PREVIEW / futures_30min / 2017-05-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-24.parquet
  size:    81 KB
  rows:    3,081

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
2017-05-24 00:00:00	ES	Futures	2617.8	2617.8	2616.98	2617.26	667.0
2017-05-24 00:30:00	ES	Futures	2617.53	2617.8	2617.26	2617.53	573.0
2017-05-24 01:00:00	ES	Futures	2617.53	2618.35	2617.26	2618.08	1147.0
2017-05-24 01:30:00	ES	Futures	2618.08	2618.35	2617.8	2618.35	648.0
2017-05-24 02:00:00	ES	Futures	2618.08	2618.89	2617.8	2617.8	3901.0
2017-05-24 02:30:00	ES	Futures	2617.8	2618.89	2617.53	2618.62	1740.0
2017-05-24 03:00:00	ES	Futures	2618.62	2619.71	2616.98	2618.62	10769.0
2017-05-24 03:30:00	ES	Futures	2618.89	2621.35	2618.35	2620.81	9005.0
2017-05-24 04:00:00	ES	Futures	2620.81	2621.08	2619.71	2621.08	6206.0
2017-05-24 04:30:00	ES	Futures	2621.08	2621.35	2619.17	2620.53	5354.0
2017-05-24 05:00:00	ES	Futures	2620.81	2621.08	2619.99	2620.26	3569.0
2017-05-24 05:30:00	ES	Futures	2619.99	2621.08	2619.71	2620.53	3255.0
2017-05-24 06:00:00	ES	Futures	2620.53	2621.08	2619.99	2620.26	4254.0
2017-05-24 06:30:00	ES	Futures	2620.26	2620.53	2618.89	2619.17	5206.0
2017-05-24 07:00:00	ES	Futures	2619.17	2619.71	2618.89	2619.44	3159.0
2017-05-24 07:30:00	ES	Futures	2619.44	2619.99	2618.89	2619.71	2803.0
2017-05-24 08:00:00	ES	Futures	2619.99	2621.35	2619.71	2620.81	7297.0
2017-05-24 08:30:00	ES	Futures	2620.81	2621.08	2619.99	2621.08	8230.0
2017-05-24 09:00:00	ES	Futures	2621.08	2622.72	2619.99	2622.17	18185.0
2017-05-24 09:30:00	ES	Futures	2622.17	2622.45	2619.44	2620.53	94326.0
2017-05-24 10:00:00	ES	Futures	2620.81	2621.63	2618.62	2621.08	77508.0
2017-05-24 10:30:00	ES	Futures	2621.35	2622.17	2620.26	2620.26	64304.0
2017-05-24 11:00:00	ES	Futures	2620.26	2621.08	2618.89	2620.81	40655.0
2017-05-24 11:30:00	ES	Futures	2620.81	2621.9	2619.71	2620.26	52893.0
2017-05-24 12:00:00	ES	Futures	2619.99	2621.35	2619.44	2621.08	33496.0
2017-05-24 12:30:00	ES	Futures	2621.08	2621.35	2620.26	2620.53	19616.0
2017-05-24 13:00:00	ES	Futures	2620.81	2621.08	2619.17	2619.99	28181.0
2017-05-24 13:30:00	ES	Futures	2619.99	2620.81	2619.44	2620.53	18052.0
2017-05-24 14:00:00	ES	Futures	2620.53	2624.36	2617.8	2623.27	107189.0
2017-05-24 14:30:00	ES	Futures	2623.27	2623.54	2621.63	2622.45	50820.0
2017-05-24 15:00:00	ES	Futures	2622.45	2623.27	2620.26	2622.99	62093.0
2017-05-24 15:30:00	ES	Futures	2623.27	2626.54	2622.99	2624.9	129823.0
2017-05-24 16:00:00	ES	Futures	2624.9	2624.9	2623.81	2623.81	64621.0
2017-05-24 16:30:00	ES	Futures	2623.81	2626.54	2623.54	2626.0	9483.0
2017-05-24 18:00:00	ES	Futures	2625.45	2626.54	2624.9	2626.0	2932.0
2017-05-24 18:30:00	ES	Futures	2625.72	2626.0	2625.45	2626.0	567.0
2017-05-24 19:00:00	ES	Futures	2626.0	2626.82	2625.72	2626.0	1520.0
2017-05-24 19:30:00	ES	Futures	2626.27	2626.54	2625.45	2625.72	731.0
2017-05-24 20:00:00	ES	Futures	2625.72	2626.27	2625.18	2625.72	2725.0
2017-05-24 20:30:00	ES	Futures	2625.72	2626.54	2625.45	2626.27	2150.0
2017-05-24 21:00:00	ES	Futures	2626.0	2634.46	2625.72	2633.37	15424.0
2017-05-24 21:30:00	ES	Futures	2633.37	2634.19	2629.55	2630.64	13696.0
2017-05-24 22:00:00	ES	Futures	2630.64	2632.83	2630.09	2632.55	6257.0
2017-05-24 22:30:00	ES	Futures	2632.55	2633.64	2632.28	2632.55	3566.0
2017-05-24 23:00:00	ES	Futures	2632.55	2633.1	2632.01	2632.83	1511.0
2017-05-24 23:30:00	ES	Futures	2632.83	2632.83	2631.73	2632.01	1936.0
2017-05-24 00:00:00	NQ	Futures	6807.73	6807.73	6805.35	6807.44	269.0
2017-05-24 00:30:00	NQ	Futures	6807.14	6808.33	6806.54	6807.73	132.0
2017-05-24 01:00:00	NQ	Futures	6807.73	6809.22	6807.14	6808.93	215.0
2017-05-24 01:30:00	NQ	Futures	6808.93	6809.22	6808.03	6808.93	184.0

> showing 50 of 3,081 rows — these rows as CSV

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