PREVIEW / futures_30min / 2017-05-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-09.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
2017-05-09 00:00:00	ES	Futures	2615.62	2616.16	2615.34	2615.62	1295.0
2017-05-09 00:30:00	ES	Futures	2615.62	2615.89	2615.07	2615.62	1294.0
2017-05-09 01:00:00	ES	Futures	2615.62	2616.16	2615.62	2615.62	825.0
2017-05-09 01:30:00	ES	Futures	2615.62	2615.62	2615.07	2615.62	1176.0
2017-05-09 02:00:00	ES	Futures	2615.34	2616.44	2615.34	2615.62	4029.0
2017-05-09 02:30:00	ES	Futures	2615.62	2616.98	2615.62	2616.16	3160.0
2017-05-09 03:00:00	ES	Futures	2616.16	2618.08	2614.52	2615.07	13232.0
2017-05-09 03:30:00	ES	Futures	2615.07	2617.8	2615.07	2616.71	8248.0
2017-05-09 04:00:00	ES	Futures	2616.71	2617.53	2615.62	2616.44	5503.0
2017-05-09 04:30:00	ES	Futures	2616.44	2617.53	2615.89	2616.98	4638.0
2017-05-09 05:00:00	ES	Futures	2617.26	2618.35	2616.98	2617.8	5966.0
2017-05-09 05:30:00	ES	Futures	2618.08	2618.08	2617.53	2618.08	3878.0
2017-05-09 06:00:00	ES	Futures	2618.08	2618.35	2616.71	2616.98	4269.0
2017-05-09 06:30:00	ES	Futures	2616.98	2619.71	2616.98	2618.62	6854.0
2017-05-09 07:00:00	ES	Futures	2618.35	2619.44	2618.35	2619.44	4516.0
2017-05-09 07:30:00	ES	Futures	2619.44	2619.71	2618.35	2619.17	6198.0
2017-05-09 08:00:00	ES	Futures	2619.44	2620.81	2618.89	2620.26	6335.0
2017-05-09 08:30:00	ES	Futures	2620.26	2621.08	2619.17	2619.71	11007.0
2017-05-09 09:00:00	ES	Futures	2619.44	2619.99	2618.35	2619.71	13522.0
2017-05-09 09:30:00	ES	Futures	2619.71	2620.81	2617.8	2620.26	113247.0
2017-05-09 10:00:00	ES	Futures	2619.99	2622.17	2619.99	2621.35	112378.0
2017-05-09 10:30:00	ES	Futures	2621.08	2621.35	2618.89	2619.71	64820.0
2017-05-09 11:00:00	ES	Futures	2619.71	2620.26	2616.71	2618.35	66241.0
2017-05-09 11:30:00	ES	Futures	2618.35	2619.71	2617.53	2619.44	35039.0
2017-05-09 12:00:00	ES	Futures	2619.44	2620.26	2617.53	2617.8	38140.0
2017-05-09 12:30:00	ES	Futures	2617.8	2618.08	2615.89	2616.16	36166.0
2017-05-09 13:00:00	ES	Futures	2616.44	2617.53	2613.43	2613.71	47210.0
2017-05-09 13:30:00	ES	Futures	2613.98	2616.98	2613.43	2616.98	54537.0
2017-05-09 14:00:00	ES	Futures	2616.98	2617.26	2614.52	2614.8	36171.0
2017-05-09 14:30:00	ES	Futures	2614.8	2616.71	2614.52	2615.89	27486.0
2017-05-09 15:00:00	ES	Futures	2615.89	2617.53	2615.62	2616.44	43407.0
2017-05-09 15:30:00	ES	Futures	2616.44	2616.71	2609.88	2614.25	225683.0
2017-05-09 16:00:00	ES	Futures	2614.25	2615.07	2613.16	2614.8	64912.0
2017-05-09 16:30:00	ES	Futures	2614.52	2615.07	2613.98	2614.25	6125.0
2017-05-09 18:00:00	ES	Futures	2613.16	2613.71	2611.79	2612.34	7376.0
2017-05-09 18:30:00	ES	Futures	2612.34	2612.61	2610.43	2610.43	4738.0
2017-05-09 19:00:00	ES	Futures	2610.43	2610.97	2609.33	2610.43	5172.0
2017-05-09 19:30:00	ES	Futures	2610.43	2610.7	2609.06	2609.33	2707.0
2017-05-09 20:00:00	ES	Futures	2609.06	2610.43	2608.52	2608.52	5896.0
2017-05-09 20:30:00	ES	Futures	2608.79	2610.7	2608.52	2609.61	3921.0
2017-05-09 21:00:00	ES	Futures	2609.88	2611.52	2609.61	2610.7	4341.0
2017-05-09 21:30:00	ES	Futures	2610.97	2611.79	2610.43	2610.43	5027.0
2017-05-09 22:00:00	ES	Futures	2610.7	2611.25	2610.43	2610.7	1817.0
2017-05-09 22:30:00	ES	Futures	2610.7	2610.97	2610.15	2610.7	2654.0
2017-05-09 23:00:00	ES	Futures	2610.7	2611.52	2610.15	2610.97	1943.0
2017-05-09 23:30:00	ES	Futures	2610.7	2611.52	2610.7	2611.25	2004.0
2017-05-09 00:00:00	NQ	Futures	6741.55	6743.04	6740.95	6741.84	294.0
2017-05-09 00:30:00	NQ	Futures	6741.84	6742.44	6740.35	6741.84	345.0
2017-05-09 01:00:00	NQ	Futures	6741.84	6743.93	6741.84	6742.14	315.0
2017-05-09 01:30:00	NQ	Futures	6742.14	6743.04	6741.84	6742.44	212.0

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

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