PREVIEW / futures_30min / 2017-05-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-08.parquet
  size:    81 KB
  rows:    3,107

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
2017-05-08 00:00:00	ES	Futures	2619.17	2619.44	2618.89	2618.89	829.0
2017-05-08 00:30:00	ES	Futures	2618.89	2619.17	2618.35	2618.35	961.0
2017-05-08 01:00:00	ES	Futures	2618.35	2618.89	2617.8	2618.89	3062.0
2017-05-08 01:30:00	ES	Futures	2618.89	2619.44	2618.62	2619.17	3022.0
2017-05-08 02:00:00	ES	Futures	2618.89	2619.17	2616.16	2616.98	10177.0
2017-05-08 02:30:00	ES	Futures	2616.98	2617.26	2615.89	2617.26	6778.0
2017-05-08 03:00:00	ES	Futures	2617.26	2617.26	2613.98	2614.25	19445.0
2017-05-08 03:30:00	ES	Futures	2614.25	2615.89	2613.71	2615.34	10398.0
2017-05-08 04:00:00	ES	Futures	2615.34	2617.53	2615.34	2617.53	9421.0
2017-05-08 04:30:00	ES	Futures	2617.26	2617.53	2615.07	2615.62	6074.0
2017-05-08 05:00:00	ES	Futures	2615.34	2616.44	2614.25	2615.89	7666.0
2017-05-08 05:30:00	ES	Futures	2615.89	2615.89	2613.98	2615.62	8145.0
2017-05-08 06:00:00	ES	Futures	2615.62	2618.62	2615.34	2618.35	9807.0
2017-05-08 06:30:00	ES	Futures	2618.08	2619.17	2617.53	2618.08	9305.0
2017-05-08 07:00:00	ES	Futures	2617.8	2618.89	2617.26	2618.89	6528.0
2017-05-08 07:30:00	ES	Futures	2618.62	2619.17	2617.26	2617.26	5777.0
2017-05-08 08:00:00	ES	Futures	2617.26	2617.8	2615.62	2616.98	14399.0
2017-05-08 08:30:00	ES	Futures	2616.98	2616.98	2615.07	2615.62	9709.0
2017-05-08 09:00:00	ES	Futures	2615.89	2618.08	2615.07	2617.8	14296.0
2017-05-08 09:30:00	ES	Futures	2617.53	2619.71	2613.71	2614.25	133699.0
2017-05-08 10:00:00	ES	Futures	2614.25	2615.89	2613.71	2613.98	63853.0
2017-05-08 10:30:00	ES	Futures	2614.25	2616.16	2612.61	2613.43	70223.0
2017-05-08 11:00:00	ES	Futures	2613.43	2614.52	2610.97	2611.52	55920.0
2017-05-08 11:30:00	ES	Futures	2611.52	2614.8	2611.52	2613.98	54887.0
2017-05-08 12:00:00	ES	Futures	2613.98	2614.8	2612.89	2613.43	32201.0
2017-05-08 12:30:00	ES	Futures	2613.71	2616.44	2613.43	2615.62	28897.0
2017-05-08 13:00:00	ES	Futures	2615.62	2616.71	2615.07	2616.16	21791.0
2017-05-08 13:30:00	ES	Futures	2615.89	2616.98	2615.62	2616.71	17028.0
2017-05-08 14:00:00	ES	Futures	2616.98	2616.98	2615.07	2615.89	31040.0
2017-05-08 14:30:00	ES	Futures	2615.89	2616.44	2614.52	2615.89	28062.0
2017-05-08 15:00:00	ES	Futures	2615.89	2616.44	2615.07	2615.34	22496.0
2017-05-08 15:30:00	ES	Futures	2615.34	2616.98	2613.43	2616.71	106796.0
2017-05-08 16:00:00	ES	Futures	2616.71	2617.26	2615.34	2616.71	65270.0
2017-05-08 16:30:00	ES	Futures	2616.44	2616.98	2616.16	2616.44	5415.0
2017-05-08 18:00:00	ES	Futures	2616.16	2617.53	2615.89	2617.26	2231.0
2017-05-08 18:30:00	ES	Futures	2617.26	2617.53	2616.71	2617.26	938.0
2017-05-08 19:00:00	ES	Futures	2617.26	2617.53	2616.71	2616.71	702.0
2017-05-08 19:30:00	ES	Futures	2616.98	2616.98	2616.16	2616.16	1099.0
2017-05-08 20:00:00	ES	Futures	2616.44	2616.44	2614.52	2615.62	4031.0
2017-05-08 20:30:00	ES	Futures	2615.89	2616.44	2615.34	2615.34	1269.0
2017-05-08 21:00:00	ES	Futures	2615.34	2616.71	2615.34	2616.44	942.0
2017-05-08 21:30:00	ES	Futures	2616.44	2616.71	2615.34	2615.62	1931.0
2017-05-08 22:00:00	ES	Futures	2615.62	2615.62	2614.8	2615.34	1723.0
2017-05-08 22:30:00	ES	Futures	2615.07	2616.16	2615.07	2616.16	1249.0
2017-05-08 23:00:00	ES	Futures	2616.16	2616.44	2615.62	2615.89	1136.0
2017-05-08 23:30:00	ES	Futures	2615.89	2616.16	2615.34	2615.62	1360.0
2017-05-08 00:00:00	NQ	Futures	6732.01	6733.79	6732.01	6732.3	209.0
2017-05-08 00:30:00	NQ	Futures	6732.3	6732.9	6731.41	6731.71	206.0
2017-05-08 01:00:00	NQ	Futures	6731.41	6732.9	6730.51	6732.01	485.0
2017-05-08 01:30:00	NQ	Futures	6732.01	6734.09	6731.41	6733.5	760.0

> showing 50 of 3,107 rows — these rows as CSV

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