PREVIEW / futures_30min / 2017-07-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-20.parquet
  size:    81 KB
  rows:    3,034

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
2017-07-20 00:00:00	ES	Futures	2701.14	2701.14	2700.59	2700.87	516.0
2017-07-20 00:30:00	ES	Futures	2701.14	2701.14	2700.87	2700.87	204.0
2017-07-20 01:00:00	ES	Futures	2701.14	2701.69	2700.87	2701.69	824.0
2017-07-20 01:30:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	1606.0
2017-07-20 02:00:00	ES	Futures	2701.41	2702.23	2701.14	2701.14	3562.0
2017-07-20 02:30:00	ES	Futures	2701.14	2702.23	2700.87	2701.96	4527.0
2017-07-20 03:00:00	ES	Futures	2701.96	2703.05	2701.69	2702.51	10996.0
2017-07-20 03:30:00	ES	Futures	2702.51	2704.97	2702.51	2704.69	10681.0
2017-07-20 04:00:00	ES	Futures	2704.42	2704.97	2703.33	2703.6	6794.0
2017-07-20 04:30:00	ES	Futures	2703.6	2704.97	2702.78	2702.78	9149.0
2017-07-20 05:00:00	ES	Futures	2702.78	2703.6	2702.23	2703.6	6214.0
2017-07-20 05:30:00	ES	Futures	2703.6	2703.87	2702.78	2703.33	4997.0
2017-07-20 06:00:00	ES	Futures	2703.33	2704.15	2703.05	2704.15	2619.0
2017-07-20 06:30:00	ES	Futures	2704.15	2704.15	2702.78	2702.78	3893.0
2017-07-20 07:00:00	ES	Futures	2702.78	2703.6	2702.78	2703.33	4365.0
2017-07-20 07:30:00	ES	Futures	2703.33	2704.42	2702.78	2704.42	7418.0
2017-07-20 08:00:00	ES	Futures	2704.69	2707.15	2703.87	2706.88	17015.0
2017-07-20 08:30:00	ES	Futures	2706.88	2707.43	2703.05	2704.15	27616.0
2017-07-20 09:00:00	ES	Futures	2704.15	2706.06	2703.87	2704.97	18128.0
2017-07-20 09:30:00	ES	Futures	2704.97	2706.33	2702.51	2704.97	97648.0
2017-07-20 10:00:00	ES	Futures	2704.69	2705.51	2700.59	2702.23	92593.0
2017-07-20 10:30:00	ES	Futures	2702.23	2703.6	2695.67	2702.51	191732.0
2017-07-20 11:00:00	ES	Futures	2702.51	2704.69	2699.77	2700.04	85344.0
2017-07-20 11:30:00	ES	Futures	2700.04	2701.69	2698.13	2701.14	78142.0
2017-07-20 12:00:00	ES	Futures	2701.14	2704.42	2700.59	2704.15	37998.0
2017-07-20 12:30:00	ES	Futures	2704.15	2704.97	2703.6	2704.15	23188.0
2017-07-20 13:00:00	ES	Futures	2704.42	2704.97	2702.23	2704.42	33163.0
2017-07-20 13:30:00	ES	Futures	2704.42	2705.51	2703.87	2704.97	20626.0
2017-07-20 14:00:00	ES	Futures	2704.69	2704.97	2703.05	2703.6	24536.0
2017-07-20 14:30:00	ES	Futures	2703.6	2704.42	2701.14	2704.15	46646.0
2017-07-20 15:00:00	ES	Futures	2704.15	2705.51	2703.33	2704.97	35273.0
2017-07-20 15:30:00	ES	Futures	2704.97	2705.79	2701.41	2702.23	93405.0
2017-07-20 16:00:00	ES	Futures	2702.23	2703.05	2701.69	2701.69	64830.0
2017-07-20 16:30:00	ES	Futures	2701.69	2704.42	2701.41	2703.6	10692.0
2017-07-20 18:00:00	ES	Futures	2703.33	2703.87	2702.51	2702.78	3289.0
2017-07-20 18:30:00	ES	Futures	2703.05	2703.33	2702.23	2702.78	1426.0
2017-07-20 19:00:00	ES	Futures	2702.78	2703.05	2702.51	2702.78	321.0
2017-07-20 19:30:00	ES	Futures	2702.51	2702.78	2701.69	2702.23	1384.0
2017-07-20 20:00:00	ES	Futures	2702.51	2703.6	2702.23	2703.05	2699.0
2017-07-20 20:30:00	ES	Futures	2703.33	2703.33	2702.78	2703.05	732.0
2017-07-20 21:00:00	ES	Futures	2703.05	2703.33	2702.51	2702.78	1576.0
2017-07-20 21:30:00	ES	Futures	2702.78	2703.33	2702.23	2703.05	1288.0
2017-07-20 22:00:00	ES	Futures	2703.05	2703.05	2701.96	2701.96	1416.0
2017-07-20 22:30:00	ES	Futures	2701.96	2702.51	2701.96	2702.23	863.0
2017-07-20 23:00:00	ES	Futures	2702.23	2702.51	2701.96	2701.96	496.0
2017-07-20 23:30:00	ES	Futures	2702.23	2702.78	2701.96	2702.51	711.0
2017-07-20 00:00:00	NQ	Futures	7050.45	7051.94	7049.26	7051.94	174.0
2017-07-20 00:30:00	NQ	Futures	7051.94	7051.94	7051.05	7051.64	61.0
2017-07-20 01:00:00	NQ	Futures	7051.94	7054.62	7051.34	7053.73	333.0
2017-07-20 01:30:00	NQ	Futures	7053.43	7054.92	7053.43	7054.02	369.0

> showing 50 of 3,034 rows — these rows as CSV

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