PREVIEW / futures_30min / 2017-08-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-24.parquet
  size:    75 KB
  rows:    2,974

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
2017-08-24 00:00:00	ES	Futures	2668.88	2669.16	2667.52	2667.79	1582.0
2017-08-24 00:30:00	ES	Futures	2667.52	2668.34	2667.52	2667.79	1012.0
2017-08-24 01:00:00	ES	Futures	2668.06	2668.88	2666.97	2667.24	2052.0
2017-08-24 01:30:00	ES	Futures	2667.24	2667.24	2665.88	2665.88	2801.0
2017-08-24 02:00:00	ES	Futures	2666.15	2667.52	2665.06	2667.24	4893.0
2017-08-24 02:30:00	ES	Futures	2666.97	2671.07	2666.7	2670.52	6817.0
2017-08-24 03:00:00	ES	Futures	2670.52	2671.07	2669.43	2670.25	12020.0
2017-08-24 03:30:00	ES	Futures	2669.98	2670.25	2668.06	2668.34	6680.0
2017-08-24 04:00:00	ES	Futures	2668.06	2670.25	2667.79	2669.7	7875.0
2017-08-24 04:30:00	ES	Futures	2669.7	2672.71	2669.7	2670.8	10268.0
2017-08-24 05:00:00	ES	Futures	2670.8	2671.89	2670.8	2671.62	4051.0
2017-08-24 05:30:00	ES	Futures	2671.62	2672.71	2670.8	2672.44	4991.0
2017-08-24 06:00:00	ES	Futures	2672.71	2673.53	2671.89	2672.44	7438.0
2017-08-24 06:30:00	ES	Futures	2672.44	2672.98	2671.34	2671.89	4716.0
2017-08-24 07:00:00	ES	Futures	2671.89	2675.17	2671.34	2674.9	11864.0
2017-08-24 07:30:00	ES	Futures	2674.62	2675.17	2674.35	2674.35	5968.0
2017-08-24 08:00:00	ES	Futures	2674.62	2676.26	2673.8	2675.44	13377.0
2017-08-24 08:30:00	ES	Futures	2675.17	2677.08	2674.9	2676.54	14537.0
2017-08-24 09:00:00	ES	Futures	2676.54	2676.81	2675.44	2675.99	13665.0
2017-08-24 09:30:00	ES	Futures	2675.99	2677.63	2665.88	2666.97	161484.0
2017-08-24 10:00:00	ES	Futures	2666.7	2671.34	2664.51	2670.52	124175.0
2017-08-24 10:30:00	ES	Futures	2670.52	2674.9	2670.52	2672.16	81906.0
2017-08-24 11:00:00	ES	Futures	2672.16	2673.26	2663.69	2665.6	134847.0
2017-08-24 11:30:00	ES	Futures	2665.88	2667.24	2661.78	2667.24	104291.0
2017-08-24 12:00:00	ES	Futures	2667.24	2668.61	2666.15	2666.97	60836.0
2017-08-24 12:30:00	ES	Futures	2667.24	2668.88	2665.6	2667.52	38032.0
2017-08-24 13:00:00	ES	Futures	2667.52	2672.44	2666.7	2671.07	51838.0
2017-08-24 13:30:00	ES	Futures	2670.8	2671.07	2668.61	2668.61	31101.0
2017-08-24 14:00:00	ES	Futures	2668.61	2669.7	2665.06	2666.7	56562.0
2017-08-24 14:30:00	ES	Futures	2666.97	2668.88	2665.33	2668.34	40933.0
2017-08-24 15:00:00	ES	Futures	2668.34	2669.43	2665.33	2668.34	64595.0
2017-08-24 15:30:00	ES	Futures	2668.61	2668.88	2663.96	2665.06	163070.0
2017-08-24 16:00:00	ES	Futures	2665.06	2669.16	2664.78	2668.88	77247.0
2017-08-24 16:30:00	ES	Futures	2669.16	2671.07	2668.88	2670.8	7669.0
2017-08-24 18:00:00	ES	Futures	2670.52	2672.44	2669.98	2670.52	3355.0
2017-08-24 18:30:00	ES	Futures	2670.52	2671.62	2670.52	2670.8	1571.0
2017-08-24 19:00:00	ES	Futures	2670.8	2671.07	2669.43	2670.25	1054.0
2017-08-24 19:30:00	ES	Futures	2670.25	2670.8	2669.43	2669.98	1337.0
2017-08-24 20:00:00	ES	Futures	2669.98	2669.98	2668.06	2668.34	3704.0
2017-08-24 20:30:00	ES	Futures	2668.61	2669.7	2668.06	2668.88	2494.0
2017-08-24 21:00:00	ES	Futures	2668.61	2668.88	2666.42	2666.97	3706.0
2017-08-24 21:30:00	ES	Futures	2666.7	2668.88	2666.7	2668.61	2720.0
2017-08-24 22:00:00	ES	Futures	2668.88	2669.98	2667.79	2669.98	2906.0
2017-08-24 22:30:00	ES	Futures	2669.7	2671.62	2669.7	2671.07	4106.0
2017-08-24 23:00:00	ES	Futures	2671.07	2671.62	2670.52	2671.34	1171.0
2017-08-24 23:30:00	ES	Futures	2671.07	2671.07	2669.43	2669.98	2292.0
2017-08-24 00:00:00	NQ	Futures	6965.89	6967.08	6961.42	6962.32	426.0
2017-08-24 00:30:00	NQ	Futures	6962.02	6964.4	6960.53	6962.32	329.0
2017-08-24 01:00:00	NQ	Futures	6962.32	6965.89	6958.15	6961.72	739.0
2017-08-24 01:30:00	NQ	Futures	6961.42	6961.72	6958.15	6958.15	414.0

> showing 50 of 2,974 rows — these rows as CSV

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