PREVIEW / futures_30min / 2017-03-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-29.parquet
  size:    82 KB
  rows:    3,064

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
2017-03-29 00:00:00	ES	Futures	2571.64	2572.19	2571.09	2571.64	1692.0
2017-03-29 00:30:00	ES	Futures	2571.91	2572.19	2571.37	2572.19	1389.0
2017-03-29 01:00:00	ES	Futures	2571.91	2572.19	2571.64	2572.19	1137.0
2017-03-29 01:30:00	ES	Futures	2571.91	2572.19	2571.37	2572.19	2600.0
2017-03-29 02:00:00	ES	Futures	2571.91	2573.28	2571.91	2572.46	4466.0
2017-03-29 02:30:00	ES	Futures	2572.73	2573.83	2572.46	2573.01	5075.0
2017-03-29 03:00:00	ES	Futures	2572.73	2574.65	2571.64	2574.1	14040.0
2017-03-29 03:30:00	ES	Futures	2574.37	2574.92	2573.28	2574.1	6090.0
2017-03-29 04:00:00	ES	Futures	2574.1	2574.37	2572.46	2572.46	5693.0
2017-03-29 04:30:00	ES	Futures	2572.46	2572.73	2570.28	2570.82	5719.0
2017-03-29 05:00:00	ES	Futures	2570.55	2570.82	2568.91	2569.46	5766.0
2017-03-29 05:30:00	ES	Futures	2569.18	2570.0	2568.36	2569.73	4655.0
2017-03-29 06:00:00	ES	Futures	2569.73	2569.73	2568.09	2568.64	4998.0
2017-03-29 06:30:00	ES	Futures	2568.64	2569.18	2567.54	2568.91	4763.0
2017-03-29 07:00:00	ES	Futures	2568.91	2570.0	2568.36	2568.91	6141.0
2017-03-29 07:30:00	ES	Futures	2568.64	2569.73	2567.82	2569.18	7581.0
2017-03-29 08:00:00	ES	Futures	2568.91	2570.55	2568.09	2570.0	9043.0
2017-03-29 08:30:00	ES	Futures	2570.0	2571.09	2569.46	2569.46	9564.0
2017-03-29 09:00:00	ES	Futures	2569.46	2570.82	2568.64	2569.46	19469.0
2017-03-29 09:30:00	ES	Futures	2569.73	2572.19	2566.18	2572.19	137387.0
2017-03-29 10:00:00	ES	Futures	2571.91	2573.01	2570.0	2571.64	92877.0
2017-03-29 10:30:00	ES	Futures	2571.64	2577.1	2571.64	2575.74	115222.0
2017-03-29 11:00:00	ES	Futures	2575.47	2576.28	2572.73	2574.1	77448.0
2017-03-29 11:30:00	ES	Futures	2574.37	2574.37	2569.46	2572.73	70256.0
2017-03-29 12:00:00	ES	Futures	2573.01	2574.92	2571.91	2573.83	44259.0
2017-03-29 12:30:00	ES	Futures	2573.83	2574.1	2571.09	2571.64	44271.0
2017-03-29 13:00:00	ES	Futures	2571.64	2574.92	2571.64	2574.37	50830.0
2017-03-29 13:30:00	ES	Futures	2574.65	2576.01	2573.83	2575.74	37205.0
2017-03-29 14:00:00	ES	Futures	2575.47	2577.1	2574.1	2576.83	33694.0
2017-03-29 14:30:00	ES	Futures	2576.83	2577.65	2575.47	2576.56	34129.0
2017-03-29 15:00:00	ES	Futures	2576.83	2578.2	2575.47	2577.1	53796.0
2017-03-29 15:30:00	ES	Futures	2577.1	2577.92	2574.1	2575.74	146070.0
2017-03-29 16:00:00	ES	Futures	2575.74	2576.56	2574.65	2575.19	56518.0
2017-03-29 16:30:00	ES	Futures	2575.47	2575.74	2574.65	2574.92	4842.0
2017-03-29 18:00:00	ES	Futures	2575.19	2575.47	2574.37	2574.65	1712.0
2017-03-29 18:30:00	ES	Futures	2574.65	2576.01	2574.37	2575.74	1193.0
2017-03-29 19:00:00	ES	Futures	2575.74	2576.56	2575.47	2575.74	1697.0
2017-03-29 19:30:00	ES	Futures	2575.74	2576.28	2575.47	2576.28	611.0
2017-03-29 20:00:00	ES	Futures	2576.01	2581.2	2575.74	2579.02	9727.0
2017-03-29 20:30:00	ES	Futures	2578.74	2579.29	2578.2	2579.29	3472.0
2017-03-29 21:00:00	ES	Futures	2579.29	2580.11	2578.74	2579.02	2189.0
2017-03-29 21:30:00	ES	Futures	2579.29	2579.56	2576.83	2577.65	3885.0
2017-03-29 22:00:00	ES	Futures	2577.65	2577.92	2576.83	2577.1	2688.0
2017-03-29 22:30:00	ES	Futures	2577.1	2577.38	2576.28	2576.56	1246.0
2017-03-29 23:00:00	ES	Futures	2576.56	2577.1	2576.28	2576.56	1366.0
2017-03-29 23:30:00	ES	Futures	2576.83	2577.38	2576.56	2577.1	1024.0
2017-03-29 00:00:00	NQ	Futures	6455.03	6456.82	6455.03	6455.93	368.0
2017-03-29 00:30:00	NQ	Futures	6455.93	6457.42	6454.74	6457.12	406.0
2017-03-29 01:00:00	NQ	Futures	6457.42	6457.42	6456.23	6456.82	144.0
2017-03-29 01:30:00	NQ	Futures	6456.52	6456.82	6455.03	6456.52	298.0

> showing 50 of 3,064 rows — these rows as CSV

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