PREVIEW / futures_30min / 2017-08-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-16.parquet
  size:    85 KB
  rows:    3,064

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
2017-08-16 00:00:00	ES	Futures	2692.94	2692.94	2692.39	2692.66	545.0
2017-08-16 00:30:00	ES	Futures	2692.94	2693.48	2692.66	2692.94	559.0
2017-08-16 01:00:00	ES	Futures	2693.21	2694.85	2692.94	2694.03	2975.0
2017-08-16 01:30:00	ES	Futures	2694.3	2694.3	2693.48	2693.76	1267.0
2017-08-16 02:00:00	ES	Futures	2693.76	2696.76	2693.48	2696.49	4572.0
2017-08-16 02:30:00	ES	Futures	2696.76	2697.04	2695.4	2696.76	5702.0
2017-08-16 03:00:00	ES	Futures	2696.76	2699.22	2695.94	2699.22	15206.0
2017-08-16 03:30:00	ES	Futures	2699.22	2700.04	2698.4	2699.22	8673.0
2017-08-16 04:00:00	ES	Futures	2698.95	2700.59	2698.68	2700.59	7053.0
2017-08-16 04:30:00	ES	Futures	2700.59	2700.59	2698.95	2700.04	5998.0
2017-08-16 05:00:00	ES	Futures	2700.32	2700.32	2698.68	2699.77	5561.0
2017-08-16 05:30:00	ES	Futures	2699.77	2701.96	2699.5	2700.87	10746.0
2017-08-16 06:00:00	ES	Futures	2701.14	2701.41	2700.04	2700.32	8226.0
2017-08-16 06:30:00	ES	Futures	2700.04	2700.04	2698.95	2699.22	6248.0
2017-08-16 07:00:00	ES	Futures	2699.5	2700.04	2699.22	2699.77	6475.0
2017-08-16 07:30:00	ES	Futures	2699.77	2700.04	2697.86	2698.4	7274.0
2017-08-16 08:00:00	ES	Futures	2698.4	2698.68	2697.58	2698.4	7532.0
2017-08-16 08:30:00	ES	Futures	2698.4	2700.04	2698.4	2699.5	11168.0
2017-08-16 09:00:00	ES	Futures	2699.5	2700.87	2698.4	2700.04	25324.0
2017-08-16 09:30:00	ES	Futures	2700.04	2701.14	2697.04	2700.32	123966.0
2017-08-16 10:00:00	ES	Futures	2700.32	2701.69	2698.95	2701.41	60745.0
2017-08-16 10:30:00	ES	Futures	2701.69	2703.6	2700.59	2702.78	63627.0
2017-08-16 11:00:00	ES	Futures	2702.78	2703.87	2699.5	2700.87	52456.0
2017-08-16 11:30:00	ES	Futures	2700.59	2703.05	2700.59	2702.51	38233.0
2017-08-16 12:00:00	ES	Futures	2702.51	2704.97	2702.51	2704.15	54861.0
2017-08-16 12:30:00	ES	Futures	2704.15	2704.42	2699.77	2700.59	42214.0
2017-08-16 13:00:00	ES	Futures	2700.87	2701.96	2695.94	2698.13	83887.0
2017-08-16 13:30:00	ES	Futures	2698.4	2698.4	2695.94	2697.86	50841.0
2017-08-16 14:00:00	ES	Futures	2698.13	2701.14	2692.39	2694.58	108743.0
2017-08-16 14:30:00	ES	Futures	2694.58	2698.4	2692.66	2697.31	66684.0
2017-08-16 15:00:00	ES	Futures	2697.31	2698.13	2695.67	2697.58	42022.0
2017-08-16 15:30:00	ES	Futures	2697.58	2698.4	2695.12	2697.58	112116.0
2017-08-16 16:00:00	ES	Futures	2697.58	2698.4	2696.22	2698.13	54475.0
2017-08-16 16:30:00	ES	Futures	2698.13	2698.4	2696.49	2696.76	5926.0
2017-08-16 18:00:00	ES	Futures	2697.04	2697.04	2694.03	2695.12	5018.0
2017-08-16 18:30:00	ES	Futures	2695.12	2695.12	2693.21	2693.76	2860.0
2017-08-16 19:00:00	ES	Futures	2694.03	2694.58	2692.94	2693.21	1683.0
2017-08-16 19:30:00	ES	Futures	2693.48	2694.03	2692.39	2694.03	2794.0
2017-08-16 20:00:00	ES	Futures	2693.76	2694.58	2692.94	2694.3	3458.0
2017-08-16 20:30:00	ES	Futures	2694.3	2695.12	2694.03	2694.58	2547.0
2017-08-16 21:00:00	ES	Futures	2694.58	2694.85	2694.03	2694.58	1215.0
2017-08-16 21:30:00	ES	Futures	2694.3	2695.12	2693.21	2693.48	3253.0
2017-08-16 22:00:00	ES	Futures	2693.48	2693.76	2692.94	2693.48	2031.0
2017-08-16 22:30:00	ES	Futures	2693.21	2694.03	2692.94	2693.76	1457.0
2017-08-16 23:00:00	ES	Futures	2694.03	2695.67	2693.76	2695.4	1793.0
2017-08-16 23:30:00	ES	Futures	2695.4	2695.67	2694.85	2695.4	1150.0
2017-08-16 00:00:00	NQ	Futures	7037.35	7037.65	7036.46	7036.76	290.0
2017-08-16 00:30:00	NQ	Futures	7036.76	7037.65	7036.46	7037.35	120.0
2017-08-16 01:00:00	NQ	Futures	7037.35	7043.01	7037.05	7039.73	703.0
2017-08-16 01:30:00	NQ	Futures	7039.73	7040.63	7037.95	7039.73	240.0

> showing 50 of 3,064 rows — these rows as CSV

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