PREVIEW / futures_30min / 2017-07-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-19.parquet
  size:    75 KB
  rows:    2,986

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
2017-07-19 00:00:00	ES	Futures	2689.66	2689.93	2689.11	2689.38	849.0
2017-07-19 00:30:00	ES	Futures	2689.38	2689.93	2689.38	2689.66	1192.0
2017-07-19 01:00:00	ES	Futures	2689.66	2690.2	2689.66	2689.66	940.0
2017-07-19 01:30:00	ES	Futures	2689.93	2690.2	2689.38	2689.38	1606.0
2017-07-19 02:00:00	ES	Futures	2689.66	2689.93	2688.84	2689.11	3081.0
2017-07-19 02:30:00	ES	Futures	2689.38	2689.93	2689.11	2689.11	1999.0
2017-07-19 03:00:00	ES	Futures	2689.38	2689.66	2688.02	2688.56	12372.0
2017-07-19 03:30:00	ES	Futures	2688.56	2689.66	2688.02	2689.11	5906.0
2017-07-19 04:00:00	ES	Futures	2689.38	2689.66	2687.74	2688.29	6288.0
2017-07-19 04:30:00	ES	Futures	2688.02	2689.66	2687.74	2689.38	5561.0
2017-07-19 05:00:00	ES	Futures	2689.11	2689.66	2688.56	2689.38	5792.0
2017-07-19 05:30:00	ES	Futures	2689.38	2689.66	2688.56	2689.11	6717.0
2017-07-19 06:00:00	ES	Futures	2689.38	2689.38	2688.56	2688.84	2620.0
2017-07-19 06:30:00	ES	Futures	2688.84	2688.84	2688.02	2688.29	2728.0
2017-07-19 07:00:00	ES	Futures	2688.29	2689.11	2687.74	2689.11	6328.0
2017-07-19 07:30:00	ES	Futures	2689.11	2689.11	2688.02	2688.56	4422.0
2017-07-19 08:00:00	ES	Futures	2688.56	2691.02	2688.29	2690.75	10350.0
2017-07-19 08:30:00	ES	Futures	2690.75	2691.02	2688.84	2690.2	9577.0
2017-07-19 09:00:00	ES	Futures	2690.2	2691.84	2689.38	2691.57	19980.0
2017-07-19 09:30:00	ES	Futures	2691.3	2695.12	2691.02	2694.85	117942.0
2017-07-19 10:00:00	ES	Futures	2694.85	2696.49	2693.21	2694.3	81908.0
2017-07-19 10:30:00	ES	Futures	2694.3	2695.67	2692.12	2694.58	72027.0
2017-07-19 11:00:00	ES	Futures	2694.58	2695.94	2694.03	2694.3	46192.0
2017-07-19 11:30:00	ES	Futures	2694.03	2697.31	2694.03	2696.49	45663.0
2017-07-19 12:00:00	ES	Futures	2696.49	2697.86	2696.49	2696.76	37281.0
2017-07-19 12:30:00	ES	Futures	2697.04	2697.58	2696.49	2697.04	31125.0
2017-07-19 13:00:00	ES	Futures	2697.04	2698.68	2696.76	2698.4	28032.0
2017-07-19 13:30:00	ES	Futures	2698.13	2699.5	2697.58	2698.68	31168.0
2017-07-19 14:00:00	ES	Futures	2698.95	2700.04	2698.4	2699.77	37605.0
2017-07-19 14:30:00	ES	Futures	2699.77	2700.04	2698.95	2699.22	38877.0
2017-07-19 15:00:00	ES	Futures	2699.5	2701.41	2699.22	2701.41	42898.0
2017-07-19 15:30:00	ES	Futures	2701.14	2701.69	2699.77	2701.41	118505.0
2017-07-19 16:00:00	ES	Futures	2701.69	2702.51	2700.87	2701.96	74752.0
2017-07-19 16:30:00	ES	Futures	2701.96	2702.78	2701.69	2701.96	8026.0
2017-07-19 18:00:00	ES	Futures	2701.69	2701.96	2700.32	2700.59	3537.0
2017-07-19 18:30:00	ES	Futures	2700.59	2700.87	2700.32	2700.59	799.0
2017-07-19 19:00:00	ES	Futures	2700.59	2700.87	2699.77	2700.04	1631.0
2017-07-19 19:30:00	ES	Futures	2700.04	2701.41	2700.04	2701.41	1121.0
2017-07-19 20:00:00	ES	Futures	2701.14	2701.41	2700.59	2700.87	1269.0
2017-07-19 20:30:00	ES	Futures	2700.87	2701.41	2700.59	2701.14	825.0
2017-07-19 21:00:00	ES	Futures	2701.14	2701.14	2700.32	2700.59	2251.0
2017-07-19 21:30:00	ES	Futures	2700.59	2701.41	2700.59	2701.14	1938.0
2017-07-19 22:00:00	ES	Futures	2701.14	2701.14	2700.04	2700.59	1045.0
2017-07-19 22:30:00	ES	Futures	2700.87	2700.87	2700.32	2700.59	502.0
2017-07-19 23:00:00	ES	Futures	2700.32	2701.41	2700.32	2701.41	1000.0
2017-07-19 23:30:00	ES	Futures	2701.41	2701.69	2700.87	2700.87	1437.0
2017-07-19 00:00:00	NQ	Futures	7029.01	7031.4	7025.74	7026.93	550.0
2017-07-19 00:30:00	NQ	Futures	7026.93	7030.5	7026.93	7029.01	291.0
2017-07-19 01:00:00	NQ	Futures	7029.31	7029.61	7026.63	7028.12	272.0
2017-07-19 01:30:00	NQ	Futures	7028.42	7031.4	7026.33	7026.93	369.0

> showing 50 of 2,986 rows — these rows as CSV

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