PREVIEW / futures_30min / 2017-07-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-14.parquet
  size:    69 KB
  rows:    2,444

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
2017-07-14 00:00:00	ES	Futures	2673.26	2674.08	2673.26	2673.53	835.0
2017-07-14 00:30:00	ES	Futures	2673.53	2673.8	2673.53	2673.53	544.0
2017-07-14 01:00:00	ES	Futures	2673.53	2674.08	2673.53	2674.08	586.0
2017-07-14 01:30:00	ES	Futures	2673.8	2674.08	2673.26	2673.26	1242.0
2017-07-14 02:00:00	ES	Futures	2673.26	2673.8	2672.16	2672.44	4237.0
2017-07-14 02:30:00	ES	Futures	2672.44	2673.26	2672.44	2672.71	2233.0
2017-07-14 03:00:00	ES	Futures	2672.98	2672.98	2670.52	2671.62	12010.0
2017-07-14 03:30:00	ES	Futures	2671.34	2672.71	2671.34	2671.62	5539.0
2017-07-14 04:00:00	ES	Futures	2671.34	2671.89	2670.52	2671.34	4158.0
2017-07-14 04:30:00	ES	Futures	2671.07	2672.16	2670.8	2671.07	3371.0
2017-07-14 05:00:00	ES	Futures	2671.07	2671.62	2670.52	2671.34	2833.0
2017-07-14 05:30:00	ES	Futures	2671.07	2671.89	2669.98	2671.34	6242.0
2017-07-14 06:00:00	ES	Futures	2671.34	2671.89	2671.07	2671.62	3475.0
2017-07-14 06:30:00	ES	Futures	2671.34	2673.26	2671.34	2672.98	6148.0
2017-07-14 07:00:00	ES	Futures	2673.26	2673.53	2672.16	2672.71	3944.0
2017-07-14 07:30:00	ES	Futures	2672.71	2673.53	2672.44	2673.26	4364.0
2017-07-14 08:00:00	ES	Futures	2672.98	2673.8	2671.89	2673.8	7404.0
2017-07-14 08:30:00	ES	Futures	2673.8	2677.63	2673.26	2677.36	37463.0
2017-07-14 09:00:00	ES	Futures	2677.36	2677.63	2673.8	2674.08	26532.0
2017-07-14 09:30:00	ES	Futures	2674.08	2678.72	2672.44	2677.08	115902.0
2017-07-14 10:00:00	ES	Futures	2677.08	2678.18	2675.44	2677.36	67326.0
2017-07-14 10:30:00	ES	Futures	2677.36	2679.0	2676.81	2678.18	38186.0
2017-07-14 11:00:00	ES	Futures	2678.18	2679.0	2676.26	2677.9	62536.0
2017-07-14 11:30:00	ES	Futures	2677.63	2679.0	2677.36	2678.72	30573.0
2017-07-14 12:00:00	ES	Futures	2678.72	2679.82	2677.9	2679.54	33307.0
2017-07-14 12:30:00	ES	Futures	2679.54	2683.37	2679.54	2682.28	56742.0
2017-07-14 13:00:00	ES	Futures	2682.0	2684.74	2681.73	2684.19	40565.0
2017-07-14 13:30:00	ES	Futures	2684.46	2685.83	2683.37	2685.83	43055.0
2017-07-14 14:00:00	ES	Futures	2685.83	2687.2	2685.28	2686.65	53946.0
2017-07-14 14:30:00	ES	Futures	2686.65	2686.92	2685.56	2685.56	29010.0
2017-07-14 15:00:00	ES	Futures	2685.56	2689.38	2685.56	2688.84	51177.0
2017-07-14 15:30:00	ES	Futures	2688.84	2691.02	2684.19	2685.56	220490.0
2017-07-14 16:00:00	ES	Futures	2685.56	2685.83	2684.46	2685.56	73061.0
2017-07-14 16:30:00	ES	Futures	2685.83	2687.2	2685.28	2686.92	8027.0
2017-07-14 00:00:00	NQ	Futures	6904.26	6906.64	6904.26	6905.74	135.0
2017-07-14 00:30:00	NQ	Futures	6905.45	6906.34	6904.55	6906.04	92.0
2017-07-14 01:00:00	NQ	Futures	6906.34	6907.23	6906.04	6906.34	186.0
2017-07-14 01:30:00	NQ	Futures	6906.04	6906.34	6902.47	6903.36	343.0
2017-07-14 02:00:00	NQ	Futures	6903.36	6904.55	6897.11	6898.6	654.0
2017-07-14 02:30:00	NQ	Futures	6898.6	6901.87	6898.3	6899.79	291.0
2017-07-14 03:00:00	NQ	Futures	6900.09	6900.39	6893.24	6900.09	1236.0
2017-07-14 03:30:00	NQ	Futures	6900.39	6904.55	6900.09	6901.87	697.0
2017-07-14 04:00:00	NQ	Futures	6901.58	6903.66	6898.9	6901.58	589.0
2017-07-14 04:30:00	NQ	Futures	6901.58	6904.85	6900.39	6901.28	483.0
2017-07-14 05:00:00	NQ	Futures	6901.58	6904.55	6898.3	6901.28	503.0
2017-07-14 05:30:00	NQ	Futures	6900.98	6903.06	6895.62	6901.87	672.0
2017-07-14 06:00:00	NQ	Futures	6901.58	6903.36	6900.68	6902.77	773.0
2017-07-14 06:30:00	NQ	Futures	6902.47	6906.34	6900.68	6902.17	2564.0
2017-07-14 07:00:00	NQ	Futures	6902.17	6905.74	6901.28	6905.74	718.0
2017-07-14 07:30:00	NQ	Futures	6905.45	6910.51	6905.45	6908.72	1359.0

> showing 50 of 2,444 rows — these rows as CSV

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