PREVIEW / futures_30min / 2017-08-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-02.parquet
  size:    79 KB
  rows:    3,055

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
2017-08-02 00:00:00	ES	Futures	2705.79	2706.33	2705.51	2705.51	1616.0
2017-08-02 00:30:00	ES	Futures	2705.79	2706.06	2705.51	2705.79	559.0
2017-08-02 01:00:00	ES	Futures	2705.79	2706.61	2705.51	2706.06	1179.0
2017-08-02 01:30:00	ES	Futures	2706.33	2706.33	2705.51	2705.51	1600.0
2017-08-02 02:00:00	ES	Futures	2705.79	2706.33	2705.51	2705.79	2064.0
2017-08-02 02:30:00	ES	Futures	2705.79	2706.33	2705.51	2706.33	1701.0
2017-08-02 03:00:00	ES	Futures	2706.06	2706.33	2704.15	2704.42	15271.0
2017-08-02 03:30:00	ES	Futures	2704.42	2705.79	2704.15	2705.51	7747.0
2017-08-02 04:00:00	ES	Futures	2705.51	2705.79	2704.15	2704.15	7464.0
2017-08-02 04:30:00	ES	Futures	2704.15	2704.97	2703.87	2704.42	7754.0
2017-08-02 05:00:00	ES	Futures	2704.42	2705.51	2704.15	2705.24	5551.0
2017-08-02 05:30:00	ES	Futures	2705.24	2705.51	2704.42	2705.24	5964.0
2017-08-02 06:00:00	ES	Futures	2705.24	2706.88	2704.69	2706.61	5856.0
2017-08-02 06:30:00	ES	Futures	2706.61	2707.15	2704.15	2704.15	11021.0
2017-08-02 07:00:00	ES	Futures	2704.15	2704.15	2703.33	2703.33	5365.0
2017-08-02 07:30:00	ES	Futures	2703.33	2704.15	2703.05	2703.87	7487.0
2017-08-02 08:00:00	ES	Futures	2704.15	2705.51	2703.87	2705.51	8085.0
2017-08-02 08:30:00	ES	Futures	2705.24	2706.33	2704.97	2705.79	10560.0
2017-08-02 09:00:00	ES	Futures	2706.06	2706.61	2704.97	2705.79	13149.0
2017-08-02 09:30:00	ES	Futures	2705.79	2706.88	2701.69	2702.23	134628.0
2017-08-02 10:00:00	ES	Futures	2702.51	2705.51	2696.22	2697.04	154093.0
2017-08-02 10:30:00	ES	Futures	2697.04	2698.95	2693.21	2694.3	149524.0
2017-08-02 11:00:00	ES	Futures	2694.58	2698.95	2693.48	2698.68	113630.0
2017-08-02 11:30:00	ES	Futures	2698.68	2700.32	2697.31	2698.13	65875.0
2017-08-02 12:00:00	ES	Futures	2698.4	2698.68	2696.22	2696.22	50749.0
2017-08-02 12:30:00	ES	Futures	2696.49	2697.86	2695.94	2697.04	39169.0
2017-08-02 13:00:00	ES	Futures	2697.04	2699.77	2695.94	2699.5	56185.0
2017-08-02 13:30:00	ES	Futures	2699.22	2702.51	2698.68	2702.23	61648.0
2017-08-02 14:00:00	ES	Futures	2701.96	2702.78	2701.14	2701.96	41124.0
2017-08-02 14:30:00	ES	Futures	2701.96	2704.97	2701.69	2703.87	59095.0
2017-08-02 15:00:00	ES	Futures	2704.15	2704.97	2702.23	2703.05	52892.0
2017-08-02 15:30:00	ES	Futures	2702.78	2705.79	2701.69	2704.97	107931.0
2017-08-02 16:00:00	ES	Futures	2704.97	2705.79	2703.6	2704.15	59266.0
2017-08-02 16:30:00	ES	Futures	2704.42	2704.97	2704.15	2704.42	4788.0
2017-08-02 18:00:00	ES	Futures	2704.15	2704.42	2703.6	2703.6	2554.0
2017-08-02 18:30:00	ES	Futures	2703.87	2704.69	2703.6	2704.15	844.0
2017-08-02 19:00:00	ES	Futures	2703.87	2704.15	2703.33	2703.33	1013.0
2017-08-02 19:30:00	ES	Futures	2703.33	2703.6	2702.51	2703.05	1087.0
2017-08-02 20:00:00	ES	Futures	2703.05	2703.33	2701.41	2701.69	2872.0
2017-08-02 20:30:00	ES	Futures	2701.69	2702.78	2701.14	2702.51	2589.0
2017-08-02 21:00:00	ES	Futures	2702.51	2702.78	2701.96	2702.51	2059.0
2017-08-02 21:30:00	ES	Futures	2702.23	2702.51	2701.14	2701.41	2363.0
2017-08-02 22:00:00	ES	Futures	2701.41	2701.69	2700.59	2701.41	2148.0
2017-08-02 22:30:00	ES	Futures	2701.41	2702.78	2701.41	2702.51	2229.0
2017-08-02 23:00:00	ES	Futures	2702.23	2703.33	2702.23	2702.78	1317.0
2017-08-02 23:30:00	ES	Futures	2702.78	2703.33	2702.51	2702.78	1441.0
2017-08-02 00:00:00	NQ	Futures	7066.23	7079.04	7065.93	7073.08	1866.0
2017-08-02 00:30:00	NQ	Futures	7072.78	7077.84	7072.19	7077.84	707.0
2017-08-02 01:00:00	NQ	Futures	7078.14	7083.5	7076.95	7082.31	1199.0
2017-08-02 01:30:00	NQ	Futures	7082.31	7083.5	7079.63	7080.52	678.0

> showing 50 of 3,055 rows — these rows as CSV

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