PREVIEW / futures_30min / 2017-07-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-12.parquet
  size:    81 KB
  rows:    3,018

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
2017-07-12 00:00:00	ES	Futures	2649.2	2650.02	2649.2	2650.02	419.0
2017-07-12 00:30:00	ES	Futures	2650.02	2650.02	2649.48	2649.75	452.0
2017-07-12 01:00:00	ES	Futures	2650.02	2650.57	2649.75	2650.57	1354.0
2017-07-12 01:30:00	ES	Futures	2650.57	2650.84	2650.02	2650.02	1302.0
2017-07-12 02:00:00	ES	Futures	2650.02	2650.3	2648.93	2649.75	3045.0
2017-07-12 02:30:00	ES	Futures	2650.02	2650.84	2649.75	2650.3	2487.0
2017-07-12 03:00:00	ES	Futures	2650.02	2651.39	2649.48	2650.84	8530.0
2017-07-12 03:30:00	ES	Futures	2650.84	2652.21	2650.84	2651.39	5760.0
2017-07-12 04:00:00	ES	Futures	2651.39	2651.94	2650.84	2651.39	3713.0
2017-07-12 04:30:00	ES	Futures	2651.39	2651.94	2650.84	2651.66	2661.0
2017-07-12 05:00:00	ES	Futures	2651.39	2652.48	2650.57	2652.21	4868.0
2017-07-12 05:30:00	ES	Futures	2652.21	2654.94	2651.66	2654.12	10853.0
2017-07-12 06:00:00	ES	Futures	2654.12	2654.67	2653.85	2654.67	5487.0
2017-07-12 06:30:00	ES	Futures	2654.67	2656.04	2654.4	2655.49	8290.0
2017-07-12 07:00:00	ES	Futures	2655.49	2656.04	2654.94	2656.04	5861.0
2017-07-12 07:30:00	ES	Futures	2656.04	2656.04	2654.12	2654.4	6752.0
2017-07-12 08:00:00	ES	Futures	2654.4	2655.22	2654.12	2654.67	4472.0
2017-07-12 08:30:00	ES	Futures	2654.67	2663.96	2654.67	2662.6	64793.0
2017-07-12 09:00:00	ES	Futures	2662.87	2663.42	2661.78	2662.05	35294.0
2017-07-12 09:30:00	ES	Futures	2662.32	2669.98	2662.05	2668.34	169625.0
2017-07-12 10:00:00	ES	Futures	2668.34	2670.8	2666.97	2669.16	84824.0
2017-07-12 10:30:00	ES	Futures	2669.16	2670.25	2665.33	2665.6	78530.0
2017-07-12 11:00:00	ES	Futures	2665.88	2668.34	2664.78	2667.52	59281.0
2017-07-12 11:30:00	ES	Futures	2667.79	2667.79	2665.88	2667.52	31691.0
2017-07-12 12:00:00	ES	Futures	2667.52	2669.43	2664.51	2667.52	71502.0
2017-07-12 12:30:00	ES	Futures	2667.52	2668.34	2666.15	2668.34	31040.0
2017-07-12 13:00:00	ES	Futures	2668.34	2669.16	2666.97	2668.06	33458.0
2017-07-12 13:30:00	ES	Futures	2668.06	2670.52	2667.79	2670.25	32508.0
2017-07-12 14:00:00	ES	Futures	2670.52	2671.89	2668.88	2671.07	33054.0
2017-07-12 14:30:00	ES	Futures	2671.07	2671.34	2669.43	2670.25	29275.0
2017-07-12 15:00:00	ES	Futures	2669.98	2671.89	2669.98	2670.52	44900.0
2017-07-12 15:30:00	ES	Futures	2670.52	2671.34	2668.06	2669.16	133012.0
2017-07-12 16:00:00	ES	Futures	2669.43	2669.43	2667.52	2667.52	87340.0
2017-07-12 16:30:00	ES	Futures	2667.24	2669.7	2666.97	2668.61	8116.0
2017-07-12 18:00:00	ES	Futures	2669.16	2669.43	2668.06	2668.88	3506.0
2017-07-12 18:30:00	ES	Futures	2669.16	2669.7	2668.61	2669.7	830.0
2017-07-12 19:00:00	ES	Futures	2669.7	2669.7	2668.34	2669.43	1506.0
2017-07-12 19:30:00	ES	Futures	2669.43	2669.7	2668.88	2669.7	1440.0
2017-07-12 20:00:00	ES	Futures	2669.43	2671.07	2669.16	2670.25	3953.0
2017-07-12 20:30:00	ES	Futures	2669.98	2670.25	2669.43	2669.7	1085.0
2017-07-12 21:00:00	ES	Futures	2669.7	2670.52	2669.7	2670.25	1832.0
2017-07-12 21:30:00	ES	Futures	2670.25	2670.52	2669.43	2669.7	1869.0
2017-07-12 22:00:00	ES	Futures	2669.98	2670.25	2669.43	2669.7	948.0
2017-07-12 22:30:00	ES	Futures	2669.7	2669.98	2669.43	2669.98	749.0
2017-07-12 23:00:00	ES	Futures	2669.7	2669.98	2669.43	2669.98	1703.0
2017-07-12 23:30:00	ES	Futures	2669.98	2669.98	2668.88	2668.88	1497.0
2017-07-12 00:00:00	NQ	Futures	6807.49	6808.68	6806.89	6808.38	223.0
2017-07-12 00:30:00	NQ	Futures	6808.38	6810.17	6808.08	6810.17	146.0
2017-07-12 01:00:00	NQ	Futures	6810.46	6813.14	6809.87	6811.06	468.0
2017-07-12 01:30:00	NQ	Futures	6811.06	6812.85	6810.17	6811.66	378.0

> showing 50 of 3,018 rows — these rows as CSV

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