PREVIEW / futures_30min / 2017-07-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-28.parquet
  size:    70 KB
  rows:    2,483

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
2017-07-28 00:00:00	ES	Futures	2693.48	2694.03	2692.66	2693.21	1377.0
2017-07-28 00:30:00	ES	Futures	2692.94	2694.85	2692.94	2694.58	1821.0
2017-07-28 01:00:00	ES	Futures	2694.85	2694.85	2694.03	2694.03	1917.0
2017-07-28 01:30:00	ES	Futures	2694.03	2694.58	2693.21	2694.03	3398.0
2017-07-28 02:00:00	ES	Futures	2694.3	2695.67	2693.76	2695.67	4728.0
2017-07-28 02:30:00	ES	Futures	2695.4	2696.49	2695.12	2696.22	4112.0
2017-07-28 03:00:00	ES	Futures	2696.22	2697.04	2694.03	2696.76	13906.0
2017-07-28 03:30:00	ES	Futures	2696.76	2697.58	2695.94	2697.31	10489.0
2017-07-28 04:00:00	ES	Futures	2697.31	2697.58	2695.67	2695.94	7833.0
2017-07-28 04:30:00	ES	Futures	2695.94	2696.22	2694.58	2695.4	7354.0
2017-07-28 05:00:00	ES	Futures	2695.12	2695.4	2692.66	2694.3	12446.0
2017-07-28 05:30:00	ES	Futures	2694.3	2695.12	2693.76	2693.76	8779.0
2017-07-28 06:00:00	ES	Futures	2693.76	2694.03	2691.3	2692.12	13264.0
2017-07-28 06:30:00	ES	Futures	2692.39	2694.58	2691.3	2694.3	15098.0
2017-07-28 07:00:00	ES	Futures	2694.3	2697.04	2694.03	2695.12	14824.0
2017-07-28 07:30:00	ES	Futures	2695.12	2696.22	2694.3	2695.94	8528.0
2017-07-28 08:00:00	ES	Futures	2695.94	2695.94	2695.12	2695.67	9557.0
2017-07-28 08:30:00	ES	Futures	2695.94	2697.86	2695.12	2697.04	20775.0
2017-07-28 09:00:00	ES	Futures	2697.04	2697.31	2695.4	2697.04	15188.0
2017-07-28 09:30:00	ES	Futures	2696.76	2699.5	2694.58	2694.85	156732.0
2017-07-28 10:00:00	ES	Futures	2695.12	2696.76	2692.94	2693.48	87863.0
2017-07-28 10:30:00	ES	Futures	2693.76	2694.85	2691.84	2694.03	79576.0
2017-07-28 11:00:00	ES	Futures	2694.03	2696.76	2691.3	2695.12	104171.0
2017-07-28 11:30:00	ES	Futures	2694.85	2697.58	2694.58	2697.31	53094.0
2017-07-28 12:00:00	ES	Futures	2697.31	2698.4	2696.76	2697.31	27018.0
2017-07-28 12:30:00	ES	Futures	2697.58	2698.4	2696.49	2697.04	32606.0
2017-07-28 13:00:00	ES	Futures	2697.31	2697.31	2695.94	2696.76	34624.0
2017-07-28 13:30:00	ES	Futures	2697.04	2698.4	2696.22	2697.04	27151.0
2017-07-28 14:00:00	ES	Futures	2696.76	2698.4	2696.22	2697.86	24859.0
2017-07-28 14:30:00	ES	Futures	2697.58	2699.5	2697.04	2698.95	32686.0
2017-07-28 15:00:00	ES	Futures	2699.22	2699.5	2697.31	2698.13	48057.0
2017-07-28 15:30:00	ES	Futures	2698.13	2701.41	2697.86	2699.5	122318.0
2017-07-28 16:00:00	ES	Futures	2699.77	2701.69	2699.5	2701.69	77524.0
2017-07-28 16:30:00	ES	Futures	2701.14	2702.23	2700.87	2701.41	8183.0
2017-07-28 00:00:00	NQ	Futures	6994.77	6996.56	6992.39	6994.18	439.0
2017-07-28 00:30:00	NQ	Futures	6994.47	6998.05	6993.58	6997.75	528.0
2017-07-28 01:00:00	NQ	Futures	6998.05	6998.94	6992.09	6994.47	821.0
2017-07-28 01:30:00	NQ	Futures	6994.18	6994.18	6981.37	6985.54	1632.0
2017-07-28 02:00:00	NQ	Futures	6985.84	6987.63	6979.88	6984.95	2013.0
2017-07-28 02:30:00	NQ	Futures	6985.24	6989.41	6982.56	6987.92	1245.0
2017-07-28 03:00:00	NQ	Futures	6987.63	6988.22	6980.78	6985.54	1783.0
2017-07-28 03:30:00	NQ	Futures	6985.54	6985.84	6980.78	6983.46	1273.0
2017-07-28 04:00:00	NQ	Futures	6983.76	6984.65	6980.78	6980.78	1329.0
2017-07-28 04:30:00	NQ	Futures	6981.08	6981.08	6973.33	6977.2	2430.0
2017-07-28 05:00:00	NQ	Futures	6977.5	6977.8	6968.87	6971.55	2141.0
2017-07-28 05:30:00	NQ	Futures	6971.55	6979.88	6971.55	6973.63	2117.0
2017-07-28 06:00:00	NQ	Futures	6973.93	6974.53	6967.38	6973.33	2238.0
2017-07-28 06:30:00	NQ	Futures	6973.04	6982.86	6969.17	6981.67	1631.0
2017-07-28 07:00:00	NQ	Futures	6981.67	6998.64	6979.88	6994.18	3645.0
2017-07-28 07:30:00	NQ	Futures	6994.47	7001.32	6990.6	6995.07	2149.0

> showing 50 of 2,483 rows — these rows as CSV

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