PREVIEW / futures_30min / 2017-07-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-05.parquet
  size:    79 KB
  rows:    2,918

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
2017-07-05 00:00:00	ES	Futures	2651.39	2651.94	2651.39	2651.94	956.0
2017-07-05 00:30:00	ES	Futures	2651.94	2651.94	2651.66	2651.94	504.0
2017-07-05 01:00:00	ES	Futures	2651.94	2653.03	2651.94	2651.94	2101.0
2017-07-05 01:30:00	ES	Futures	2652.21	2653.58	2651.94	2653.3	2185.0
2017-07-05 02:00:00	ES	Futures	2653.3	2653.58	2651.39	2651.94	5429.0
2017-07-05 02:30:00	ES	Futures	2651.94	2653.03	2651.66	2653.03	3016.0
2017-07-05 03:00:00	ES	Futures	2652.76	2654.12	2650.84	2653.85	14149.0
2017-07-05 03:30:00	ES	Futures	2653.58	2655.49	2653.58	2654.12	13166.0
2017-07-05 04:00:00	ES	Futures	2654.12	2654.4	2649.75	2650.02	12917.0
2017-07-05 04:30:00	ES	Futures	2650.02	2651.94	2648.66	2651.39	10897.0
2017-07-05 05:00:00	ES	Futures	2651.12	2652.48	2650.84	2652.21	9364.0
2017-07-05 05:30:00	ES	Futures	2652.21	2652.21	2650.57	2650.84	6109.0
2017-07-05 06:00:00	ES	Futures	2651.12	2652.48	2650.57	2651.94	2969.0
2017-07-05 06:30:00	ES	Futures	2651.66	2653.58	2651.12	2653.58	5504.0
2017-07-05 07:00:00	ES	Futures	2653.58	2653.85	2651.94	2652.76	5618.0
2017-07-05 07:30:00	ES	Futures	2652.76	2654.67	2651.66	2654.12	9445.0
2017-07-05 08:00:00	ES	Futures	2654.4	2656.04	2653.58	2655.76	10517.0
2017-07-05 08:30:00	ES	Futures	2655.76	2656.58	2654.94	2655.22	14208.0
2017-07-05 09:00:00	ES	Futures	2655.22	2656.58	2653.85	2655.49	16219.0
2017-07-05 09:30:00	ES	Futures	2655.22	2656.31	2648.66	2650.57	145493.0
2017-07-05 10:00:00	ES	Futures	2650.57	2650.84	2645.1	2647.84	128720.0
2017-07-05 10:30:00	ES	Futures	2647.56	2653.85	2646.74	2653.3	97065.0
2017-07-05 11:00:00	ES	Futures	2653.58	2656.31	2653.03	2655.49	72319.0
2017-07-05 11:30:00	ES	Futures	2655.22	2655.22	2652.76	2653.03	45444.0
2017-07-05 12:00:00	ES	Futures	2653.03	2655.76	2652.48	2654.67	38787.0
2017-07-05 12:30:00	ES	Futures	2654.4	2656.31	2654.4	2655.76	27973.0
2017-07-05 13:00:00	ES	Futures	2656.04	2658.22	2655.49	2656.86	36476.0
2017-07-05 13:30:00	ES	Futures	2656.86	2657.68	2655.22	2655.49	26626.0
2017-07-05 14:00:00	ES	Futures	2655.22	2658.22	2653.03	2657.95	66670.0
2017-07-05 14:30:00	ES	Futures	2657.68	2659.32	2654.4	2655.22	49842.0
2017-07-05 15:00:00	ES	Futures	2655.22	2657.13	2653.03	2656.58	46615.0
2017-07-05 15:30:00	ES	Futures	2656.31	2658.77	2656.04	2656.31	117041.0
2017-07-05 16:00:00	ES	Futures	2656.31	2656.86	2653.85	2654.4	61221.0
2017-07-05 16:30:00	ES	Futures	2654.4	2656.31	2654.12	2655.22	5005.0
2017-07-05 18:00:00	ES	Futures	2654.67	2655.76	2654.12	2655.22	2020.0
2017-07-05 18:30:00	ES	Futures	2655.22	2657.4	2654.94	2656.86	2018.0
2017-07-05 19:00:00	ES	Futures	2656.86	2657.13	2656.31	2656.31	316.0
2017-07-05 19:30:00	ES	Futures	2656.58	2656.86	2656.31	2656.58	399.0
2017-07-05 20:00:00	ES	Futures	2656.31	2656.86	2654.94	2655.76	3287.0
2017-07-05 20:30:00	ES	Futures	2656.04	2656.58	2654.12	2654.4	2256.0
2017-07-05 21:00:00	ES	Futures	2654.4	2654.94	2653.3	2653.58	3895.0
2017-07-05 21:30:00	ES	Futures	2653.58	2654.4	2652.48	2653.03	4188.0
2017-07-05 22:00:00	ES	Futures	2653.03	2654.12	2652.48	2653.58	3116.0
2017-07-05 22:30:00	ES	Futures	2653.58	2654.67	2652.76	2654.12	2153.0
2017-07-05 23:00:00	ES	Futures	2654.4	2654.67	2653.3	2653.58	1563.0
2017-07-05 23:30:00	ES	Futures	2653.3	2654.12	2653.3	2653.58	1582.0
2017-07-05 00:00:00	NQ	Futures	6647.0	6648.79	6646.11	6648.49	329.0
2017-07-05 00:30:00	NQ	Futures	6648.49	6650.27	6647.59	6647.59	208.0
2017-07-05 01:00:00	NQ	Futures	6647.89	6653.85	6647.89	6651.17	486.0
2017-07-05 01:30:00	NQ	Futures	6650.87	6657.42	6650.57	6655.34	762.0

> showing 50 of 2,918 rows — these rows as CSV

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