PREVIEW / futures_30min / 2017-05-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-25.parquet
  size:    78 KB
  rows:    3,056

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
2017-05-25 00:00:00	ES	Futures	2632.28	2632.28	2631.73	2632.01	1494.0
2017-05-25 00:30:00	ES	Futures	2632.01	2632.28	2631.73	2631.73	908.0
2017-05-25 01:00:00	ES	Futures	2632.01	2632.55	2631.73	2632.55	1166.0
2017-05-25 01:30:00	ES	Futures	2632.28	2635.28	2632.28	2634.74	6245.0
2017-05-25 02:00:00	ES	Futures	2634.46	2635.83	2633.92	2634.19	8574.0
2017-05-25 02:30:00	ES	Futures	2633.92	2634.46	2633.37	2634.19	4318.0
2017-05-25 03:00:00	ES	Futures	2633.92	2634.19	2631.46	2632.01	12173.0
2017-05-25 03:30:00	ES	Futures	2632.01	2633.64	2629.82	2631.19	12711.0
2017-05-25 04:00:00	ES	Futures	2631.19	2631.46	2628.18	2629.55	14541.0
2017-05-25 04:30:00	ES	Futures	2629.27	2631.19	2628.45	2630.91	13364.0
2017-05-25 05:00:00	ES	Futures	2630.91	2632.55	2630.64	2632.55	8772.0
2017-05-25 05:30:00	ES	Futures	2632.83	2633.64	2631.19	2632.55	6269.0
2017-05-25 06:00:00	ES	Futures	2632.83	2633.1	2632.01	2632.55	4581.0
2017-05-25 06:30:00	ES	Futures	2632.28	2632.83	2630.91	2631.73	6589.0
2017-05-25 07:00:00	ES	Futures	2631.46	2632.01	2630.91	2631.19	6401.0
2017-05-25 07:30:00	ES	Futures	2631.46	2631.46	2629.27	2630.37	8008.0
2017-05-25 08:00:00	ES	Futures	2630.37	2631.19	2629.0	2630.37	8821.0
2017-05-25 08:30:00	ES	Futures	2630.37	2632.01	2629.82	2631.46	13659.0
2017-05-25 09:00:00	ES	Futures	2631.46	2632.01	2630.91	2631.46	9106.0
2017-05-25 09:30:00	ES	Futures	2631.46	2635.01	2628.73	2633.92	131950.0
2017-05-25 10:00:00	ES	Futures	2633.92	2636.92	2633.1	2635.83	94011.0
2017-05-25 10:30:00	ES	Futures	2635.83	2638.01	2635.83	2636.65	76266.0
2017-05-25 11:00:00	ES	Futures	2636.38	2640.2	2636.38	2638.56	97902.0
2017-05-25 11:30:00	ES	Futures	2638.29	2639.38	2633.92	2634.19	113830.0
2017-05-25 12:00:00	ES	Futures	2634.19	2637.2	2633.37	2636.65	80733.0
2017-05-25 12:30:00	ES	Futures	2636.38	2639.11	2636.1	2639.11	50774.0
2017-05-25 13:00:00	ES	Futures	2638.83	2639.11	2636.65	2636.92	40710.0
2017-05-25 13:30:00	ES	Futures	2636.92	2638.56	2635.56	2638.01	35539.0
2017-05-25 14:00:00	ES	Futures	2638.29	2639.11	2636.92	2638.29	37472.0
2017-05-25 14:30:00	ES	Futures	2638.01	2640.2	2637.74	2638.83	45521.0
2017-05-25 15:00:00	ES	Futures	2638.83	2639.65	2637.2	2637.74	36949.0
2017-05-25 15:30:00	ES	Futures	2637.74	2641.57	2636.1	2637.2	189026.0
2017-05-25 16:00:00	ES	Futures	2637.2	2637.47	2636.1	2636.65	64266.0
2017-05-25 16:30:00	ES	Futures	2636.65	2637.47	2635.28	2636.92	9747.0
2017-05-25 18:00:00	ES	Futures	2636.38	2637.47	2635.83	2636.92	2083.0
2017-05-25 18:30:00	ES	Futures	2636.65	2636.92	2634.46	2635.56	3275.0
2017-05-25 19:00:00	ES	Futures	2635.56	2635.83	2635.01	2635.56	1681.0
2017-05-25 19:30:00	ES	Futures	2635.56	2636.65	2635.28	2636.38	1465.0
2017-05-25 20:00:00	ES	Futures	2636.38	2636.65	2635.01	2636.1	2747.0
2017-05-25 20:30:00	ES	Futures	2636.1	2636.1	2634.74	2635.28	2081.0
2017-05-25 21:00:00	ES	Futures	2635.28	2636.1	2635.28	2635.56	1406.0
2017-05-25 21:30:00	ES	Futures	2635.56	2637.2	2635.28	2636.1	2727.0
2017-05-25 22:00:00	ES	Futures	2636.1	2636.1	2633.64	2635.01	5067.0
2017-05-25 22:30:00	ES	Futures	2634.74	2635.01	2633.64	2634.46	2019.0
2017-05-25 23:00:00	ES	Futures	2634.46	2635.01	2634.19	2635.01	1130.0
2017-05-25 23:30:00	ES	Futures	2634.74	2635.28	2634.46	2635.28	1092.0
2017-05-25 00:00:00	NQ	Futures	6859.01	6859.31	6857.52	6857.82	285.0
2017-05-25 00:30:00	NQ	Futures	6857.82	6858.42	6857.52	6857.52	147.0
2017-05-25 01:00:00	NQ	Futures	6857.82	6860.21	6857.82	6859.61	343.0
2017-05-25 01:30:00	NQ	Futures	6859.61	6867.96	6859.61	6864.68	1487.0

> showing 50 of 3,056 rows — these rows as CSV

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