PREVIEW / futures_30min / 2017-05-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-15.parquet
  size:    80 KB
  rows:    3,096

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
2017-05-15 00:00:00	ES	Futures	2613.16	2613.43	2612.89	2613.43	738.0
2017-05-15 00:30:00	ES	Futures	2613.16	2613.43	2612.34	2612.34	1127.0
2017-05-15 01:00:00	ES	Futures	2612.34	2612.89	2612.07	2612.07	516.0
2017-05-15 01:30:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	1113.0
2017-05-15 02:00:00	ES	Futures	2612.07	2614.52	2612.07	2614.25	6234.0
2017-05-15 02:30:00	ES	Futures	2614.25	2616.16	2613.71	2615.89	5717.0
2017-05-15 03:00:00	ES	Futures	2615.89	2615.89	2614.25	2615.07	10215.0
2017-05-15 03:30:00	ES	Futures	2615.07	2616.16	2614.52	2614.52	8511.0
2017-05-15 04:00:00	ES	Futures	2614.8	2614.8	2612.61	2612.89	9202.0
2017-05-15 04:30:00	ES	Futures	2612.89	2613.71	2612.34	2612.61	4855.0
2017-05-15 05:00:00	ES	Futures	2612.89	2613.43	2609.88	2610.15	11343.0
2017-05-15 05:30:00	ES	Futures	2609.88	2611.25	2609.88	2610.97	4251.0
2017-05-15 06:00:00	ES	Futures	2610.7	2611.79	2610.43	2611.52	3341.0
2017-05-15 06:30:00	ES	Futures	2611.52	2612.89	2611.25	2612.61	5905.0
2017-05-15 07:00:00	ES	Futures	2612.61	2612.89	2611.79	2612.61	4326.0
2017-05-15 07:30:00	ES	Futures	2612.34	2613.71	2612.07	2612.89	7183.0
2017-05-15 08:00:00	ES	Futures	2612.89	2615.07	2612.89	2614.52	8826.0
2017-05-15 08:30:00	ES	Futures	2614.52	2614.8	2612.89	2613.98	8608.0
2017-05-15 09:00:00	ES	Futures	2613.71	2614.25	2613.43	2613.98	7520.0
2017-05-15 09:30:00	ES	Futures	2613.98	2620.26	2613.71	2619.99	130907.0
2017-05-15 10:00:00	ES	Futures	2619.99	2622.17	2619.71	2621.35	88130.0
2017-05-15 10:30:00	ES	Futures	2621.35	2624.08	2620.81	2622.99	76207.0
2017-05-15 11:00:00	ES	Futures	2623.27	2624.63	2622.17	2622.72	62232.0
2017-05-15 11:30:00	ES	Futures	2622.72	2623.54	2620.81	2621.63	51758.0
2017-05-15 12:00:00	ES	Futures	2621.63	2622.17	2620.53	2621.08	32994.0
2017-05-15 12:30:00	ES	Futures	2620.81	2621.9	2620.53	2620.81	19977.0
2017-05-15 13:00:00	ES	Futures	2621.08	2622.72	2620.26	2622.45	28541.0
2017-05-15 13:30:00	ES	Futures	2622.45	2623.27	2622.17	2622.99	27462.0
2017-05-15 14:00:00	ES	Futures	2622.72	2622.99	2618.89	2618.89	40044.0
2017-05-15 14:30:00	ES	Futures	2618.89	2620.53	2618.89	2619.71	53308.0
2017-05-15 15:00:00	ES	Futures	2619.71	2621.35	2619.17	2620.53	45861.0
2017-05-15 15:30:00	ES	Futures	2620.53	2623.27	2619.44	2622.45	120096.0
2017-05-15 16:00:00	ES	Futures	2622.45	2622.72	2619.71	2620.26	98920.0
2017-05-15 16:30:00	ES	Futures	2620.53	2622.45	2620.26	2622.17	7308.0
2017-05-15 18:00:00	ES	Futures	2621.9	2622.17	2619.71	2619.71	5812.0
2017-05-15 18:30:00	ES	Futures	2619.71	2620.53	2619.17	2620.26	2390.0
2017-05-15 19:00:00	ES	Futures	2620.26	2620.81	2619.99	2620.26	456.0
2017-05-15 19:30:00	ES	Futures	2620.53	2621.08	2619.71	2621.08	1445.0
2017-05-15 20:00:00	ES	Futures	2620.81	2621.63	2620.81	2621.35	4389.0
2017-05-15 20:30:00	ES	Futures	2621.35	2621.63	2620.53	2620.53	2527.0
2017-05-15 21:00:00	ES	Futures	2620.81	2621.08	2619.99	2620.26	2316.0
2017-05-15 21:30:00	ES	Futures	2620.53	2620.81	2619.17	2619.44	3471.0
2017-05-15 22:00:00	ES	Futures	2619.17	2619.44	2618.35	2618.35	2526.0
2017-05-15 22:30:00	ES	Futures	2618.62	2619.71	2618.35	2618.35	2134.0
2017-05-15 23:00:00	ES	Futures	2618.35	2618.89	2618.08	2618.89	1607.0
2017-05-15 23:30:00	ES	Futures	2618.89	2619.17	2618.35	2618.35	1282.0
2017-05-15 00:00:00	NQ	Futures	6792.83	6793.12	6791.93	6792.53	155.0
2017-05-15 00:30:00	NQ	Futures	6792.23	6792.23	6789.25	6789.25	571.0
2017-05-15 01:00:00	NQ	Futures	6789.84	6790.44	6789.25	6789.25	170.0
2017-05-15 01:30:00	NQ	Futures	6789.55	6790.14	6787.76	6788.95	294.0

> showing 50 of 3,096 rows — these rows as CSV

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