PREVIEW / futures_30min / 2017-05-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-02.parquet
  size:    81 KB
  rows:    3,109

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
2017-05-02 00:00:00	ES	Futures	2606.88	2607.15	2606.33	2606.33	809.0
2017-05-02 00:30:00	ES	Futures	2606.33	2606.88	2606.06	2606.6	696.0
2017-05-02 01:00:00	ES	Futures	2606.6	2606.88	2604.96	2606.06	2956.0
2017-05-02 01:30:00	ES	Futures	2606.06	2606.06	2604.96	2604.96	1665.0
2017-05-02 02:00:00	ES	Futures	2604.96	2606.88	2604.96	2606.6	3335.0
2017-05-02 02:30:00	ES	Futures	2606.33	2607.42	2605.51	2607.42	2630.0
2017-05-02 03:00:00	ES	Futures	2607.42	2607.42	2604.96	2606.06	8495.0
2017-05-02 03:30:00	ES	Futures	2606.33	2607.7	2605.78	2607.15	4535.0
2017-05-02 04:00:00	ES	Futures	2606.88	2607.15	2605.24	2605.24	5617.0
2017-05-02 04:30:00	ES	Futures	2605.51	2606.06	2604.96	2605.51	3687.0
2017-05-02 05:00:00	ES	Futures	2605.51	2606.6	2605.24	2606.33	3580.0
2017-05-02 05:30:00	ES	Futures	2606.6	2607.97	2606.33	2607.15	5804.0
2017-05-02 06:00:00	ES	Futures	2607.42	2607.7	2605.24	2605.51	3531.0
2017-05-02 06:30:00	ES	Futures	2605.51	2606.33	2605.51	2606.33	2400.0
2017-05-02 07:00:00	ES	Futures	2606.33	2606.6	2606.06	2606.06	1849.0
2017-05-02 07:30:00	ES	Futures	2606.33	2606.88	2605.78	2606.88	3061.0
2017-05-02 08:00:00	ES	Futures	2606.88	2608.24	2606.33	2607.97	6299.0
2017-05-02 08:30:00	ES	Futures	2607.97	2608.24	2606.88	2608.24	7430.0
2017-05-02 09:00:00	ES	Futures	2608.24	2608.79	2607.42	2608.79	14746.0
2017-05-02 09:30:00	ES	Futures	2608.52	2609.88	2602.78	2602.78	144992.0
2017-05-02 10:00:00	ES	Futures	2603.05	2605.24	2602.23	2604.69	79220.0
2017-05-02 10:30:00	ES	Futures	2604.69	2605.78	2603.6	2603.87	48083.0
2017-05-02 11:00:00	ES	Futures	2603.87	2605.24	2603.05	2604.15	56536.0
2017-05-02 11:30:00	ES	Futures	2604.15	2605.78	2603.6	2605.24	39312.0
2017-05-02 12:00:00	ES	Futures	2605.24	2608.24	2604.96	2607.7	65549.0
2017-05-02 12:30:00	ES	Futures	2607.7	2609.06	2607.42	2607.97	36340.0
2017-05-02 13:00:00	ES	Futures	2607.97	2608.79	2606.88	2607.42	25280.0
2017-05-02 13:30:00	ES	Futures	2607.15	2607.7	2605.78	2606.33	34129.0
2017-05-02 14:00:00	ES	Futures	2606.06	2607.7	2605.78	2606.06	38435.0
2017-05-02 14:30:00	ES	Futures	2606.06	2606.33	2603.33	2604.15	51057.0
2017-05-02 15:00:00	ES	Futures	2604.15	2605.51	2603.05	2604.96	37304.0
2017-05-02 15:30:00	ES	Futures	2604.69	2607.97	2604.42	2607.7	126846.0
2017-05-02 16:00:00	ES	Futures	2607.7	2608.24	2606.33	2606.88	51752.0
2017-05-02 16:30:00	ES	Futures	2606.88	2607.15	2604.69	2605.51	7900.0
2017-05-02 18:00:00	ES	Futures	2604.69	2605.51	2602.78	2605.24	4205.0
2017-05-02 18:30:00	ES	Futures	2605.51	2605.78	2605.24	2605.51	451.0
2017-05-02 19:00:00	ES	Futures	2605.51	2605.78	2604.96	2605.51	493.0
2017-05-02 19:30:00	ES	Futures	2605.51	2606.06	2605.24	2605.51	755.0
2017-05-02 20:00:00	ES	Futures	2605.24	2605.51	2604.96	2605.24	1135.0
2017-05-02 20:30:00	ES	Futures	2605.24	2605.78	2605.24	2605.51	718.0
2017-05-02 21:00:00	ES	Futures	2605.78	2605.78	2604.96	2604.96	746.0
2017-05-02 21:30:00	ES	Futures	2604.96	2605.24	2604.69	2604.96	903.0
2017-05-02 22:00:00	ES	Futures	2604.96	2605.24	2604.69	2604.96	821.0
2017-05-02 22:30:00	ES	Futures	2604.96	2604.96	2603.6	2603.6	1917.0
2017-05-02 23:00:00	ES	Futures	2603.87	2603.87	2602.51	2602.78	2726.0
2017-05-02 23:30:00	ES	Futures	2602.78	2603.33	2602.51	2603.33	1549.0
2017-05-02 00:00:00	NQ	Futures	6717.4	6717.69	6715.31	6715.61	284.0
2017-05-02 00:30:00	NQ	Futures	6716.2	6717.4	6715.31	6717.1	126.0
2017-05-02 01:00:00	NQ	Futures	6716.5	6716.8	6713.22	6715.31	540.0
2017-05-02 01:30:00	NQ	Futures	6715.31	6716.8	6714.12	6714.42	579.0

> showing 50 of 3,109 rows — these rows as CSV

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