PREVIEW / futures_30min / 2017-05-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-03.parquet
  size:    81 KB
  rows:    3,112

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
2017-05-03 00:00:00	ES	Futures	2603.33	2603.6	2603.05	2603.33	649.0
2017-05-03 00:30:00	ES	Futures	2603.6	2603.6	2603.05	2603.33	340.0
2017-05-03 01:00:00	ES	Futures	2603.6	2603.6	2603.05	2603.33	1080.0
2017-05-03 01:30:00	ES	Futures	2603.33	2604.15	2603.33	2603.6	792.0
2017-05-03 02:00:00	ES	Futures	2603.33	2603.6	2603.05	2603.6	2144.0
2017-05-03 02:30:00	ES	Futures	2603.33	2603.87	2603.05	2603.05	1693.0
2017-05-03 03:00:00	ES	Futures	2603.33	2603.6	2601.69	2601.96	7524.0
2017-05-03 03:30:00	ES	Futures	2601.69	2603.6	2601.69	2602.78	4700.0
2017-05-03 04:00:00	ES	Futures	2603.05	2603.05	2601.69	2602.78	3941.0
2017-05-03 04:30:00	ES	Futures	2602.78	2603.05	2601.96	2602.51	3632.0
2017-05-03 05:00:00	ES	Futures	2602.51	2603.33	2601.96	2602.78	3115.0
2017-05-03 05:30:00	ES	Futures	2602.51	2602.78	2601.69	2602.51	2694.0
2017-05-03 06:00:00	ES	Futures	2602.51	2602.51	2601.41	2602.23	2587.0
2017-05-03 06:30:00	ES	Futures	2602.51	2603.33	2602.23	2602.78	2717.0
2017-05-03 07:00:00	ES	Futures	2603.05	2604.15	2602.23	2603.6	3516.0
2017-05-03 07:30:00	ES	Futures	2603.6	2604.15	2603.05	2603.33	3843.0
2017-05-03 08:00:00	ES	Futures	2603.33	2603.6	2601.96	2602.51	6948.0
2017-05-03 08:30:00	ES	Futures	2602.51	2603.33	2601.96	2603.05	9356.0
2017-05-03 09:00:00	ES	Futures	2603.05	2603.33	2601.41	2602.23	13766.0
2017-05-03 09:30:00	ES	Futures	2601.96	2604.15	2600.59	2602.78	96744.0
2017-05-03 10:00:00	ES	Futures	2603.05	2604.15	2599.23	2603.05	107414.0
2017-05-03 10:30:00	ES	Futures	2602.78	2603.33	2595.4	2597.32	124048.0
2017-05-03 11:00:00	ES	Futures	2597.59	2601.14	2597.04	2600.59	82179.0
2017-05-03 11:30:00	ES	Futures	2600.59	2603.05	2599.77	2602.23	49426.0
2017-05-03 12:00:00	ES	Futures	2602.23	2603.05	2601.41	2602.51	29489.0
2017-05-03 12:30:00	ES	Futures	2602.51	2602.78	2600.32	2601.41	28133.0
2017-05-03 13:00:00	ES	Futures	2601.41	2602.51	2598.68	2599.77	40493.0
2017-05-03 13:30:00	ES	Futures	2600.05	2601.41	2599.23	2601.14	22612.0
2017-05-03 14:00:00	ES	Futures	2601.14	2604.69	2599.23	2601.14	78470.0
2017-05-03 14:30:00	ES	Futures	2601.14	2604.15	2600.05	2603.6	45629.0
2017-05-03 15:00:00	ES	Futures	2603.87	2605.51	2602.23	2603.33	55777.0
2017-05-03 15:30:00	ES	Futures	2603.05	2606.88	2602.78	2604.15	153324.0
2017-05-03 16:00:00	ES	Futures	2604.42	2605.24	2602.78	2603.33	54213.0
2017-05-03 16:30:00	ES	Futures	2603.6	2603.87	2602.23	2602.78	5435.0
2017-05-03 18:00:00	ES	Futures	2602.51	2603.33	2601.69	2602.78	2281.0
2017-05-03 18:30:00	ES	Futures	2603.05	2603.33	2602.51	2602.78	761.0
2017-05-03 19:00:00	ES	Futures	2602.78	2604.96	2602.51	2604.69	3329.0
2017-05-03 19:30:00	ES	Futures	2604.69	2607.42	2604.69	2606.33	4852.0
2017-05-03 20:00:00	ES	Futures	2606.06	2607.15	2606.06	2606.88	2824.0
2017-05-03 20:30:00	ES	Futures	2606.6	2607.15	2606.6	2606.88	1600.0
2017-05-03 21:00:00	ES	Futures	2606.88	2607.7	2606.6	2606.88	2486.0
2017-05-03 21:30:00	ES	Futures	2606.88	2607.42	2606.6	2606.88	1456.0
2017-05-03 22:00:00	ES	Futures	2606.88	2607.15	2606.06	2606.33	1550.0
2017-05-03 22:30:00	ES	Futures	2606.33	2607.42	2606.33	2606.88	1101.0
2017-05-03 23:00:00	ES	Futures	2606.88	2607.97	2606.88	2607.42	1593.0
2017-05-03 23:30:00	ES	Futures	2607.42	2607.7	2607.15	2607.7	934.0
2017-05-03 00:00:00	NQ	Futures	6703.38	6704.58	6703.38	6703.98	342.0
2017-05-03 00:30:00	NQ	Futures	6703.68	6704.58	6703.68	6703.98	207.0
2017-05-03 01:00:00	NQ	Futures	6703.68	6705.17	6703.09	6704.87	575.0
2017-05-03 01:30:00	NQ	Futures	6704.87	6707.86	6704.87	6706.37	516.0

> showing 50 of 3,112 rows — these rows as CSV

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