PREVIEW / futures_30min / 2017-08-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-01.parquet
  size:    81 KB
  rows:    3,039

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
2017-08-01 00:00:00	ES	Futures	2703.87	2704.42	2703.6	2704.15	1551.0
2017-08-01 00:30:00	ES	Futures	2703.87	2705.24	2703.87	2704.69	2129.0
2017-08-01 01:00:00	ES	Futures	2704.42	2705.24	2703.05	2703.6	2458.0
2017-08-01 01:30:00	ES	Futures	2703.6	2703.87	2703.05	2703.6	2143.0
2017-08-01 02:00:00	ES	Futures	2703.87	2704.97	2703.6	2704.69	4532.0
2017-08-01 02:30:00	ES	Futures	2704.69	2706.06	2704.42	2706.06	4461.0
2017-08-01 03:00:00	ES	Futures	2706.06	2706.33	2703.33	2703.87	16818.0
2017-08-01 03:30:00	ES	Futures	2703.87	2706.61	2703.6	2706.33	9257.0
2017-08-01 04:00:00	ES	Futures	2706.06	2708.25	2705.51	2707.43	16888.0
2017-08-01 04:30:00	ES	Futures	2707.7	2708.52	2707.15	2708.25	7339.0
2017-08-01 05:00:00	ES	Futures	2707.97	2708.52	2706.33	2706.61	9427.0
2017-08-01 05:30:00	ES	Futures	2706.88	2707.43	2705.51	2706.33	9036.0
2017-08-01 06:00:00	ES	Futures	2706.33	2706.61	2705.24	2705.79	8007.0
2017-08-01 06:30:00	ES	Futures	2705.79	2706.33	2703.6	2704.69	10209.0
2017-08-01 07:00:00	ES	Futures	2704.69	2704.69	2701.96	2702.23	10400.0
2017-08-01 07:30:00	ES	Futures	2702.51	2704.15	2702.23	2703.87	10547.0
2017-08-01 08:00:00	ES	Futures	2703.87	2704.69	2703.05	2704.15	8838.0
2017-08-01 08:30:00	ES	Futures	2704.15	2706.06	2703.33	2705.79	13726.0
2017-08-01 09:00:00	ES	Futures	2706.06	2707.15	2705.51	2705.51	19485.0
2017-08-01 09:30:00	ES	Futures	2705.51	2706.06	2699.77	2700.32	148734.0
2017-08-01 10:00:00	ES	Futures	2700.59	2703.87	2698.68	2699.77	109733.0
2017-08-01 10:30:00	ES	Futures	2699.77	2704.15	2699.77	2703.33	67228.0
2017-08-01 11:00:00	ES	Futures	2703.33	2704.15	2698.4	2699.5	90919.0
2017-08-01 11:30:00	ES	Futures	2699.5	2703.87	2699.5	2703.6	46432.0
2017-08-01 12:00:00	ES	Futures	2703.6	2704.97	2703.33	2703.6	33310.0
2017-08-01 12:30:00	ES	Futures	2703.87	2704.15	2703.05	2703.6	20438.0
2017-08-01 13:00:00	ES	Futures	2703.6	2704.97	2703.33	2704.15	19609.0
2017-08-01 13:30:00	ES	Futures	2704.42	2704.42	2703.05	2704.42	15204.0
2017-08-01 14:00:00	ES	Futures	2704.42	2704.69	2703.87	2704.42	13294.0
2017-08-01 14:30:00	ES	Futures	2704.42	2704.69	2703.05	2704.42	23842.0
2017-08-01 15:00:00	ES	Futures	2704.42	2704.69	2702.23	2703.6	44209.0
2017-08-01 15:30:00	ES	Futures	2703.6	2704.69	2702.23	2703.87	109075.0
2017-08-01 16:00:00	ES	Futures	2703.87	2704.42	2701.96	2702.51	73340.0
2017-08-01 16:30:00	ES	Futures	2703.05	2705.79	2703.05	2704.69	12228.0
2017-08-01 18:00:00	ES	Futures	2704.97	2706.61	2704.69	2705.24	6928.0
2017-08-01 18:30:00	ES	Futures	2705.24	2705.51	2704.69	2704.97	1347.0
2017-08-01 19:00:00	ES	Futures	2704.97	2705.79	2704.97	2705.79	538.0
2017-08-01 19:30:00	ES	Futures	2705.51	2706.61	2705.51	2706.33	1132.0
2017-08-01 20:00:00	ES	Futures	2706.06	2706.33	2704.97	2704.97	2265.0
2017-08-01 20:30:00	ES	Futures	2705.24	2705.51	2704.69	2704.97	909.0
2017-08-01 21:00:00	ES	Futures	2704.97	2705.51	2704.69	2705.24	1233.0
2017-08-01 21:30:00	ES	Futures	2704.97	2705.79	2704.15	2704.69	1966.0
2017-08-01 22:00:00	ES	Futures	2704.97	2705.24	2704.69	2704.97	702.0
2017-08-01 22:30:00	ES	Futures	2704.97	2705.79	2704.69	2705.79	981.0
2017-08-01 23:00:00	ES	Futures	2705.79	2705.79	2705.24	2705.51	600.0
2017-08-01 23:30:00	ES	Futures	2705.51	2706.06	2705.24	2705.79	809.0
2017-08-01 00:00:00	NQ	Futures	7033.18	7034.97	7031.69	7032.88	233.0
2017-08-01 00:30:00	NQ	Futures	7032.88	7035.56	7031.1	7035.56	339.0
2017-08-01 01:00:00	NQ	Futures	7035.27	7036.76	7030.8	7032.88	371.0
2017-08-01 01:30:00	NQ	Futures	7032.88	7034.37	7030.8	7030.8	285.0

> showing 50 of 3,039 rows — these rows as CSV

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