PREVIEW / futures_30min / 2017-08-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-14.parquet
  size:    81 KB
  rows:    3,032

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
2017-08-14 00:00:00	ES	Futures	2677.9	2678.18	2677.63	2677.63	1116.0
2017-08-14 00:30:00	ES	Futures	2677.63	2677.9	2676.81	2677.08	1552.0
2017-08-14 01:00:00	ES	Futures	2676.81	2677.36	2676.54	2676.81	1548.0
2017-08-14 01:30:00	ES	Futures	2676.81	2677.36	2676.26	2676.54	2661.0
2017-08-14 02:00:00	ES	Futures	2676.54	2678.45	2676.54	2677.9	7492.0
2017-08-14 02:30:00	ES	Futures	2677.9	2678.45	2677.36	2677.9	3538.0
2017-08-14 03:00:00	ES	Futures	2677.63	2682.28	2677.08	2681.73	24976.0
2017-08-14 03:30:00	ES	Futures	2681.73	2684.74	2681.18	2684.19	23143.0
2017-08-14 04:00:00	ES	Futures	2684.46	2684.46	2681.46	2683.1	14768.0
2017-08-14 04:30:00	ES	Futures	2682.82	2683.92	2682.28	2683.37	7581.0
2017-08-14 05:00:00	ES	Futures	2683.1	2684.19	2682.28	2682.55	7265.0
2017-08-14 05:30:00	ES	Futures	2682.55	2683.37	2682.28	2682.55	5708.0
2017-08-14 06:00:00	ES	Futures	2682.28	2683.37	2681.73	2682.55	6888.0
2017-08-14 06:30:00	ES	Futures	2682.55	2683.64	2682.55	2683.64	7034.0
2017-08-14 07:00:00	ES	Futures	2683.37	2683.64	2681.73	2682.55	8651.0
2017-08-14 07:30:00	ES	Futures	2682.55	2682.82	2680.64	2682.28	12133.0
2017-08-14 08:00:00	ES	Futures	2682.28	2683.64	2681.46	2683.1	12100.0
2017-08-14 08:30:00	ES	Futures	2683.1	2683.64	2681.73	2683.1	8974.0
2017-08-14 09:00:00	ES	Futures	2682.82	2683.92	2680.64	2683.1	24929.0
2017-08-14 09:30:00	ES	Futures	2683.37	2690.75	2683.1	2689.93	199308.0
2017-08-14 10:00:00	ES	Futures	2689.93	2692.12	2689.66	2691.02	100739.0
2017-08-14 10:30:00	ES	Futures	2691.02	2696.76	2691.02	2694.85	116396.0
2017-08-14 11:00:00	ES	Futures	2695.12	2695.4	2693.21	2694.85	73432.0
2017-08-14 11:30:00	ES	Futures	2694.85	2695.94	2693.76	2695.12	52628.0
2017-08-14 12:00:00	ES	Futures	2694.85	2696.22	2693.76	2693.76	47186.0
2017-08-14 12:30:00	ES	Futures	2694.03	2694.85	2692.94	2693.76	43739.0
2017-08-14 13:00:00	ES	Futures	2693.76	2695.67	2693.76	2694.3	36194.0
2017-08-14 13:30:00	ES	Futures	2694.58	2695.12	2693.21	2695.12	33973.0
2017-08-14 14:00:00	ES	Futures	2695.12	2695.67	2692.66	2694.03	47783.0
2017-08-14 14:30:00	ES	Futures	2694.3	2695.4	2690.75	2691.84	76855.0
2017-08-14 15:00:00	ES	Futures	2691.84	2695.67	2691.02	2695.4	68582.0
2017-08-14 15:30:00	ES	Futures	2695.67	2696.49	2692.66	2693.48	234522.0
2017-08-14 16:00:00	ES	Futures	2693.48	2693.76	2691.84	2693.76	86136.0
2017-08-14 16:30:00	ES	Futures	2693.48	2695.67	2693.21	2695.12	10286.0
2017-08-14 18:00:00	ES	Futures	2694.58	2694.58	2692.39	2693.48	5643.0
2017-08-14 18:30:00	ES	Futures	2693.48	2696.22	2693.48	2695.4	3484.0
2017-08-14 19:00:00	ES	Futures	2695.4	2695.67	2694.85	2695.4	1276.0
2017-08-14 19:30:00	ES	Futures	2695.4	2698.95	2695.4	2697.86	4992.0
2017-08-14 20:00:00	ES	Futures	2698.13	2702.23	2697.58	2701.69	16307.0
2017-08-14 20:30:00	ES	Futures	2701.41	2702.23	2700.59	2701.96	7072.0
2017-08-14 21:00:00	ES	Futures	2701.69	2702.78	2701.69	2702.23	4756.0
2017-08-14 21:30:00	ES	Futures	2701.96	2704.15	2701.69	2702.23	7433.0
2017-08-14 22:00:00	ES	Futures	2702.23	2702.78	2701.69	2702.78	2098.0
2017-08-14 22:30:00	ES	Futures	2702.51	2702.78	2701.69	2701.69	2839.0
2017-08-14 23:00:00	ES	Futures	2701.69	2701.69	2700.87	2701.14	2543.0
2017-08-14 23:30:00	ES	Futures	2701.41	2702.51	2700.87	2701.69	3540.0
2017-08-14 00:00:00	NQ	Futures	6991.5	6994.47	6990.9	6992.39	391.0
2017-08-14 00:30:00	NQ	Futures	6992.69	6992.69	6986.73	6987.63	579.0
2017-08-14 01:00:00	NQ	Futures	6987.63	6988.52	6984.95	6985.84	409.0
2017-08-14 01:30:00	NQ	Futures	6986.14	6990.01	6984.65	6987.03	501.0

> showing 50 of 3,032 rows — these rows as CSV

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