PREVIEW / futures_30min / 2017-08-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-17.parquet
  size:    87 KB
  rows:    3,052

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
2017-08-17 00:00:00	ES	Futures	2695.12	2695.4	2695.12	2695.12	444.0
2017-08-17 00:30:00	ES	Futures	2695.12	2695.67	2695.12	2695.4	310.0
2017-08-17 01:00:00	ES	Futures	2695.67	2695.94	2694.58	2695.12	1192.0
2017-08-17 01:30:00	ES	Futures	2694.85	2695.12	2694.3	2695.12	1607.0
2017-08-17 02:00:00	ES	Futures	2695.12	2696.22	2694.85	2695.94	2897.0
2017-08-17 02:30:00	ES	Futures	2695.94	2696.22	2695.12	2695.4	1440.0
2017-08-17 03:00:00	ES	Futures	2695.4	2698.95	2694.58	2698.13	12841.0
2017-08-17 03:30:00	ES	Futures	2698.4	2698.68	2696.22	2697.04	5508.0
2017-08-17 04:00:00	ES	Futures	2696.76	2697.04	2695.12	2695.67	6373.0
2017-08-17 04:30:00	ES	Futures	2695.67	2695.94	2693.21	2694.58	9493.0
2017-08-17 05:00:00	ES	Futures	2694.58	2695.67	2693.21	2693.76	7584.0
2017-08-17 05:30:00	ES	Futures	2694.03	2695.4	2693.48	2695.12	6279.0
2017-08-17 06:00:00	ES	Futures	2695.12	2695.4	2694.3	2695.12	5084.0
2017-08-17 06:30:00	ES	Futures	2695.12	2695.4	2693.76	2694.03	5335.0
2017-08-17 07:00:00	ES	Futures	2694.03	2694.3	2692.94	2693.48	6695.0
2017-08-17 07:30:00	ES	Futures	2693.48	2695.12	2689.93	2691.02	26703.0
2017-08-17 08:00:00	ES	Futures	2691.3	2692.39	2688.02	2689.66	21445.0
2017-08-17 08:30:00	ES	Futures	2689.38	2692.39	2689.11	2691.57	23109.0
2017-08-17 09:00:00	ES	Futures	2691.3	2691.57	2688.84	2689.93	22111.0
2017-08-17 09:30:00	ES	Futures	2690.2	2694.03	2688.02	2688.02	145981.0
2017-08-17 10:00:00	ES	Futures	2688.02	2689.38	2678.45	2681.18	274020.0
2017-08-17 10:30:00	ES	Futures	2681.46	2686.1	2679.0	2682.0	198283.0
2017-08-17 11:00:00	ES	Futures	2682.28	2687.47	2682.0	2682.82	101771.0
2017-08-17 11:30:00	ES	Futures	2683.1	2684.46	2678.45	2680.09	99359.0
2017-08-17 12:00:00	ES	Futures	2680.09	2681.73	2675.17	2676.81	105663.0
2017-08-17 12:30:00	ES	Futures	2676.81	2676.81	2670.25	2672.16	87662.0
2017-08-17 13:00:00	ES	Futures	2671.89	2672.44	2668.61	2671.34	96744.0
2017-08-17 13:30:00	ES	Futures	2671.07	2674.08	2668.88	2671.89	74348.0
2017-08-17 14:00:00	ES	Futures	2671.89	2672.71	2666.42	2669.98	93104.0
2017-08-17 14:30:00	ES	Futures	2669.98	2670.52	2666.15	2668.34	88455.0
2017-08-17 15:00:00	ES	Futures	2668.34	2668.61	2660.68	2661.23	136312.0
2017-08-17 15:30:00	ES	Futures	2661.23	2664.51	2655.49	2655.76	333859.0
2017-08-17 16:00:00	ES	Futures	2656.04	2657.95	2654.4	2656.86	150060.0
2017-08-17 16:30:00	ES	Futures	2656.86	2657.68	2650.02	2653.85	25072.0
2017-08-17 18:00:00	ES	Futures	2653.3	2655.49	2652.21	2654.12	11639.0
2017-08-17 18:30:00	ES	Futures	2654.12	2655.22	2653.58	2654.94	2452.0
2017-08-17 19:00:00	ES	Futures	2654.94	2656.04	2654.67	2655.76	3992.0
2017-08-17 19:30:00	ES	Futures	2655.76	2655.76	2652.76	2653.3	4166.0
2017-08-17 20:00:00	ES	Futures	2653.3	2654.94	2651.12	2654.94	7695.0
2017-08-17 20:30:00	ES	Futures	2654.67	2659.59	2654.12	2659.04	13133.0
2017-08-17 21:00:00	ES	Futures	2658.77	2661.23	2658.77	2660.41	10154.0
2017-08-17 21:30:00	ES	Futures	2660.14	2660.68	2659.32	2660.41	5292.0
2017-08-17 22:00:00	ES	Futures	2660.14	2660.41	2657.13	2658.22	4735.0
2017-08-17 22:30:00	ES	Futures	2657.95	2659.32	2657.95	2659.32	2164.0
2017-08-17 23:00:00	ES	Futures	2659.32	2659.86	2658.77	2659.04	1875.0
2017-08-17 23:30:00	ES	Futures	2658.77	2659.59	2657.68	2657.68	2984.0
2017-08-17 00:00:00	NQ	Futures	7043.01	7043.9	7042.71	7043.6	114.0
2017-08-17 00:30:00	NQ	Futures	7043.9	7045.99	7043.31	7045.69	229.0
2017-08-17 01:00:00	NQ	Futures	7045.69	7047.47	7041.22	7043.01	454.0
2017-08-17 01:30:00	NQ	Futures	7043.01	7043.9	7039.73	7042.71	393.0

> showing 50 of 3,052 rows — these rows as CSV

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