PREVIEW / futures_30min / 2017-03-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-22.parquet
  size:    82 KB
  rows:    3,073

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
2017-03-22 00:00:00	ES	Futures	2552.79	2553.34	2551.97	2552.52	1394.0
2017-03-22 00:30:00	ES	Futures	2552.79	2553.34	2552.52	2552.79	1634.0
2017-03-22 01:00:00	ES	Futures	2553.07	2553.34	2549.24	2550.06	4657.0
2017-03-22 01:30:00	ES	Futures	2550.34	2551.16	2549.79	2550.06	4098.0
2017-03-22 02:00:00	ES	Futures	2550.06	2550.34	2548.42	2549.24	3974.0
2017-03-22 02:30:00	ES	Futures	2548.97	2552.25	2548.15	2551.7	5692.0
2017-03-22 03:00:00	ES	Futures	2551.7	2553.89	2549.52	2553.34	10162.0
2017-03-22 03:30:00	ES	Futures	2553.34	2554.43	2552.25	2552.25	8277.0
2017-03-22 04:00:00	ES	Futures	2552.52	2556.89	2549.24	2554.16	27213.0
2017-03-22 04:30:00	ES	Futures	2553.89	2554.43	2550.61	2552.52	16133.0
2017-03-22 05:00:00	ES	Futures	2552.52	2554.98	2549.52	2553.34	17568.0
2017-03-22 05:30:00	ES	Futures	2553.61	2558.26	2553.61	2557.44	17434.0
2017-03-22 06:00:00	ES	Futures	2557.16	2557.98	2555.25	2556.07	5967.0
2017-03-22 06:30:00	ES	Futures	2555.8	2557.71	2555.53	2557.16	6169.0
2017-03-22 07:00:00	ES	Futures	2557.16	2558.26	2556.62	2557.16	6822.0
2017-03-22 07:30:00	ES	Futures	2557.16	2557.16	2553.89	2556.35	14483.0
2017-03-22 08:00:00	ES	Futures	2556.35	2558.8	2555.25	2557.98	15254.0
2017-03-22 08:30:00	ES	Futures	2557.98	2558.53	2556.07	2557.16	19532.0
2017-03-22 09:00:00	ES	Futures	2556.89	2557.71	2553.61	2556.62	41762.0
2017-03-22 09:30:00	ES	Futures	2556.89	2558.8	2550.88	2551.16	204334.0
2017-03-22 10:00:00	ES	Futures	2551.16	2554.43	2549.52	2551.7	159048.0
2017-03-22 10:30:00	ES	Futures	2551.7	2558.8	2548.7	2558.26	188079.0
2017-03-22 11:00:00	ES	Futures	2558.53	2565.36	2554.98	2563.72	156824.0
2017-03-22 11:30:00	ES	Futures	2563.99	2564.27	2560.99	2562.08	68499.0
2017-03-22 12:00:00	ES	Futures	2562.08	2563.45	2557.44	2557.98	71216.0
2017-03-22 12:30:00	ES	Futures	2557.98	2560.17	2555.8	2557.98	70317.0
2017-03-22 13:00:00	ES	Futures	2557.98	2560.17	2552.79	2558.8	111761.0
2017-03-22 13:30:00	ES	Futures	2558.8	2561.81	2555.25	2555.53	74113.0
2017-03-22 14:00:00	ES	Futures	2555.53	2560.17	2555.25	2556.89	53245.0
2017-03-22 14:30:00	ES	Futures	2556.89	2562.35	2556.62	2561.26	60113.0
2017-03-22 15:00:00	ES	Futures	2561.53	2566.18	2560.17	2562.9	73828.0
2017-03-22 15:30:00	ES	Futures	2563.17	2564.81	2560.72	2562.35	187774.0
2017-03-22 16:00:00	ES	Futures	2562.35	2562.35	2557.98	2559.62	76598.0
2017-03-22 16:30:00	ES	Futures	2559.62	2559.9	2558.26	2559.08	5096.0
2017-03-22 18:00:00	ES	Futures	2559.08	2564.27	2558.8	2563.17	9567.0
2017-03-22 18:30:00	ES	Futures	2563.17	2563.99	2562.63	2563.72	2289.0
2017-03-22 19:00:00	ES	Futures	2563.72	2564.81	2563.45	2564.27	3150.0
2017-03-22 19:30:00	ES	Futures	2563.99	2565.63	2563.72	2565.36	2640.0
2017-03-22 20:00:00	ES	Futures	2565.36	2565.36	2563.72	2563.72	3742.0
2017-03-22 20:30:00	ES	Futures	2563.72	2565.36	2563.17	2564.81	3493.0
2017-03-22 21:00:00	ES	Futures	2564.54	2566.72	2564.27	2565.91	7243.0
2017-03-22 21:30:00	ES	Futures	2565.91	2567.0	2565.63	2566.18	4170.0
2017-03-22 22:00:00	ES	Futures	2565.91	2567.0	2565.36	2566.45	2279.0
2017-03-22 22:30:00	ES	Futures	2566.45	2567.0	2565.91	2565.91	1743.0
2017-03-22 23:00:00	ES	Futures	2566.18	2566.18	2565.09	2565.09	2023.0
2017-03-22 23:30:00	ES	Futures	2565.09	2565.91	2564.81	2565.63	1378.0
2017-03-22 00:00:00	NQ	Futures	6350.39	6352.18	6349.79	6350.98	471.0
2017-03-22 00:30:00	NQ	Futures	6351.28	6352.77	6351.28	6352.47	390.0
2017-03-22 01:00:00	NQ	Futures	6352.77	6353.07	6346.21	6347.11	1323.0
2017-03-22 01:30:00	NQ	Futures	6347.4	6349.79	6345.91	6346.51	900.0

> showing 50 of 3,073 rows — these rows as CSV

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