PREVIEW / futures_30min / 2017-05-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-29.parquet
  size:    54 KB
  rows:    2,096

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
2017-05-29 00:00:00	ES	Futures	2639.93	2639.93	2639.38	2639.93	514.0
2017-05-29 00:30:00	ES	Futures	2639.93	2639.93	2638.83	2639.38	584.0
2017-05-29 01:00:00	ES	Futures	2639.38	2639.93	2639.11	2639.38	395.0
2017-05-29 01:30:00	ES	Futures	2639.38	2639.65	2638.83	2638.83	474.0
2017-05-29 02:00:00	ES	Futures	2638.83	2639.11	2638.29	2638.56	2094.0
2017-05-29 02:30:00	ES	Futures	2638.56	2638.83	2638.29	2638.56	674.0
2017-05-29 03:00:00	ES	Futures	2638.56	2639.11	2637.2	2637.74	4481.0
2017-05-29 03:30:00	ES	Futures	2637.74	2638.83	2637.74	2638.83	1923.0
2017-05-29 04:00:00	ES	Futures	2638.83	2639.11	2637.74	2638.01	1940.0
2017-05-29 04:30:00	ES	Futures	2638.29	2639.65	2638.01	2638.29	1856.0
2017-05-29 05:00:00	ES	Futures	2638.29	2638.83	2637.47	2638.83	1585.0
2017-05-29 05:30:00	ES	Futures	2638.83	2639.38	2638.29	2638.56	1836.0
2017-05-29 06:00:00	ES	Futures	2638.56	2639.11	2638.29	2638.56	1250.0
2017-05-29 06:30:00	ES	Futures	2638.83	2639.38	2638.01	2639.38	1922.0
2017-05-29 07:00:00	ES	Futures	2639.11	2639.93	2638.56	2639.65	1886.0
2017-05-29 07:30:00	ES	Futures	2639.65	2639.93	2639.38	2639.65	597.0
2017-05-29 08:00:00	ES	Futures	2639.38	2639.93	2639.38	2639.93	1280.0
2017-05-29 08:30:00	ES	Futures	2639.65	2640.47	2639.65	2640.47	1468.0
2017-05-29 09:00:00	ES	Futures	2640.2	2640.75	2640.2	2640.47	2146.0
2017-05-29 09:30:00	ES	Futures	2640.2	2640.75	2639.93	2640.2	3520.0
2017-05-29 10:00:00	ES	Futures	2639.93	2640.47	2639.11	2639.38	2952.0
2017-05-29 10:30:00	ES	Futures	2639.38	2639.38	2638.29	2638.29	3888.0
2017-05-29 11:00:00	ES	Futures	2638.29	2638.83	2637.74	2638.56	2716.0
2017-05-29 11:30:00	ES	Futures	2638.56	2639.38	2638.56	2638.83	2124.0
2017-05-29 12:00:00	ES	Futures	2638.83	2639.11	2638.29	2638.56	561.0
2017-05-29 12:30:00	ES	Futures	2638.29	2638.56	2637.74	2637.74	1794.0
2017-05-29 18:00:00	ES	Futures	2638.01	2638.29	2637.47	2638.01	2319.0
2017-05-29 18:30:00	ES	Futures	2638.01	2638.29	2637.74	2638.01	629.0
2017-05-29 19:00:00	ES	Futures	2638.01	2638.01	2637.2	2637.74	687.0
2017-05-29 19:30:00	ES	Futures	2637.74	2638.01	2637.74	2637.74	678.0
2017-05-29 20:00:00	ES	Futures	2637.74	2638.29	2637.47	2638.01	2515.0
2017-05-29 20:30:00	ES	Futures	2638.01	2638.29	2637.2	2637.2	1571.0
2017-05-29 21:00:00	ES	Futures	2637.47	2637.74	2634.19	2635.01	6831.0
2017-05-29 21:30:00	ES	Futures	2635.01	2635.56	2633.37	2634.19	4011.0
2017-05-29 22:00:00	ES	Futures	2633.92	2635.01	2633.92	2634.74	1468.0
2017-05-29 22:30:00	ES	Futures	2634.46	2634.74	2634.19	2634.74	607.0
2017-05-29 23:00:00	ES	Futures	2634.46	2635.01	2634.46	2635.01	984.0
2017-05-29 23:30:00	ES	Futures	2635.28	2636.65	2635.01	2636.38	1650.0
2017-05-29 00:00:00	NQ	Futures	6916.55	6917.45	6915.96	6917.45	152.0
2017-05-29 00:30:00	NQ	Futures	6917.15	6917.15	6915.06	6915.36	171.0
2017-05-29 01:00:00	NQ	Futures	6915.36	6916.26	6914.77	6915.96	120.0
2017-05-29 01:30:00	NQ	Futures	6915.66	6915.96	6915.06	6915.36	159.0
2017-05-29 02:00:00	NQ	Futures	6915.36	6915.96	6914.17	6914.17	337.0
2017-05-29 02:30:00	NQ	Futures	6914.17	6914.47	6913.57	6913.87	252.0
2017-05-29 03:00:00	NQ	Futures	6913.87	6914.17	6911.19	6912.38	723.0
2017-05-29 03:30:00	NQ	Futures	6912.08	6915.06	6911.49	6915.06	215.0
2017-05-29 04:00:00	NQ	Futures	6915.06	6915.66	6912.08	6913.27	282.0
2017-05-29 04:30:00	NQ	Futures	6913.87	6916.26	6912.38	6912.68	265.0
2017-05-29 05:00:00	NQ	Futures	6912.98	6914.17	6911.78	6913.87	173.0
2017-05-29 05:30:00	NQ	Futures	6913.87	6915.96	6913.27	6915.06	259.0

> showing 50 of 2,096 rows — these rows as CSV

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