PREVIEW / futures_30min / 2017-07-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-18.parquet
  size:    81 KB
  rows:    3,028

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
2017-07-18 00:00:00	ES	Futures	2685.28	2685.56	2685.01	2685.56	1089.0
2017-07-18 00:30:00	ES	Futures	2685.56	2685.83	2685.28	2685.56	638.0
2017-07-18 01:00:00	ES	Futures	2685.56	2685.83	2685.28	2685.56	1134.0
2017-07-18 01:30:00	ES	Futures	2685.56	2686.38	2685.28	2686.1	1785.0
2017-07-18 02:00:00	ES	Futures	2686.1	2686.65	2685.56	2686.38	4440.0
2017-07-18 02:30:00	ES	Futures	2686.38	2686.38	2685.83	2685.83	1490.0
2017-07-18 03:00:00	ES	Futures	2686.1	2686.65	2685.01	2685.56	9264.0
2017-07-18 03:30:00	ES	Futures	2685.28	2685.56	2684.46	2685.28	6944.0
2017-07-18 04:00:00	ES	Futures	2685.56	2687.74	2684.74	2687.74	6661.0
2017-07-18 04:30:00	ES	Futures	2687.47	2690.2	2687.47	2688.56	14375.0
2017-07-18 05:00:00	ES	Futures	2688.84	2689.66	2687.74	2687.74	6163.0
2017-07-18 05:30:00	ES	Futures	2688.02	2688.84	2687.47	2688.56	4794.0
2017-07-18 06:00:00	ES	Futures	2688.84	2689.38	2687.47	2688.02	5526.0
2017-07-18 06:30:00	ES	Futures	2688.29	2688.56	2686.38	2687.2	8615.0
2017-07-18 07:00:00	ES	Futures	2687.2	2688.02	2686.38	2686.65	8346.0
2017-07-18 07:30:00	ES	Futures	2686.65	2686.92	2685.28	2685.83	13793.0
2017-07-18 08:00:00	ES	Futures	2685.83	2686.92	2684.46	2685.01	9913.0
2017-07-18 08:30:00	ES	Futures	2685.28	2686.1	2680.91	2681.18	31067.0
2017-07-18 09:00:00	ES	Futures	2680.91	2682.82	2680.36	2680.91	25311.0
2017-07-18 09:30:00	ES	Futures	2680.91	2682.82	2678.72	2681.46	133999.0
2017-07-18 10:00:00	ES	Futures	2681.73	2683.92	2680.36	2682.55	86199.0
2017-07-18 10:30:00	ES	Futures	2682.55	2682.82	2676.54	2682.82	111122.0
2017-07-18 11:00:00	ES	Futures	2682.82	2683.92	2680.91	2683.37	62414.0
2017-07-18 11:30:00	ES	Futures	2683.37	2685.28	2683.1	2684.19	50605.0
2017-07-18 12:00:00	ES	Futures	2684.19	2685.28	2682.82	2684.19	41266.0
2017-07-18 12:30:00	ES	Futures	2684.19	2685.01	2682.55	2682.82	38697.0
2017-07-18 13:00:00	ES	Futures	2682.82	2684.46	2681.18	2683.37	38029.0
2017-07-18 13:30:00	ES	Futures	2683.64	2685.56	2683.37	2684.74	41960.0
2017-07-18 14:00:00	ES	Futures	2685.01	2685.83	2683.92	2684.19	33464.0
2017-07-18 14:30:00	ES	Futures	2684.46	2686.1	2684.19	2685.01	32007.0
2017-07-18 15:00:00	ES	Futures	2685.01	2687.2	2684.74	2686.92	32779.0
2017-07-18 15:30:00	ES	Futures	2687.2	2688.02	2685.83	2687.47	108331.0
2017-07-18 16:00:00	ES	Futures	2687.47	2688.02	2685.83	2687.74	56817.0
2017-07-18 16:30:00	ES	Futures	2688.02	2690.75	2687.47	2689.93	12806.0
2017-07-18 18:00:00	ES	Futures	2689.38	2689.66	2687.2	2688.02	5684.0
2017-07-18 18:30:00	ES	Futures	2688.02	2688.29	2687.47	2688.02	779.0
2017-07-18 19:00:00	ES	Futures	2688.02	2688.56	2687.74	2688.29	842.0
2017-07-18 19:30:00	ES	Futures	2688.56	2688.56	2687.74	2688.02	731.0
2017-07-18 20:00:00	ES	Futures	2688.02	2688.56	2687.74	2688.29	1798.0
2017-07-18 20:30:00	ES	Futures	2688.56	2689.66	2688.29	2689.38	1855.0
2017-07-18 21:00:00	ES	Futures	2689.66	2689.93	2688.84	2689.38	2481.0
2017-07-18 21:30:00	ES	Futures	2689.38	2690.2	2689.38	2689.66	1485.0
2017-07-18 22:00:00	ES	Futures	2689.93	2690.75	2689.66	2690.2	1952.0
2017-07-18 22:30:00	ES	Futures	2690.2	2690.75	2689.93	2689.93	1023.0
2017-07-18 23:00:00	ES	Futures	2690.2	2690.2	2689.66	2689.93	455.0
2017-07-18 23:30:00	ES	Futures	2690.2	2690.2	2689.38	2689.66	865.0
2017-07-18 00:00:00	NQ	Futures	6968.57	6971.25	6968.57	6970.06	158.0
2017-07-18 00:30:00	NQ	Futures	6969.76	6970.95	6969.17	6970.65	108.0
2017-07-18 01:00:00	NQ	Futures	6970.65	6972.74	6968.87	6972.74	281.0
2017-07-18 01:30:00	NQ	Futures	6972.14	6973.04	6970.95	6972.14	360.0

> showing 50 of 3,028 rows — these rows as CSV

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