PREVIEW / futures_30min / 2017-05-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-12.parquet
  size:    68 KB
  rows:    2,520

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
2017-05-12 00:00:00	ES	Futures	2607.97	2608.79	2607.7	2608.52	1903.0
2017-05-12 00:30:00	ES	Futures	2608.79	2608.79	2607.97	2608.24	1260.0
2017-05-12 01:00:00	ES	Futures	2608.52	2608.79	2608.24	2608.24	1047.0
2017-05-12 01:30:00	ES	Futures	2608.24	2609.33	2608.24	2609.33	2264.0
2017-05-12 02:00:00	ES	Futures	2609.33	2609.33	2607.97	2607.97	3289.0
2017-05-12 02:30:00	ES	Futures	2608.24	2608.79	2607.7	2607.97	4043.0
2017-05-12 03:00:00	ES	Futures	2607.97	2608.24	2605.78	2607.15	12166.0
2017-05-12 03:30:00	ES	Futures	2607.15	2607.42	2605.24	2606.06	8216.0
2017-05-12 04:00:00	ES	Futures	2605.78	2607.15	2605.51	2606.33	6295.0
2017-05-12 04:30:00	ES	Futures	2606.33	2606.6	2605.24	2605.78	4915.0
2017-05-12 05:00:00	ES	Futures	2606.06	2606.6	2605.24	2606.33	7129.0
2017-05-12 05:30:00	ES	Futures	2606.33	2606.88	2604.96	2606.33	8019.0
2017-05-12 06:00:00	ES	Futures	2606.06	2606.33	2605.24	2605.51	5400.0
2017-05-12 06:30:00	ES	Futures	2605.51	2606.88	2605.24	2606.88	4929.0
2017-05-12 07:00:00	ES	Futures	2606.88	2608.79	2606.6	2608.52	7721.0
2017-05-12 07:30:00	ES	Futures	2608.52	2608.79	2606.88	2607.15	5392.0
2017-05-12 08:00:00	ES	Futures	2607.15	2608.79	2606.88	2608.52	9109.0
2017-05-12 08:30:00	ES	Futures	2608.52	2611.52	2606.6	2610.7	28251.0
2017-05-12 09:00:00	ES	Futures	2610.7	2612.89	2609.06	2609.33	29573.0
2017-05-12 09:30:00	ES	Futures	2609.61	2610.97	2607.42	2608.52	123418.0
2017-05-12 10:00:00	ES	Futures	2608.79	2609.88	2605.51	2606.06	86393.0
2017-05-12 10:30:00	ES	Futures	2606.33	2607.7	2604.96	2606.33	70535.0
2017-05-12 11:00:00	ES	Futures	2606.6	2608.79	2605.78	2608.52	60924.0
2017-05-12 11:30:00	ES	Futures	2608.52	2610.97	2608.52	2609.06	55017.0
2017-05-12 12:00:00	ES	Futures	2609.33	2609.33	2607.42	2608.24	32410.0
2017-05-12 12:30:00	ES	Futures	2607.97	2609.06	2607.15	2607.7	32736.0
2017-05-12 13:00:00	ES	Futures	2607.7	2608.24	2606.88	2606.88	26700.0
2017-05-12 13:30:00	ES	Futures	2606.88	2608.79	2606.6	2608.79	23140.0
2017-05-12 14:00:00	ES	Futures	2608.79	2608.79	2606.88	2607.7	23914.0
2017-05-12 14:30:00	ES	Futures	2607.42	2609.61	2607.15	2608.24	39094.0
2017-05-12 15:00:00	ES	Futures	2608.24	2609.06	2606.88	2606.88	40011.0
2017-05-12 15:30:00	ES	Futures	2607.15	2609.33	2605.78	2608.79	170288.0
2017-05-12 16:00:00	ES	Futures	2608.79	2611.25	2608.79	2609.88	89462.0
2017-05-12 16:30:00	ES	Futures	2610.15	2610.43	2608.52	2610.15	6467.0
2017-05-12 00:00:00	NQ	Futures	6749.3	6752.28	6748.4	6752.28	752.0
2017-05-12 00:30:00	NQ	Futures	6752.28	6754.07	6751.68	6752.88	493.0
2017-05-12 01:00:00	NQ	Futures	6752.88	6753.77	6751.98	6753.17	290.0
2017-05-12 01:30:00	NQ	Futures	6753.17	6754.37	6752.88	6753.77	299.0
2017-05-12 02:00:00	NQ	Futures	6754.07	6754.96	6751.09	6751.38	624.0
2017-05-12 02:30:00	NQ	Futures	6751.38	6753.77	6751.38	6751.38	435.0
2017-05-12 03:00:00	NQ	Futures	6751.38	6753.17	6747.81	6751.09	1538.0
2017-05-12 03:30:00	NQ	Futures	6750.79	6751.38	6746.91	6748.4	950.0
2017-05-12 04:00:00	NQ	Futures	6748.4	6750.79	6746.91	6749.0	948.0
2017-05-12 04:30:00	NQ	Futures	6749.3	6750.19	6745.72	6746.91	856.0
2017-05-12 05:00:00	NQ	Futures	6746.91	6749.89	6746.02	6749.89	714.0
2017-05-12 05:30:00	NQ	Futures	6749.6	6751.68	6747.81	6750.79	877.0
2017-05-12 06:00:00	NQ	Futures	6750.49	6751.09	6748.4	6749.89	640.0
2017-05-12 06:30:00	NQ	Futures	6749.89	6754.07	6749.3	6754.07	714.0
2017-05-12 07:00:00	NQ	Futures	6754.07	6758.84	6754.07	6758.84	1262.0
2017-05-12 07:30:00	NQ	Futures	6759.14	6760.03	6755.86	6755.86	1010.0

> showing 50 of 2,520 rows — these rows as CSV

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