PREVIEW / futures_30min / 2017-07-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-17.parquet
  size:    77 KB
  rows:    2,960

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
2017-07-17 00:00:00	ES	Futures	2686.38	2686.38	2685.83	2686.1	786.0
2017-07-17 00:30:00	ES	Futures	2686.1	2686.38	2686.1	2686.1	171.0
2017-07-17 01:00:00	ES	Futures	2686.1	2686.38	2685.56	2686.1	604.0
2017-07-17 01:30:00	ES	Futures	2686.1	2686.92	2685.83	2686.38	967.0
2017-07-17 02:00:00	ES	Futures	2686.38	2686.65	2685.83	2686.38	3501.0
2017-07-17 02:30:00	ES	Futures	2686.1	2686.38	2685.56	2685.83	1530.0
2017-07-17 03:00:00	ES	Futures	2686.1	2688.29	2685.83	2687.2	13467.0
2017-07-17 03:30:00	ES	Futures	2687.2	2687.47	2686.38	2686.65	4051.0
2017-07-17 04:00:00	ES	Futures	2686.92	2686.92	2685.28	2685.83	6655.0
2017-07-17 04:30:00	ES	Futures	2686.1	2686.65	2685.56	2685.56	4080.0
2017-07-17 05:00:00	ES	Futures	2685.83	2685.83	2683.1	2683.37	12519.0
2017-07-17 05:30:00	ES	Futures	2683.37	2685.28	2683.1	2685.01	5275.0
2017-07-17 06:00:00	ES	Futures	2685.28	2688.29	2684.19	2687.47	11470.0
2017-07-17 06:30:00	ES	Futures	2687.47	2687.47	2686.65	2686.92	4207.0
2017-07-17 07:00:00	ES	Futures	2686.92	2688.29	2686.65	2687.2	5353.0
2017-07-17 07:30:00	ES	Futures	2687.2	2688.02	2686.92	2687.2	5721.0
2017-07-17 08:00:00	ES	Futures	2687.2	2688.02	2686.65	2687.2	5898.0
2017-07-17 08:30:00	ES	Futures	2687.2	2687.47	2684.74	2685.01	11856.0
2017-07-17 09:00:00	ES	Futures	2685.01	2685.56	2684.46	2685.28	11241.0
2017-07-17 09:30:00	ES	Futures	2685.01	2687.47	2683.37	2687.2	88097.0
2017-07-17 10:00:00	ES	Futures	2687.2	2688.56	2685.83	2687.2	57289.0
2017-07-17 10:30:00	ES	Futures	2687.47	2688.84	2685.28	2688.56	82848.0
2017-07-17 11:00:00	ES	Futures	2688.56	2689.66	2687.74	2688.56	59127.0
2017-07-17 11:30:00	ES	Futures	2688.84	2689.11	2685.56	2686.65	49402.0
2017-07-17 12:00:00	ES	Futures	2686.65	2688.84	2686.38	2688.02	30317.0
2017-07-17 12:30:00	ES	Futures	2688.02	2689.38	2687.47	2688.84	35063.0
2017-07-17 13:00:00	ES	Futures	2688.84	2690.2	2688.02	2688.02	42457.0
2017-07-17 13:30:00	ES	Futures	2688.02	2688.84	2687.2	2687.74	22239.0
2017-07-17 14:00:00	ES	Futures	2687.74	2688.02	2685.83	2687.2	36272.0
2017-07-17 14:30:00	ES	Futures	2687.2	2687.74	2685.56	2686.1	43077.0
2017-07-17 15:00:00	ES	Futures	2686.38	2686.92	2684.46	2685.01	35674.0
2017-07-17 15:30:00	ES	Futures	2685.01	2686.65	2684.46	2685.83	79647.0
2017-07-17 16:00:00	ES	Futures	2685.83	2688.56	2685.56	2688.02	49401.0
2017-07-17 16:30:00	ES	Futures	2688.02	2689.38	2687.74	2689.38	4851.0
2017-07-17 18:00:00	ES	Futures	2688.84	2689.11	2688.02	2688.29	1910.0
2017-07-17 18:30:00	ES	Futures	2688.29	2688.56	2687.74	2688.29	693.0
2017-07-17 19:00:00	ES	Futures	2688.02	2688.56	2688.02	2688.02	911.0
2017-07-17 19:30:00	ES	Futures	2688.02	2688.56	2688.02	2688.02	532.0
2017-07-17 20:00:00	ES	Futures	2688.02	2688.56	2687.74	2688.56	1888.0
2017-07-17 20:30:00	ES	Futures	2688.29	2688.56	2685.83	2686.38	4491.0
2017-07-17 21:00:00	ES	Futures	2686.1	2686.65	2683.92	2684.74	6397.0
2017-07-17 21:30:00	ES	Futures	2684.74	2685.01	2683.37	2684.74	5932.0
2017-07-17 22:00:00	ES	Futures	2685.01	2685.83	2684.74	2685.56	2274.0
2017-07-17 22:30:00	ES	Futures	2685.56	2685.83	2684.19	2684.46	2255.0
2017-07-17 23:00:00	ES	Futures	2684.46	2685.56	2684.19	2685.28	1491.0
2017-07-17 23:30:00	ES	Futures	2685.01	2685.28	2684.74	2685.28	1363.0
2017-07-17 00:00:00	NQ	Futures	6968.57	6968.57	6965.89	6966.49	141.0
2017-07-17 00:30:00	NQ	Futures	6966.78	6968.27	6966.78	6967.38	112.0
2017-07-17 01:00:00	NQ	Futures	6967.68	6967.68	6965.0	6967.38	232.0
2017-07-17 01:30:00	NQ	Futures	6967.68	6970.36	6966.78	6969.46	316.0

> showing 50 of 2,960 rows — these rows as CSV

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