PREVIEW / futures_30min / 2017-07-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-21.parquet
  size:    70 KB
  rows:    2,487

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
2017-07-21 00:00:00	ES	Futures	2702.51	2702.78	2702.23	2702.23	524.0
2017-07-21 00:30:00	ES	Futures	2702.23	2702.51	2701.69	2701.69	566.0
2017-07-21 01:00:00	ES	Futures	2701.96	2702.23	2701.96	2701.96	490.0
2017-07-21 01:30:00	ES	Futures	2702.23	2702.51	2701.69	2702.23	675.0
2017-07-21 02:00:00	ES	Futures	2702.51	2702.51	2701.96	2702.23	1708.0
2017-07-21 02:30:00	ES	Futures	2702.23	2702.51	2701.69	2702.51	2330.0
2017-07-21 03:00:00	ES	Futures	2702.23	2703.6	2701.96	2703.05	11862.0
2017-07-21 03:30:00	ES	Futures	2702.78	2703.6	2702.78	2703.05	5363.0
2017-07-21 04:00:00	ES	Futures	2703.33	2704.97	2703.05	2704.69	6056.0
2017-07-21 04:30:00	ES	Futures	2704.69	2705.79	2703.87	2705.51	5432.0
2017-07-21 05:00:00	ES	Futures	2705.51	2706.33	2705.24	2705.79	5364.0
2017-07-21 05:30:00	ES	Futures	2705.79	2706.06	2703.05	2703.6	9690.0
2017-07-21 06:00:00	ES	Futures	2703.87	2704.15	2701.14	2701.69	12070.0
2017-07-21 06:30:00	ES	Futures	2701.69	2702.23	2699.77	2700.87	13311.0
2017-07-21 07:00:00	ES	Futures	2700.87	2701.96	2700.59	2701.14	8932.0
2017-07-21 07:30:00	ES	Futures	2701.14	2702.23	2700.32	2701.14	10273.0
2017-07-21 08:00:00	ES	Futures	2701.14	2701.96	2700.87	2701.69	6799.0
2017-07-21 08:30:00	ES	Futures	2701.69	2701.96	2698.68	2698.95	19717.0
2017-07-21 09:00:00	ES	Futures	2698.95	2699.5	2695.12	2695.94	56134.0
2017-07-21 09:30:00	ES	Futures	2695.94	2697.86	2693.21	2694.58	168943.0
2017-07-21 10:00:00	ES	Futures	2694.58	2696.76	2692.66	2695.94	103220.0
2017-07-21 10:30:00	ES	Futures	2695.94	2696.76	2693.48	2693.76	75082.0
2017-07-21 11:00:00	ES	Futures	2693.76	2696.76	2693.48	2695.94	66138.0
2017-07-21 11:30:00	ES	Futures	2695.67	2698.68	2695.4	2698.68	45864.0
2017-07-21 12:00:00	ES	Futures	2698.4	2699.22	2697.04	2697.58	43349.0
2017-07-21 12:30:00	ES	Futures	2697.58	2699.5	2697.04	2698.95	26003.0
2017-07-21 13:00:00	ES	Futures	2699.22	2700.59	2698.68	2699.22	32491.0
2017-07-21 13:30:00	ES	Futures	2699.5	2699.5	2697.58	2698.95	39636.0
2017-07-21 14:00:00	ES	Futures	2698.95	2698.95	2696.76	2698.13	32161.0
2017-07-21 14:30:00	ES	Futures	2698.13	2699.22	2697.86	2698.4	29064.0
2017-07-21 15:00:00	ES	Futures	2698.13	2698.68	2696.22	2696.76	36702.0
2017-07-21 15:30:00	ES	Futures	2696.76	2700.87	2696.76	2700.32	116261.0
2017-07-21 16:00:00	ES	Futures	2700.32	2700.59	2699.22	2699.77	62822.0
2017-07-21 16:30:00	ES	Futures	2699.5	2700.59	2698.95	2700.59	8679.0
2017-07-21 00:00:00	NQ	Futures	7046.28	7047.77	7045.99	7046.58	177.0
2017-07-21 00:30:00	NQ	Futures	7046.58	7048.67	7045.99	7046.28	213.0
2017-07-21 01:00:00	NQ	Futures	7046.58	7049.26	7046.58	7046.88	360.0
2017-07-21 01:30:00	NQ	Futures	7046.88	7048.96	7045.09	7048.96	335.0
2017-07-21 02:00:00	NQ	Futures	7048.96	7048.96	7044.79	7045.69	265.0
2017-07-21 02:30:00	NQ	Futures	7045.69	7047.77	7045.09	7046.28	283.0
2017-07-21 03:00:00	NQ	Futures	7045.99	7050.15	7045.39	7048.37	1234.0
2017-07-21 03:30:00	NQ	Futures	7048.37	7053.43	7048.37	7052.83	489.0
2017-07-21 04:00:00	NQ	Futures	7052.54	7058.19	7052.24	7057.3	892.0
2017-07-21 04:30:00	NQ	Futures	7057.0	7058.49	7051.94	7058.19	955.0
2017-07-21 05:00:00	NQ	Futures	7058.19	7062.06	7056.11	7057.9	925.0
2017-07-21 05:30:00	NQ	Futures	7058.19	7060.28	7053.13	7054.92	848.0
2017-07-21 06:00:00	NQ	Futures	7054.62	7055.81	7046.88	7047.77	1190.0
2017-07-21 06:30:00	NQ	Futures	7048.07	7049.26	7040.92	7048.07	1764.0
2017-07-21 07:00:00	NQ	Futures	7048.37	7048.67	7045.09	7046.28	1163.0
2017-07-21 07:30:00	NQ	Futures	7046.28	7048.07	7042.41	7042.41	2694.0

> showing 50 of 2,487 rows — these rows as CSV

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