PREVIEW / futures_30min / 2017-07-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-04.parquet
  size:    59 KB
  rows:    2,195

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
2017-07-04 00:00:00	ES	Futures	2651.12	2651.94	2650.57	2651.94	674.0
2017-07-04 00:30:00	ES	Futures	2651.66	2651.66	2650.02	2650.84	2037.0
2017-07-04 01:00:00	ES	Futures	2651.12	2651.39	2649.75	2650.57	3020.0
2017-07-04 01:30:00	ES	Futures	2650.3	2650.57	2649.2	2649.75	2409.0
2017-07-04 02:00:00	ES	Futures	2649.75	2651.94	2649.48	2651.66	4444.0
2017-07-04 02:30:00	ES	Futures	2651.66	2651.94	2647.29	2649.2	8095.0
2017-07-04 03:00:00	ES	Futures	2649.2	2655.22	2648.38	2654.94	15408.0
2017-07-04 03:30:00	ES	Futures	2655.22	2656.86	2654.12	2655.49	8281.0
2017-07-04 04:00:00	ES	Futures	2655.49	2657.4	2655.22	2656.58	5301.0
2017-07-04 04:30:00	ES	Futures	2656.58	2656.86	2654.12	2655.22	5266.0
2017-07-04 05:00:00	ES	Futures	2655.22	2658.22	2654.67	2657.4	5522.0
2017-07-04 05:30:00	ES	Futures	2657.4	2658.22	2657.13	2657.68	3233.0
2017-07-04 06:00:00	ES	Futures	2657.68	2658.22	2656.31	2656.58	3783.0
2017-07-04 06:30:00	ES	Futures	2656.31	2656.86	2655.76	2655.76	2681.0
2017-07-04 07:00:00	ES	Futures	2655.76	2656.58	2654.94	2655.49	3282.0
2017-07-04 07:30:00	ES	Futures	2655.49	2656.86	2655.22	2656.58	1828.0
2017-07-04 08:00:00	ES	Futures	2656.31	2656.86	2656.04	2656.04	1573.0
2017-07-04 08:30:00	ES	Futures	2656.04	2656.58	2654.4	2654.94	2083.0
2017-07-04 09:00:00	ES	Futures	2654.94	2655.49	2654.4	2654.94	2379.0
2017-07-04 09:30:00	ES	Futures	2655.22	2657.13	2654.4	2656.86	5299.0
2017-07-04 10:00:00	ES	Futures	2656.86	2657.13	2655.76	2656.04	2875.0
2017-07-04 10:30:00	ES	Futures	2656.31	2657.13	2656.04	2656.86	3480.0
2017-07-04 11:00:00	ES	Futures	2656.86	2657.13	2654.94	2654.94	6296.0
2017-07-04 11:30:00	ES	Futures	2654.94	2655.49	2651.12	2651.39	10926.0
2017-07-04 12:00:00	ES	Futures	2651.39	2651.94	2649.75	2650.02	3888.0
2017-07-04 12:30:00	ES	Futures	2650.02	2652.21	2650.02	2651.66	2371.0
2017-07-04 18:00:00	ES	Futures	2651.12	2652.76	2649.2	2650.3	3529.0
2017-07-04 18:30:00	ES	Futures	2650.57	2651.94	2650.02	2651.12	1914.0
2017-07-04 19:00:00	ES	Futures	2651.12	2651.39	2648.93	2649.2	1585.0
2017-07-04 19:30:00	ES	Futures	2649.48	2650.84	2649.2	2650.3	1613.0
2017-07-04 20:00:00	ES	Futures	2650.3	2650.57	2649.2	2649.48	3152.0
2017-07-04 20:30:00	ES	Futures	2649.48	2651.39	2649.48	2651.12	2079.0
2017-07-04 21:00:00	ES	Futures	2650.84	2651.39	2650.02	2650.3	1651.0
2017-07-04 21:30:00	ES	Futures	2650.57	2650.84	2648.38	2648.93	3792.0
2017-07-04 22:00:00	ES	Futures	2648.93	2650.84	2648.93	2650.57	2197.0
2017-07-04 22:30:00	ES	Futures	2650.57	2651.39	2650.3	2651.12	1814.0
2017-07-04 23:00:00	ES	Futures	2651.12	2652.48	2651.12	2651.39	2591.0
2017-07-04 23:30:00	ES	Futures	2651.39	2652.48	2651.12	2651.39	1518.0
2017-07-04 00:00:00	NQ	Futures	6647.3	6648.19	6645.51	6647.59	274.0
2017-07-04 00:30:00	NQ	Futures	6647.3	6647.59	6641.34	6644.32	567.0
2017-07-04 01:00:00	NQ	Futures	6645.21	6646.11	6636.58	6638.07	984.0
2017-07-04 01:30:00	NQ	Futures	6638.36	6639.56	6633.9	6638.66	969.0
2017-07-04 02:00:00	NQ	Futures	6638.36	6647.59	6637.17	6647.3	717.0
2017-07-04 02:30:00	NQ	Futures	6647.3	6649.08	6635.68	6637.77	1200.0
2017-07-04 03:00:00	NQ	Futures	6638.07	6659.21	6635.98	6659.21	2300.0
2017-07-04 03:30:00	NQ	Futures	6659.5	6666.95	6656.23	6660.99	2259.0
2017-07-04 04:00:00	NQ	Futures	6661.29	6669.33	6659.21	6668.44	913.0
2017-07-04 04:30:00	NQ	Futures	6667.25	6668.73	6658.31	6662.48	668.0
2017-07-04 05:00:00	NQ	Futures	6662.18	6685.11	6660.99	6682.73	1849.0
2017-07-04 05:30:00	NQ	Futures	6682.43	6691.66	6681.54	6688.68	2164.0

> showing 50 of 2,195 rows — these rows as CSV

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