PREVIEW / futures_30min / 2017-08-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-03.parquet
  size:    79 KB
  rows:    3,037

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
2017-08-03 00:00:00	ES	Futures	2702.78	2702.78	2702.23	2702.23	579.0
2017-08-03 00:30:00	ES	Futures	2702.23	2702.23	2701.41	2701.69	790.0
2017-08-03 01:00:00	ES	Futures	2701.96	2702.23	2701.41	2701.96	1400.0
2017-08-03 01:30:00	ES	Futures	2701.96	2702.51	2701.41	2702.51	1945.0
2017-08-03 02:00:00	ES	Futures	2702.51	2703.05	2701.41	2701.69	4049.0
2017-08-03 02:30:00	ES	Futures	2701.69	2702.23	2701.41	2701.41	3256.0
2017-08-03 03:00:00	ES	Futures	2701.41	2701.96	2699.77	2700.59	14783.0
2017-08-03 03:30:00	ES	Futures	2700.59	2701.41	2698.13	2698.68	15043.0
2017-08-03 04:00:00	ES	Futures	2698.68	2701.41	2698.68	2700.59	11567.0
2017-08-03 04:30:00	ES	Futures	2700.59	2701.96	2699.77	2701.96	9398.0
2017-08-03 05:00:00	ES	Futures	2701.69	2703.6	2701.41	2703.05	9670.0
2017-08-03 05:30:00	ES	Futures	2703.05	2703.33	2701.14	2701.69	6276.0
2017-08-03 06:00:00	ES	Futures	2701.69	2702.51	2701.41	2701.96	5455.0
2017-08-03 06:30:00	ES	Futures	2701.96	2704.42	2701.96	2703.6	7337.0
2017-08-03 07:00:00	ES	Futures	2703.87	2704.15	2701.96	2702.23	9303.0
2017-08-03 07:30:00	ES	Futures	2701.96	2703.6	2701.41	2703.33	8081.0
2017-08-03 08:00:00	ES	Futures	2703.6	2704.15	2702.78	2703.87	5832.0
2017-08-03 08:30:00	ES	Futures	2703.87	2705.51	2703.05	2704.97	9030.0
2017-08-03 09:00:00	ES	Futures	2705.24	2705.24	2703.6	2703.87	10499.0
2017-08-03 09:30:00	ES	Futures	2703.87	2703.87	2699.22	2700.04	107219.0
2017-08-03 10:00:00	ES	Futures	2700.04	2702.78	2698.68	2702.51	114719.0
2017-08-03 10:30:00	ES	Futures	2702.78	2703.6	2701.41	2702.78	64403.0
2017-08-03 11:00:00	ES	Futures	2702.78	2703.6	2700.59	2700.87	57890.0
2017-08-03 11:30:00	ES	Futures	2701.14	2701.14	2699.22	2699.77	42464.0
2017-08-03 12:00:00	ES	Futures	2699.5	2701.69	2698.95	2701.41	36864.0
2017-08-03 12:30:00	ES	Futures	2701.41	2701.41	2699.77	2700.59	41886.0
2017-08-03 13:00:00	ES	Futures	2700.59	2700.87	2698.68	2699.5	36798.0
2017-08-03 13:30:00	ES	Futures	2699.5	2702.23	2697.86	2701.41	50616.0
2017-08-03 14:00:00	ES	Futures	2701.14	2702.23	2700.87	2701.69	31718.0
2017-08-03 14:30:00	ES	Futures	2701.69	2702.23	2699.77	2700.04	24885.0
2017-08-03 15:00:00	ES	Futures	2700.32	2702.78	2700.04	2702.51	27969.0
2017-08-03 15:30:00	ES	Futures	2702.51	2702.51	2696.22	2700.04	167803.0
2017-08-03 16:00:00	ES	Futures	2700.32	2703.87	2699.5	2702.78	105131.0
2017-08-03 16:30:00	ES	Futures	2702.51	2702.51	2700.04	2701.41	7795.0
2017-08-03 18:00:00	ES	Futures	2701.41	2701.96	2700.87	2701.14	3179.0
2017-08-03 18:30:00	ES	Futures	2701.14	2701.41	2700.32	2700.87	1603.0
2017-08-03 19:00:00	ES	Futures	2701.14	2701.14	2699.22	2699.77	1638.0
2017-08-03 19:30:00	ES	Futures	2700.04	2700.32	2698.68	2699.5	1866.0
2017-08-03 20:00:00	ES	Futures	2699.22	2699.77	2698.13	2698.95	3903.0
2017-08-03 20:30:00	ES	Futures	2699.22	2700.87	2699.22	2700.59	1465.0
2017-08-03 21:00:00	ES	Futures	2700.87	2701.14	2699.77	2700.04	1811.0
2017-08-03 21:30:00	ES	Futures	2700.32	2701.14	2699.77	2700.59	1800.0
2017-08-03 22:00:00	ES	Futures	2700.59	2701.14	2700.32	2700.87	1093.0
2017-08-03 22:30:00	ES	Futures	2701.14	2701.41	2700.87	2701.41	671.0
2017-08-03 23:00:00	ES	Futures	2701.41	2701.41	2700.87	2700.87	1131.0
2017-08-03 23:30:00	ES	Futures	2700.87	2701.41	2700.87	2701.14	1268.0
2017-08-03 00:00:00	NQ	Futures	7040.03	7040.63	7038.24	7038.84	214.0
2017-08-03 00:30:00	NQ	Futures	7038.54	7039.73	7036.76	7038.84	275.0
2017-08-03 01:00:00	NQ	Futures	7038.54	7040.33	7037.35	7038.24	247.0
2017-08-03 01:30:00	NQ	Futures	7038.24	7040.33	7034.97	7040.03	358.0

> showing 50 of 3,037 rows — these rows as CSV

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