PREVIEW / futures_30min / 2017-05-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-10.parquet
  size:    81 KB
  rows:    3,091

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
2017-05-10 00:00:00	ES	Futures	2611.25	2611.52	2610.7	2610.97	1227.0
2017-05-10 00:30:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	650.0
2017-05-10 01:00:00	ES	Futures	2611.25	2611.52	2610.97	2610.97	1177.0
2017-05-10 01:30:00	ES	Futures	2611.25	2611.52	2610.7	2611.25	1674.0
2017-05-10 02:00:00	ES	Futures	2611.52	2611.52	2610.43	2610.97	4538.0
2017-05-10 02:30:00	ES	Futures	2611.25	2611.25	2610.15	2610.7	3963.0
2017-05-10 03:00:00	ES	Futures	2610.7	2613.43	2610.43	2612.07	14086.0
2017-05-10 03:30:00	ES	Futures	2612.07	2612.07	2610.15	2610.43	6830.0
2017-05-10 04:00:00	ES	Futures	2610.15	2610.43	2608.52	2609.61	8196.0
2017-05-10 04:30:00	ES	Futures	2609.61	2610.7	2609.33	2610.15	4985.0
2017-05-10 05:00:00	ES	Futures	2609.88	2611.25	2609.61	2610.43	6044.0
2017-05-10 05:30:00	ES	Futures	2610.43	2610.97	2609.61	2610.43	4689.0
2017-05-10 06:00:00	ES	Futures	2610.7	2611.52	2610.43	2610.97	3107.0
2017-05-10 06:30:00	ES	Futures	2610.97	2610.97	2609.61	2609.88	4301.0
2017-05-10 07:00:00	ES	Futures	2609.88	2611.25	2609.88	2611.25	7972.0
2017-05-10 07:30:00	ES	Futures	2610.97	2612.61	2610.97	2611.79	7925.0
2017-05-10 08:00:00	ES	Futures	2611.79	2613.43	2611.25	2612.89	9693.0
2017-05-10 08:30:00	ES	Futures	2613.16	2613.98	2612.61	2612.61	6802.0
2017-05-10 09:00:00	ES	Futures	2612.61	2613.43	2611.52	2613.43	12596.0
2017-05-10 09:30:00	ES	Futures	2613.16	2614.25	2611.25	2613.43	109114.0
2017-05-10 10:00:00	ES	Futures	2613.43	2614.8	2610.43	2611.25	83530.0
2017-05-10 10:30:00	ES	Futures	2611.25	2614.52	2610.7	2613.43	102353.0
2017-05-10 11:00:00	ES	Futures	2613.43	2617.53	2612.61	2616.98	85626.0
2017-05-10 11:30:00	ES	Futures	2616.71	2617.26	2615.62	2615.89	46622.0
2017-05-10 12:00:00	ES	Futures	2615.89	2616.98	2615.62	2615.89	28588.0
2017-05-10 12:30:00	ES	Futures	2616.16	2617.26	2615.62	2616.98	26788.0
2017-05-10 13:00:00	ES	Futures	2617.26	2618.35	2615.89	2617.26	41771.0
2017-05-10 13:30:00	ES	Futures	2617.26	2617.8	2616.16	2616.71	29676.0
2017-05-10 14:00:00	ES	Futures	2616.71	2617.26	2615.07	2615.34	40343.0
2017-05-10 14:30:00	ES	Futures	2615.34	2617.8	2615.07	2617.26	35461.0
2017-05-10 15:00:00	ES	Futures	2617.26	2618.35	2616.44	2616.44	40356.0
2017-05-10 15:30:00	ES	Futures	2616.44	2618.62	2615.07	2618.35	98838.0
2017-05-10 16:00:00	ES	Futures	2618.35	2618.89	2616.71	2616.98	51432.0
2017-05-10 16:30:00	ES	Futures	2616.71	2617.8	2616.16	2616.44	6703.0
2017-05-10 18:00:00	ES	Futures	2616.71	2616.98	2616.16	2616.71	1956.0
2017-05-10 18:30:00	ES	Futures	2616.44	2616.98	2616.16	2616.71	774.0
2017-05-10 19:00:00	ES	Futures	2616.71	2616.71	2615.89	2616.16	951.0
2017-05-10 19:30:00	ES	Futures	2616.16	2616.98	2616.16	2616.71	654.0
2017-05-10 20:00:00	ES	Futures	2616.71	2616.98	2615.34	2616.71	3535.0
2017-05-10 20:30:00	ES	Futures	2616.71	2616.71	2615.62	2616.16	1425.0
2017-05-10 21:00:00	ES	Futures	2616.44	2616.98	2615.89	2615.89	2281.0
2017-05-10 21:30:00	ES	Futures	2616.16	2616.16	2615.62	2616.16	1058.0
2017-05-10 22:00:00	ES	Futures	2616.16	2616.71	2615.62	2615.89	2337.0
2017-05-10 22:30:00	ES	Futures	2616.16	2616.44	2615.62	2615.89	1203.0
2017-05-10 23:00:00	ES	Futures	2616.16	2616.16	2615.62	2616.16	767.0
2017-05-10 23:30:00	ES	Futures	2616.16	2616.16	2615.34	2615.34	1779.0
2017-05-10 00:00:00	NQ	Futures	6765.99	6766.59	6765.4	6765.99	129.0
2017-05-10 00:30:00	NQ	Futures	6765.99	6766.29	6765.1	6765.4	147.0
2017-05-10 01:00:00	NQ	Futures	6765.4	6767.48	6765.4	6766.29	254.0
2017-05-10 01:30:00	NQ	Futures	6766.59	6767.19	6765.7	6766.59	290.0

> showing 50 of 3,091 rows — these rows as CSV

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