PREVIEW / futures_30min / 2017-05-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-18.parquet
  size:    91 KB
  rows:    3,184

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
2017-05-18 00:00:00	ES	Futures	2581.47	2581.75	2580.93	2581.2	1701.0
2017-05-18 00:30:00	ES	Futures	2581.2	2581.75	2580.93	2581.47	1693.0
2017-05-18 01:00:00	ES	Futures	2581.75	2582.02	2580.93	2581.2	2272.0
2017-05-18 01:30:00	ES	Futures	2581.47	2581.75	2580.65	2581.2	2437.0
2017-05-18 02:00:00	ES	Futures	2581.47	2586.12	2581.2	2584.48	17077.0
2017-05-18 02:30:00	ES	Futures	2584.48	2585.03	2583.11	2584.48	8456.0
2017-05-18 03:00:00	ES	Futures	2584.48	2585.03	2581.2	2581.2	16898.0
2017-05-18 03:30:00	ES	Futures	2581.2	2582.84	2575.74	2577.65	29920.0
2017-05-18 04:00:00	ES	Futures	2577.38	2577.92	2574.1	2576.83	16176.0
2017-05-18 04:30:00	ES	Futures	2576.83	2579.29	2576.56	2579.02	20300.0
2017-05-18 05:00:00	ES	Futures	2578.74	2579.02	2569.18	2570.0	45830.0
2017-05-18 05:30:00	ES	Futures	2570.28	2570.28	2561.53	2562.63	40895.0
2017-05-18 06:00:00	ES	Futures	2562.63	2568.91	2562.35	2567.0	30521.0
2017-05-18 06:30:00	ES	Futures	2567.0	2567.82	2564.54	2565.09	10104.0
2017-05-18 07:00:00	ES	Futures	2565.09	2570.55	2563.99	2569.73	27757.0
2017-05-18 07:30:00	ES	Futures	2569.73	2572.46	2568.91	2571.09	24184.0
2017-05-18 08:00:00	ES	Futures	2571.37	2572.46	2562.9	2566.45	40762.0
2017-05-18 08:30:00	ES	Futures	2566.45	2569.73	2566.18	2566.18	57483.0
2017-05-18 09:00:00	ES	Futures	2565.91	2572.19	2565.36	2572.19	46698.0
2017-05-18 09:30:00	ES	Futures	2572.19	2577.1	2569.18	2571.91	286844.0
2017-05-18 10:00:00	ES	Futures	2571.91	2585.03	2571.91	2583.66	230902.0
2017-05-18 10:30:00	ES	Futures	2583.66	2586.66	2580.11	2582.57	149748.0
2017-05-18 11:00:00	ES	Futures	2582.57	2585.3	2581.47	2582.84	100592.0
2017-05-18 11:30:00	ES	Futures	2582.84	2584.48	2577.1	2577.38	96949.0
2017-05-18 12:00:00	ES	Futures	2577.38	2580.65	2574.92	2579.29	99507.0
2017-05-18 12:30:00	ES	Futures	2579.02	2582.84	2576.83	2579.56	78526.0
2017-05-18 13:00:00	ES	Futures	2579.56	2580.65	2576.28	2577.65	55210.0
2017-05-18 13:30:00	ES	Futures	2577.65	2585.3	2576.28	2583.39	82635.0
2017-05-18 14:00:00	ES	Futures	2583.39	2591.58	2583.11	2590.76	167945.0
2017-05-18 14:30:00	ES	Futures	2590.76	2594.86	2588.03	2588.85	115757.0
2017-05-18 15:00:00	ES	Futures	2588.58	2590.49	2585.57	2586.94	102534.0
2017-05-18 15:30:00	ES	Futures	2586.94	2590.21	2582.29	2583.66	258822.0
2017-05-18 16:00:00	ES	Futures	2583.39	2584.48	2582.02	2582.29	91925.0
2017-05-18 16:30:00	ES	Futures	2582.02	2582.84	2580.65	2582.57	11937.0
2017-05-18 18:00:00	ES	Futures	2582.84	2584.21	2582.57	2583.66	3374.0
2017-05-18 18:30:00	ES	Futures	2583.93	2584.75	2583.66	2584.21	1777.0
2017-05-18 19:00:00	ES	Futures	2584.48	2584.75	2583.93	2584.48	2118.0
2017-05-18 19:30:00	ES	Futures	2584.21	2584.48	2582.57	2583.93	2158.0
2017-05-18 20:00:00	ES	Futures	2583.93	2584.48	2582.57	2583.39	4892.0
2017-05-18 20:30:00	ES	Futures	2583.39	2584.21	2582.57	2583.11	4170.0
2017-05-18 21:00:00	ES	Futures	2583.11	2583.11	2580.93	2581.2	4720.0
2017-05-18 21:30:00	ES	Futures	2581.2	2582.29	2579.56	2580.11	4631.0
2017-05-18 22:00:00	ES	Futures	2580.38	2580.93	2579.84	2580.93	2311.0
2017-05-18 22:30:00	ES	Futures	2580.93	2581.75	2580.65	2581.47	1765.0
2017-05-18 23:00:00	ES	Futures	2581.47	2581.47	2580.38	2580.38	960.0
2017-05-18 23:30:00	ES	Futures	2580.38	2583.39	2580.11	2582.84	2674.0
2017-05-18 00:00:00	NQ	Futures	6677.45	6677.45	6675.66	6676.25	437.0
2017-05-18 00:30:00	NQ	Futures	6676.25	6676.85	6674.46	6674.76	533.0
2017-05-18 01:00:00	NQ	Futures	6674.76	6675.96	6673.57	6675.36	557.0
2017-05-18 01:30:00	NQ	Futures	6675.06	6676.55	6673.57	6674.76	524.0

> showing 50 of 3,184 rows — these rows as CSV

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