PREVIEW / futures_30min / 2017-08-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-07.parquet
  size:    73 KB
  rows:    2,962

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
2017-08-07 00:00:00	ES	Futures	2707.97	2708.25	2707.7	2707.7	611.0
2017-08-07 00:30:00	ES	Futures	2707.97	2707.97	2707.7	2707.97	207.0
2017-08-07 01:00:00	ES	Futures	2707.97	2708.25	2707.7	2707.97	1400.0
2017-08-07 01:30:00	ES	Futures	2707.97	2707.97	2707.43	2707.43	1850.0
2017-08-07 02:00:00	ES	Futures	2707.43	2708.25	2707.15	2707.43	3248.0
2017-08-07 02:30:00	ES	Futures	2707.15	2707.7	2706.88	2707.43	2536.0
2017-08-07 03:00:00	ES	Futures	2707.43	2708.25	2707.15	2708.25	8935.0
2017-08-07 03:30:00	ES	Futures	2708.25	2708.52	2706.88	2707.43	7658.0
2017-08-07 04:00:00	ES	Futures	2707.15	2707.7	2706.33	2706.88	6685.0
2017-08-07 04:30:00	ES	Futures	2706.88	2707.15	2706.33	2706.88	4100.0
2017-08-07 05:00:00	ES	Futures	2706.88	2706.88	2705.51	2706.33	5900.0
2017-08-07 05:30:00	ES	Futures	2706.06	2706.33	2704.69	2704.97	5046.0
2017-08-07 06:00:00	ES	Futures	2704.97	2705.51	2704.69	2704.97	4990.0
2017-08-07 06:30:00	ES	Futures	2704.97	2706.06	2704.69	2705.79	5776.0
2017-08-07 07:00:00	ES	Futures	2705.79	2705.79	2704.42	2704.69	4785.0
2017-08-07 07:30:00	ES	Futures	2704.69	2704.69	2704.15	2704.42	3589.0
2017-08-07 08:00:00	ES	Futures	2704.15	2706.06	2703.87	2705.79	8693.0
2017-08-07 08:30:00	ES	Futures	2705.79	2706.06	2704.69	2705.24	4228.0
2017-08-07 09:00:00	ES	Futures	2705.24	2705.79	2704.69	2705.51	10257.0
2017-08-07 09:30:00	ES	Futures	2705.24	2706.61	2703.87	2706.06	73547.0
2017-08-07 10:00:00	ES	Futures	2706.06	2706.88	2705.24	2705.24	35087.0
2017-08-07 10:30:00	ES	Futures	2705.51	2706.33	2703.87	2704.97	48784.0
2017-08-07 11:00:00	ES	Futures	2704.97	2705.79	2704.42	2705.51	26236.0
2017-08-07 11:30:00	ES	Futures	2705.51	2707.15	2705.24	2706.61	35581.0
2017-08-07 12:00:00	ES	Futures	2706.88	2707.7	2706.61	2707.15	21586.0
2017-08-07 12:30:00	ES	Futures	2707.15	2707.97	2706.61	2707.7	10747.0
2017-08-07 13:00:00	ES	Futures	2707.7	2708.25	2707.43	2707.97	12468.0
2017-08-07 13:30:00	ES	Futures	2708.25	2708.25	2706.33	2707.43	21344.0
2017-08-07 14:00:00	ES	Futures	2707.43	2707.97	2706.88	2707.97	10605.0
2017-08-07 14:30:00	ES	Futures	2707.7	2708.52	2707.7	2707.7	11879.0
2017-08-07 15:00:00	ES	Futures	2707.97	2709.61	2707.15	2709.61	28878.0
2017-08-07 15:30:00	ES	Futures	2709.34	2709.61	2707.7	2709.07	76346.0
2017-08-07 16:00:00	ES	Futures	2709.07	2709.61	2708.25	2708.79	51203.0
2017-08-07 16:30:00	ES	Futures	2708.79	2709.34	2708.52	2709.07	4816.0
2017-08-07 18:00:00	ES	Futures	2708.79	2708.79	2706.61	2707.43	4484.0
2017-08-07 18:30:00	ES	Futures	2707.15	2707.97	2707.15	2707.15	1134.0
2017-08-07 19:00:00	ES	Futures	2707.43	2707.7	2707.15	2707.43	367.0
2017-08-07 19:30:00	ES	Futures	2707.7	2707.97	2707.7	2707.97	493.0
2017-08-07 20:00:00	ES	Futures	2707.97	2708.25	2706.88	2707.15	1638.0
2017-08-07 20:30:00	ES	Futures	2707.15	2707.43	2706.61	2706.88	1159.0
2017-08-07 21:00:00	ES	Futures	2706.88	2707.15	2706.61	2706.61	872.0
2017-08-07 21:30:00	ES	Futures	2706.88	2706.88	2704.69	2705.51	5210.0
2017-08-07 22:00:00	ES	Futures	2705.51	2705.51	2704.42	2704.97	2708.0
2017-08-07 22:30:00	ES	Futures	2705.24	2706.06	2704.97	2705.79	1476.0
2017-08-07 23:00:00	ES	Futures	2705.51	2706.06	2705.51	2705.79	603.0
2017-08-07 23:30:00	ES	Futures	2706.06	2706.06	2705.51	2705.79	719.0
2017-08-07 00:00:00	NQ	Futures	7051.34	7051.64	7049.26	7050.15	216.0
2017-08-07 00:30:00	NQ	Futures	7049.56	7051.34	7048.96	7051.05	142.0
2017-08-07 01:00:00	NQ	Futures	7051.05	7052.54	7049.86	7049.86	247.0
2017-08-07 01:30:00	NQ	Futures	7049.56	7050.15	7045.09	7046.88	538.0

> showing 50 of 2,962 rows — these rows as CSV

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