PREVIEW / futures_30min / 2017-05-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-11.parquet
  size:    81 KB
  rows:    3,108

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
2017-05-11 00:00:00	ES	Futures	2615.62	2616.16	2615.34	2615.89	2314.0
2017-05-11 00:30:00	ES	Futures	2616.16	2616.16	2615.34	2615.34	568.0
2017-05-11 01:00:00	ES	Futures	2615.62	2615.62	2615.34	2615.62	1081.0
2017-05-11 01:30:00	ES	Futures	2615.62	2615.89	2615.07	2615.89	1067.0
2017-05-11 02:00:00	ES	Futures	2615.62	2616.44	2615.34	2615.89	3346.0
2017-05-11 02:30:00	ES	Futures	2615.89	2616.44	2615.34	2615.62	2786.0
2017-05-11 03:00:00	ES	Futures	2615.89	2615.89	2614.52	2614.52	7917.0
2017-05-11 03:30:00	ES	Futures	2614.8	2615.34	2614.25	2614.52	5556.0
2017-05-11 04:00:00	ES	Futures	2614.52	2615.34	2614.25	2615.07	2643.0
2017-05-11 04:30:00	ES	Futures	2614.8	2615.34	2614.25	2614.25	3710.0
2017-05-11 05:00:00	ES	Futures	2614.25	2614.8	2613.98	2614.8	3157.0
2017-05-11 05:30:00	ES	Futures	2614.8	2614.8	2612.34	2613.16	6160.0
2017-05-11 06:00:00	ES	Futures	2613.16	2613.16	2612.07	2612.61	6373.0
2017-05-11 06:30:00	ES	Futures	2612.61	2613.43	2612.34	2613.16	3537.0
2017-05-11 07:00:00	ES	Futures	2612.89	2613.43	2612.34	2613.43	3936.0
2017-05-11 07:30:00	ES	Futures	2613.43	2613.71	2609.33	2610.43	25301.0
2017-05-11 08:00:00	ES	Futures	2610.15	2610.97	2609.33	2609.88	14532.0
2017-05-11 08:30:00	ES	Futures	2609.88	2612.61	2609.06	2612.34	19262.0
2017-05-11 09:00:00	ES	Futures	2612.07	2612.61	2611.25	2612.61	9766.0
2017-05-11 09:30:00	ES	Futures	2612.61	2613.71	2601.14	2603.6	240709.0
2017-05-11 10:00:00	ES	Futures	2603.6	2605.24	2599.23	2601.69	186544.0
2017-05-11 10:30:00	ES	Futures	2601.41	2604.15	2599.23	2604.15	117800.0
2017-05-11 11:00:00	ES	Futures	2604.15	2606.88	2603.87	2605.51	86829.0
2017-05-11 11:30:00	ES	Futures	2605.51	2606.88	2604.42	2604.96	41935.0
2017-05-11 12:00:00	ES	Futures	2604.96	2609.88	2604.96	2608.52	64513.0
2017-05-11 12:30:00	ES	Futures	2608.52	2610.15	2607.97	2608.52	42725.0
2017-05-11 13:00:00	ES	Futures	2608.52	2611.25	2607.97	2608.79	53609.0
2017-05-11 13:30:00	ES	Futures	2608.52	2612.07	2608.52	2612.07	40069.0
2017-05-11 14:00:00	ES	Futures	2611.79	2615.07	2609.61	2613.43	86557.0
2017-05-11 14:30:00	ES	Futures	2613.43	2613.98	2610.97	2612.07	45037.0
2017-05-11 15:00:00	ES	Futures	2612.07	2613.71	2611.25	2611.79	33546.0
2017-05-11 15:30:00	ES	Futures	2611.79	2614.25	2611.25	2613.16	104608.0
2017-05-11 16:00:00	ES	Futures	2613.16	2614.52	2612.07	2612.34	57001.0
2017-05-11 16:30:00	ES	Futures	2612.07	2612.61	2611.52	2611.79	4644.0
2017-05-11 17:00:00	ES	Futures	2611.79	2611.79	2611.79	2611.79	1.0
2017-05-11 18:00:00	ES	Futures	2611.52	2612.34	2611.25	2611.79	1786.0
2017-05-11 18:30:00	ES	Futures	2611.52	2612.61	2611.52	2611.79	1409.0
2017-05-11 19:00:00	ES	Futures	2611.79	2612.07	2610.97	2611.52	1278.0
2017-05-11 19:30:00	ES	Futures	2611.79	2612.34	2611.52	2612.07	1283.0
2017-05-11 20:00:00	ES	Futures	2612.07	2612.34	2610.97	2610.97	2553.0
2017-05-11 20:30:00	ES	Futures	2610.97	2611.52	2609.61	2610.15	3404.0
2017-05-11 21:00:00	ES	Futures	2610.43	2610.43	2609.33	2610.15	3993.0
2017-05-11 21:30:00	ES	Futures	2609.88	2610.43	2608.79	2609.06	4020.0
2017-05-11 22:00:00	ES	Futures	2608.79	2609.06	2607.7	2607.97	5255.0
2017-05-11 22:30:00	ES	Futures	2608.24	2608.52	2607.15	2607.42	4287.0
2017-05-11 23:00:00	ES	Futures	2607.42	2608.24	2607.42	2607.7	3563.0
2017-05-11 23:30:00	ES	Futures	2607.97	2608.52	2607.42	2607.97	1968.0
2017-05-11 00:00:00	NQ	Futures	6765.4	6765.7	6764.2	6765.4	362.0
2017-05-11 00:30:00	NQ	Futures	6765.7	6765.99	6764.8	6764.8	204.0
2017-05-11 01:00:00	NQ	Futures	6765.1	6765.7	6764.2	6764.8	279.0

> showing 50 of 3,108 rows — these rows as CSV

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