PREVIEW / futures_30min / 2017-07-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-07.parquet
  size:    69 KB
  rows:    2,470

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
2017-07-07 00:00:00	ES	Futures	2634.72	2634.72	2633.62	2634.17	2147.0
2017-07-07 00:30:00	ES	Futures	2634.17	2634.44	2633.9	2633.9	1218.0
2017-07-07 01:00:00	ES	Futures	2633.9	2634.99	2633.9	2634.44	1125.0
2017-07-07 01:30:00	ES	Futures	2634.72	2635.26	2634.17	2634.99	2041.0
2017-07-07 02:00:00	ES	Futures	2634.99	2636.08	2634.72	2635.26	6024.0
2017-07-07 02:30:00	ES	Futures	2635.54	2636.36	2634.99	2636.36	3909.0
2017-07-07 03:00:00	ES	Futures	2636.36	2636.9	2632.53	2633.08	12368.0
2017-07-07 03:30:00	ES	Futures	2633.08	2634.72	2632.26	2633.9	7660.0
2017-07-07 04:00:00	ES	Futures	2633.62	2635.81	2633.08	2634.99	9329.0
2017-07-07 04:30:00	ES	Futures	2634.99	2635.81	2633.08	2633.35	6094.0
2017-07-07 05:00:00	ES	Futures	2633.35	2635.26	2633.08	2634.17	4733.0
2017-07-07 05:30:00	ES	Futures	2634.17	2634.17	2632.8	2633.08	3808.0
2017-07-07 06:00:00	ES	Futures	2633.08	2635.54	2633.08	2634.99	4326.0
2017-07-07 06:30:00	ES	Futures	2634.72	2635.26	2633.9	2633.9	4544.0
2017-07-07 07:00:00	ES	Futures	2634.17	2634.44	2633.35	2633.62	3988.0
2017-07-07 07:30:00	ES	Futures	2633.62	2634.17	2633.08	2633.62	7029.0
2017-07-07 08:00:00	ES	Futures	2633.62	2636.63	2633.35	2634.44	14714.0
2017-07-07 08:30:00	ES	Futures	2634.72	2643.19	2634.72	2638.27	74978.0
2017-07-07 09:00:00	ES	Futures	2638.54	2640.18	2636.9	2639.36	28762.0
2017-07-07 09:30:00	ES	Futures	2639.09	2643.46	2637.18	2642.64	142948.0
2017-07-07 10:00:00	ES	Futures	2642.37	2642.92	2637.72	2641.28	115720.0
2017-07-07 10:30:00	ES	Futures	2641.28	2643.46	2639.91	2640.46	78349.0
2017-07-07 11:00:00	ES	Futures	2640.46	2645.92	2639.64	2645.1	69604.0
2017-07-07 11:30:00	ES	Futures	2645.1	2648.66	2644.83	2647.56	93950.0
2017-07-07 12:00:00	ES	Futures	2647.56	2650.57	2647.29	2649.48	60634.0
2017-07-07 12:30:00	ES	Futures	2649.48	2650.3	2648.93	2649.48	31735.0
2017-07-07 13:00:00	ES	Futures	2649.75	2650.84	2649.2	2650.57	34824.0
2017-07-07 13:30:00	ES	Futures	2650.57	2651.39	2649.2	2650.3	33466.0
2017-07-07 14:00:00	ES	Futures	2650.57	2651.12	2648.66	2648.93	36346.0
2017-07-07 14:30:00	ES	Futures	2648.93	2650.02	2648.38	2648.93	29464.0
2017-07-07 15:00:00	ES	Futures	2648.66	2649.48	2647.56	2649.2	41161.0
2017-07-07 15:30:00	ES	Futures	2649.48	2651.12	2648.11	2648.93	176195.0
2017-07-07 16:00:00	ES	Futures	2648.93	2649.75	2647.84	2648.66	71732.0
2017-07-07 16:30:00	ES	Futures	2648.93	2649.75	2648.38	2649.48	5658.0
2017-07-07 00:00:00	NQ	Futures	6679.45	6679.45	6672.61	6673.5	502.0
2017-07-07 00:30:00	NQ	Futures	6673.5	6676.77	6673.5	6673.5	319.0
2017-07-07 01:00:00	NQ	Futures	6674.09	6678.56	6674.09	6676.18	410.0
2017-07-07 01:30:00	NQ	Futures	6676.18	6679.16	6675.88	6676.77	328.0
2017-07-07 02:00:00	NQ	Futures	6676.48	6683.03	6675.88	6679.75	746.0
2017-07-07 02:30:00	NQ	Futures	6680.05	6682.43	6674.69	6678.56	447.0
2017-07-07 03:00:00	NQ	Futures	6678.56	6681.54	6662.18	6664.86	1956.0
2017-07-07 03:30:00	NQ	Futures	6664.57	6669.03	6659.5	6665.46	1456.0
2017-07-07 04:00:00	NQ	Futures	6666.35	6679.16	6663.97	6675.88	1482.0
2017-07-07 04:30:00	NQ	Futures	6676.48	6678.86	6671.41	6673.5	729.0
2017-07-07 05:00:00	NQ	Futures	6672.9	6677.37	6670.82	6671.71	537.0
2017-07-07 05:30:00	NQ	Futures	6671.71	6671.71	6664.27	6667.84	881.0
2017-07-07 06:00:00	NQ	Futures	6667.54	6681.84	6667.54	6678.86	1296.0
2017-07-07 06:30:00	NQ	Futures	6679.16	6680.35	6673.2	6673.8	764.0
2017-07-07 07:00:00	NQ	Futures	6673.8	6680.05	6672.61	6674.09	1323.0
2017-07-07 07:30:00	NQ	Futures	6674.09	6674.69	6669.63	6671.12	1373.0

> showing 50 of 2,470 rows — these rows as CSV

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