2594.59	2593.22	2594.31	6638.0
2017-03-21 09:00:00	ES	Futures	2594.59	2597.32	2594.31	2597.32	19584.0
2017-03-21 09:30:00	ES	Futures	2597.32	2598.96	2593.49	2593.49	131214.0
2017-03-21 10:00:00	ES	Futures	2593.77	2593.77	2580.93	2581.47	222251.0
2017-03-21 10:30:00	ES	Futures	2581.75	2583.39	2571.91	2574.65	232767.0
2017-03-21 11:00:00	ES	Futures	2574.65	2575.47	2564.81	2568.64	287025.0
2017-03-21 11:30:00	ES	Futures	2568.36	2571.64	2561.53	2571.37	212673.0
2017-03-21 12:00:00	ES	Futures	2571.37	2574.37	2567.54	2569.73	148890.0
2017-03-21 12:30:00	ES	Futures	2570.0	2571.09	2563.17	2566.18	100766.0
2017-03-21 13:00:00	ES	Futures	2566.18	2567.82	2560.44	2565.09	115471.0
2017-03-21 13:30:00	ES	Futures	2564.81	2566.18	2557.71	2558.26	119299.0
2017-03-21 14:00:00	ES	Futures	2558.26	2565.63	2556.89	2562.9	135914.0
2017-03-21 14:30:00	ES	Futures	2562.9	2567.0	2559.35	2563.72	144811.0
2017-03-21 15:00:00	ES	Futures	2563.72	2566.18	2562.08	2563.99	115745.0
2017-03-21 15:30:00	ES	Futures	2563.99	2564.27	2554.43	2556.62	338450.0
2017-03-21 16:00:00	ES	Futures	2556.62	2560.17	2555.53	2558.8	122554.0
2017-03-21 16:30:00	ES	Futures	2558.26	2558.53	2556.89	2557.71	8801.0
2017-03-21 18:00:00	ES	Futures	2557.16	2558.26	2554.98	2555.8	7988.0
2017-03-21 18:30:00	ES	Futures	2555.8	2556.35	2552.79	2555.25	5582.0
2017-03-21 19:00:00	ES	Futures	2555.53	2556.89	2554.16	2556.35	6378.0
2017-03-21 19:30:00	ES	Futures	2556.35	2556.35	2553.89	2554.98	3879.0
2017-03-21 20:00:00	ES	Futures	2554.71	2556.62	2554.16	2556.35	5063.0
2017-03-21 20:30:00	ES	Futures	2556.62	2556.62	2554.71	2554.71	2020.0
2017-03-21 21:00:00	ES	Futures	2554.98	2554.98	2552.25	2552.79	6934.0
2017-03-21 21:30:00	ES	Futures	2552.79	2552.79	2550.34	2551.97	13050.0
2017-03-21 22:00:00	ES	Futures	2551.97	2552.79	2549.79	2550.06	6764.0
2017-03-21 22:30:00	ES	Futures	2550.06	2550.61	2548.97	2550.06	8588.0
2017-03-21 23:00:00	ES	Futures	2549.79	2552.79	2549.24	2552.25	7625.0
2017-03-21 23:30:00	ES	Futures	2552.52	2554.16	2552.52	2552.79	4355.0
2017-03-21 00:00:00	NQ	Futures	6474.11	6475.01	6473.52	6474.41	242.0
2017-03-21 00:30:00	NQ	Futures	6474.41	6474.71	6473.52	6473.82	149.0
2017-03-21 01:00:00	NQ	Futures	6473.82	6474.11	6472.62	6473.22	221.0
2017-03-21 01:30:00	NQ	Futures	6473.52	6474.71	6473.22	6473.52	194.0

> showing 50 of 3,048 rows — these rows as CSV

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