PREVIEW / futures_30min / 2017-05-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-23.parquet
  size:    82 KB
  rows:    3,095

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
2017-05-23 00:00:00	ES	Futures	2612.07	2612.34	2611.79	2612.07	530.0
2017-05-23 00:30:00	ES	Futures	2612.34	2612.34	2611.79	2612.07	292.0
2017-05-23 01:00:00	ES	Futures	2612.07	2612.34	2610.7	2611.25	1671.0
2017-05-23 01:30:00	ES	Futures	2611.25	2611.25	2609.88	2610.7	3089.0
2017-05-23 02:00:00	ES	Futures	2610.7	2612.34	2610.43	2611.52	6643.0
2017-05-23 02:30:00	ES	Futures	2611.52	2611.79	2609.33	2609.88	7962.0
2017-05-23 03:00:00	ES	Futures	2609.61	2613.98	2609.33	2613.43	16122.0
2017-05-23 03:30:00	ES	Futures	2613.71	2618.08	2613.43	2617.8	22358.0
2017-05-23 04:00:00	ES	Futures	2617.53	2619.71	2616.71	2619.17	19671.0
2017-05-23 04:30:00	ES	Futures	2618.89	2619.17	2616.98	2617.53	9474.0
2017-05-23 05:00:00	ES	Futures	2617.53	2618.62	2616.98	2617.53	6039.0
2017-05-23 05:30:00	ES	Futures	2617.53	2617.8	2616.16	2616.44	4597.0
2017-05-23 06:00:00	ES	Futures	2616.71	2617.53	2616.16	2616.98	4602.0
2017-05-23 06:30:00	ES	Futures	2616.98	2617.8	2616.71	2617.53	5881.0
2017-05-23 07:00:00	ES	Futures	2617.53	2618.89	2617.26	2618.89	5671.0
2017-05-23 07:30:00	ES	Futures	2618.89	2619.44	2617.8	2617.8	9308.0
2017-05-23 08:00:00	ES	Futures	2617.8	2618.62	2616.98	2618.35	9208.0
2017-05-23 08:30:00	ES	Futures	2618.08	2618.62	2617.26	2617.53	8771.0
2017-05-23 09:00:00	ES	Futures	2617.53	2618.89	2617.26	2618.35	13524.0
2017-05-23 09:30:00	ES	Futures	2618.35	2619.17	2614.25	2615.07	122783.0
2017-05-23 10:00:00	ES	Futures	2615.34	2617.8	2613.43	2617.26	91805.0
2017-05-23 10:30:00	ES	Futures	2617.53	2618.35	2615.89	2617.53	65766.0
2017-05-23 11:00:00	ES	Futures	2617.53	2619.44	2617.26	2619.44	50098.0
2017-05-23 11:30:00	ES	Futures	2619.44	2620.53	2618.35	2619.99	54079.0
2017-05-23 12:00:00	ES	Futures	2619.71	2621.63	2618.08	2618.08	46506.0
2017-05-23 12:30:00	ES	Futures	2618.35	2619.17	2616.98	2617.26	53601.0
2017-05-23 13:00:00	ES	Futures	2617.53	2620.26	2617.26	2619.44	33361.0
2017-05-23 13:30:00	ES	Futures	2619.44	2619.99	2617.8	2618.89	35034.0
2017-05-23 14:00:00	ES	Futures	2619.17	2619.71	2617.53	2618.08	32444.0
2017-05-23 14:30:00	ES	Futures	2618.08	2621.08	2617.53	2620.26	39407.0
2017-05-23 15:00:00	ES	Futures	2620.26	2621.35	2618.62	2618.62	40453.0
2017-05-23 15:30:00	ES	Futures	2618.62	2619.44	2616.98	2619.44	83390.0
2017-05-23 16:00:00	ES	Futures	2619.44	2620.53	2618.89	2619.71	55378.0
2017-05-23 16:30:00	ES	Futures	2619.71	2619.71	2618.62	2619.44	7135.0
2017-05-23 18:00:00	ES	Futures	2618.89	2619.17	2617.8	2618.62	1800.0
2017-05-23 18:30:00	ES	Futures	2618.62	2618.89	2618.35	2618.62	541.0
2017-05-23 19:00:00	ES	Futures	2618.62	2618.89	2618.35	2618.62	449.0
2017-05-23 19:30:00	ES	Futures	2618.62	2618.89	2618.35	2618.62	998.0
2017-05-23 20:00:00	ES	Futures	2618.62	2619.17	2616.44	2617.26	5509.0
2017-05-23 20:30:00	ES	Futures	2617.53	2618.62	2616.98	2618.08	3146.0
2017-05-23 21:00:00	ES	Futures	2618.08	2618.35	2617.26	2617.8	1930.0
2017-05-23 21:30:00	ES	Futures	2617.53	2618.08	2617.26	2618.08	1973.0
2017-05-23 22:00:00	ES	Futures	2618.08	2618.08	2617.26	2617.8	2093.0
2017-05-23 22:30:00	ES	Futures	2617.53	2618.35	2617.53	2617.8	865.0
2017-05-23 23:00:00	ES	Futures	2618.08	2618.35	2617.8	2618.35	691.0
2017-05-23 23:30:00	ES	Futures	2618.08	2618.35	2617.53	2617.8	1419.0
2017-05-23 00:00:00	NQ	Futures	6797.0	6797.3	6795.21	6795.81	240.0
2017-05-23 00:30:00	NQ	Futures	6795.81	6796.4	6795.51	6796.4	85.0
2017-05-23 01:00:00	NQ	Futures	6796.4	6796.4	6792.23	6793.72	357.0
2017-05-23 01:30:00	NQ	Futures	6793.42	6794.91	6791.63	6794.91	530.0

> showing 50 of 3,095 rows — these rows as CSV

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