PREVIEW / futures_30min / 2017-08-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-29.parquet
  size:    87 KB
  rows:    3,061

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
2017-08-29 00:00:00	ES	Futures	2657.13	2657.13	2656.31	2656.86	1676.0
2017-08-29 00:30:00	ES	Futures	2656.86	2657.13	2656.31	2656.58	1238.0
2017-08-29 01:00:00	ES	Futures	2656.86	2658.22	2656.58	2657.68	2218.0
2017-08-29 01:30:00	ES	Futures	2657.4	2658.5	2656.86	2657.95	3358.0
2017-08-29 02:00:00	ES	Futures	2657.95	2660.68	2657.95	2660.14	6923.0
2017-08-29 02:30:00	ES	Futures	2659.86	2660.41	2656.58	2656.58	10551.0
2017-08-29 03:00:00	ES	Futures	2656.58	2657.13	2651.94	2653.03	31227.0
2017-08-29 03:30:00	ES	Futures	2652.76	2655.22	2649.75	2650.57	22131.0
2017-08-29 04:00:00	ES	Futures	2650.3	2652.48	2647.29	2649.75	25805.0
2017-08-29 04:30:00	ES	Futures	2650.02	2651.66	2648.66	2648.66	13207.0
2017-08-29 05:00:00	ES	Futures	2648.66	2651.39	2647.02	2651.39	21198.0
2017-08-29 05:30:00	ES	Futures	2651.39	2654.4	2651.12	2652.76	15561.0
2017-08-29 06:00:00	ES	Futures	2653.03	2653.85	2651.39	2653.58	8804.0
2017-08-29 06:30:00	ES	Futures	2653.3	2655.49	2652.48	2655.22	9902.0
2017-08-29 07:00:00	ES	Futures	2655.49	2658.77	2654.94	2657.13	14689.0
2017-08-29 07:30:00	ES	Futures	2657.4	2659.59	2657.13	2658.5	20218.0
2017-08-29 08:00:00	ES	Futures	2658.5	2659.59	2657.13	2657.68	17863.0
2017-08-29 08:30:00	ES	Futures	2657.68	2658.22	2654.67	2656.58	23817.0
2017-08-29 09:00:00	ES	Futures	2656.58	2656.86	2654.12	2654.67	26102.0
2017-08-29 09:30:00	ES	Futures	2654.94	2663.14	2652.76	2662.32	222907.0
2017-08-29 10:00:00	ES	Futures	2662.32	2663.42	2658.5	2662.6	121989.0
2017-08-29 10:30:00	ES	Futures	2662.6	2668.34	2662.32	2666.97	143998.0
2017-08-29 11:00:00	ES	Futures	2666.7	2669.98	2665.88	2666.7	87841.0
2017-08-29 11:30:00	ES	Futures	2666.97	2671.07	2666.15	2669.16	70121.0
2017-08-29 12:00:00	ES	Futures	2668.88	2670.52	2668.06	2669.98	40334.0
2017-08-29 12:30:00	ES	Futures	2669.98	2672.16	2669.7	2671.07	38997.0
2017-08-29 13:00:00	ES	Futures	2671.07	2672.98	2669.16	2672.16	46497.0
2017-08-29 13:30:00	ES	Futures	2672.16	2672.98	2670.52	2671.62	34153.0
2017-08-29 14:00:00	ES	Futures	2671.34	2672.71	2670.8	2671.62	38998.0
2017-08-29 14:30:00	ES	Futures	2671.62	2675.17	2671.34	2674.62	49760.0
2017-08-29 15:00:00	ES	Futures	2674.62	2677.08	2673.8	2676.26	53589.0
2017-08-29 15:30:00	ES	Futures	2676.54	2676.81	2673.26	2673.53	155795.0
2017-08-29 16:00:00	ES	Futures	2673.8	2676.26	2673.26	2675.99	73430.0
2017-08-29 16:30:00	ES	Futures	2675.99	2676.26	2675.17	2675.17	5001.0
2017-08-29 18:00:00	ES	Futures	2674.9	2675.72	2673.53	2673.8	3365.0
2017-08-29 18:30:00	ES	Futures	2673.8	2674.62	2673.8	2674.35	978.0
2017-08-29 19:00:00	ES	Futures	2674.62	2678.18	2674.35	2677.36	4605.0
2017-08-29 19:30:00	ES	Futures	2677.08	2677.9	2676.54	2677.63	1760.0
2017-08-29 20:00:00	ES	Futures	2677.63	2677.63	2676.26	2677.36	4062.0
2017-08-29 20:30:00	ES	Futures	2677.36	2677.9	2676.26	2676.81	3556.0
2017-08-29 21:00:00	ES	Futures	2676.81	2677.08	2676.26	2677.08	2257.0
2017-08-29 21:30:00	ES	Futures	2677.08	2677.36	2675.72	2677.08	3579.0
2017-08-29 22:00:00	ES	Futures	2677.08	2677.36	2675.44	2676.54	2483.0
2017-08-29 22:30:00	ES	Futures	2676.81	2677.36	2676.54	2677.36	1318.0
2017-08-29 23:00:00	ES	Futures	2677.08	2677.63	2677.08	2677.63	982.0
2017-08-29 23:30:00	ES	Futures	2677.63	2677.63	2677.08	2677.63	1382.0
2017-08-29 00:00:00	NQ	Futures	6914.38	6916.17	6912.0	6914.68	298.0
2017-08-29 00:30:00	NQ	Futures	6914.38	6915.57	6912.89	6914.97	230.0
2017-08-29 01:00:00	NQ	Futures	6914.97	6920.63	6914.38	6917.36	631.0
2017-08-29 01:30:00	NQ	Futures	6917.06	6923.31	6916.76	6920.93	758.0

> showing 50 of 3,061 rows — these rows as CSV

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