PREVIEW / futures_30min / 2017-05-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-19.parquet
  size:    74 KB
  rows:    2,592

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
2017-05-19 00:00:00	ES	Futures	2582.84	2583.39	2581.47	2581.75	1348.0
2017-05-19 00:30:00	ES	Futures	2581.47	2582.84	2581.47	2582.29	456.0
2017-05-19 01:00:00	ES	Futures	2582.29	2584.21	2582.29	2584.21	2411.0
2017-05-19 01:30:00	ES	Futures	2584.21	2584.21	2583.11	2583.11	1409.0
2017-05-19 02:00:00	ES	Futures	2583.11	2584.21	2582.29	2583.66	3913.0
2017-05-19 02:30:00	ES	Futures	2583.39	2583.93	2582.84	2583.11	3400.0
2017-05-19 03:00:00	ES	Futures	2583.11	2584.21	2581.47	2583.93	9194.0
2017-05-19 03:30:00	ES	Futures	2583.66	2584.48	2583.11	2583.39	6226.0
2017-05-19 04:00:00	ES	Futures	2583.39	2585.03	2582.02	2584.48	7663.0
2017-05-19 04:30:00	ES	Futures	2584.21	2588.85	2584.21	2586.39	17548.0
2017-05-19 05:00:00	ES	Futures	2586.12	2590.49	2586.12	2589.67	11477.0
2017-05-19 05:30:00	ES	Futures	2589.67	2591.03	2588.3	2588.58	9363.0
2017-05-19 06:00:00	ES	Futures	2588.58	2588.85	2587.21	2587.48	7260.0
2017-05-19 06:30:00	ES	Futures	2587.21	2588.58	2586.94	2587.21	6250.0
2017-05-19 07:00:00	ES	Futures	2587.21	2589.4	2587.21	2588.58	6556.0
2017-05-19 07:30:00	ES	Futures	2588.58	2589.67	2587.48	2588.3	9105.0
2017-05-19 08:00:00	ES	Futures	2588.58	2590.21	2587.48	2589.67	15679.0
2017-05-19 08:30:00	ES	Futures	2589.4	2590.21	2588.58	2589.4	15317.0
2017-05-19 09:00:00	ES	Futures	2589.67	2591.03	2587.21	2589.94	45732.0
2017-05-19 09:30:00	ES	Futures	2589.67	2599.23	2589.12	2597.04	223400.0
2017-05-19 10:00:00	ES	Futures	2597.32	2602.78	2596.77	2601.41	135689.0
2017-05-19 10:30:00	ES	Futures	2601.41	2602.51	2598.96	2601.69	106982.0
2017-05-19 11:00:00	ES	Futures	2601.69	2603.87	2600.59	2601.96	94917.0
2017-05-19 11:30:00	ES	Futures	2602.23	2603.6	2600.05	2603.6	58759.0
2017-05-19 12:00:00	ES	Futures	2603.6	2605.24	2603.6	2604.96	57511.0
2017-05-19 12:30:00	ES	Futures	2604.96	2607.42	2604.42	2606.6	56536.0
2017-05-19 13:00:00	ES	Futures	2606.6	2606.6	2603.87	2605.24	63598.0
2017-05-19 13:30:00	ES	Futures	2605.24	2605.78	2604.15	2605.51	35860.0
2017-05-19 14:00:00	ES	Futures	2605.51	2607.15	2604.42	2606.33	48163.0
2017-05-19 14:30:00	ES	Futures	2606.06	2609.06	2605.78	2606.88	78457.0
2017-05-19 15:00:00	ES	Futures	2606.88	2607.15	2598.68	2599.77	169218.0
2017-05-19 15:30:00	ES	Futures	2600.05	2601.14	2598.14	2600.32	189689.0
2017-05-19 16:00:00	ES	Futures	2600.32	2602.51	2599.5	2601.96	104393.0
2017-05-19 16:30:00	ES	Futures	2601.96	2603.05	2601.69	2602.51	11470.0
2017-05-19 00:00:00	NQ	Futures	6715.61	6715.91	6710.54	6711.14	586.0
2017-05-19 00:30:00	NQ	Futures	6710.84	6715.01	6710.54	6714.12	215.0
2017-05-19 01:00:00	NQ	Futures	6714.42	6718.59	6714.12	6717.69	632.0
2017-05-19 01:30:00	NQ	Futures	6717.69	6717.69	6714.42	6715.31	387.0
2017-05-19 02:00:00	NQ	Futures	6715.61	6717.99	6714.12	6717.1	808.0
2017-05-19 02:30:00	NQ	Futures	6716.8	6717.4	6714.71	6715.91	661.0
2017-05-19 03:00:00	NQ	Futures	6715.91	6720.38	6711.14	6718.29	1946.0
2017-05-19 03:30:00	NQ	Futures	6717.69	6720.38	6717.1	6718.29	852.0
2017-05-19 04:00:00	NQ	Futures	6718.29	6723.06	6715.31	6721.87	1215.0
2017-05-19 04:30:00	NQ	Futures	6721.57	6734.09	6721.57	6727.53	2784.0
2017-05-19 05:00:00	NQ	Futures	6727.24	6735.29	6726.04	6734.39	1827.0
2017-05-19 05:30:00	NQ	Futures	6734.09	6735.88	6731.11	6732.3	2063.0
2017-05-19 06:00:00	NQ	Futures	6732.3	6732.6	6728.43	6729.92	1136.0
2017-05-19 06:30:00	NQ	Futures	6729.62	6731.41	6727.24	6728.13	830.0
2017-05-19 07:00:00	NQ	Futures	6728.13	6733.5	6728.13	6732.6	1365.0
2017-05-19 07:30:00	NQ	Futures	6732.3	6734.99	6731.11	6732.9	1589.0

> showing 50 of 2,592 rows — these rows as CSV

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