PREVIEW / futures_30min / 2017-08-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-28.parquet
  size:    78 KB
  rows:    2,873

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
2017-08-28 00:00:00	ES	Futures	2666.97	2667.24	2666.42	2666.42	1446.0
2017-08-28 00:30:00	ES	Futures	2666.42	2667.24	2665.6	2666.97	1771.0
2017-08-28 01:00:00	ES	Futures	2666.97	2667.52	2666.15	2666.42	1332.0
2017-08-28 01:30:00	ES	Futures	2666.42	2667.52	2666.15	2666.97	1902.0
2017-08-28 02:00:00	ES	Futures	2666.97	2667.24	2666.15	2666.42	3660.0
2017-08-28 02:30:00	ES	Futures	2666.42	2666.7	2663.96	2664.24	5171.0
2017-08-28 03:00:00	ES	Futures	2663.96	2665.06	2663.69	2664.51	8635.0
2017-08-28 03:30:00	ES	Futures	2664.78	2665.6	2663.69	2665.06	7827.0
2017-08-28 04:00:00	ES	Futures	2665.06	2669.43	2665.06	2667.52	10688.0
2017-08-28 04:30:00	ES	Futures	2667.52	2667.79	2666.97	2667.52	3184.0
2017-08-28 05:00:00	ES	Futures	2667.24	2668.61	2667.24	2667.79	3420.0
2017-08-28 05:30:00	ES	Futures	2667.79	2670.25	2667.24	2669.43	5565.0
2017-08-28 06:00:00	ES	Futures	2669.43	2669.98	2668.34	2669.43	3297.0
2017-08-28 06:30:00	ES	Futures	2669.7	2670.25	2669.16	2669.43	2411.0
2017-08-28 07:00:00	ES	Futures	2669.43	2672.71	2669.43	2671.89	10108.0
2017-08-28 07:30:00	ES	Futures	2671.89	2672.71	2671.34	2672.16	6921.0
2017-08-28 08:00:00	ES	Futures	2672.16	2674.62	2672.16	2674.08	10087.0
2017-08-28 08:30:00	ES	Futures	2674.08	2675.72	2674.08	2675.72	9322.0
2017-08-28 09:00:00	ES	Futures	2675.44	2677.36	2675.44	2676.81	18463.0
2017-08-28 09:30:00	ES	Futures	2676.81	2677.9	2670.8	2671.62	116880.0
2017-08-28 10:00:00	ES	Futures	2671.62	2672.71	2669.16	2669.7	81779.0
2017-08-28 10:30:00	ES	Futures	2669.98	2673.26	2668.34	2672.71	64395.0
2017-08-28 11:00:00	ES	Futures	2672.71	2673.8	2670.25	2671.34	51585.0
2017-08-28 11:30:00	ES	Futures	2671.34	2672.16	2668.88	2671.07	43086.0
2017-08-28 12:00:00	ES	Futures	2671.34	2671.34	2666.42	2666.97	48001.0
2017-08-28 12:30:00	ES	Futures	2667.24	2668.06	2665.6	2667.52	36072.0
2017-08-28 13:00:00	ES	Futures	2667.52	2669.16	2667.24	2668.06	26447.0
2017-08-28 13:30:00	ES	Futures	2668.06	2669.98	2666.97	2669.7	26645.0
2017-08-28 14:00:00	ES	Futures	2669.7	2670.25	2668.06	2668.88	33488.0
2017-08-28 14:30:00	ES	Futures	2668.88	2669.98	2667.79	2669.16	24784.0
2017-08-28 15:00:00	ES	Futures	2669.43	2670.25	2667.79	2669.16	40180.0
2017-08-28 15:30:00	ES	Futures	2669.16	2671.34	2668.88	2671.34	107447.0
2017-08-28 16:00:00	ES	Futures	2671.34	2672.44	2671.07	2671.89	53486.0
2017-08-28 16:30:00	ES	Futures	2671.89	2672.98	2671.62	2672.44	4364.0
2017-08-28 18:00:00	ES	Futures	2661.23	2661.23	2649.2	2654.4	43108.0
2017-08-28 18:30:00	ES	Futures	2654.4	2659.04	2652.48	2658.22	14462.0
2017-08-28 19:00:00	ES	Futures	2658.22	2658.5	2654.67	2657.13	7739.0
2017-08-28 19:30:00	ES	Futures	2657.13	2660.14	2656.86	2657.95	7771.0
2017-08-28 20:00:00	ES	Futures	2657.95	2659.86	2656.58	2657.4	13888.0
2017-08-28 20:30:00	ES	Futures	2657.4	2659.59	2655.22	2659.59	10493.0
2017-08-28 21:00:00	ES	Futures	2659.32	2660.14	2656.58	2657.13	6955.0
2017-08-28 21:30:00	ES	Futures	2657.4	2657.4	2652.48	2654.4	14432.0
2017-08-28 22:00:00	ES	Futures	2654.12	2657.4	2653.58	2657.13	6111.0
2017-08-28 22:30:00	ES	Futures	2657.13	2657.13	2656.04	2656.58	2770.0
2017-08-28 23:00:00	ES	Futures	2656.58	2657.68	2655.76	2656.31	2741.0
2017-08-28 23:30:00	ES	Futures	2656.58	2657.4	2655.76	2657.13	2431.0
2017-08-28 00:00:00	NQ	Futures	6928.37	6928.97	6925.4	6926.29	211.0
2017-08-28 00:30:00	NQ	Futures	6926.29	6929.27	6923.01	6928.67	303.0
2017-08-28 01:00:00	NQ	Futures	6928.97	6929.56	6924.8	6926.29	253.0
2017-08-28 01:30:00	NQ	Futures	6926.29	6929.56	6924.5	6926.59	598.0

> showing 50 of 2,873 rows — these rows as CSV

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