PREVIEW / futures_30min / 2017-07-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-11.parquet
  size:    82 KB
  rows:    3,044

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
2017-07-11 00:00:00	ES	Futures	2652.76	2653.3	2652.21	2652.21	706.0
2017-07-11 00:30:00	ES	Futures	2652.21	2653.03	2652.21	2652.76	728.0
2017-07-11 01:00:00	ES	Futures	2652.76	2653.58	2652.76	2653.3	1462.0
2017-07-11 01:30:00	ES	Futures	2653.3	2654.12	2653.03	2653.58	2651.0
2017-07-11 02:00:00	ES	Futures	2653.58	2654.4	2653.3	2653.58	2142.0
2017-07-11 02:30:00	ES	Futures	2653.58	2653.85	2652.76	2653.03	2207.0
2017-07-11 03:00:00	ES	Futures	2652.76	2654.4	2651.94	2653.58	12732.0
2017-07-11 03:30:00	ES	Futures	2653.3	2653.58	2650.3	2650.57	9933.0
2017-07-11 04:00:00	ES	Futures	2650.57	2650.84	2648.93	2650.57	10498.0
2017-07-11 04:30:00	ES	Futures	2650.57	2651.12	2649.75	2649.75	5602.0
2017-07-11 05:00:00	ES	Futures	2649.75	2651.12	2649.75	2650.57	5194.0
2017-07-11 05:30:00	ES	Futures	2650.3	2650.57	2648.93	2649.2	5891.0
2017-07-11 06:00:00	ES	Futures	2648.93	2649.48	2648.11	2648.93	5047.0
2017-07-11 06:30:00	ES	Futures	2648.93	2649.48	2648.66	2648.93	3375.0
2017-07-11 07:00:00	ES	Futures	2649.2	2649.2	2647.84	2648.38	5758.0
2017-07-11 07:30:00	ES	Futures	2648.66	2648.66	2647.29	2647.84	6220.0
2017-07-11 08:00:00	ES	Futures	2647.56	2649.48	2647.56	2648.66	7355.0
2017-07-11 08:30:00	ES	Futures	2648.66	2649.48	2648.38	2648.93	5286.0
2017-07-11 09:00:00	ES	Futures	2648.93	2650.02	2648.38	2649.75	13853.0
2017-07-11 09:30:00	ES	Futures	2649.48	2650.84	2646.47	2648.11	97634.0
2017-07-11 10:00:00	ES	Futures	2648.11	2651.39	2647.29	2651.12	71173.0
2017-07-11 10:30:00	ES	Futures	2650.84	2652.48	2650.57	2652.21	48815.0
2017-07-11 11:00:00	ES	Futures	2651.94	2652.48	2635.26	2639.64	180746.0
2017-07-11 11:30:00	ES	Futures	2639.64	2646.74	2638.82	2645.65	131497.0
2017-07-11 12:00:00	ES	Futures	2645.65	2647.02	2641.82	2644.01	55806.0
2017-07-11 12:30:00	ES	Futures	2644.01	2647.29	2642.92	2645.65	39562.0
2017-07-11 13:00:00	ES	Futures	2645.65	2646.74	2644.28	2644.56	28026.0
2017-07-11 13:30:00	ES	Futures	2644.56	2650.84	2643.74	2650.3	63773.0
2017-07-11 14:00:00	ES	Futures	2650.3	2651.94	2648.66	2650.3	54707.0
2017-07-11 14:30:00	ES	Futures	2650.57	2650.84	2648.66	2649.75	31964.0
2017-07-11 15:00:00	ES	Futures	2649.75	2651.94	2648.11	2650.57	38731.0
2017-07-11 15:30:00	ES	Futures	2650.84	2653.85	2649.2	2649.48	115717.0
2017-07-11 16:00:00	ES	Futures	2649.48	2651.66	2649.48	2651.12	38952.0
2017-07-11 16:30:00	ES	Futures	2651.12	2651.66	2650.57	2651.39	4506.0
2017-07-11 18:00:00	ES	Futures	2651.39	2652.21	2650.84	2651.66	2702.0
2017-07-11 18:30:00	ES	Futures	2651.94	2652.48	2651.12	2652.21	1011.0
2017-07-11 19:00:00	ES	Futures	2652.48	2653.03	2651.94	2652.21	1288.0
2017-07-11 19:30:00	ES	Futures	2652.21	2652.21	2651.12	2651.39	1164.0
2017-07-11 20:00:00	ES	Futures	2651.12	2651.94	2650.57	2651.66	3316.0
2017-07-11 20:30:00	ES	Futures	2651.94	2651.94	2649.75	2650.02	2500.0
2017-07-11 21:00:00	ES	Futures	2650.02	2650.84	2648.66	2650.02	4036.0
2017-07-11 21:30:00	ES	Futures	2649.75	2650.84	2649.48	2650.3	2433.0
2017-07-11 22:00:00	ES	Futures	2650.02	2650.57	2649.48	2650.02	1427.0
2017-07-11 22:30:00	ES	Futures	2650.02	2650.57	2649.75	2649.75	1243.0
2017-07-11 23:00:00	ES	Futures	2650.02	2650.3	2649.2	2649.48	1748.0
2017-07-11 23:30:00	ES	Futures	2649.48	2649.75	2648.66	2649.2	1553.0
2017-07-11 00:00:00	NQ	Futures	6787.84	6789.92	6782.18	6782.77	537.0
2017-07-11 00:30:00	NQ	Futures	6782.77	6788.73	6781.88	6788.73	415.0
2017-07-11 01:00:00	NQ	Futures	6789.03	6789.92	6788.13	6789.62	696.0
2017-07-11 01:30:00	NQ	Futures	6789.62	6792.0	6789.03	6791.71	462.0

> showing 50 of 3,044 rows — these rows as CSV

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