PREVIEW / futures_30min / 2017-05-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-16.parquet
  size:    86 KB
  rows:    3,158

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
2017-05-16 00:00:00	ES	Futures	2618.62	2619.17	2618.35	2619.17	826.0
2017-05-16 00:30:00	ES	Futures	2619.17	2619.44	2618.89	2619.44	263.0
2017-05-16 01:00:00	ES	Futures	2619.44	2619.99	2618.89	2619.71	1290.0
2017-05-16 01:30:00	ES	Futures	2619.71	2619.71	2618.62	2619.71	3368.0
2017-05-16 02:00:00	ES	Futures	2619.71	2620.26	2619.17	2619.99	2991.0
2017-05-16 02:30:00	ES	Futures	2619.99	2620.53	2619.71	2619.99	2494.0
2017-05-16 03:00:00	ES	Futures	2619.99	2620.26	2618.89	2620.26	9900.0
2017-05-16 03:30:00	ES	Futures	2620.26	2621.08	2619.99	2620.53	6546.0
2017-05-16 04:00:00	ES	Futures	2620.53	2620.81	2619.44	2619.99	5152.0
2017-05-16 04:30:00	ES	Futures	2619.99	2620.53	2618.89	2619.99	4367.0
2017-05-16 05:00:00	ES	Futures	2619.99	2619.99	2618.89	2619.71	4589.0
2017-05-16 05:30:00	ES	Futures	2619.71	2620.53	2619.17	2619.44	4917.0
2017-05-16 06:00:00	ES	Futures	2619.71	2621.35	2619.44	2620.53	7142.0
2017-05-16 06:30:00	ES	Futures	2620.53	2621.9	2619.99	2621.9	5286.0
2017-05-16 07:00:00	ES	Futures	2622.17	2622.72	2621.35	2622.72	7873.0
2017-05-16 07:30:00	ES	Futures	2622.72	2624.36	2622.17	2623.81	12183.0
2017-05-16 08:00:00	ES	Futures	2623.81	2624.08	2621.9	2622.99	9685.0
2017-05-16 08:30:00	ES	Futures	2622.72	2626.54	2622.45	2624.63	24066.0
2017-05-16 09:00:00	ES	Futures	2624.9	2626.54	2624.36	2626.27	15325.0
2017-05-16 09:30:00	ES	Futures	2626.54	2627.09	2622.72	2624.36	115440.0
2017-05-16 10:00:00	ES	Futures	2624.36	2624.63	2618.35	2619.17	105767.0
2017-05-16 10:30:00	ES	Futures	2619.17	2619.99	2615.34	2617.8	139303.0
2017-05-16 11:00:00	ES	Futures	2617.8	2621.08	2616.16	2619.99	86656.0
2017-05-16 11:30:00	ES	Futures	2620.26	2622.99	2618.35	2621.63	81315.0
2017-05-16 12:00:00	ES	Futures	2621.35	2623.27	2620.26	2622.45	41044.0
2017-05-16 12:30:00	ES	Futures	2622.45	2622.45	2620.81	2621.08	32025.0
2017-05-16 13:00:00	ES	Futures	2621.35	2621.35	2619.71	2619.99	41005.0
2017-05-16 13:30:00	ES	Futures	2619.99	2621.63	2618.89	2619.44	27449.0
2017-05-16 14:00:00	ES	Futures	2619.17	2620.26	2617.53	2618.62	37001.0
2017-05-16 14:30:00	ES	Futures	2618.35	2619.71	2618.08	2618.35	22953.0
2017-05-16 15:00:00	ES	Futures	2618.35	2620.81	2618.08	2620.53	30953.0
2017-05-16 15:30:00	ES	Futures	2620.53	2621.63	2619.99	2620.81	82786.0
2017-05-16 16:00:00	ES	Futures	2620.81	2620.81	2618.62	2619.71	56738.0
2017-05-16 16:30:00	ES	Futures	2619.44	2619.99	2618.89	2619.44	7203.0
2017-05-16 18:00:00	ES	Futures	2618.35	2618.62	2613.71	2614.52	10573.0
2017-05-16 18:30:00	ES	Futures	2614.52	2615.07	2610.15	2610.15	11522.0
2017-05-16 19:00:00	ES	Futures	2610.43	2612.07	2609.33	2610.7	9174.0
2017-05-16 19:30:00	ES	Futures	2610.97	2611.52	2606.06	2606.88	15513.0
2017-05-16 20:00:00	ES	Futures	2606.88	2607.7	2601.69	2603.87	25323.0
2017-05-16 20:30:00	ES	Futures	2603.6	2605.24	2599.5	2604.42	18671.0
2017-05-16 21:00:00	ES	Futures	2604.15	2606.33	2603.87	2605.24	8865.0
2017-05-16 21:30:00	ES	Futures	2605.24	2605.78	2603.6	2604.15	6453.0
2017-05-16 22:00:00	ES	Futures	2604.15	2606.06	2603.87	2605.24	4820.0
2017-05-16 22:30:00	ES	Futures	2605.51	2605.51	2602.78	2603.05	6791.0
2017-05-16 23:00:00	ES	Futures	2603.05	2603.6	2601.41	2602.23	5437.0
2017-05-16 23:30:00	ES	Futures	2602.51	2604.42	2602.51	2603.6	2837.0
2017-05-16 00:00:00	NQ	Futures	6795.81	6797.3	6795.81	6797.3	156.0
2017-05-16 00:30:00	NQ	Futures	6797.3	6798.79	6797.0	6798.79	184.0
2017-05-16 01:00:00	NQ	Futures	6798.79	6801.47	6798.19	6799.98	460.0
2017-05-16 01:30:00	NQ	Futures	6800.28	6801.17	6797.0	6799.68	635.0

> showing 50 of 3,158 rows — these rows as CSV

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