PREVIEW / futures_30min / 2017-05-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-17.parquet
  size:    91 KB
  rows:    3,165

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
2017-05-17 00:00:00	ES	Futures	2603.6	2605.78	2603.33	2605.24	3531.0
2017-05-17 00:30:00	ES	Futures	2604.96	2606.33	2604.96	2604.96	4676.0
2017-05-17 01:00:00	ES	Futures	2605.24	2606.33	2604.96	2605.51	2767.0
2017-05-17 01:30:00	ES	Futures	2605.51	2605.78	2602.51	2604.69	6437.0
2017-05-17 02:00:00	ES	Futures	2604.42	2604.96	2602.78	2604.69	6887.0
2017-05-17 02:30:00	ES	Futures	2604.69	2604.96	2602.78	2603.6	7216.0
2017-05-17 03:00:00	ES	Futures	2603.6	2605.51	2601.96	2604.42	14893.0
2017-05-17 03:30:00	ES	Futures	2604.42	2606.33	2603.87	2604.96	14057.0
2017-05-17 04:00:00	ES	Futures	2605.24	2608.24	2604.42	2606.6	12492.0
2017-05-17 04:30:00	ES	Futures	2606.6	2607.97	2605.51	2605.51	6110.0
2017-05-17 05:00:00	ES	Futures	2605.51	2606.33	2604.42	2604.96	9141.0
2017-05-17 05:30:00	ES	Futures	2604.96	2605.24	2603.6	2605.24	7515.0
2017-05-17 06:00:00	ES	Futures	2604.96	2606.6	2604.96	2606.6	8578.0
2017-05-17 06:30:00	ES	Futures	2606.6	2608.79	2606.6	2608.52	10247.0
2017-05-17 07:00:00	ES	Futures	2608.52	2609.88	2607.97	2609.06	14249.0
2017-05-17 07:30:00	ES	Futures	2608.79	2609.33	2607.7	2608.24	7899.0
2017-05-17 08:00:00	ES	Futures	2607.97	2608.24	2602.23	2604.42	36815.0
2017-05-17 08:30:00	ES	Futures	2604.69	2604.69	2600.59	2600.59	37150.0
2017-05-17 09:00:00	ES	Futures	2600.59	2601.14	2595.95	2598.68	103741.0
2017-05-17 09:30:00	ES	Futures	2598.68	2604.42	2593.49	2594.59	294109.0
2017-05-17 10:00:00	ES	Futures	2594.86	2597.04	2591.58	2592.95	196053.0
2017-05-17 10:30:00	ES	Futures	2592.95	2595.4	2585.84	2586.94	197420.0
2017-05-17 11:00:00	ES	Futures	2586.94	2593.22	2585.3	2591.58	156182.0
2017-05-17 11:30:00	ES	Futures	2591.58	2594.59	2589.4	2594.59	95499.0
2017-05-17 12:00:00	ES	Futures	2594.59	2594.59	2589.94	2589.94	56441.0
2017-05-17 12:30:00	ES	Futures	2589.94	2593.77	2588.58	2593.49	73838.0
2017-05-17 13:00:00	ES	Futures	2593.49	2593.49	2588.3	2589.67	70675.0
2017-05-17 13:30:00	ES	Futures	2589.67	2590.49	2584.48	2585.84	92006.0
2017-05-17 14:00:00	ES	Futures	2585.84	2588.85	2580.38	2580.93	136005.0
2017-05-17 14:30:00	ES	Futures	2580.65	2583.11	2576.01	2580.93	175867.0
2017-05-17 15:00:00	ES	Futures	2581.2	2585.57	2578.47	2581.2	171092.0
2017-05-17 15:30:00	ES	Futures	2580.93	2584.48	2572.73	2574.1	419779.0
2017-05-17 16:00:00	ES	Futures	2573.83	2579.56	2573.55	2576.56	188762.0
2017-05-17 16:30:00	ES	Futures	2576.56	2576.83	2573.28	2574.37	15288.0
2017-05-17 18:00:00	ES	Futures	2573.01	2577.65	2572.73	2576.56	10296.0
2017-05-17 18:30:00	ES	Futures	2576.83	2579.56	2575.19	2579.02	4874.0
2017-05-17 19:00:00	ES	Futures	2579.02	2580.38	2577.65	2579.84	4438.0
2017-05-17 19:30:00	ES	Futures	2579.84	2580.11	2578.74	2579.29	3548.0
2017-05-17 20:00:00	ES	Futures	2579.29	2582.29	2579.02	2580.93	10460.0
2017-05-17 20:30:00	ES	Futures	2581.2	2581.47	2577.1	2577.92	7166.0
2017-05-17 21:00:00	ES	Futures	2578.2	2580.65	2576.56	2580.11	7541.0
2017-05-17 21:30:00	ES	Futures	2580.38	2581.75	2579.29	2581.47	7144.0
2017-05-17 22:00:00	ES	Futures	2581.47	2583.39	2581.47	2583.39	5873.0
2017-05-17 22:30:00	ES	Futures	2583.39	2583.39	2581.47	2582.02	5062.0
2017-05-17 23:00:00	ES	Futures	2582.02	2582.02	2580.65	2581.47	3478.0
2017-05-17 23:30:00	ES	Futures	2581.75	2581.75	2579.84	2581.47	3306.0
2017-05-17 00:00:00	NQ	Futures	6791.04	6796.7	6790.74	6794.32	896.0
2017-05-17 00:30:00	NQ	Futures	6794.62	6798.19	6794.32	6795.51	1126.0
2017-05-17 01:00:00	NQ	Futures	6795.81	6800.88	6795.81	6798.79	1044.0
2017-05-17 01:30:00	NQ	Futures	6798.79	6799.98	6791.63	6795.81	1905.0

> showing 50 of 3,165 rows — these rows as CSV

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