PREVIEW / futures_30min / 2017-07-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-13.parquet
  size:    79 KB
  rows:    3,021

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
2017-07-13 00:00:00	ES	Futures	2668.88	2669.7	2668.88	2669.43	805.0
2017-07-13 00:30:00	ES	Futures	2669.43	2670.25	2669.16	2670.25	1706.0
2017-07-13 01:00:00	ES	Futures	2670.25	2670.52	2669.7	2669.98	2031.0
2017-07-13 01:30:00	ES	Futures	2669.98	2670.52	2669.7	2670.25	1638.0
2017-07-13 02:00:00	ES	Futures	2669.98	2671.07	2669.43	2670.52	2847.0
2017-07-13 02:30:00	ES	Futures	2670.8	2670.8	2669.7	2669.7	3014.0
2017-07-13 03:00:00	ES	Futures	2669.98	2672.98	2669.7	2671.89	14834.0
2017-07-13 03:30:00	ES	Futures	2672.16	2673.26	2671.62	2672.16	8672.0
2017-07-13 04:00:00	ES	Futures	2672.16	2672.98	2671.07	2672.71	7598.0
2017-07-13 04:30:00	ES	Futures	2672.71	2673.53	2672.71	2673.26	5920.0
2017-07-13 05:00:00	ES	Futures	2673.53	2674.9	2672.71	2672.98	8728.0
2017-07-13 05:30:00	ES	Futures	2672.98	2673.26	2672.44	2672.71	4430.0
2017-07-13 06:00:00	ES	Futures	2672.98	2672.98	2671.89	2672.44	4716.0
2017-07-13 06:30:00	ES	Futures	2672.44	2672.44	2671.34	2671.62	4796.0
2017-07-13 07:00:00	ES	Futures	2671.34	2671.62	2669.7	2669.7	8622.0
2017-07-13 07:30:00	ES	Futures	2669.7	2670.25	2668.88	2669.7	9126.0
2017-07-13 08:00:00	ES	Futures	2669.43	2671.34	2669.43	2670.52	7875.0
2017-07-13 08:30:00	ES	Futures	2670.52	2671.34	2669.43	2670.52	9384.0
2017-07-13 09:00:00	ES	Futures	2670.52	2671.07	2669.16	2669.43	14701.0
2017-07-13 09:30:00	ES	Futures	2669.7	2672.98	2668.34	2672.44	99387.0
2017-07-13 10:00:00	ES	Futures	2672.16	2673.26	2667.24	2668.06	77716.0
2017-07-13 10:30:00	ES	Futures	2667.79	2670.52	2666.7	2669.7	71425.0
2017-07-13 11:00:00	ES	Futures	2669.7	2672.98	2669.43	2671.89	54000.0
2017-07-13 11:30:00	ES	Futures	2671.89	2674.35	2670.8	2673.26	49208.0
2017-07-13 12:00:00	ES	Futures	2673.26	2674.9	2672.71	2674.08	28685.0
2017-07-13 12:30:00	ES	Futures	2674.08	2674.9	2672.98	2674.08	29053.0
2017-07-13 13:00:00	ES	Futures	2674.35	2674.9	2673.26	2673.8	22683.0
2017-07-13 13:30:00	ES	Futures	2673.53	2674.35	2672.16	2673.53	39838.0
2017-07-13 14:00:00	ES	Futures	2673.26	2673.8	2671.07	2672.71	51739.0
2017-07-13 14:30:00	ES	Futures	2672.44	2674.35	2672.16	2673.8	27920.0
2017-07-13 15:00:00	ES	Futures	2673.8	2674.35	2672.44	2673.8	42708.0
2017-07-13 15:30:00	ES	Futures	2673.8	2675.44	2672.98	2673.53	122244.0
2017-07-13 16:00:00	ES	Futures	2673.8	2674.62	2672.44	2673.53	68970.0
2017-07-13 16:30:00	ES	Futures	2673.8	2674.9	2673.53	2674.9	6519.0
2017-07-13 18:00:00	ES	Futures	2674.9	2674.9	2672.98	2673.8	3083.0
2017-07-13 18:30:00	ES	Futures	2673.8	2674.08	2673.53	2673.8	520.0
2017-07-13 19:00:00	ES	Futures	2673.53	2674.08	2673.53	2673.8	525.0
2017-07-13 19:30:00	ES	Futures	2673.8	2674.35	2673.53	2674.08	736.0
2017-07-13 20:00:00	ES	Futures	2674.08	2674.35	2673.53	2673.8	1722.0
2017-07-13 20:30:00	ES	Futures	2674.08	2674.62	2673.53	2674.62	1209.0
2017-07-13 21:00:00	ES	Futures	2674.35	2675.72	2674.35	2675.17	3492.0
2017-07-13 21:30:00	ES	Futures	2675.17	2675.17	2673.8	2673.8	3419.0
2017-07-13 22:00:00	ES	Futures	2674.08	2674.35	2673.53	2674.35	1185.0
2017-07-13 22:30:00	ES	Futures	2674.08	2674.35	2673.53	2673.8	1433.0
2017-07-13 23:00:00	ES	Futures	2673.53	2673.8	2673.26	2673.8	668.0
2017-07-13 23:30:00	ES	Futures	2673.53	2674.08	2673.26	2673.26	630.0
2017-07-13 00:00:00	NQ	Futures	6903.96	6906.34	6903.96	6905.74	140.0
2017-07-13 00:30:00	NQ	Futures	6905.74	6907.23	6904.85	6906.64	157.0
2017-07-13 01:00:00	NQ	Futures	6906.34	6907.83	6905.15	6905.45	289.0
2017-07-13 01:30:00	NQ	Futures	6905.45	6906.34	6903.36	6904.85	400.0

> showing 50 of 3,021 rows — these rows as CSV

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