PREVIEW / futures_30min / 2017-08-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-15.parquet
  size:    79 KB
  rows:    3,005

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
2017-08-15 00:00:00	ES	Futures	2701.69	2701.69	2700.87	2700.87	991.0
2017-08-15 00:30:00	ES	Futures	2700.87	2701.14	2699.22	2699.77	2879.0
2017-08-15 01:00:00	ES	Futures	2699.77	2699.77	2698.95	2699.22	1914.0
2017-08-15 01:30:00	ES	Futures	2699.5	2700.59	2699.5	2699.5	2470.0
2017-08-15 02:00:00	ES	Futures	2699.77	2700.04	2698.4	2698.95	5202.0
2017-08-15 02:30:00	ES	Futures	2698.68	2699.77	2697.58	2699.5	6454.0
2017-08-15 03:00:00	ES	Futures	2699.5	2700.32	2698.13	2698.95	11874.0
2017-08-15 03:30:00	ES	Futures	2698.95	2699.5	2696.22	2696.76	10892.0
2017-08-15 04:00:00	ES	Futures	2696.76	2698.68	2695.4	2698.4	9935.0
2017-08-15 04:30:00	ES	Futures	2698.4	2698.68	2697.04	2697.31	7423.0
2017-08-15 05:00:00	ES	Futures	2697.58	2698.68	2697.31	2697.86	3745.0
2017-08-15 05:30:00	ES	Futures	2698.13	2699.22	2697.58	2697.86	4984.0
2017-08-15 06:00:00	ES	Futures	2697.86	2699.22	2696.76	2697.04	7490.0
2017-08-15 06:30:00	ES	Futures	2697.04	2699.5	2696.76	2699.5	6540.0
2017-08-15 07:00:00	ES	Futures	2699.22	2700.87	2699.22	2700.32	8681.0
2017-08-15 07:30:00	ES	Futures	2700.32	2700.32	2698.95	2699.77	5806.0
2017-08-15 08:00:00	ES	Futures	2699.5	2699.77	2698.13	2698.68	7160.0
2017-08-15 08:30:00	ES	Futures	2698.68	2701.41	2697.58	2699.5	27300.0
2017-08-15 09:00:00	ES	Futures	2699.5	2700.59	2698.4	2698.4	18408.0
2017-08-15 09:30:00	ES	Futures	2698.68	2698.95	2692.39	2695.94	145014.0
2017-08-15 10:00:00	ES	Futures	2695.94	2696.76	2690.2	2692.94	107359.0
2017-08-15 10:30:00	ES	Futures	2692.94	2694.58	2689.66	2692.39	78188.0
2017-08-15 11:00:00	ES	Futures	2692.39	2695.12	2691.84	2694.58	44901.0
2017-08-15 11:30:00	ES	Futures	2694.3	2695.12	2691.84	2692.12	41342.0
2017-08-15 12:00:00	ES	Futures	2692.12	2694.85	2691.84	2694.58	33062.0
2017-08-15 12:30:00	ES	Futures	2694.58	2695.12	2693.48	2693.76	18501.0
2017-08-15 13:00:00	ES	Futures	2694.03	2694.03	2690.2	2692.12	49644.0
2017-08-15 13:30:00	ES	Futures	2692.12	2693.48	2691.3	2692.39	27283.0
2017-08-15 14:00:00	ES	Futures	2692.12	2695.67	2692.12	2695.4	34006.0
2017-08-15 14:30:00	ES	Futures	2695.4	2695.67	2693.76	2694.85	25935.0
2017-08-15 15:00:00	ES	Futures	2694.85	2697.31	2694.58	2695.94	38311.0
2017-08-15 15:30:00	ES	Futures	2695.67	2697.86	2692.94	2693.48	119618.0
2017-08-15 16:00:00	ES	Futures	2693.48	2694.58	2692.94	2694.3	62767.0
2017-08-15 16:30:00	ES	Futures	2694.3	2695.12	2694.03	2694.85	9189.0
2017-08-15 18:00:00	ES	Futures	2694.58	2695.4	2691.57	2692.12	5507.0
2017-08-15 18:30:00	ES	Futures	2692.39	2693.21	2691.84	2693.21	1171.0
2017-08-15 19:00:00	ES	Futures	2693.21	2693.21	2691.3	2691.84	1264.0
2017-08-15 19:30:00	ES	Futures	2692.12	2692.66	2691.84	2692.39	1220.0
2017-08-15 20:00:00	ES	Futures	2692.39	2694.58	2692.39	2693.21	3972.0
2017-08-15 20:30:00	ES	Futures	2693.48	2693.48	2691.57	2691.57	1875.0
2017-08-15 21:00:00	ES	Futures	2691.84	2692.94	2691.84	2692.39	2361.0
2017-08-15 21:30:00	ES	Futures	2692.12	2693.21	2692.12	2692.66	2273.0
2017-08-15 22:00:00	ES	Futures	2692.66	2693.21	2692.39	2692.94	1028.0
2017-08-15 22:30:00	ES	Futures	2693.21	2693.21	2691.84	2692.39	1298.0
2017-08-15 23:00:00	ES	Futures	2692.39	2692.94	2692.12	2692.66	768.0
2017-08-15 23:30:00	ES	Futures	2692.66	2692.94	2692.12	2692.94	1087.0
2017-08-15 00:00:00	NQ	Futures	7071.59	7071.59	7068.61	7068.91	217.0
2017-08-15 00:30:00	NQ	Futures	7068.91	7069.21	7063.55	7064.45	497.0
2017-08-15 01:00:00	NQ	Futures	7064.74	7065.64	7063.85	7064.15	314.0
2017-08-15 01:30:00	NQ	Futures	7064.45	7067.72	7063.26	7063.85	609.0

> showing 50 of 3,005 rows — these rows as CSV

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