PREVIEW / futures_30min / 2017-05-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-22.parquet
  size:    80 KB
  rows:    3,067

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
2017-05-22 00:00:00	ES	Futures	2604.96	2605.24	2604.42	2604.42	1151.0
2017-05-22 00:30:00	ES	Futures	2604.42	2604.69	2603.87	2603.87	638.0
2017-05-22 01:00:00	ES	Futures	2604.15	2604.15	2603.6	2603.6	686.0
2017-05-22 01:30:00	ES	Futures	2603.6	2604.96	2603.6	2604.96	2983.0
2017-05-22 02:00:00	ES	Futures	2604.69	2606.06	2604.69	2605.24	5649.0
2017-05-22 02:30:00	ES	Futures	2605.24	2605.78	2604.69	2605.24	3127.0
2017-05-22 03:00:00	ES	Futures	2604.96	2605.78	2602.78	2603.33	9365.0
2017-05-22 03:30:00	ES	Futures	2603.33	2603.6	2600.59	2602.51	10154.0
2017-05-22 04:00:00	ES	Futures	2602.23	2602.78	2601.14	2602.78	6383.0
2017-05-22 04:30:00	ES	Futures	2602.78	2603.6	2601.69	2602.78	5714.0
2017-05-22 05:00:00	ES	Futures	2602.78	2603.6	2600.32	2600.87	7525.0
2017-05-22 05:30:00	ES	Futures	2600.87	2600.87	2598.41	2600.32	11026.0
2017-05-22 06:00:00	ES	Futures	2600.32	2601.96	2600.32	2600.59	6450.0
2017-05-22 06:30:00	ES	Futures	2600.87	2602.51	2599.77	2601.69	6625.0
2017-05-22 07:00:00	ES	Futures	2601.69	2603.05	2601.69	2602.51	5910.0
2017-05-22 07:30:00	ES	Futures	2602.51	2604.15	2602.51	2603.87	6691.0
2017-05-22 08:00:00	ES	Futures	2603.6	2604.42	2602.51	2603.87	10729.0
2017-05-22 08:30:00	ES	Futures	2603.6	2604.96	2602.78	2604.42	10160.0
2017-05-22 09:00:00	ES	Futures	2604.42	2606.6	2604.42	2606.6	16085.0
2017-05-22 09:30:00	ES	Futures	2606.88	2612.07	2606.06	2610.7	148691.0
2017-05-22 10:00:00	ES	Futures	2610.43	2612.07	2608.24	2609.88	109905.0
2017-05-22 10:30:00	ES	Futures	2610.15	2610.7	2605.78	2607.7	107625.0
2017-05-22 11:00:00	ES	Futures	2607.42	2610.15	2606.6	2609.88	60217.0
2017-05-22 11:30:00	ES	Futures	2609.61	2610.97	2608.79	2610.97	34551.0
2017-05-22 12:00:00	ES	Futures	2610.97	2614.8	2610.43	2613.43	85162.0
2017-05-22 12:30:00	ES	Futures	2613.43	2613.98	2612.34	2612.34	28675.0
2017-05-22 13:00:00	ES	Futures	2612.34	2613.98	2612.07	2613.43	19812.0
2017-05-22 13:30:00	ES	Futures	2613.43	2613.98	2611.79	2612.07	36779.0
2017-05-22 14:00:00	ES	Futures	2611.79	2613.16	2610.97	2613.16	32946.0
2017-05-22 14:30:00	ES	Futures	2612.89	2613.98	2612.07	2612.89	30565.0
2017-05-22 15:00:00	ES	Futures	2612.89	2614.25	2612.61	2613.71	36643.0
2017-05-22 15:30:00	ES	Futures	2613.43	2615.89	2612.61	2613.71	134070.0
2017-05-22 16:00:00	ES	Futures	2613.71	2614.8	2613.16	2613.98	72749.0
2017-05-22 16:30:00	ES	Futures	2613.98	2615.62	2613.71	2615.34	6272.0
2017-05-22 18:00:00	ES	Futures	2615.07	2616.44	2613.98	2615.07	3549.0
2017-05-22 18:30:00	ES	Futures	2615.07	2615.34	2610.43	2610.7	9854.0
2017-05-22 19:00:00	ES	Futures	2610.97	2611.25	2609.33	2610.43	5032.0
2017-05-22 19:30:00	ES	Futures	2610.43	2610.97	2607.7	2608.24	7651.0
2017-05-22 20:00:00	ES	Futures	2608.24	2610.43	2608.24	2609.33	7165.0
2017-05-22 20:30:00	ES	Futures	2609.61	2610.7	2609.06	2610.43	3658.0
2017-05-22 21:00:00	ES	Futures	2610.43	2610.97	2609.61	2609.61	2869.0
2017-05-22 21:30:00	ES	Futures	2609.61	2611.25	2609.61	2609.88	2709.0
2017-05-22 22:00:00	ES	Futures	2609.88	2611.79	2609.61	2610.97	3426.0
2017-05-22 22:30:00	ES	Futures	2610.97	2612.61	2610.97	2612.61	2659.0
2017-05-22 23:00:00	ES	Futures	2612.61	2612.61	2612.07	2612.07	1226.0
2017-05-22 23:30:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	716.0
2017-05-22 00:00:00	NQ	Futures	6754.07	6754.66	6752.28	6752.58	328.0
2017-05-22 00:30:00	NQ	Futures	6752.58	6752.88	6751.68	6751.68	173.0
2017-05-22 01:00:00	NQ	Futures	6751.98	6752.28	6750.79	6751.09	241.0
2017-05-22 01:30:00	NQ	Futures	6750.79	6753.47	6750.49	6752.58	453.0

> showing 50 of 3,067 rows — these rows as CSV

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