PREVIEW / futures_30min / 2017-03-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-28.parquet
  size:    83 KB
  rows:    3,086

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
2017-03-28 00:00:00	ES	Futures	2559.62	2560.17	2558.8	2559.35	1968.0
2017-03-28 00:30:00	ES	Futures	2559.35	2559.9	2559.08	2559.62	1351.0
2017-03-28 01:00:00	ES	Futures	2559.62	2560.44	2559.35	2560.17	1535.0
2017-03-28 01:30:00	ES	Futures	2560.44	2560.72	2559.9	2560.44	2960.0
2017-03-28 02:00:00	ES	Futures	2560.44	2560.99	2557.98	2557.98	4006.0
2017-03-28 02:30:00	ES	Futures	2558.26	2559.35	2557.98	2559.08	3020.0
2017-03-28 03:00:00	ES	Futures	2558.8	2559.08	2556.07	2557.98	9794.0
2017-03-28 03:30:00	ES	Futures	2558.26	2559.62	2557.44	2557.98	7277.0
2017-03-28 04:00:00	ES	Futures	2557.98	2557.98	2556.07	2557.44	5391.0
2017-03-28 04:30:00	ES	Futures	2557.44	2558.53	2556.89	2557.98	4912.0
2017-03-28 05:00:00	ES	Futures	2557.71	2557.98	2557.16	2557.16	3090.0
2017-03-28 05:30:00	ES	Futures	2557.16	2557.98	2556.89	2557.44	3542.0
2017-03-28 06:00:00	ES	Futures	2557.44	2557.98	2556.35	2556.35	2627.0
2017-03-28 06:30:00	ES	Futures	2556.62	2556.89	2556.07	2556.35	3348.0
2017-03-28 07:00:00	ES	Futures	2556.35	2556.62	2553.89	2553.89	8239.0
2017-03-28 07:30:00	ES	Futures	2554.16	2554.43	2550.88	2552.52	19598.0
2017-03-28 08:00:00	ES	Futures	2552.25	2552.79	2550.61	2550.88	12929.0
2017-03-28 08:30:00	ES	Futures	2551.16	2551.7	2550.61	2551.7	12960.0
2017-03-28 09:00:00	ES	Futures	2551.43	2552.79	2550.61	2550.88	18195.0
2017-03-28 09:30:00	ES	Futures	2550.88	2556.35	2549.52	2551.16	152680.0
2017-03-28 10:00:00	ES	Futures	2551.16	2559.35	2550.88	2554.16	176709.0
2017-03-28 10:30:00	ES	Futures	2554.43	2559.35	2553.34	2559.08	94349.0
2017-03-28 11:00:00	ES	Futures	2559.08	2565.91	2558.53	2564.27	138657.0
2017-03-28 11:30:00	ES	Futures	2564.54	2569.18	2563.17	2567.54	89092.0
2017-03-28 12:00:00	ES	Futures	2567.54	2569.73	2566.72	2567.27	68377.0
2017-03-28 12:30:00	ES	Futures	2567.27	2568.09	2565.91	2568.09	43421.0
2017-03-28 13:00:00	ES	Futures	2568.09	2570.82	2567.82	2570.28	49371.0
2017-03-28 13:30:00	ES	Futures	2570.55	2575.74	2569.18	2575.19	69237.0
2017-03-28 14:00:00	ES	Futures	2575.47	2578.47	2573.83	2577.38	82628.0
2017-03-28 14:30:00	ES	Futures	2577.38	2579.02	2574.92	2575.19	84093.0
2017-03-28 15:00:00	ES	Futures	2574.92	2577.38	2573.55	2576.01	77666.0
2017-03-28 15:30:00	ES	Futures	2576.28	2577.1	2572.46	2572.46	199890.0
2017-03-28 16:00:00	ES	Futures	2572.46	2573.28	2568.64	2569.18	113442.0
2017-03-28 16:30:00	ES	Futures	2569.73	2570.28	2568.64	2570.0	9752.0
2017-03-28 18:00:00	ES	Futures	2570.82	2571.09	2569.18	2570.55	5912.0
2017-03-28 18:30:00	ES	Futures	2570.55	2571.09	2570.28	2570.82	810.0
2017-03-28 19:00:00	ES	Futures	2570.82	2571.37	2570.55	2571.09	1255.0
2017-03-28 19:30:00	ES	Futures	2571.09	2571.91	2570.28	2571.64	1823.0
2017-03-28 20:00:00	ES	Futures	2571.64	2572.19	2571.09	2571.64	3095.0
2017-03-28 20:30:00	ES	Futures	2571.37	2571.64	2569.73	2571.09	2605.0
2017-03-28 21:00:00	ES	Futures	2571.09	2571.37	2570.28	2570.28	1808.0
2017-03-28 21:30:00	ES	Futures	2570.28	2570.55	2569.46	2570.28	1495.0
2017-03-28 22:00:00	ES	Futures	2570.28	2570.82	2569.46	2569.73	2678.0
2017-03-28 22:30:00	ES	Futures	2570.0	2570.55	2569.46	2570.28	1523.0
2017-03-28 23:00:00	ES	Futures	2570.28	2571.91	2570.0	2571.37	2277.0
2017-03-28 23:30:00	ES	Futures	2571.64	2571.91	2570.55	2571.37	2075.0
2017-03-28 00:00:00	NQ	Futures	6428.2	6428.8	6425.22	6425.82	422.0
2017-03-28 00:30:00	NQ	Futures	6426.11	6427.01	6425.22	6427.01	301.0
2017-03-28 01:00:00	NQ	Futures	6427.01	6429.69	6426.71	6429.1	277.0
2017-03-28 01:30:00	NQ	Futures	6429.1	6430.59	6428.5	6429.39	412.0

> showing 50 of 3,086 rows — these rows as CSV

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