PREVIEW / futures_30min / 2017-03-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-24.parquet
  size:    70 KB
  rows:    2,506

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
2017-03-24 00:00:00	ES	Futures	2562.35	2562.9	2562.08	2562.35	535.0
2017-03-24 00:30:00	ES	Futures	2562.63	2563.45	2562.08	2562.9	1301.0
2017-03-24 01:00:00	ES	Futures	2563.17	2563.17	2562.35	2563.17	1334.0
2017-03-24 01:30:00	ES	Futures	2563.17	2564.27	2562.63	2563.17	2906.0
2017-03-24 02:00:00	ES	Futures	2563.45	2563.99	2562.63	2563.72	1503.0
2017-03-24 02:30:00	ES	Futures	2563.72	2563.72	2562.08	2562.08	1128.0
2017-03-24 03:00:00	ES	Futures	2562.35	2562.9	2560.17	2561.26	4634.0
2017-03-24 03:30:00	ES	Futures	2561.26	2562.35	2560.44	2561.81	4076.0
2017-03-24 04:00:00	ES	Futures	2561.53	2562.08	2559.08	2560.72	9134.0
2017-03-24 04:30:00	ES	Futures	2560.99	2562.35	2560.17	2560.44	6208.0
2017-03-24 05:00:00	ES	Futures	2560.72	2561.81	2559.9	2561.26	4520.0
2017-03-24 05:30:00	ES	Futures	2561.26	2561.81	2559.62	2559.9	4546.0
2017-03-24 06:00:00	ES	Futures	2560.17	2560.17	2557.98	2558.26	3512.0
2017-03-24 06:30:00	ES	Futures	2557.98	2558.8	2557.44	2558.8	4519.0
2017-03-24 07:00:00	ES	Futures	2558.8	2562.08	2558.8	2560.72	6869.0
2017-03-24 07:30:00	ES	Futures	2560.99	2560.99	2559.35	2559.62	4202.0
2017-03-24 08:00:00	ES	Futures	2559.62	2561.81	2559.08	2561.53	6317.0
2017-03-24 08:30:00	ES	Futures	2561.53	2562.63	2559.35	2561.26	13187.0
2017-03-24 09:00:00	ES	Futures	2560.99	2563.72	2560.72	2563.45	13764.0
2017-03-24 09:30:00	ES	Futures	2563.45	2568.09	2562.9	2565.91	115994.0
2017-03-24 10:00:00	ES	Futures	2565.91	2567.27	2563.99	2566.45	69510.0
2017-03-24 10:30:00	ES	Futures	2566.18	2569.73	2565.63	2569.18	74279.0
2017-03-24 11:00:00	ES	Futures	2569.18	2570.55	2565.91	2565.91	67510.0
2017-03-24 11:30:00	ES	Futures	2566.18	2568.64	2565.91	2568.09	34694.0
2017-03-24 12:00:00	ES	Futures	2568.36	2568.91	2560.44	2565.91	144563.0
2017-03-24 12:30:00	ES	Futures	2565.63	2567.27	2563.17	2564.81	82370.0
2017-03-24 13:00:00	ES	Futures	2564.54	2565.91	2560.44	2564.27	65494.0
2017-03-24 13:30:00	ES	Futures	2563.99	2564.54	2557.71	2558.8	52502.0
2017-03-24 14:00:00	ES	Futures	2558.8	2561.53	2558.53	2560.17	48087.0
2017-03-24 14:30:00	ES	Futures	2560.17	2561.26	2553.07	2554.16	82596.0
2017-03-24 15:00:00	ES	Futures	2553.89	2554.71	2547.6	2552.79	140934.0
2017-03-24 15:30:00	ES	Futures	2552.79	2564.54	2549.52	2558.53	372753.0
2017-03-24 16:00:00	ES	Futures	2558.26	2562.35	2557.44	2561.81	80585.0
2017-03-24 16:30:00	ES	Futures	2561.26	2562.63	2558.53	2559.62	14726.0
2017-03-24 00:00:00	NQ	Futures	6400.18	6401.96	6400.18	6401.67	161.0
2017-03-24 00:30:00	NQ	Futures	6401.67	6404.05	6401.07	6402.56	235.0
2017-03-24 01:00:00	NQ	Futures	6402.56	6403.46	6401.37	6402.86	222.0
2017-03-24 01:30:00	NQ	Futures	6402.56	6404.65	6401.96	6403.16	283.0
2017-03-24 02:00:00	NQ	Futures	6403.46	6405.84	6401.96	6405.84	313.0
2017-03-24 02:30:00	NQ	Futures	6405.84	6405.84	6402.56	6402.56	242.0
2017-03-24 03:00:00	NQ	Futures	6402.56	6404.65	6398.09	6400.18	1027.0
2017-03-24 03:30:00	NQ	Futures	6400.77	6403.46	6398.39	6401.96	506.0
2017-03-24 04:00:00	NQ	Futures	6401.96	6402.26	6395.7	6399.58	1581.0
2017-03-24 04:30:00	NQ	Futures	6400.18	6404.65	6398.39	6399.58	1254.0
2017-03-24 05:00:00	NQ	Futures	6399.58	6401.96	6398.39	6401.37	822.0
2017-03-24 05:30:00	NQ	Futures	6400.77	6402.26	6398.09	6398.98	713.0
2017-03-24 06:00:00	NQ	Futures	6398.68	6398.68	6393.32	6393.32	1191.0
2017-03-24 06:30:00	NQ	Futures	6393.62	6395.41	6392.42	6393.91	1169.0
2017-03-24 07:00:00	NQ	Futures	6394.21	6401.37	6394.21	6398.39	1708.0
2017-03-24 07:30:00	NQ	Futures	6398.39	6398.68	6395.7	6396.6	1056.0

> showing 50 of 2,506 rows — these rows as CSV

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