PREVIEW / futures_30min / 2017-08-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-10.parquet
  size:    87 KB
  rows:    3,039

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
2017-08-10 00:00:00	ES	Futures	2697.31	2697.58	2696.22	2697.31	4507.0
2017-08-10 00:30:00	ES	Futures	2697.31	2697.58	2697.04	2697.04	875.0
2017-08-10 01:00:00	ES	Futures	2697.31	2698.4	2697.31	2698.13	2338.0
2017-08-10 01:30:00	ES	Futures	2698.13	2698.13	2696.76	2697.86	2626.0
2017-08-10 02:00:00	ES	Futures	2697.86	2698.68	2697.58	2698.68	5349.0
2017-08-10 02:30:00	ES	Futures	2698.68	2699.5	2698.13	2699.22	4511.0
2017-08-10 03:00:00	ES	Futures	2698.95	2699.22	2696.22	2697.04	17127.0
2017-08-10 03:30:00	ES	Futures	2697.31	2698.4	2696.49	2698.4	7831.0
2017-08-10 04:00:00	ES	Futures	2698.13	2698.4	2695.4	2696.22	12034.0
2017-08-10 04:30:00	ES	Futures	2696.22	2696.49	2694.58	2694.58	10809.0
2017-08-10 05:00:00	ES	Futures	2694.85	2694.85	2692.39	2692.94	19114.0
2017-08-10 05:30:00	ES	Futures	2693.21	2695.12	2692.94	2694.03	12022.0
2017-08-10 06:00:00	ES	Futures	2694.3	2695.4	2693.76	2694.58	8499.0
2017-08-10 06:30:00	ES	Futures	2694.58	2694.58	2691.57	2692.66	14249.0
2017-08-10 07:00:00	ES	Futures	2692.66	2694.03	2690.75	2693.76	18482.0
2017-08-10 07:30:00	ES	Futures	2693.76	2694.85	2692.94	2693.76	12602.0
2017-08-10 08:00:00	ES	Futures	2693.76	2694.58	2692.94	2693.76	12962.0
2017-08-10 08:30:00	ES	Futures	2694.03	2694.3	2691.84	2692.39	21258.0
2017-08-10 09:00:00	ES	Futures	2692.12	2692.66	2690.2	2691.3	29371.0
2017-08-10 09:30:00	ES	Futures	2691.02	2692.94	2685.01	2686.92	255483.0
2017-08-10 10:00:00	ES	Futures	2686.92	2687.2	2677.63	2683.64	264073.0
2017-08-10 10:30:00	ES	Futures	2683.64	2685.56	2681.73	2682.0	118302.0
2017-08-10 11:00:00	ES	Futures	2682.0	2683.37	2676.81	2680.36	109020.0
2017-08-10 11:30:00	ES	Futures	2680.36	2682.0	2675.72	2677.63	116200.0
2017-08-10 12:00:00	ES	Futures	2677.63	2678.45	2673.53	2674.08	121392.0
2017-08-10 12:30:00	ES	Futures	2674.08	2676.26	2670.8	2675.72	119549.0
2017-08-10 13:00:00	ES	Futures	2675.72	2678.72	2675.17	2678.18	84764.0
2017-08-10 13:30:00	ES	Futures	2678.18	2678.72	2673.26	2674.9	57440.0
2017-08-10 14:00:00	ES	Futures	2675.17	2680.36	2672.71	2677.9	84123.0
2017-08-10 14:30:00	ES	Futures	2678.18	2682.55	2675.72	2677.08	99151.0
2017-08-10 15:00:00	ES	Futures	2677.08	2678.45	2667.79	2669.98	133885.0
2017-08-10 15:30:00	ES	Futures	2669.7	2671.07	2663.14	2664.24	297896.0
2017-08-10 16:00:00	ES	Futures	2663.96	2668.34	2663.69	2664.24	148363.0
2017-08-10 16:30:00	ES	Futures	2664.51	2664.51	2659.86	2661.23	25201.0
2017-08-10 18:00:00	ES	Futures	2661.78	2664.24	2659.86	2662.6	10494.0
2017-08-10 18:30:00	ES	Futures	2662.87	2664.24	2661.5	2663.42	3329.0
2017-08-10 19:00:00	ES	Futures	2663.69	2664.51	2663.14	2663.96	2187.0
2017-08-10 19:30:00	ES	Futures	2664.24	2664.78	2663.69	2663.96	2342.0
2017-08-10 20:00:00	ES	Futures	2663.96	2664.51	2663.14	2663.42	3852.0
2017-08-10 20:30:00	ES	Futures	2663.69	2663.69	2661.23	2662.05	3915.0
2017-08-10 21:00:00	ES	Futures	2662.05	2663.42	2661.78	2663.42	4441.0
2017-08-10 21:30:00	ES	Futures	2663.42	2665.06	2662.87	2662.87	6564.0
2017-08-10 22:00:00	ES	Futures	2663.14	2663.42	2660.68	2662.6	5562.0
2017-08-10 22:30:00	ES	Futures	2662.87	2663.69	2661.23	2661.5	3582.0
2017-08-10 23:00:00	ES	Futures	2661.5	2662.32	2660.68	2662.05	2945.0
2017-08-10 23:30:00	ES	Futures	2662.05	2662.6	2661.5	2662.6	2005.0
2017-08-10 00:00:00	NQ	Futures	7031.99	7034.67	7029.31	7034.37	683.0
2017-08-10 00:30:00	NQ	Futures	7034.97	7035.27	7032.88	7033.18	324.0
2017-08-10 01:00:00	NQ	Futures	7033.48	7039.43	7033.18	7037.65	475.0
2017-08-10 01:30:00	NQ	Futures	7037.65	7038.84	7031.4	7031.69	687.0

> showing 50 of 3,039 rows — these rows as CSV

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