PREVIEW / futures_30min / 2017-08-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-25.parquet
  size:    67 KB
  rows:    2,422

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
2017-08-25 00:00:00	ES	Futures	2669.98	2670.25	2669.7	2669.98	1168.0
2017-08-25 00:30:00	ES	Futures	2669.98	2669.98	2669.16	2669.43	892.0
2017-08-25 01:00:00	ES	Futures	2669.43	2671.07	2669.16	2670.52	1222.0
2017-08-25 01:30:00	ES	Futures	2670.52	2670.8	2669.43	2670.25	1516.0
2017-08-25 02:00:00	ES	Futures	2670.25	2671.07	2669.16	2669.16	3313.0
2017-08-25 02:30:00	ES	Futures	2669.43	2670.25	2668.88	2669.7	2391.0
2017-08-25 03:00:00	ES	Futures	2669.98	2670.8	2667.52	2667.52	10926.0
2017-08-25 03:30:00	ES	Futures	2667.79	2670.25	2665.06	2669.98	17820.0
2017-08-25 04:00:00	ES	Futures	2669.7	2670.8	2669.43	2669.98	9360.0
2017-08-25 04:30:00	ES	Futures	2670.25	2670.52	2668.88	2669.16	3297.0
2017-08-25 05:00:00	ES	Futures	2668.88	2670.25	2667.52	2670.25	6700.0
2017-08-25 05:30:00	ES	Futures	2670.25	2673.53	2669.43	2672.98	12154.0
2017-08-25 06:00:00	ES	Futures	2672.98	2674.9	2672.44	2674.35	8168.0
2017-08-25 06:30:00	ES	Futures	2674.35	2675.72	2673.53	2675.44	13206.0
2017-08-25 07:00:00	ES	Futures	2675.72	2676.26	2674.35	2675.17	10610.0
2017-08-25 07:30:00	ES	Futures	2675.17	2677.63	2674.62	2676.81	12590.0
2017-08-25 08:00:00	ES	Futures	2676.81	2676.81	2674.9	2675.44	8658.0
2017-08-25 08:30:00	ES	Futures	2675.44	2675.99	2674.08	2675.99	12424.0
2017-08-25 09:00:00	ES	Futures	2675.72	2676.26	2674.08	2674.62	14631.0
2017-08-25 09:30:00	ES	Futures	2674.62	2680.36	2673.8	2678.72	126724.0
2017-08-25 10:00:00	ES	Futures	2678.72	2682.55	2677.9	2679.54	113531.0
2017-08-25 10:30:00	ES	Futures	2679.82	2680.36	2673.53	2674.35	85859.0
2017-08-25 11:00:00	ES	Futures	2674.35	2674.62	2669.16	2670.8	116995.0
2017-08-25 11:30:00	ES	Futures	2670.8	2673.8	2668.88	2671.34	63892.0
2017-08-25 12:00:00	ES	Futures	2671.34	2674.35	2670.8	2673.53	32185.0
2017-08-25 12:30:00	ES	Futures	2673.53	2674.35	2672.44	2673.53	28749.0
2017-08-25 13:00:00	ES	Futures	2673.8	2675.99	2673.53	2674.9	30420.0
2017-08-25 13:30:00	ES	Futures	2674.9	2675.44	2673.26	2674.35	19993.0
2017-08-25 14:00:00	ES	Futures	2674.35	2676.26	2674.08	2675.72	29645.0
2017-08-25 14:30:00	ES	Futures	2675.72	2676.26	2674.9	2675.72	13817.0
2017-08-25 15:00:00	ES	Futures	2675.72	2678.18	2673.53	2675.72	78298.0
2017-08-25 15:30:00	ES	Futures	2675.72	2675.99	2669.43	2670.52	168412.0
2017-08-25 16:00:00	ES	Futures	2670.52	2671.89	2669.98	2670.52	75064.0
2017-08-25 16:30:00	ES	Futures	2670.8	2671.34	2669.98	2670.25	6832.0
2017-08-25 00:00:00	NQ	Futures	6960.53	6962.91	6960.53	6961.42	212.0
2017-08-25 00:30:00	NQ	Futures	6961.13	6961.13	6956.36	6956.36	327.0
2017-08-25 01:00:00	NQ	Futures	6956.66	6965.29	6956.66	6962.02	579.0
2017-08-25 01:30:00	NQ	Futures	6962.02	6964.7	6957.55	6962.91	552.0
2017-08-25 02:00:00	NQ	Futures	6962.62	6964.7	6958.45	6959.04	539.0
2017-08-25 02:30:00	NQ	Futures	6959.64	6963.21	6958.15	6961.42	306.0
2017-08-25 03:00:00	NQ	Futures	6962.02	6963.81	6953.68	6953.68	1157.0
2017-08-25 03:30:00	NQ	Futures	6953.98	6961.42	6945.94	6961.13	2274.0
2017-08-25 04:00:00	NQ	Futures	6961.13	6964.4	6958.45	6962.32	1167.0
2017-08-25 04:30:00	NQ	Futures	6962.32	6964.1	6959.34	6959.64	470.0
2017-08-25 05:00:00	NQ	Futures	6959.34	6962.02	6953.09	6961.72	1326.0
2017-08-25 05:30:00	NQ	Futures	6962.02	6972.74	6959.34	6972.14	2524.0
2017-08-25 06:00:00	NQ	Futures	6971.85	6980.48	6971.25	6978.1	2756.0
2017-08-25 06:30:00	NQ	Futures	6978.1	6982.56	6973.33	6978.69	4406.0
2017-08-25 07:00:00	NQ	Futures	6978.69	6981.08	6975.42	6977.2	4392.0
2017-08-25 07:30:00	NQ	Futures	6977.5	6988.52	6976.61	6985.24	3647.0

> showing 50 of 2,422 rows — these rows as CSV

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