PREVIEW / futures_30min / 2017-03-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-23.parquet
  size:    81 KB
  rows:    3,054

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
2017-03-23 00:00:00	ES	Futures	2565.63	2565.63	2564.81	2565.09	817.0
2017-03-23 00:30:00	ES	Futures	2565.09	2565.36	2564.81	2564.81	1073.0
2017-03-23 01:00:00	ES	Futures	2565.09	2566.18	2564.54	2565.91	1918.0
2017-03-23 01:30:00	ES	Futures	2565.91	2565.91	2565.09	2565.63	1370.0
2017-03-23 02:00:00	ES	Futures	2565.36	2565.36	2563.99	2563.99	2190.0
2017-03-23 02:30:00	ES	Futures	2563.99	2564.81	2563.17	2563.45	2104.0
2017-03-23 03:00:00	ES	Futures	2563.17	2563.72	2561.26	2562.63	5031.0
2017-03-23 03:30:00	ES	Futures	2562.35	2563.45	2561.26	2563.45	4458.0
2017-03-23 04:00:00	ES	Futures	2563.45	2563.45	2560.44	2560.44	9619.0
2017-03-23 04:30:00	ES	Futures	2560.72	2561.53	2559.9	2560.44	5743.0
2017-03-23 05:00:00	ES	Futures	2560.17	2563.72	2560.17	2563.45	7683.0
2017-03-23 05:30:00	ES	Futures	2563.72	2563.99	2561.81	2562.08	4856.0
2017-03-23 06:00:00	ES	Futures	2561.81	2562.63	2560.72	2560.72	4441.0
2017-03-23 06:30:00	ES	Futures	2560.99	2565.09	2560.99	2564.54	9242.0
2017-03-23 07:00:00	ES	Futures	2564.81	2565.91	2563.99	2565.09	8840.0
2017-03-23 07:30:00	ES	Futures	2564.81	2564.81	2563.17	2564.27	7896.0
2017-03-23 08:00:00	ES	Futures	2563.99	2565.63	2563.45	2564.81	14270.0
2017-03-23 08:30:00	ES	Futures	2564.81	2565.09	2560.72	2561.26	22244.0
2017-03-23 09:00:00	ES	Futures	2561.53	2561.53	2557.71	2559.35	36865.0
2017-03-23 09:30:00	ES	Futures	2559.35	2564.54	2556.35	2560.99	162211.0
2017-03-23 10:00:00	ES	Futures	2561.26	2563.99	2559.9	2562.63	75270.0
2017-03-23 10:30:00	ES	Futures	2562.63	2570.0	2561.81	2567.54	106654.0
2017-03-23 11:00:00	ES	Futures	2567.54	2574.1	2567.54	2572.19	118372.0
2017-03-23 11:30:00	ES	Futures	2572.19	2573.01	2570.28	2571.09	48973.0
2017-03-23 12:00:00	ES	Futures	2571.09	2573.55	2570.55	2572.46	48064.0
2017-03-23 12:30:00	ES	Futures	2572.73	2573.83	2570.82	2573.28	41881.0
2017-03-23 13:00:00	ES	Futures	2573.55	2573.55	2562.35	2562.63	173792.0
2017-03-23 13:30:00	ES	Futures	2562.9	2568.91	2562.63	2566.72	79838.0
2017-03-23 14:00:00	ES	Futures	2567.0	2568.36	2565.91	2566.45	33456.0
2017-03-23 14:30:00	ES	Futures	2566.72	2569.73	2565.09	2565.91	64741.0
2017-03-23 15:00:00	ES	Futures	2566.18	2566.45	2558.26	2558.53	137219.0
2017-03-23 15:30:00	ES	Futures	2558.8	2561.53	2554.71	2559.35	247129.0
2017-03-23 16:00:00	ES	Futures	2559.08	2559.62	2555.53	2556.62	84445.0
2017-03-23 16:30:00	ES	Futures	2556.89	2558.53	2556.62	2557.98	6518.0
2017-03-23 18:00:00	ES	Futures	2557.71	2562.08	2557.71	2561.53	5808.0
2017-03-23 18:30:00	ES	Futures	2561.81	2562.08	2559.35	2559.35	1518.0
2017-03-23 19:00:00	ES	Futures	2559.35	2562.35	2559.35	2562.35	2286.0
2017-03-23 19:30:00	ES	Futures	2562.08	2562.35	2560.17	2560.17	1932.0
2017-03-23 20:00:00	ES	Futures	2560.17	2567.0	2559.9	2565.09	11181.0
2017-03-23 20:30:00	ES	Futures	2565.36	2565.91	2563.72	2565.63	5149.0
2017-03-23 21:00:00	ES	Futures	2565.36	2566.18	2564.54	2565.63	3969.0
2017-03-23 21:30:00	ES	Futures	2565.36	2566.18	2563.45	2563.45	3862.0
2017-03-23 22:00:00	ES	Futures	2563.45	2564.81	2563.45	2563.99	2400.0
2017-03-23 22:30:00	ES	Futures	2564.27	2565.09	2563.72	2563.72	2739.0
2017-03-23 23:00:00	ES	Futures	2563.72	2563.99	2562.63	2562.9	2285.0
2017-03-23 23:30:00	ES	Futures	2563.17	2563.17	2561.53	2562.35	2238.0
2017-03-23 00:00:00	NQ	Futures	6408.52	6408.52	6407.03	6407.93	228.0
2017-03-23 00:30:00	NQ	Futures	6407.93	6408.82	6407.63	6407.63	220.0
2017-03-23 01:00:00	NQ	Futures	6407.93	6410.31	6406.73	6409.12	340.0
2017-03-23 01:30:00	NQ	Futures	6408.52	6408.82	6407.33	6407.93	188.0

> showing 50 of 3,054 rows — these rows as CSV

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