PREVIEW / futures_30min / 2017-07-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-31.parquet
  size:    79 KB
  rows:    3,010

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
2017-07-31 00:00:00	ES	Futures	2698.13	2698.4	2697.58	2698.13	918.0
2017-07-31 00:30:00	ES	Futures	2698.4	2698.68	2698.13	2698.68	434.0
2017-07-31 01:00:00	ES	Futures	2698.68	2699.22	2698.13	2698.13	1991.0
2017-07-31 01:30:00	ES	Futures	2698.4	2698.68	2698.13	2698.13	966.0
2017-07-31 02:00:00	ES	Futures	2698.13	2698.95	2697.86	2698.68	3641.0
2017-07-31 02:30:00	ES	Futures	2698.4	2699.77	2698.13	2699.5	3718.0
2017-07-31 03:00:00	ES	Futures	2699.77	2705.79	2698.95	2705.24	27141.0
2017-07-31 03:30:00	ES	Futures	2705.24	2705.24	2702.78	2703.6	10936.0
2017-07-31 04:00:00	ES	Futures	2703.33	2704.15	2703.05	2703.33	6215.0
2017-07-31 04:30:00	ES	Futures	2703.33	2703.6	2702.23	2702.78	5952.0
2017-07-31 05:00:00	ES	Futures	2703.05	2704.69	2701.41	2704.42	11131.0
2017-07-31 05:30:00	ES	Futures	2704.42	2704.97	2703.33	2703.6	6443.0
2017-07-31 06:00:00	ES	Futures	2703.6	2703.6	2702.23	2703.05	6248.0
2017-07-31 06:30:00	ES	Futures	2703.33	2703.6	2702.23	2702.78	4451.0
2017-07-31 07:00:00	ES	Futures	2703.05	2704.42	2702.78	2704.15	6442.0
2017-07-31 07:30:00	ES	Futures	2704.42	2704.42	2703.33	2704.42	6379.0
2017-07-31 08:00:00	ES	Futures	2704.42	2704.97	2703.33	2704.42	6519.0
2017-07-31 08:30:00	ES	Futures	2704.69	2706.06	2704.42	2704.69	11604.0
2017-07-31 09:00:00	ES	Futures	2704.42	2705.24	2703.87	2704.97	12454.0
2017-07-31 09:30:00	ES	Futures	2704.69	2706.06	2700.59	2700.87	103116.0
2017-07-31 10:00:00	ES	Futures	2701.14	2701.41	2697.58	2698.68	107191.0
2017-07-31 10:30:00	ES	Futures	2698.95	2698.95	2695.4	2697.04	95465.0
2017-07-31 11:00:00	ES	Futures	2697.31	2699.5	2697.04	2698.95	59523.0
2017-07-31 11:30:00	ES	Futures	2698.95	2700.87	2698.95	2700.59	44070.0
2017-07-31 12:00:00	ES	Futures	2700.59	2701.69	2698.4	2701.41	51415.0
2017-07-31 12:30:00	ES	Futures	2701.41	2701.69	2700.59	2701.14	21598.0
2017-07-31 13:00:00	ES	Futures	2701.41	2702.51	2699.22	2701.14	50704.0
2017-07-31 13:30:00	ES	Futures	2700.87	2701.14	2699.22	2700.87	25467.0
2017-07-31 14:00:00	ES	Futures	2700.87	2701.41	2699.77	2701.14	26915.0
2017-07-31 14:30:00	ES	Futures	2700.87	2701.41	2698.4	2698.95	39560.0
2017-07-31 15:00:00	ES	Futures	2699.22	2701.69	2698.68	2701.41	37759.0
2017-07-31 15:30:00	ES	Futures	2701.41	2703.05	2697.31	2697.86	236033.0
2017-07-31 16:00:00	ES	Futures	2697.86	2701.14	2697.86	2700.59	118346.0
2017-07-31 16:30:00	ES	Futures	2700.32	2700.87	2698.68	2698.95	8285.0
2017-07-31 18:00:00	ES	Futures	2698.4	2698.95	2696.49	2697.31	5195.0
2017-07-31 18:30:00	ES	Futures	2697.58	2698.13	2697.58	2698.13	665.0
2017-07-31 19:00:00	ES	Futures	2698.13	2698.4	2697.86	2698.4	1340.0
2017-07-31 19:30:00	ES	Futures	2698.4	2698.4	2697.86	2698.13	890.0
2017-07-31 20:00:00	ES	Futures	2698.13	2700.04	2697.86	2699.22	4163.0
2017-07-31 20:30:00	ES	Futures	2699.5	2700.59	2699.5	2699.77	1914.0
2017-07-31 21:00:00	ES	Futures	2700.04	2705.51	2699.77	2703.87	11847.0
2017-07-31 21:30:00	ES	Futures	2704.15	2706.88	2703.87	2706.06	7367.0
2017-07-31 22:00:00	ES	Futures	2706.06	2706.06	2704.42	2704.42	2673.0
2017-07-31 22:30:00	ES	Futures	2704.69	2704.69	2704.15	2704.69	1770.0
2017-07-31 23:00:00	ES	Futures	2704.42	2705.24	2704.42	2704.42	1347.0
2017-07-31 23:30:00	ES	Futures	2704.69	2704.69	2703.6	2703.87	1758.0
2017-07-31 00:00:00	NQ	Futures	7031.69	7034.08	7030.2	7034.08	246.0
2017-07-31 00:30:00	NQ	Futures	7034.08	7035.86	7033.18	7034.37	290.0
2017-07-31 01:00:00	NQ	Futures	7034.08	7039.43	7034.08	7037.95	626.0
2017-07-31 01:30:00	NQ	Futures	7038.24	7039.43	7036.16	7039.43	285.0

> showing 50 of 3,010 rows — these rows as CSV

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