PREVIEW / futures_30min / 2017-08-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-08.parquet
  size:    81 KB
  rows:    3,026

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
2017-08-08 00:00:00	ES	Futures	2705.51	2706.33	2705.51	2706.06	973.0
2017-08-08 00:30:00	ES	Futures	2706.06	2706.06	2705.51	2706.06	481.0
2017-08-08 01:00:00	ES	Futures	2706.06	2706.33	2705.79	2706.06	946.0
2017-08-08 01:30:00	ES	Futures	2706.33	2706.61	2705.79	2706.33	937.0
2017-08-08 02:00:00	ES	Futures	2706.33	2706.61	2705.79	2706.06	1869.0
2017-08-08 02:30:00	ES	Futures	2706.06	2706.88	2705.79	2706.61	1454.0
2017-08-08 03:00:00	ES	Futures	2706.88	2707.15	2706.06	2706.61	8962.0
2017-08-08 03:30:00	ES	Futures	2706.88	2707.7	2706.61	2707.43	5615.0
2017-08-08 04:00:00	ES	Futures	2707.43	2707.97	2706.88	2707.15	3936.0
2017-08-08 04:30:00	ES	Futures	2707.15	2707.43	2706.33	2706.61	4817.0
2017-08-08 05:00:00	ES	Futures	2706.88	2707.15	2706.61	2707.15	2928.0
2017-08-08 05:30:00	ES	Futures	2707.15	2707.7	2706.61	2707.43	2498.0
2017-08-08 06:00:00	ES	Futures	2707.43	2707.7	2707.15	2707.43	2132.0
2017-08-08 06:30:00	ES	Futures	2707.43	2707.97	2706.61	2707.43	4096.0
2017-08-08 07:00:00	ES	Futures	2707.43	2707.7	2705.24	2705.24	6860.0
2017-08-08 07:30:00	ES	Futures	2705.51	2705.51	2704.42	2704.97	15287.0
2017-08-08 08:00:00	ES	Futures	2704.97	2706.06	2704.69	2705.51	5661.0
2017-08-08 08:30:00	ES	Futures	2705.51	2705.79	2704.42	2705.51	13225.0
2017-08-08 09:00:00	ES	Futures	2705.51	2705.79	2704.97	2705.51	12337.0
2017-08-08 09:30:00	ES	Futures	2705.24	2706.88	2703.33	2706.33	101714.0
2017-08-08 10:00:00	ES	Futures	2706.61	2709.07	2706.06	2708.52	65150.0
2017-08-08 10:30:00	ES	Futures	2708.52	2714.26	2707.43	2713.99	95036.0
2017-08-08 11:00:00	ES	Futures	2713.99	2715.08	2713.44	2714.26	70246.0
2017-08-08 11:30:00	ES	Futures	2714.26	2719.73	2713.99	2719.45	87656.0
2017-08-08 12:00:00	ES	Futures	2719.45	2720.82	2717.54	2717.81	86471.0
2017-08-08 12:30:00	ES	Futures	2718.09	2718.63	2713.71	2713.71	69123.0
2017-08-08 13:00:00	ES	Futures	2713.99	2714.81	2710.98	2711.25	56411.0
2017-08-08 13:30:00	ES	Futures	2710.98	2712.62	2709.07	2712.07	70914.0
2017-08-08 14:00:00	ES	Futures	2712.07	2712.35	2709.89	2711.25	41431.0
2017-08-08 14:30:00	ES	Futures	2711.25	2711.8	2707.7	2708.25	46144.0
2017-08-08 15:00:00	ES	Futures	2708.25	2708.79	2701.14	2703.6	113103.0
2017-08-08 15:30:00	ES	Futures	2703.6	2703.87	2697.86	2702.78	261558.0
2017-08-08 16:00:00	ES	Futures	2703.05	2703.87	2702.23	2703.6	63813.0
2017-08-08 16:30:00	ES	Futures	2703.87	2704.15	2701.96	2701.96	10562.0
2017-08-08 18:00:00	ES	Futures	2700.59	2701.14	2698.13	2698.68	10655.0
2017-08-08 18:30:00	ES	Futures	2698.95	2700.87	2698.95	2699.22	3693.0
2017-08-08 19:00:00	ES	Futures	2699.5	2699.5	2698.4	2698.95	2501.0
2017-08-08 19:30:00	ES	Futures	2698.95	2698.95	2696.49	2697.58	6485.0
2017-08-08 20:00:00	ES	Futures	2697.58	2698.13	2696.49	2696.76	5139.0
2017-08-08 20:30:00	ES	Futures	2696.76	2696.76	2691.3	2693.21	15925.0
2017-08-08 21:00:00	ES	Futures	2693.48	2694.85	2691.84	2694.58	6533.0
2017-08-08 21:30:00	ES	Futures	2694.85	2695.12	2693.48	2694.3	4443.0
2017-08-08 22:00:00	ES	Futures	2694.3	2694.58	2693.21	2694.3	3429.0
2017-08-08 22:30:00	ES	Futures	2694.3	2696.22	2694.3	2694.85	4086.0
2017-08-08 23:00:00	ES	Futures	2694.85	2695.94	2694.58	2694.85	3145.0
2017-08-08 23:30:00	ES	Futures	2695.12	2695.12	2694.03	2694.3	2185.0
2017-08-08 00:00:00	NQ	Futures	7060.28	7062.96	7060.28	7061.47	169.0
2017-08-08 00:30:00	NQ	Futures	7061.47	7062.66	7060.87	7062.36	182.0
2017-08-08 01:00:00	NQ	Futures	7062.36	7065.93	7062.06	7065.34	397.0
2017-08-08 01:30:00	NQ	Futures	7065.34	7065.64	7062.96	7065.04	176.0

> showing 50 of 3,026 rows — these rows as CSV

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