PREVIEW / futures_30min / 2017-07-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-27.parquet
  size:    87 KB
  rows:    3,107

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
2017-07-27 00:00:00	ES	Futures	2709.07	2709.61	2708.79	2709.07	1806.0
2017-07-27 00:30:00	ES	Futures	2709.07	2710.16	2709.07	2709.61	1830.0
2017-07-27 01:00:00	ES	Futures	2709.61	2710.16	2709.34	2709.34	1392.0
2017-07-27 01:30:00	ES	Futures	2709.61	2709.61	2708.79	2709.34	1550.0
2017-07-27 02:00:00	ES	Futures	2709.61	2710.16	2708.52	2709.07	5996.0
2017-07-27 02:30:00	ES	Futures	2709.07	2710.16	2707.7	2707.97	5069.0
2017-07-27 03:00:00	ES	Futures	2708.25	2711.53	2707.97	2711.25	21310.0
2017-07-27 03:30:00	ES	Futures	2711.25	2711.53	2709.89	2709.89	11461.0
2017-07-27 04:00:00	ES	Futures	2709.89	2710.71	2709.34	2710.16	10700.0
2017-07-27 04:30:00	ES	Futures	2709.89	2709.89	2708.25	2708.25	9373.0
2017-07-27 05:00:00	ES	Futures	2708.25	2709.07	2707.97	2708.25	7632.0
2017-07-27 05:30:00	ES	Futures	2708.25	2708.79	2708.25	2708.79	4529.0
2017-07-27 06:00:00	ES	Futures	2708.79	2708.79	2707.97	2708.25	6745.0
2017-07-27 06:30:00	ES	Futures	2708.25	2710.16	2708.25	2709.89	5657.0
2017-07-27 07:00:00	ES	Futures	2709.89	2709.89	2708.79	2709.07	5004.0
2017-07-27 07:30:00	ES	Futures	2709.07	2709.34	2708.25	2708.79	7262.0
2017-07-27 08:00:00	ES	Futures	2708.52	2710.16	2708.52	2709.89	5967.0
2017-07-27 08:30:00	ES	Futures	2709.89	2710.16	2708.52	2709.89	7210.0
2017-07-27 09:00:00	ES	Futures	2709.89	2711.8	2709.61	2711.25	18164.0
2017-07-27 09:30:00	ES	Futures	2711.53	2712.07	2706.88	2707.7	136999.0
2017-07-27 10:00:00	ES	Futures	2707.43	2710.43	2706.88	2710.43	56405.0
2017-07-27 10:30:00	ES	Futures	2710.43	2711.25	2709.61	2710.71	46119.0
2017-07-27 11:00:00	ES	Futures	2710.71	2710.98	2708.52	2709.07	53945.0
2017-07-27 11:30:00	ES	Futures	2708.79	2711.25	2708.79	2710.98	31779.0
2017-07-27 12:00:00	ES	Futures	2710.98	2711.25	2709.89	2710.16	24263.0
2017-07-27 12:30:00	ES	Futures	2710.16	2710.71	2699.5	2701.69	154824.0
2017-07-27 13:00:00	ES	Futures	2701.69	2703.05	2690.48	2693.76	196842.0
2017-07-27 13:30:00	ES	Futures	2693.48	2695.4	2686.38	2692.66	221810.0
2017-07-27 14:00:00	ES	Futures	2692.66	2697.86	2691.57	2695.67	102400.0
2017-07-27 14:30:00	ES	Futures	2695.67	2696.49	2690.48	2694.85	84082.0
2017-07-27 15:00:00	ES	Futures	2695.12	2698.13	2692.12	2697.31	78888.0
2017-07-27 15:30:00	ES	Futures	2697.31	2703.87	2696.22	2703.33	174308.0
2017-07-27 16:00:00	ES	Futures	2703.33	2703.6	2698.68	2703.05	101417.0
2017-07-27 16:30:00	ES	Futures	2702.78	2703.33	2701.69	2703.05	7531.0
2017-07-27 18:00:00	ES	Futures	2702.78	2702.78	2700.04	2700.32	4321.0
2017-07-27 18:30:00	ES	Futures	2700.59	2700.87	2700.04	2700.59	869.0
2017-07-27 19:00:00	ES	Futures	2700.59	2701.14	2700.59	2700.59	963.0
2017-07-27 19:30:00	ES	Futures	2700.87	2700.87	2698.68	2698.95	2291.0
2017-07-27 20:00:00	ES	Futures	2698.95	2699.5	2697.58	2697.86	3555.0
2017-07-27 20:30:00	ES	Futures	2697.86	2697.86	2694.58	2695.4	8482.0
2017-07-27 21:00:00	ES	Futures	2695.12	2695.67	2692.12	2692.94	10341.0
2017-07-27 21:30:00	ES	Futures	2693.21	2695.67	2692.66	2694.3	6289.0
2017-07-27 22:00:00	ES	Futures	2694.3	2695.67	2694.3	2694.58	2271.0
2017-07-27 22:30:00	ES	Futures	2694.3	2695.12	2694.3	2695.12	1208.0
2017-07-27 23:00:00	ES	Futures	2695.12	2695.12	2694.3	2694.58	1702.0
2017-07-27 23:30:00	ES	Futures	2694.3	2694.58	2692.94	2693.48	2395.0
2017-07-27 00:00:00	NQ	Futures	7123.7	7124.29	7122.21	7123.1	405.0
2017-07-27 00:30:00	NQ	Futures	7123.1	7127.27	7122.51	7125.49	550.0
2017-07-27 01:00:00	NQ	Futures	7125.78	7128.76	7125.49	7128.46	762.0
2017-07-27 01:30:00	NQ	Futures	7128.46	7128.46	7124.59	7125.49	554.0

> showing 50 of 3,107 rows — these rows as CSV

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