PREVIEW / futures_30min / 2017-07-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-24.parquet
  size:    76 KB
  rows:    2,992

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
2017-07-24 00:00:00	ES	Futures	2696.22	2696.22	2695.94	2695.94	241.0
2017-07-24 00:30:00	ES	Futures	2696.22	2696.49	2695.94	2696.22	280.0
2017-07-24 01:00:00	ES	Futures	2696.49	2697.58	2696.49	2697.58	1090.0
2017-07-24 01:30:00	ES	Futures	2697.31	2697.86	2696.76	2697.31	1014.0
2017-07-24 02:00:00	ES	Futures	2697.31	2697.58	2696.22	2696.49	3403.0
2017-07-24 02:30:00	ES	Futures	2696.76	2697.31	2696.49	2696.76	2549.0
2017-07-24 03:00:00	ES	Futures	2697.04	2697.86	2694.58	2696.22	15711.0
2017-07-24 03:30:00	ES	Futures	2696.22	2696.22	2694.85	2695.12	11566.0
2017-07-24 04:00:00	ES	Futures	2695.12	2696.76	2694.85	2696.22	12916.0
2017-07-24 04:30:00	ES	Futures	2695.94	2697.58	2694.3	2694.85	10571.0
2017-07-24 05:00:00	ES	Futures	2694.85	2696.22	2693.48	2694.3	11786.0
2017-07-24 05:30:00	ES	Futures	2694.3	2695.67	2694.03	2695.67	6853.0
2017-07-24 06:00:00	ES	Futures	2695.4	2697.04	2694.58	2696.49	7583.0
2017-07-24 06:30:00	ES	Futures	2696.49	2697.31	2696.22	2697.31	4834.0
2017-07-24 07:00:00	ES	Futures	2697.31	2697.86	2696.49	2697.31	5217.0
2017-07-24 07:30:00	ES	Futures	2697.31	2697.86	2697.04	2697.04	5385.0
2017-07-24 08:00:00	ES	Futures	2697.31	2700.59	2696.76	2700.04	14544.0
2017-07-24 08:30:00	ES	Futures	2700.04	2700.04	2698.68	2698.68	6965.0
2017-07-24 09:00:00	ES	Futures	2698.68	2699.77	2698.13	2699.22	14371.0
2017-07-24 09:30:00	ES	Futures	2699.5	2700.04	2694.85	2697.31	103459.0
2017-07-24 10:00:00	ES	Futures	2697.31	2697.58	2695.12	2695.4	60398.0
2017-07-24 10:30:00	ES	Futures	2695.67	2696.49	2694.3	2695.12	54611.0
2017-07-24 11:00:00	ES	Futures	2695.4	2695.94	2693.48	2695.12	56475.0
2017-07-24 11:30:00	ES	Futures	2695.12	2697.04	2694.58	2696.76	38683.0
2017-07-24 12:00:00	ES	Futures	2696.49	2698.4	2696.49	2697.86	28793.0
2017-07-24 12:30:00	ES	Futures	2697.86	2698.13	2696.76	2697.86	17291.0
2017-07-24 13:00:00	ES	Futures	2697.58	2698.4	2696.76	2697.86	22224.0
2017-07-24 13:30:00	ES	Futures	2697.58	2698.13	2697.04	2697.58	16812.0
2017-07-24 14:00:00	ES	Futures	2697.31	2699.5	2697.31	2698.68	27920.0
2017-07-24 14:30:00	ES	Futures	2698.95	2699.77	2698.4	2699.22	25214.0
2017-07-24 15:00:00	ES	Futures	2698.95	2700.87	2698.4	2700.87	31810.0
2017-07-24 15:30:00	ES	Futures	2700.59	2701.14	2698.13	2699.5	119893.0
2017-07-24 16:00:00	ES	Futures	2699.5	2699.77	2697.58	2698.68	72223.0
2017-07-24 16:30:00	ES	Futures	2698.4	2698.68	2696.76	2697.86	7181.0
2017-07-24 18:00:00	ES	Futures	2697.31	2698.68	2696.49	2697.58	2885.0
2017-07-24 18:30:00	ES	Futures	2697.58	2698.13	2697.31	2698.13	843.0
2017-07-24 19:00:00	ES	Futures	2698.13	2698.13	2697.58	2697.86	281.0
2017-07-24 19:30:00	ES	Futures	2697.58	2698.13	2697.58	2697.86	166.0
2017-07-24 20:00:00	ES	Futures	2698.13	2698.95	2697.86	2698.4	1245.0
2017-07-24 20:30:00	ES	Futures	2698.68	2698.95	2698.13	2698.4	541.0
2017-07-24 21:00:00	ES	Futures	2698.4	2699.22	2698.13	2698.68	1254.0
2017-07-24 21:30:00	ES	Futures	2698.68	2698.95	2698.13	2698.13	727.0
2017-07-24 22:00:00	ES	Futures	2698.4	2698.68	2697.86	2698.13	1083.0
2017-07-24 22:30:00	ES	Futures	2697.86	2698.68	2697.86	2698.4	518.0
2017-07-24 23:00:00	ES	Futures	2698.4	2698.68	2698.13	2698.13	242.0
2017-07-24 23:30:00	ES	Futures	2698.13	2698.4	2698.13	2698.4	213.0
2017-07-24 00:00:00	NQ	Futures	7036.16	7038.24	7035.86	7037.65	249.0
2017-07-24 00:30:00	NQ	Futures	7037.95	7040.33	7037.95	7040.03	276.0
2017-07-24 01:00:00	NQ	Futures	7040.03	7042.71	7040.03	7042.41	264.0
2017-07-24 01:30:00	NQ	Futures	7042.11	7043.6	7040.03	7041.52	485.0

> showing 50 of 2,992 rows — these rows as CSV

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