PREVIEW / futures_30min / 2017-05-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-05-30.parquet
  size:    80 KB
  rows:    3,080

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
2017-05-30 00:00:00	ES	Futures	2636.1	2636.65	2636.1	2636.1	828.0
2017-05-30 00:30:00	ES	Futures	2636.1	2636.65	2636.1	2636.65	298.0
2017-05-30 01:00:00	ES	Futures	2636.65	2636.92	2636.1	2636.92	1397.0
2017-05-30 01:30:00	ES	Futures	2636.65	2636.92	2635.28	2635.83	1758.0
2017-05-30 02:00:00	ES	Futures	2636.1	2636.38	2635.28	2635.56	2545.0
2017-05-30 02:30:00	ES	Futures	2635.56	2635.83	2634.19	2634.46	3895.0
2017-05-30 03:00:00	ES	Futures	2634.46	2634.74	2632.83	2633.92	11359.0
2017-05-30 03:30:00	ES	Futures	2633.92	2636.65	2633.37	2636.1	10559.0
2017-05-30 04:00:00	ES	Futures	2635.83	2636.38	2633.92	2635.56	9852.0
2017-05-30 04:30:00	ES	Futures	2635.56	2636.65	2635.01	2636.1	7058.0
2017-05-30 05:00:00	ES	Futures	2635.83	2636.38	2635.01	2635.28	7579.0
2017-05-30 05:30:00	ES	Futures	2635.28	2636.1	2633.92	2634.46	7961.0
2017-05-30 06:00:00	ES	Futures	2634.46	2635.01	2633.92	2634.19	5980.0
2017-05-30 06:30:00	ES	Futures	2634.46	2634.46	2633.1	2633.64	3760.0
2017-05-30 07:00:00	ES	Futures	2633.64	2633.64	2631.73	2632.01	13625.0
2017-05-30 07:30:00	ES	Futures	2632.01	2632.55	2630.64	2630.64	9363.0
2017-05-30 08:00:00	ES	Futures	2630.91	2632.83	2630.64	2632.01	9844.0
2017-05-30 08:30:00	ES	Futures	2632.28	2634.19	2632.01	2633.37	18344.0
2017-05-30 09:00:00	ES	Futures	2633.64	2633.92	2632.28	2632.83	14704.0
2017-05-30 09:30:00	ES	Futures	2632.83	2636.92	2631.46	2634.46	125170.0
2017-05-30 10:00:00	ES	Futures	2634.46	2635.56	2630.91	2632.55	108884.0
2017-05-30 10:30:00	ES	Futures	2632.55	2636.1	2632.28	2634.74	83408.0
2017-05-30 11:00:00	ES	Futures	2634.74	2636.1	2634.19	2634.19	61476.0
2017-05-30 11:30:00	ES	Futures	2634.46	2635.83	2634.19	2635.01	48653.0
2017-05-30 12:00:00	ES	Futures	2635.01	2637.2	2634.74	2637.2	37305.0
2017-05-30 12:30:00	ES	Futures	2636.92	2638.01	2636.38	2637.2	43054.0
2017-05-30 13:00:00	ES	Futures	2637.2	2637.47	2635.83	2635.83	22717.0
2017-05-30 13:30:00	ES	Futures	2635.83	2636.92	2635.56	2636.1	22927.0
2017-05-30 14:00:00	ES	Futures	2636.1	2636.92	2635.56	2635.83	31244.0
2017-05-30 14:30:00	ES	Futures	2635.56	2636.38	2635.01	2636.38	26123.0
2017-05-30 15:00:00	ES	Futures	2636.38	2637.74	2635.56	2635.83	39418.0
2017-05-30 15:30:00	ES	Futures	2636.1	2637.2	2634.74	2635.01	82053.0
2017-05-30 16:00:00	ES	Futures	2635.01	2635.56	2633.37	2634.19	59322.0
2017-05-30 16:30:00	ES	Futures	2634.19	2635.01	2633.92	2634.74	4805.0
2017-05-30 18:00:00	ES	Futures	2633.64	2634.74	2633.1	2634.46	2353.0
2017-05-30 18:30:00	ES	Futures	2634.46	2635.28	2634.46	2635.01	697.0
2017-05-30 19:00:00	ES	Futures	2634.74	2635.01	2634.19	2634.46	441.0
2017-05-30 19:30:00	ES	Futures	2634.19	2634.46	2634.19	2634.46	521.0
2017-05-30 20:00:00	ES	Futures	2634.46	2634.74	2633.1	2634.19	2671.0
2017-05-30 20:30:00	ES	Futures	2634.19	2635.01	2633.92	2634.74	1951.0
2017-05-30 21:00:00	ES	Futures	2634.46	2635.83	2634.46	2635.01	1910.0
2017-05-30 21:30:00	ES	Futures	2635.01	2636.1	2634.74	2635.28	1522.0
2017-05-30 22:00:00	ES	Futures	2635.28	2635.56	2634.46	2634.74	1788.0
2017-05-30 22:30:00	ES	Futures	2634.46	2635.56	2634.46	2635.56	1372.0
2017-05-30 23:00:00	ES	Futures	2635.28	2635.28	2634.74	2634.74	895.0
2017-05-30 23:30:00	ES	Futures	2635.01	2635.01	2634.74	2635.01	581.0
2017-05-30 00:00:00	NQ	Futures	6906.12	6907.61	6906.12	6906.42	391.0
2017-05-30 00:30:00	NQ	Futures	6906.42	6907.61	6905.52	6907.01	200.0
2017-05-30 01:00:00	NQ	Futures	6907.01	6909.7	6906.72	6908.5	353.0
2017-05-30 01:30:00	NQ	Futures	6908.8	6908.8	6905.52	6906.72	318.0

> showing 50 of 3,080 rows — these rows as CSV

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