PREVIEW / futures_30min / 2017-05-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-26.parquet
  size:    69 KB
  rows:    2,532

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
2017-05-26 00:00:00	ES	Futures	2635.28	2635.28	2634.74	2635.01	559.0
2017-05-26 00:30:00	ES	Futures	2635.01	2635.83	2635.01	2635.56	750.0
2017-05-26 01:00:00	ES	Futures	2635.56	2635.83	2634.46	2635.28	2792.0
2017-05-26 01:30:00	ES	Futures	2635.28	2635.28	2634.46	2634.74	899.0
2017-05-26 02:00:00	ES	Futures	2635.01	2635.83	2634.46	2635.56	3912.0
2017-05-26 02:30:00	ES	Futures	2635.83	2636.1	2635.01	2635.83	3940.0
2017-05-26 03:00:00	ES	Futures	2635.83	2636.65	2635.01	2636.65	10014.0
2017-05-26 03:30:00	ES	Futures	2636.65	2639.38	2635.83	2638.29	12561.0
2017-05-26 04:00:00	ES	Futures	2638.29	2639.38	2635.83	2636.1	10246.0
2017-05-26 04:30:00	ES	Futures	2636.1	2636.38	2634.19	2634.74	10510.0
2017-05-26 05:00:00	ES	Futures	2634.46	2635.83	2633.64	2635.56	7414.0
2017-05-26 05:30:00	ES	Futures	2635.56	2635.56	2633.1	2633.37	7383.0
2017-05-26 06:00:00	ES	Futures	2633.37	2635.01	2633.1	2634.74	6623.0
2017-05-26 06:30:00	ES	Futures	2634.74	2634.74	2633.64	2634.19	3983.0
2017-05-26 07:00:00	ES	Futures	2634.19	2634.74	2631.46	2631.46	12143.0
2017-05-26 07:30:00	ES	Futures	2631.73	2632.28	2631.19	2631.19	8723.0
2017-05-26 08:00:00	ES	Futures	2631.46	2633.1	2630.91	2632.55	11814.0
2017-05-26 08:30:00	ES	Futures	2632.83	2634.74	2632.01	2634.46	17027.0
2017-05-26 09:00:00	ES	Futures	2634.19	2635.83	2634.19	2635.28	12626.0
2017-05-26 09:30:00	ES	Futures	2635.28	2638.01	2634.19	2637.2	116006.0
2017-05-26 10:00:00	ES	Futures	2637.2	2638.56	2635.83	2636.65	80010.0
2017-05-26 10:30:00	ES	Futures	2636.65	2639.11	2635.83	2636.1	67305.0
2017-05-26 11:00:00	ES	Futures	2635.83	2638.29	2635.83	2637.74	43332.0
2017-05-26 11:30:00	ES	Futures	2637.47	2638.29	2635.01	2635.01	43408.0
2017-05-26 12:00:00	ES	Futures	2635.28	2638.01	2635.01	2637.74	23728.0
2017-05-26 12:30:00	ES	Futures	2637.74	2638.29	2636.65	2637.47	18934.0
2017-05-26 13:00:00	ES	Futures	2637.74	2638.56	2636.65	2637.2	29962.0
2017-05-26 13:30:00	ES	Futures	2637.47	2637.74	2636.1	2636.65	28907.0
2017-05-26 14:00:00	ES	Futures	2636.65	2638.01	2636.1	2637.74	21497.0
2017-05-26 14:30:00	ES	Futures	2638.01	2638.01	2637.2	2637.2	21042.0
2017-05-26 15:00:00	ES	Futures	2637.47	2638.29	2636.38	2636.92	41808.0
2017-05-26 15:30:00	ES	Futures	2636.92	2638.56	2636.1	2637.2	89769.0
2017-05-26 16:00:00	ES	Futures	2637.2	2637.74	2636.38	2637.47	53013.0
2017-05-26 16:30:00	ES	Futures	2637.47	2638.29	2636.65	2638.29	5720.0
2017-05-26 00:00:00	NQ	Futures	6898.37	6898.37	6896.58	6897.47	126.0
2017-05-26 00:30:00	NQ	Futures	6897.47	6899.86	6897.18	6898.96	270.0
2017-05-26 01:00:00	NQ	Futures	6898.67	6899.26	6894.79	6897.77	556.0
2017-05-26 01:30:00	NQ	Futures	6897.77	6898.37	6895.39	6896.58	322.0
2017-05-26 02:00:00	NQ	Futures	6896.28	6898.37	6895.09	6897.47	507.0
2017-05-26 02:30:00	NQ	Futures	6897.47	6897.77	6894.79	6897.18	593.0
2017-05-26 03:00:00	NQ	Futures	6897.18	6899.86	6895.68	6899.56	1172.0
2017-05-26 03:30:00	NQ	Futures	6899.56	6906.12	6898.07	6904.03	1679.0
2017-05-26 04:00:00	NQ	Futures	6904.03	6906.12	6895.68	6896.58	1985.0
2017-05-26 04:30:00	NQ	Futures	6896.58	6897.77	6892.7	6893.0	1854.0
2017-05-26 05:00:00	NQ	Futures	6893.0	6896.88	6890.91	6895.68	1528.0
2017-05-26 05:30:00	NQ	Futures	6895.68	6895.98	6889.13	6890.02	1464.0
2017-05-26 06:00:00	NQ	Futures	6890.02	6893.9	6888.83	6893.0	922.0
2017-05-26 06:30:00	NQ	Futures	6893.0	6893.0	6889.72	6890.91	924.0
2017-05-26 07:00:00	NQ	Futures	6890.91	6893.0	6884.95	6885.55	2322.0
2017-05-26 07:30:00	NQ	Futures	6885.85	6887.34	6884.65	6885.25	1620.0

> showing 50 of 2,532 rows — these rows as CSV

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