PREVIEW / futures_30min / 2017-07-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-26.parquet
  size:    83 KB
  rows:    3,071

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
2017-07-26 00:00:00	ES	Futures	2703.87	2703.87	2703.33	2703.6	644.0
2017-07-26 00:30:00	ES	Futures	2703.87	2703.87	2703.33	2703.33	401.0
2017-07-26 01:00:00	ES	Futures	2703.6	2704.15	2703.33	2703.87	616.0
2017-07-26 01:30:00	ES	Futures	2704.15	2704.69	2703.87	2703.87	1282.0
2017-07-26 02:00:00	ES	Futures	2703.87	2704.97	2703.87	2704.42	1804.0
2017-07-26 02:30:00	ES	Futures	2704.15	2704.69	2703.87	2704.42	1694.0
2017-07-26 03:00:00	ES	Futures	2704.42	2707.15	2704.42	2706.88	12702.0
2017-07-26 03:30:00	ES	Futures	2706.61	2707.97	2706.06	2707.43	11951.0
2017-07-26 04:00:00	ES	Futures	2707.43	2707.7	2706.61	2707.15	6340.0
2017-07-26 04:30:00	ES	Futures	2707.43	2707.7	2706.33	2707.7	9610.0
2017-07-26 05:00:00	ES	Futures	2707.7	2707.97	2706.61	2707.43	5093.0
2017-07-26 05:30:00	ES	Futures	2707.43	2709.07	2707.15	2708.25	7332.0
2017-07-26 06:00:00	ES	Futures	2708.25	2708.25	2706.61	2707.43	9458.0
2017-07-26 06:30:00	ES	Futures	2707.7	2708.25	2707.15	2708.25	4787.0
2017-07-26 07:00:00	ES	Futures	2708.25	2708.52	2707.15	2707.7	5575.0
2017-07-26 07:30:00	ES	Futures	2707.97	2709.89	2707.43	2709.61	12216.0
2017-07-26 08:00:00	ES	Futures	2709.89	2710.98	2708.79	2710.43	12518.0
2017-07-26 08:30:00	ES	Futures	2710.16	2710.98	2709.61	2710.43	11555.0
2017-07-26 09:00:00	ES	Futures	2710.43	2711.25	2709.34	2709.34	16185.0
2017-07-26 09:30:00	ES	Futures	2709.61	2709.89	2706.33	2707.7	115785.0
2017-07-26 10:00:00	ES	Futures	2707.7	2709.89	2706.61	2707.43	69803.0
2017-07-26 10:30:00	ES	Futures	2707.7	2708.79	2705.79	2706.33	62621.0
2017-07-26 11:00:00	ES	Futures	2706.06	2707.7	2706.06	2707.15	42043.0
2017-07-26 11:30:00	ES	Futures	2707.15	2707.7	2706.33	2707.15	33596.0
2017-07-26 12:00:00	ES	Futures	2707.15	2708.52	2706.88	2707.43	22515.0
2017-07-26 12:30:00	ES	Futures	2707.43	2707.97	2706.61	2706.88	20822.0
2017-07-26 13:00:00	ES	Futures	2706.88	2707.15	2704.97	2704.97	32087.0
2017-07-26 13:30:00	ES	Futures	2705.24	2706.88	2704.69	2704.69	32147.0
2017-07-26 14:00:00	ES	Futures	2704.69	2708.52	2704.42	2708.52	77269.0
2017-07-26 14:30:00	ES	Futures	2708.52	2708.52	2705.24	2705.24	42356.0
2017-07-26 15:00:00	ES	Futures	2705.24	2706.61	2704.69	2705.79	42388.0
2017-07-26 15:30:00	ES	Futures	2705.79	2706.33	2702.23	2705.79	134701.0
2017-07-26 16:00:00	ES	Futures	2705.79	2706.88	2703.87	2703.87	57854.0
2017-07-26 16:30:00	ES	Futures	2704.15	2705.51	2704.15	2705.24	7366.0
2017-07-26 18:00:00	ES	Futures	2705.51	2707.7	2705.51	2707.43	3981.0
2017-07-26 18:30:00	ES	Futures	2707.43	2708.25	2707.15	2707.7	2075.0
2017-07-26 19:00:00	ES	Futures	2707.7	2709.07	2707.7	2708.52	2373.0
2017-07-26 19:30:00	ES	Futures	2708.25	2708.52	2707.97	2707.97	1520.0
2017-07-26 20:00:00	ES	Futures	2707.97	2708.25	2706.61	2706.88	3656.0
2017-07-26 20:30:00	ES	Futures	2706.88	2709.34	2706.61	2708.79	4799.0
2017-07-26 21:00:00	ES	Futures	2708.79	2709.61	2708.25	2708.52	4390.0
2017-07-26 21:30:00	ES	Futures	2708.52	2709.07	2708.25	2708.52	2304.0
2017-07-26 22:00:00	ES	Futures	2708.52	2709.07	2708.25	2708.79	1595.0
2017-07-26 22:30:00	ES	Futures	2708.52	2709.07	2708.25	2708.52	1161.0
2017-07-26 23:00:00	ES	Futures	2708.52	2709.07	2708.52	2708.52	851.0
2017-07-26 23:30:00	ES	Futures	2708.52	2709.07	2708.52	2708.79	1969.0
2017-07-26 00:00:00	NQ	Futures	7061.77	7062.06	7060.28	7060.58	241.0
2017-07-26 00:30:00	NQ	Futures	7060.87	7060.87	7059.09	7059.98	311.0
2017-07-26 01:00:00	NQ	Futures	7060.28	7062.96	7059.38	7062.36	236.0
2017-07-26 01:30:00	NQ	Futures	7061.77	7063.85	7061.77	7062.66	254.0

> showing 50 of 3,071 rows — these rows as CSV

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