PREVIEW / futures_30min / 2017-08-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-11.parquet
  size:    71 KB
  rows:    2,502

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
2017-08-11 00:00:00	ES	Futures	2662.6	2663.14	2662.05	2662.6	1554.0
2017-08-11 00:30:00	ES	Futures	2662.6	2662.87	2662.05	2662.05	1481.0
2017-08-11 01:00:00	ES	Futures	2662.32	2662.87	2661.78	2662.05	1840.0
2017-08-11 01:30:00	ES	Futures	2661.78	2663.42	2661.23	2662.87	3143.0
2017-08-11 02:00:00	ES	Futures	2663.14	2665.06	2662.87	2664.51	9465.0
2017-08-11 02:30:00	ES	Futures	2664.51	2665.6	2664.24	2664.24	8567.0
2017-08-11 03:00:00	ES	Futures	2664.51	2665.6	2662.32	2664.78	20770.0
2017-08-11 03:30:00	ES	Futures	2664.51	2665.33	2663.14	2663.42	10220.0
2017-08-11 04:00:00	ES	Futures	2663.14	2663.69	2658.22	2658.5	24555.0
2017-08-11 04:30:00	ES	Futures	2658.5	2660.96	2657.68	2660.68	22687.0
2017-08-11 05:00:00	ES	Futures	2660.68	2660.68	2658.22	2659.59	13658.0
2017-08-11 05:30:00	ES	Futures	2659.59	2662.05	2659.59	2660.68	16180.0
2017-08-11 06:00:00	ES	Futures	2660.96	2662.32	2660.68	2661.23	12194.0
2017-08-11 06:30:00	ES	Futures	2661.23	2662.32	2659.86	2660.14	11892.0
2017-08-11 07:00:00	ES	Futures	2660.41	2662.05	2658.77	2660.96	13978.0
2017-08-11 07:30:00	ES	Futures	2661.23	2661.23	2657.13	2660.41	26545.0
2017-08-11 08:00:00	ES	Futures	2660.41	2664.51	2659.59	2663.14	33143.0
2017-08-11 08:30:00	ES	Futures	2663.14	2669.98	2662.32	2668.06	65408.0
2017-08-11 09:00:00	ES	Futures	2667.79	2672.98	2665.88	2666.42	66770.0
2017-08-11 09:30:00	ES	Futures	2666.42	2670.52	2663.42	2668.06	219139.0
2017-08-11 10:00:00	ES	Futures	2667.79	2673.8	2666.42	2670.8	121560.0
2017-08-11 10:30:00	ES	Futures	2671.07	2674.9	2669.16	2672.71	97045.0
2017-08-11 11:00:00	ES	Futures	2672.71	2672.98	2666.15	2666.7	86856.0
2017-08-11 11:30:00	ES	Futures	2666.97	2671.89	2666.42	2668.88	66733.0
2017-08-11 12:00:00	ES	Futures	2668.88	2671.89	2668.06	2669.7	55894.0
2017-08-11 12:30:00	ES	Futures	2669.7	2671.89	2668.61	2669.7	31852.0
2017-08-11 13:00:00	ES	Futures	2669.7	2672.16	2669.7	2669.98	38881.0
2017-08-11 13:30:00	ES	Futures	2670.25	2671.89	2668.88	2670.8	35033.0
2017-08-11 14:00:00	ES	Futures	2670.8	2673.8	2670.52	2671.07	42557.0
2017-08-11 14:30:00	ES	Futures	2671.07	2671.62	2664.51	2665.6	84515.0
2017-08-11 15:00:00	ES	Futures	2665.33	2667.79	2663.42	2666.42	82934.0
2017-08-11 15:30:00	ES	Futures	2666.42	2670.52	2665.06	2667.52	176361.0
2017-08-11 16:00:00	ES	Futures	2667.24	2668.61	2666.42	2668.06	78224.0
2017-08-11 16:30:00	ES	Futures	2668.34	2668.61	2667.24	2668.61	8411.0
2017-08-11 00:00:00	NQ	Futures	6874.78	6879.24	6874.18	6877.76	615.0
2017-08-11 00:30:00	NQ	Futures	6877.16	6877.16	6871.8	6871.8	284.0
2017-08-11 01:00:00	NQ	Futures	6872.4	6875.08	6869.72	6870.91	411.0
2017-08-11 01:30:00	NQ	Futures	6871.21	6878.65	6870.61	6876.56	675.0
2017-08-11 02:00:00	NQ	Futures	6876.56	6886.09	6876.56	6882.52	1874.0
2017-08-11 02:30:00	NQ	Futures	6882.82	6889.67	6882.52	6886.39	1361.0
2017-08-11 03:00:00	NQ	Futures	6886.09	6892.05	6880.44	6889.07	3169.0
2017-08-11 03:30:00	NQ	Futures	6889.07	6890.26	6881.92	6882.82	1441.0
2017-08-11 04:00:00	NQ	Futures	6883.12	6886.69	6866.44	6866.44	3534.0
2017-08-11 04:30:00	NQ	Futures	6866.74	6872.99	6861.38	6872.69	3743.0
2017-08-11 05:00:00	NQ	Futures	6872.69	6873.59	6864.95	6869.72	1979.0
2017-08-11 05:30:00	NQ	Futures	6869.72	6881.03	6869.72	6875.67	2114.0
2017-08-11 06:00:00	NQ	Futures	6875.67	6883.71	6875.67	6880.73	1792.0
2017-08-11 06:30:00	NQ	Futures	6880.73	6884.01	6873.29	6875.08	2429.0
2017-08-11 07:00:00	NQ	Futures	6875.37	6881.63	6870.01	6878.65	1988.0
2017-08-11 07:30:00	NQ	Futures	6878.95	6880.14	6867.04	6875.37	3092.0

> showing 50 of 2,502 rows — these rows as CSV

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