PREVIEW / futures_30min / 2017-03-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-03-31.parquet
  size:    70 KB
  rows:    2,555

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
2017-03-31 00:00:00	ES	Futures	2580.38	2580.93	2580.38	2580.38	1085.0
2017-03-31 00:30:00	ES	Futures	2580.65	2580.65	2579.02	2579.56	2677.0
2017-03-31 01:00:00	ES	Futures	2579.56	2579.56	2576.83	2578.2	7506.0
2017-03-31 01:30:00	ES	Futures	2577.92	2578.2	2575.19	2577.65	8303.0
2017-03-31 02:00:00	ES	Futures	2577.65	2577.92	2574.92	2575.19	5691.0
2017-03-31 02:30:00	ES	Futures	2575.47	2577.65	2575.47	2576.83	5324.0
2017-03-31 03:00:00	ES	Futures	2576.83	2579.02	2575.74	2578.2	7479.0
2017-03-31 03:30:00	ES	Futures	2578.2	2579.29	2577.1	2577.38	6402.0
2017-03-31 04:00:00	ES	Futures	2577.1	2577.38	2575.74	2576.83	5167.0
2017-03-31 04:30:00	ES	Futures	2576.56	2577.38	2575.47	2576.28	5121.0
2017-03-31 05:00:00	ES	Futures	2576.56	2577.92	2575.47	2577.38	5242.0
2017-03-31 05:30:00	ES	Futures	2577.38	2578.47	2576.83	2576.83	5109.0
2017-03-31 06:00:00	ES	Futures	2576.83	2577.65	2576.28	2576.56	4320.0
2017-03-31 06:30:00	ES	Futures	2576.56	2577.1	2576.01	2576.28	3632.0
2017-03-31 07:00:00	ES	Futures	2576.56	2577.65	2576.28	2577.38	3559.0
2017-03-31 07:30:00	ES	Futures	2577.38	2578.47	2577.1	2578.2	5271.0
2017-03-31 08:00:00	ES	Futures	2578.47	2580.65	2578.2	2580.65	10568.0
2017-03-31 08:30:00	ES	Futures	2580.65	2581.75	2579.56	2580.11	10122.0
2017-03-31 09:00:00	ES	Futures	2579.84	2581.2	2578.74	2579.02	15641.0
2017-03-31 09:30:00	ES	Futures	2579.02	2581.47	2576.83	2580.38	93346.0
2017-03-31 10:00:00	ES	Futures	2580.38	2583.66	2579.02	2579.56	90634.0
2017-03-31 10:30:00	ES	Futures	2579.56	2584.21	2579.56	2581.75	76712.0
2017-03-31 11:00:00	ES	Futures	2581.75	2583.66	2580.65	2582.57	64529.0
2017-03-31 11:30:00	ES	Futures	2582.84	2584.21	2581.47	2581.75	54838.0
2017-03-31 12:00:00	ES	Futures	2582.02	2584.48	2581.47	2584.21	35777.0
2017-03-31 12:30:00	ES	Futures	2584.21	2584.48	2582.02	2582.84	35375.0
2017-03-31 13:00:00	ES	Futures	2583.11	2585.3	2582.02	2585.3	36512.0
2017-03-31 13:30:00	ES	Futures	2585.3	2585.84	2581.75	2582.02	68556.0
2017-03-31 14:00:00	ES	Futures	2582.02	2582.29	2577.92	2579.84	100567.0
2017-03-31 14:30:00	ES	Futures	2579.84	2581.75	2579.02	2579.02	58998.0
2017-03-31 15:00:00	ES	Futures	2579.29	2583.11	2579.02	2582.02	64853.0
2017-03-31 15:30:00	ES	Futures	2582.02	2585.3	2576.56	2576.83	437903.0
2017-03-31 16:00:00	ES	Futures	2576.83	2579.56	2576.01	2577.1	155846.0
2017-03-31 16:30:00	ES	Futures	2577.1	2577.65	2575.74	2575.74	11741.0
2017-03-31 00:00:00	NQ	Futures	6478.29	6478.59	6477.69	6477.69	176.0
2017-03-31 00:30:00	NQ	Futures	6477.99	6478.29	6475.9	6476.8	496.0
2017-03-31 01:00:00	NQ	Futures	6476.5	6476.5	6470.54	6472.33	1009.0
2017-03-31 01:30:00	NQ	Futures	6472.33	6472.62	6465.17	6469.05	1316.0
2017-03-31 02:00:00	NQ	Futures	6469.05	6469.34	6464.87	6466.06	943.0
2017-03-31 02:30:00	NQ	Futures	6466.06	6473.22	6466.06	6471.13	1211.0
2017-03-31 03:00:00	NQ	Futures	6470.83	6475.31	6467.26	6473.22	1437.0
2017-03-31 03:30:00	NQ	Futures	6473.52	6476.2	6471.13	6472.33	811.0
2017-03-31 04:00:00	NQ	Futures	6472.33	6473.22	6468.45	6472.33	894.0
2017-03-31 04:30:00	NQ	Futures	6472.03	6473.22	6469.34	6472.03	914.0
2017-03-31 05:00:00	NQ	Futures	6472.03	6475.31	6469.05	6473.52	911.0
2017-03-31 05:30:00	NQ	Futures	6473.22	6477.99	6472.62	6473.82	1207.0
2017-03-31 06:00:00	NQ	Futures	6473.52	6475.01	6472.33	6474.11	563.0
2017-03-31 06:30:00	NQ	Futures	6473.82	6474.71	6472.33	6473.52	519.0
2017-03-31 07:00:00	NQ	Futures	6473.82	6475.61	6473.52	6474.71	509.0
2017-03-31 07:30:00	NQ	Futures	6474.71	6477.1	6474.71	6477.1	574.0

> showing 50 of 2,555 rows — these rows as CSV

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