PREVIEW / futures_30min / 2017-08-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-18.parquet
  size:    71 KB
  rows:    2,494

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
2017-08-18 00:00:00	ES	Futures	2657.95	2658.22	2657.13	2657.4	2150.0
2017-08-18 00:30:00	ES	Futures	2657.4	2658.22	2656.58	2657.68	2423.0
2017-08-18 01:00:00	ES	Futures	2657.68	2659.86	2657.4	2659.59	2585.0
2017-08-18 01:30:00	ES	Futures	2659.59	2660.14	2659.04	2659.86	3614.0
2017-08-18 02:00:00	ES	Futures	2659.86	2660.41	2658.77	2659.04	6347.0
2017-08-18 02:30:00	ES	Futures	2659.04	2659.04	2656.31	2656.31	7361.0
2017-08-18 03:00:00	ES	Futures	2656.31	2657.13	2653.3	2656.86	33285.0
2017-08-18 03:30:00	ES	Futures	2656.58	2657.95	2654.12	2655.76	15160.0
2017-08-18 04:00:00	ES	Futures	2655.49	2656.86	2653.58	2656.31	14888.0
2017-08-18 04:30:00	ES	Futures	2656.04	2656.04	2650.57	2652.21	18584.0
2017-08-18 05:00:00	ES	Futures	2652.21	2654.94	2651.94	2654.4	15411.0
2017-08-18 05:30:00	ES	Futures	2654.67	2657.4	2654.4	2655.76	20810.0
2017-08-18 06:00:00	ES	Futures	2655.76	2658.77	2655.49	2657.68	13918.0
2017-08-18 06:30:00	ES	Futures	2657.4	2658.22	2656.31	2656.58	11437.0
2017-08-18 07:00:00	ES	Futures	2656.58	2657.13	2654.4	2654.94	13567.0
2017-08-18 07:30:00	ES	Futures	2654.94	2659.59	2654.4	2658.22	19605.0
2017-08-18 08:00:00	ES	Futures	2658.22	2660.14	2657.95	2659.59	19571.0
2017-08-18 08:30:00	ES	Futures	2659.59	2660.68	2657.95	2657.95	18496.0
2017-08-18 09:00:00	ES	Futures	2657.95	2657.95	2652.48	2652.76	71301.0
2017-08-18 09:30:00	ES	Futures	2653.03	2654.12	2645.38	2645.92	280804.0
2017-08-18 10:00:00	ES	Futures	2645.92	2654.4	2645.65	2650.57	162916.0
2017-08-18 10:30:00	ES	Futures	2650.84	2652.76	2647.84	2650.84	102852.0
2017-08-18 11:00:00	ES	Futures	2650.84	2658.22	2646.47	2656.86	174957.0
2017-08-18 11:30:00	ES	Futures	2656.86	2662.87	2655.49	2660.68	137239.0
2017-08-18 12:00:00	ES	Futures	2660.96	2661.23	2656.86	2660.41	83840.0
2017-08-18 12:30:00	ES	Futures	2660.68	2667.24	2659.86	2663.14	152875.0
2017-08-18 13:00:00	ES	Futures	2663.14	2664.51	2659.04	2659.86	89398.0
2017-08-18 13:30:00	ES	Futures	2659.86	2661.5	2655.22	2655.22	67954.0
2017-08-18 14:00:00	ES	Futures	2655.49	2659.59	2654.94	2657.95	57723.0
2017-08-18 14:30:00	ES	Futures	2657.95	2659.59	2655.76	2656.31	38862.0
2017-08-18 15:00:00	ES	Futures	2656.31	2659.32	2654.12	2655.76	66061.0
2017-08-18 15:30:00	ES	Futures	2655.49	2657.68	2650.02	2650.84	244113.0
2017-08-18 16:00:00	ES	Futures	2650.57	2654.12	2650.57	2653.58	120087.0
2017-08-18 16:30:00	ES	Futures	2653.85	2654.67	2651.12	2651.39	16200.0
2017-08-18 00:00:00	NQ	Futures	6925.69	6928.37	6924.8	6925.99	366.0
2017-08-18 00:30:00	NQ	Futures	6925.99	6926.59	6922.42	6925.1	765.0
2017-08-18 01:00:00	NQ	Futures	6924.8	6930.46	6924.5	6928.97	683.0
2017-08-18 01:30:00	NQ	Futures	6928.97	6932.24	6925.4	6927.18	829.0
2017-08-18 02:00:00	NQ	Futures	6927.48	6930.76	6924.8	6924.8	974.0
2017-08-18 02:30:00	NQ	Futures	6924.8	6925.1	6914.38	6914.68	1735.0
2017-08-18 03:00:00	NQ	Futures	6914.97	6914.97	6900.98	6913.19	5382.0
2017-08-18 03:30:00	NQ	Futures	6912.89	6915.87	6903.66	6908.72	1887.0
2017-08-18 04:00:00	NQ	Futures	6908.42	6910.51	6900.39	6908.72	1709.0
2017-08-18 04:30:00	NQ	Futures	6909.02	6909.32	6895.32	6900.39	2586.0
2017-08-18 05:00:00	NQ	Futures	6900.09	6909.62	6898.6	6908.42	2431.0
2017-08-18 05:30:00	NQ	Futures	6907.83	6921.53	6907.83	6914.97	3020.0
2017-08-18 06:00:00	NQ	Futures	6914.68	6926.29	6914.38	6924.21	2125.0
2017-08-18 06:30:00	NQ	Futures	6924.21	6928.08	6922.42	6926.29	4177.0
2017-08-18 07:00:00	NQ	Futures	6926.29	6927.78	6921.82	6921.82	2837.0
2017-08-18 07:30:00	NQ	Futures	6922.12	6931.35	6921.23	6928.67	3313.0

> showing 50 of 2,494 rows — these rows as CSV

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