PREVIEW / futures_30min / 2017-08-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-09.parquet
  size:    81 KB
  rows:    3,058

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
2017-08-09 00:00:00	ES	Futures	2694.58	2695.4	2694.58	2695.12	1688.0
2017-08-09 00:30:00	ES	Futures	2695.12	2695.67	2695.12	2695.12	1116.0
2017-08-09 01:00:00	ES	Futures	2695.4	2695.67	2694.85	2695.4	2908.0
2017-08-09 01:30:00	ES	Futures	2695.4	2697.04	2695.4	2696.49	3670.0
2017-08-09 02:00:00	ES	Futures	2696.49	2697.86	2696.22	2697.31	5854.0
2017-08-09 02:30:00	ES	Futures	2697.58	2697.58	2696.76	2697.31	3092.0
2017-08-09 03:00:00	ES	Futures	2697.58	2698.4	2696.49	2697.86	16671.0
2017-08-09 03:30:00	ES	Futures	2697.86	2697.86	2695.12	2695.4	14618.0
2017-08-09 04:00:00	ES	Futures	2695.12	2695.12	2692.66	2693.76	18114.0
2017-08-09 04:30:00	ES	Futures	2693.76	2695.67	2691.02	2695.12	22812.0
2017-08-09 05:00:00	ES	Futures	2695.12	2695.67	2693.21	2693.21	13054.0
2017-08-09 05:30:00	ES	Futures	2693.21	2693.48	2688.56	2690.2	25296.0
2017-08-09 06:00:00	ES	Futures	2690.48	2694.03	2689.93	2692.66	16792.0
2017-08-09 06:30:00	ES	Futures	2692.66	2695.12	2692.39	2695.12	12335.0
2017-08-09 07:00:00	ES	Futures	2694.85	2695.67	2691.84	2693.21	19827.0
2017-08-09 07:30:00	ES	Futures	2692.94	2693.76	2691.02	2691.84	12185.0
2017-08-09 08:00:00	ES	Futures	2691.84	2693.21	2689.38	2691.3	26979.0
2017-08-09 08:30:00	ES	Futures	2691.02	2695.12	2690.48	2694.3	22429.0
2017-08-09 09:00:00	ES	Futures	2694.3	2695.12	2693.21	2693.48	22954.0
2017-08-09 09:30:00	ES	Futures	2693.48	2698.13	2688.84	2696.49	235857.0
2017-08-09 10:00:00	ES	Futures	2696.49	2697.04	2691.84	2694.85	116278.0
2017-08-09 10:30:00	ES	Futures	2695.12	2699.5	2694.58	2698.13	107561.0
2017-08-09 11:00:00	ES	Futures	2697.86	2698.13	2693.21	2694.58	74497.0
2017-08-09 11:30:00	ES	Futures	2694.85	2700.59	2694.58	2700.59	81862.0
2017-08-09 12:00:00	ES	Futures	2700.32	2701.14	2698.68	2699.5	55071.0
2017-08-09 12:30:00	ES	Futures	2699.5	2700.04	2697.04	2697.31	33278.0
2017-08-09 13:00:00	ES	Futures	2697.31	2699.5	2696.76	2697.58	36529.0
2017-08-09 13:30:00	ES	Futures	2697.31	2699.22	2696.22	2697.04	33207.0
2017-08-09 14:00:00	ES	Futures	2697.04	2697.58	2694.03	2695.12	59524.0
2017-08-09 14:30:00	ES	Futures	2695.12	2695.94	2692.39	2695.4	70871.0
2017-08-09 15:00:00	ES	Futures	2695.4	2698.4	2693.76	2697.31	65459.0
2017-08-09 15:30:00	ES	Futures	2697.31	2702.78	2696.22	2701.69	136274.0
2017-08-09 16:00:00	ES	Futures	2701.96	2704.97	2700.87	2704.15	92144.0
2017-08-09 16:30:00	ES	Futures	2704.15	2705.51	2703.6	2704.97	11174.0
2017-08-09 18:00:00	ES	Futures	2704.97	2705.24	2702.23	2703.05	7057.0
2017-08-09 18:30:00	ES	Futures	2703.05	2703.33	2702.51	2702.51	1047.0
2017-08-09 19:00:00	ES	Futures	2702.78	2703.05	2701.41	2702.23	3282.0
2017-08-09 19:30:00	ES	Futures	2701.96	2702.78	2701.96	2702.23	2064.0
2017-08-09 20:00:00	ES	Futures	2702.23	2703.33	2701.96	2703.05	3610.0
2017-08-09 20:30:00	ES	Futures	2702.78	2703.05	2702.51	2702.51	1062.0
2017-08-09 21:00:00	ES	Futures	2702.51	2703.05	2701.96	2702.51	1787.0
2017-08-09 21:30:00	ES	Futures	2702.51	2702.78	2700.59	2701.41	5011.0
2017-08-09 22:00:00	ES	Futures	2701.14	2701.41	2698.4	2698.68	6641.0
2017-08-09 22:30:00	ES	Futures	2698.95	2699.5	2697.86	2698.4	3877.0
2017-08-09 23:00:00	ES	Futures	2698.4	2699.22	2697.31	2697.31	3681.0
2017-08-09 23:30:00	ES	Futures	2697.31	2697.86	2696.22	2697.31	6807.0
2017-08-09 00:00:00	NQ	Futures	7018.0	7022.17	7018.0	7020.97	344.0
2017-08-09 00:30:00	NQ	Futures	7020.97	7023.95	7020.97	7021.57	390.0
2017-08-09 01:00:00	NQ	Futures	7021.57	7023.06	7019.49	7023.06	537.0
2017-08-09 01:30:00	NQ	Futures	7022.76	7027.23	7022.46	7026.33	781.0

> showing 50 of 3,058 rows — these rows as CSV

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