PREVIEW / futures_30min / 2017-08-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-22.parquet
  size:    78 KB
  rows:    2,994

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
2017-08-22 00:00:00	ES	Futures	2660.68	2660.68	2659.86	2660.41	1498.0
2017-08-22 00:30:00	ES	Futures	2660.41	2660.41	2659.59	2660.14	659.0
2017-08-22 01:00:00	ES	Futures	2660.41	2661.23	2659.32	2660.68	3372.0
2017-08-22 01:30:00	ES	Futures	2660.41	2660.96	2660.14	2660.41	1894.0
2017-08-22 02:00:00	ES	Futures	2660.14	2662.05	2659.04	2661.78	5448.0
2017-08-22 02:30:00	ES	Futures	2662.05	2663.69	2661.5	2663.69	9361.0
2017-08-22 03:00:00	ES	Futures	2663.42	2664.78	2659.59	2660.68	21677.0
2017-08-22 03:30:00	ES	Futures	2660.41	2661.78	2659.04	2660.96	8030.0
2017-08-22 04:00:00	ES	Futures	2660.96	2661.23	2658.5	2659.59	7721.0
2017-08-22 04:30:00	ES	Futures	2659.59	2660.41	2658.77	2660.14	5224.0
2017-08-22 05:00:00	ES	Futures	2660.14	2660.41	2656.04	2657.13	12235.0
2017-08-22 05:30:00	ES	Futures	2657.13	2658.22	2656.31	2658.22	6334.0
2017-08-22 06:00:00	ES	Futures	2657.95	2659.32	2657.13	2657.13	7098.0
2017-08-22 06:30:00	ES	Futures	2657.4	2657.95	2656.31	2656.86	6500.0
2017-08-22 07:00:00	ES	Futures	2656.86	2660.68	2656.86	2658.5	14995.0
2017-08-22 07:30:00	ES	Futures	2658.5	2660.14	2657.95	2659.59	12583.0
2017-08-22 08:00:00	ES	Futures	2659.59	2662.6	2659.32	2662.6	18557.0
2017-08-22 08:30:00	ES	Futures	2662.32	2663.69	2660.96	2661.5	20092.0
2017-08-22 09:00:00	ES	Futures	2661.23	2661.78	2659.86	2660.41	24718.0
2017-08-22 09:30:00	ES	Futures	2660.41	2670.25	2659.86	2668.06	162678.0
2017-08-22 10:00:00	ES	Futures	2667.79	2671.34	2667.79	2669.98	93891.0
2017-08-22 10:30:00	ES	Futures	2669.98	2672.16	2669.16	2671.89	60489.0
2017-08-22 11:00:00	ES	Futures	2671.89	2672.71	2669.7	2672.16	67937.0
2017-08-22 11:30:00	ES	Futures	2672.16	2675.44	2671.62	2674.35	76448.0
2017-08-22 12:00:00	ES	Futures	2674.62	2677.08	2674.35	2675.17	74682.0
2017-08-22 12:30:00	ES	Futures	2675.17	2675.99	2674.08	2675.44	30988.0
2017-08-22 13:00:00	ES	Futures	2675.72	2677.08	2675.44	2676.54	38529.0
2017-08-22 13:30:00	ES	Futures	2676.54	2677.08	2674.9	2675.44	24301.0
2017-08-22 14:00:00	ES	Futures	2675.72	2679.27	2674.9	2678.72	69522.0
2017-08-22 14:30:00	ES	Futures	2678.72	2680.36	2678.18	2679.54	70426.0
2017-08-22 15:00:00	ES	Futures	2679.27	2680.91	2678.72	2679.82	45770.0
2017-08-22 15:30:00	ES	Futures	2679.82	2683.1	2679.0	2680.09	196116.0
2017-08-22 16:00:00	ES	Futures	2680.09	2682.28	2678.72	2682.28	90496.0
2017-08-22 16:30:00	ES	Futures	2681.73	2683.37	2681.46	2682.82	9542.0
2017-08-22 18:00:00	ES	Futures	2682.0	2683.37	2681.18	2682.0	5143.0
2017-08-22 18:30:00	ES	Futures	2682.0	2682.55	2681.46	2682.55	1736.0
2017-08-22 19:00:00	ES	Futures	2682.28	2683.92	2680.91	2681.18	3792.0
2017-08-22 19:30:00	ES	Futures	2681.18	2682.55	2680.91	2682.0	2035.0
2017-08-22 20:00:00	ES	Futures	2682.0	2682.28	2679.54	2679.82	5339.0
2017-08-22 20:30:00	ES	Futures	2679.82	2680.64	2679.27	2679.82	2728.0
2017-08-22 21:00:00	ES	Futures	2679.82	2680.64	2679.27	2679.54	3114.0
2017-08-22 21:30:00	ES	Futures	2679.54	2679.82	2679.0	2679.27	3165.0
2017-08-22 22:00:00	ES	Futures	2679.27	2679.82	2677.63	2677.9	5388.0
2017-08-22 22:30:00	ES	Futures	2678.18	2678.45	2677.63	2677.9	2943.0
2017-08-22 23:00:00	ES	Futures	2677.9	2678.18	2675.72	2676.26	7778.0
2017-08-22 23:30:00	ES	Futures	2676.54	2676.54	2674.9	2675.72	6181.0
2017-08-22 00:00:00	NQ	Futures	6928.67	6929.56	6925.69	6929.27	384.0
2017-08-22 00:30:00	NQ	Futures	6928.97	6929.27	6926.88	6929.27	251.0
2017-08-22 01:00:00	NQ	Futures	6928.97	6931.35	6926.59	6930.76	707.0
2017-08-22 01:30:00	NQ	Futures	6930.76	6932.24	6928.37	6928.67	548.0

> showing 50 of 2,994 rows — these rows as CSV

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