PREVIEW / futures_30min / 2017-08-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-04.parquet
  size:    68 KB
  rows:    2,476

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
2017-08-04 00:00:00	ES	Futures	2701.14	2701.41	2700.87	2701.41	412.0
2017-08-04 00:30:00	ES	Futures	2701.14	2702.23	2701.14	2701.69	1582.0
2017-08-04 01:00:00	ES	Futures	2701.69	2701.96	2701.14	2701.14	967.0
2017-08-04 01:30:00	ES	Futures	2701.41	2702.23	2701.14	2701.96	1433.0
2017-08-04 02:00:00	ES	Futures	2701.69	2702.51	2701.41	2702.23	3194.0
2017-08-04 02:30:00	ES	Futures	2701.96	2702.23	2701.14	2701.96	4736.0
2017-08-04 03:00:00	ES	Futures	2701.96	2703.33	2701.41	2702.78	13838.0
2017-08-04 03:30:00	ES	Futures	2702.78	2703.87	2702.23	2703.6	10043.0
2017-08-04 04:00:00	ES	Futures	2703.6	2704.15	2703.05	2703.87	7044.0
2017-08-04 04:30:00	ES	Futures	2703.6	2704.42	2703.33	2703.6	6010.0
2017-08-04 05:00:00	ES	Futures	2703.6	2705.24	2703.33	2704.97	7333.0
2017-08-04 05:30:00	ES	Futures	2704.97	2705.24	2703.87	2704.15	3708.0
2017-08-04 06:00:00	ES	Futures	2704.15	2704.97	2703.6	2704.69	4831.0
2017-08-04 06:30:00	ES	Futures	2704.69	2705.24	2704.42	2704.42	3191.0
2017-08-04 07:00:00	ES	Futures	2704.42	2705.79	2704.42	2705.79	8039.0
2017-08-04 07:30:00	ES	Futures	2705.51	2706.61	2705.51	2706.33	8356.0
2017-08-04 08:00:00	ES	Futures	2706.33	2706.88	2704.69	2704.97	13491.0
2017-08-04 08:30:00	ES	Futures	2704.69	2708.25	2704.69	2705.24	44529.0
2017-08-04 09:00:00	ES	Futures	2705.51	2706.61	2704.97	2705.79	16601.0
2017-08-04 09:30:00	ES	Futures	2705.79	2709.07	2702.51	2702.78	161137.0
2017-08-04 10:00:00	ES	Futures	2702.78	2705.79	2699.77	2705.51	128644.0
2017-08-04 10:30:00	ES	Futures	2705.79	2706.61	2701.96	2703.87	93137.0
2017-08-04 11:00:00	ES	Futures	2703.87	2705.51	2701.96	2704.42	59608.0
2017-08-04 11:30:00	ES	Futures	2704.15	2705.51	2703.05	2704.97	46892.0
2017-08-04 12:00:00	ES	Futures	2704.69	2705.24	2703.33	2704.15	25504.0
2017-08-04 12:30:00	ES	Futures	2704.42	2704.42	2702.51	2703.87	30420.0
2017-08-04 13:00:00	ES	Futures	2703.87	2704.42	2703.05	2703.6	24857.0
2017-08-04 13:30:00	ES	Futures	2703.87	2704.97	2703.6	2704.69	29523.0
2017-08-04 14:00:00	ES	Futures	2704.42	2705.24	2701.96	2701.96	27908.0
2017-08-04 14:30:00	ES	Futures	2702.23	2703.6	2701.69	2702.51	23971.0
2017-08-04 15:00:00	ES	Futures	2702.51	2703.87	2702.23	2703.05	27517.0
2017-08-04 15:30:00	ES	Futures	2703.33	2705.24	2701.96	2704.69	124514.0
2017-08-04 16:00:00	ES	Futures	2704.42	2704.97	2702.51	2703.33	63898.0
2017-08-04 16:30:00	ES	Futures	2703.33	2703.6	2702.23	2702.23	6727.0
2017-08-04 00:00:00	NQ	Futures	7014.13	7015.91	7014.13	7015.91	67.0
2017-08-04 00:30:00	NQ	Futures	7015.61	7018.59	7015.32	7015.91	345.0
2017-08-04 01:00:00	NQ	Futures	7016.21	7017.4	7015.61	7016.21	259.0
2017-08-04 01:30:00	NQ	Futures	7016.81	7017.7	7015.61	7016.51	148.0
2017-08-04 02:00:00	NQ	Futures	7016.51	7021.27	7016.21	7018.0	715.0
2017-08-04 02:30:00	NQ	Futures	7018.29	7018.89	7015.02	7016.51	317.0
2017-08-04 03:00:00	NQ	Futures	7016.51	7018.29	7012.04	7017.4	1307.0
2017-08-04 03:30:00	NQ	Futures	7017.4	7020.97	7015.32	7020.08	732.0
2017-08-04 04:00:00	NQ	Futures	7020.08	7024.55	7018.59	7022.46	712.0
2017-08-04 04:30:00	NQ	Futures	7022.46	7023.36	7020.38	7022.17	299.0
2017-08-04 05:00:00	NQ	Futures	7022.17	7026.93	7020.08	7026.04	538.0
2017-08-04 05:30:00	NQ	Futures	7026.04	7027.23	7022.76	7023.36	542.0
2017-08-04 06:00:00	NQ	Futures	7023.06	7025.14	7021.87	7025.14	411.0
2017-08-04 06:30:00	NQ	Futures	7024.85	7026.93	7021.87	7021.87	3550.0
2017-08-04 07:00:00	NQ	Futures	7021.87	7025.44	7021.57	7024.55	1053.0
2017-08-04 07:30:00	NQ	Futures	7024.85	7028.72	7024.25	7026.33	831.0

> showing 50 of 2,476 rows — these rows as CSV

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