PREVIEW / futures_30min / 2017-03-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-27.parquet
  size:    81 KB
  rows:    3,033

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
2017-03-27 00:00:00	ES	Futures	2543.23	2543.23	2541.6	2542.41	1385.0
2017-03-27 00:30:00	ES	Futures	2542.41	2543.78	2542.41	2543.51	1056.0
2017-03-27 01:00:00	ES	Futures	2543.51	2544.05	2542.96	2544.05	1808.0
2017-03-27 01:30:00	ES	Futures	2544.05	2544.6	2541.6	2542.41	6053.0
2017-03-27 02:00:00	ES	Futures	2542.41	2542.69	2538.04	2538.32	10822.0
2017-03-27 02:30:00	ES	Futures	2538.04	2538.32	2532.31	2535.86	20058.0
2017-03-27 03:00:00	ES	Futures	2535.86	2539.41	2535.31	2538.59	16324.0
2017-03-27 03:30:00	ES	Futures	2538.86	2539.14	2535.31	2536.41	11553.0
2017-03-27 04:00:00	ES	Futures	2536.41	2540.5	2534.77	2539.96	14212.0
2017-03-27 04:30:00	ES	Futures	2539.96	2541.05	2539.41	2539.68	7391.0
2017-03-27 05:00:00	ES	Futures	2539.96	2542.96	2539.68	2541.6	7508.0
2017-03-27 05:30:00	ES	Futures	2541.6	2541.87	2539.41	2539.96	4193.0
2017-03-27 06:00:00	ES	Futures	2539.68	2540.23	2538.86	2539.68	4717.0
2017-03-27 06:30:00	ES	Futures	2539.68	2541.87	2539.41	2541.87	4040.0
2017-03-27 07:00:00	ES	Futures	2541.6	2542.96	2540.5	2541.87	8068.0
2017-03-27 07:30:00	ES	Futures	2541.6	2542.96	2540.23	2540.23	9696.0
2017-03-27 08:00:00	ES	Futures	2540.5	2541.32	2537.77	2539.14	19572.0
2017-03-27 08:30:00	ES	Futures	2538.86	2539.96	2538.04	2538.86	16332.0
2017-03-27 09:00:00	ES	Futures	2538.59	2539.14	2535.86	2535.86	26602.0
2017-03-27 09:30:00	ES	Futures	2535.86	2543.78	2532.58	2542.14	250795.0
2017-03-27 10:00:00	ES	Futures	2542.14	2543.23	2538.59	2541.32	136783.0
2017-03-27 10:30:00	ES	Futures	2541.6	2547.06	2541.05	2546.51	111256.0
2017-03-27 11:00:00	ES	Futures	2546.51	2549.24	2543.51	2549.24	87842.0
2017-03-27 11:30:00	ES	Futures	2549.24	2552.25	2547.6	2550.34	100310.0
2017-03-27 12:00:00	ES	Futures	2550.61	2553.34	2549.24	2550.88	59922.0
2017-03-27 12:30:00	ES	Futures	2550.61	2555.25	2549.79	2553.89	52601.0
2017-03-27 13:00:00	ES	Futures	2553.61	2557.16	2552.79	2553.89	64975.0
2017-03-27 13:30:00	ES	Futures	2553.89	2554.43	2550.34	2551.43	54359.0
2017-03-27 14:00:00	ES	Futures	2551.16	2553.89	2548.42	2550.34	60115.0
2017-03-27 14:30:00	ES	Futures	2550.61	2554.98	2549.79	2554.43	53811.0
2017-03-27 15:00:00	ES	Futures	2554.43	2556.62	2553.34	2554.43	56380.0
2017-03-27 15:30:00	ES	Futures	2554.43	2558.26	2553.34	2554.16	152345.0
2017-03-27 16:00:00	ES	Futures	2554.16	2556.89	2553.34	2554.43	72965.0
2017-03-27 16:30:00	ES	Futures	2554.98	2556.62	2554.71	2556.62	3980.0
2017-03-27 18:00:00	ES	Futures	2557.16	2557.44	2555.8	2556.89	4015.0
2017-03-27 18:30:00	ES	Futures	2556.89	2557.16	2555.8	2556.62	1864.0
2017-03-27 19:00:00	ES	Futures	2556.62	2558.26	2556.62	2558.26	2778.0
2017-03-27 19:30:00	ES	Futures	2557.98	2559.35	2557.44	2557.71	3934.0
2017-03-27 20:00:00	ES	Futures	2557.71	2558.26	2556.62	2557.98	3168.0
2017-03-27 20:30:00	ES	Futures	2557.98	2558.53	2556.89	2557.16	1787.0
2017-03-27 21:00:00	ES	Futures	2557.44	2557.71	2556.35	2557.71	2456.0
2017-03-27 21:30:00	ES	Futures	2557.44	2557.71	2556.89	2557.16	1396.0
2017-03-27 22:00:00	ES	Futures	2556.89	2559.35	2556.89	2559.08	3812.0
2017-03-27 22:30:00	ES	Futures	2559.08	2559.35	2557.71	2559.35	2366.0
2017-03-27 23:00:00	ES	Futures	2559.08	2560.17	2558.8	2559.35	2815.0
2017-03-27 23:30:00	ES	Futures	2559.62	2559.62	2558.8	2559.62	1589.0
2017-03-27 00:00:00	NQ	Futures	6366.49	6367.38	6363.5	6365.59	250.0
2017-03-27 00:30:00	NQ	Futures	6365.59	6369.17	6365.29	6368.57	222.0
2017-03-27 01:00:00	NQ	Futures	6368.27	6370.06	6367.98	6370.06	488.0
2017-03-27 01:30:00	NQ	Futures	6370.06	6370.96	6364.7	6366.78	1045.0

> showing 50 of 3,033 rows — these rows as CSV

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