PREVIEW / futures_30min / 2017-05-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-04.parquet
  size:    87 KB
  rows:    3,172

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
2017-05-04 00:00:00	ES	Futures	2607.42	2607.7	2606.88	2607.15	826.0
2017-05-04 00:30:00	ES	Futures	2607.15	2607.42	2606.88	2607.42	873.0
2017-05-04 01:00:00	ES	Futures	2607.42	2607.7	2607.15	2607.42	451.0
2017-05-04 01:30:00	ES	Futures	2607.42	2607.7	2606.33	2606.6	1217.0
2017-05-04 02:00:00	ES	Futures	2606.6	2607.42	2606.6	2607.42	3614.0
2017-05-04 02:30:00	ES	Futures	2607.15	2607.7	2606.33	2607.15	2947.0
2017-05-04 03:00:00	ES	Futures	2607.15	2607.42	2605.51	2606.33	7878.0
2017-05-04 03:30:00	ES	Futures	2606.33	2608.52	2605.78	2606.33	9720.0
2017-05-04 04:00:00	ES	Futures	2606.06	2608.52	2606.06	2608.52	6735.0
2017-05-04 04:30:00	ES	Futures	2608.52	2608.79	2608.24	2608.52	2115.0
2017-05-04 05:00:00	ES	Futures	2608.79	2611.52	2608.79	2611.25	9057.0
2017-05-04 05:30:00	ES	Futures	2611.25	2611.25	2610.43	2610.97	2946.0
2017-05-04 06:00:00	ES	Futures	2610.97	2611.52	2610.43	2610.97	3329.0
2017-05-04 06:30:00	ES	Futures	2610.97	2611.52	2610.43	2610.97	6486.0
2017-05-04 07:00:00	ES	Futures	2610.97	2612.07	2610.7	2611.25	6697.0
2017-05-04 07:30:00	ES	Futures	2611.52	2611.52	2610.7	2611.25	4897.0
2017-05-04 08:00:00	ES	Futures	2611.25	2611.25	2609.61	2610.43	9826.0
2017-05-04 08:30:00	ES	Futures	2610.43	2610.97	2607.15	2608.52	25784.0
2017-05-04 09:00:00	ES	Futures	2608.24	2609.06	2607.15	2607.42	17251.0
2017-05-04 09:30:00	ES	Futures	2607.7	2608.79	2601.69	2603.05	156243.0
2017-05-04 10:00:00	ES	Futures	2603.33	2607.7	2602.51	2606.88	97358.0
2017-05-04 10:30:00	ES	Futures	2607.15	2607.7	2603.05	2604.96	79599.0
2017-05-04 11:00:00	ES	Futures	2604.69	2605.78	2603.33	2604.69	56782.0
2017-05-04 11:30:00	ES	Futures	2604.69	2607.7	2603.6	2603.87	62739.0
2017-05-04 12:00:00	ES	Futures	2603.87	2604.69	2595.95	2599.23	136056.0
2017-05-04 12:30:00	ES	Futures	2599.23	2604.69	2598.41	2603.87	61212.0
2017-05-04 13:00:00	ES	Futures	2603.87	2605.24	2602.51	2602.78	45986.0
2017-05-04 13:30:00	ES	Futures	2603.05	2605.78	2601.69	2604.15	43929.0
2017-05-04 14:00:00	ES	Futures	2604.42	2606.6	2600.59	2604.69	82821.0
2017-05-04 14:30:00	ES	Futures	2604.69	2607.15	2603.05	2603.87	51478.0
2017-05-04 15:00:00	ES	Futures	2603.87	2605.78	2602.78	2604.69	37722.0
2017-05-04 15:30:00	ES	Futures	2604.42	2607.42	2604.42	2606.88	92828.0
2017-05-04 16:00:00	ES	Futures	2606.6	2606.88	2604.42	2606.6	57785.0
2017-05-04 16:30:00	ES	Futures	2606.33	2607.7	2605.78	2607.42	4838.0
2017-05-04 18:00:00	ES	Futures	2606.88	2607.15	2605.78	2606.33	2258.0
2017-05-04 18:30:00	ES	Futures	2606.33	2606.33	2605.78	2606.06	618.0
2017-05-04 19:00:00	ES	Futures	2606.06	2607.15	2606.06	2607.15	712.0
2017-05-04 19:30:00	ES	Futures	2607.15	2607.42	2606.06	2606.33	821.0
2017-05-04 20:00:00	ES	Futures	2606.6	2606.6	2605.24	2605.78	1453.0
2017-05-04 20:30:00	ES	Futures	2605.78	2606.06	2604.96	2605.51	1542.0
2017-05-04 21:00:00	ES	Futures	2605.24	2606.6	2605.24	2606.6	1292.0
2017-05-04 21:30:00	ES	Futures	2606.6	2607.15	2605.78	2605.78	2146.0
2017-05-04 22:00:00	ES	Futures	2605.78	2606.33	2605.51	2606.33	895.0
2017-05-04 22:30:00	ES	Futures	2606.06	2606.6	2605.51	2605.78	815.0
2017-05-04 23:00:00	ES	Futures	2605.78	2605.78	2604.69	2604.96	2308.0
2017-05-04 23:30:00	ES	Futures	2604.69	2604.69	2599.5	2600.05	9401.0
2017-05-04 00:00:00	NQ	Futures	6703.68	6703.68	6702.19	6703.38	192.0
2017-05-04 00:30:00	NQ	Futures	6703.09	6703.98	6702.19	6703.98	116.0
2017-05-04 01:00:00	NQ	Futures	6703.98	6704.58	6703.68	6703.98	130.0
2017-05-04 01:30:00	NQ	Futures	6703.98	6703.98	6701.6	6702.49	217.0

> showing 50 of 3,172 rows — these rows as CSV

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