PREVIEW / futures_30min / 2017-07-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-25.parquet
  size:    83 KB
  rows:    3,031

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
2017-07-25 00:00:00	ES	Futures	2698.4	2698.68	2698.13	2698.4	658.0
2017-07-25 00:30:00	ES	Futures	2698.4	2699.22	2698.4	2698.95	883.0
2017-07-25 01:00:00	ES	Futures	2698.95	2698.95	2698.68	2698.68	425.0
2017-07-25 01:30:00	ES	Futures	2698.68	2698.95	2698.4	2698.68	905.0
2017-07-25 02:00:00	ES	Futures	2698.4	2698.68	2697.04	2697.31	3159.0
2017-07-25 02:30:00	ES	Futures	2697.31	2697.86	2697.04	2697.04	1792.0
2017-07-25 03:00:00	ES	Futures	2697.04	2699.22	2697.04	2698.4	13245.0
2017-07-25 03:30:00	ES	Futures	2698.13	2699.5	2697.86	2698.68	6620.0
2017-07-25 04:00:00	ES	Futures	2698.4	2700.32	2698.4	2699.77	8326.0
2017-07-25 04:30:00	ES	Futures	2699.77	2700.59	2699.22	2699.5	6187.0
2017-07-25 05:00:00	ES	Futures	2699.5	2702.23	2699.22	2701.41	10915.0
2017-07-25 05:30:00	ES	Futures	2701.41	2701.96	2700.87	2701.41	4659.0
2017-07-25 06:00:00	ES	Futures	2701.14	2702.51	2701.14	2702.23	4959.0
2017-07-25 06:30:00	ES	Futures	2702.23	2703.6	2702.23	2703.33	8520.0
2017-07-25 07:00:00	ES	Futures	2703.05	2704.42	2703.05	2704.42	9114.0
2017-07-25 07:30:00	ES	Futures	2704.42	2705.79	2703.87	2705.24	18791.0
2017-07-25 08:00:00	ES	Futures	2705.24	2706.88	2705.24	2706.06	17409.0
2017-07-25 08:30:00	ES	Futures	2706.06	2706.61	2705.51	2706.06	10400.0
2017-07-25 09:00:00	ES	Futures	2706.06	2709.61	2705.79	2709.34	42636.0
2017-07-25 09:30:00	ES	Futures	2709.34	2709.61	2704.69	2706.61	127862.0
2017-07-25 10:00:00	ES	Futures	2706.61	2707.97	2703.33	2706.88	99020.0
2017-07-25 10:30:00	ES	Futures	2707.15	2707.7	2705.51	2706.06	70038.0
2017-07-25 11:00:00	ES	Futures	2706.06	2708.79	2705.79	2707.97	56754.0
2017-07-25 11:30:00	ES	Futures	2707.7	2709.89	2706.88	2709.34	57129.0
2017-07-25 12:00:00	ES	Futures	2709.07	2710.16	2707.97	2708.79	54835.0
2017-07-25 12:30:00	ES	Futures	2708.52	2709.07	2707.97	2708.79	25406.0
2017-07-25 13:00:00	ES	Futures	2708.79	2709.34	2708.25	2709.07	30604.0
2017-07-25 13:30:00	ES	Futures	2708.79	2709.89	2708.25	2708.52	33305.0
2017-07-25 14:00:00	ES	Futures	2708.79	2709.07	2707.7	2708.52	41822.0
2017-07-25 14:30:00	ES	Futures	2708.52	2708.79	2706.61	2707.97	50158.0
2017-07-25 15:00:00	ES	Futures	2707.7	2708.52	2704.69	2706.06	43654.0
2017-07-25 15:30:00	ES	Futures	2705.79	2706.61	2704.69	2705.51	130115.0
2017-07-25 16:00:00	ES	Futures	2705.51	2705.51	2704.15	2705.51	57572.0
2017-07-25 16:30:00	ES	Futures	2705.51	2706.88	2705.24	2706.61	6031.0
2017-07-25 18:00:00	ES	Futures	2706.33	2706.61	2705.24	2706.06	2420.0
2017-07-25 18:30:00	ES	Futures	2705.79	2706.06	2704.97	2706.06	1585.0
2017-07-25 19:00:00	ES	Futures	2706.06	2706.06	2705.24	2705.79	777.0
2017-07-25 19:30:00	ES	Futures	2705.79	2706.33	2705.51	2706.33	1400.0
2017-07-25 20:00:00	ES	Futures	2706.33	2706.88	2705.79	2706.33	2258.0
2017-07-25 20:30:00	ES	Futures	2706.33	2706.61	2705.24	2705.51	2058.0
2017-07-25 21:00:00	ES	Futures	2705.51	2706.33	2705.51	2705.79	1634.0
2017-07-25 21:30:00	ES	Futures	2705.79	2706.06	2704.42	2704.42	2496.0
2017-07-25 22:00:00	ES	Futures	2704.69	2704.97	2704.15	2704.69	1699.0
2017-07-25 22:30:00	ES	Futures	2704.42	2704.69	2702.78	2703.87	3497.0
2017-07-25 23:00:00	ES	Futures	2703.87	2704.15	2703.6	2703.87	565.0
2017-07-25 23:30:00	ES	Futures	2704.15	2704.15	2703.6	2703.87	1353.0
2017-07-25 00:00:00	NQ	Futures	7062.66	7063.26	7061.77	7063.26	143.0
2017-07-25 00:30:00	NQ	Futures	7062.96	7065.93	7062.96	7063.55	404.0
2017-07-25 01:00:00	NQ	Futures	7063.26	7064.45	7062.66	7062.66	306.0
2017-07-25 01:30:00	NQ	Futures	7062.66	7063.26	7061.47	7062.36	324.0

> showing 50 of 3,031 rows — these rows as CSV

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