PREVIEW / futures_30min / 2017-08-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-30.parquet
  size:    78 KB
  rows:    2,967

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
2017-08-30 00:00:00	ES	Futures	2677.36	2677.63	2676.81	2677.08	1067.0
2017-08-30 00:30:00	ES	Futures	2676.81	2677.63	2676.81	2677.36	1003.0
2017-08-30 01:00:00	ES	Futures	2677.36	2678.45	2677.08	2677.63	3285.0
2017-08-30 01:30:00	ES	Futures	2677.63	2678.18	2677.63	2677.9	1088.0
2017-08-30 02:00:00	ES	Futures	2678.18	2682.55	2677.36	2682.0	13638.0
2017-08-30 02:30:00	ES	Futures	2682.0	2683.37	2681.46	2682.82	6885.0
2017-08-30 03:00:00	ES	Futures	2682.55	2682.55	2679.82	2680.91	10219.0
2017-08-30 03:30:00	ES	Futures	2680.91	2682.55	2679.82	2680.09	9007.0
2017-08-30 04:00:00	ES	Futures	2680.09	2680.36	2678.45	2679.27	6159.0
2017-08-30 04:30:00	ES	Futures	2679.54	2679.82	2678.18	2678.45	6115.0
2017-08-30 05:00:00	ES	Futures	2678.72	2678.72	2676.81	2677.63	8812.0
2017-08-30 05:30:00	ES	Futures	2677.36	2677.9	2675.99	2676.54	6527.0
2017-08-30 06:00:00	ES	Futures	2676.81	2677.36	2676.26	2676.81	5100.0
2017-08-30 06:30:00	ES	Futures	2676.81	2678.18	2676.26	2677.63	6407.0
2017-08-30 07:00:00	ES	Futures	2677.63	2677.9	2674.9	2675.72	8338.0
2017-08-30 07:30:00	ES	Futures	2675.72	2676.81	2674.9	2675.99	5906.0
2017-08-30 08:00:00	ES	Futures	2676.26	2676.81	2674.62	2675.44	11124.0
2017-08-30 08:30:00	ES	Futures	2675.44	2675.99	2671.62	2671.89	32633.0
2017-08-30 09:00:00	ES	Futures	2671.89	2674.08	2670.8	2672.98	35138.0
2017-08-30 09:30:00	ES	Futures	2672.98	2676.54	2670.8	2675.99	128480.0
2017-08-30 10:00:00	ES	Futures	2676.26	2677.9	2674.62	2677.36	61668.0
2017-08-30 10:30:00	ES	Futures	2677.36	2680.36	2675.17	2680.09	87327.0
2017-08-30 11:00:00	ES	Futures	2679.82	2680.64	2678.45	2680.09	54759.0
2017-08-30 11:30:00	ES	Futures	2680.09	2681.46	2679.0	2680.64	66156.0
2017-08-30 12:00:00	ES	Futures	2680.64	2681.46	2679.54	2681.18	29623.0
2017-08-30 12:30:00	ES	Futures	2681.18	2683.92	2680.64	2683.64	37595.0
2017-08-30 13:00:00	ES	Futures	2683.92	2688.29	2683.64	2687.47	72794.0
2017-08-30 13:30:00	ES	Futures	2687.74	2689.11	2686.65	2688.29	66006.0
2017-08-30 14:00:00	ES	Futures	2688.29	2688.56	2686.92	2688.02	41197.0
2017-08-30 14:30:00	ES	Futures	2688.29	2689.38	2686.1	2688.56	60208.0
2017-08-30 15:00:00	ES	Futures	2688.29	2688.56	2685.83	2687.74	49084.0
2017-08-30 15:30:00	ES	Futures	2687.74	2688.02	2682.0	2686.1	220645.0
2017-08-30 16:00:00	ES	Futures	2686.38	2686.92	2684.74	2685.28	79479.0
2017-08-30 16:30:00	ES	Futures	2685.56	2686.1	2684.74	2684.74	5911.0
2017-08-30 18:00:00	ES	Futures	2684.46	2685.83	2683.92	2685.56	2982.0
2017-08-30 18:30:00	ES	Futures	2685.28	2686.1	2684.74	2685.28	1409.0
2017-08-30 19:00:00	ES	Futures	2685.28	2686.1	2685.01	2685.83	865.0
2017-08-30 19:30:00	ES	Futures	2685.83	2687.2	2685.56	2686.92	1941.0
2017-08-30 20:00:00	ES	Futures	2686.92	2688.84	2686.65	2687.74	5599.0
2017-08-30 20:30:00	ES	Futures	2687.74	2688.56	2687.47	2687.74	2725.0
2017-08-30 21:00:00	ES	Futures	2687.74	2688.02	2686.65	2687.74	2864.0
2017-08-30 21:30:00	ES	Futures	2687.47	2688.56	2686.65	2686.92	3912.0
2017-08-30 22:00:00	ES	Futures	2686.92	2688.02	2686.65	2687.47	1495.0
2017-08-30 22:30:00	ES	Futures	2687.2	2687.47	2686.1	2686.38	2205.0
2017-08-30 23:00:00	ES	Futures	2686.65	2686.92	2686.1	2686.38	1393.0
2017-08-30 23:30:00	ES	Futures	2686.65	2687.2	2686.38	2687.2	1240.0
2017-08-30 00:00:00	NQ	Futures	6999.83	7000.13	6996.26	6996.86	349.0
2017-08-30 00:30:00	NQ	Futures	6997.15	7002.51	6997.15	7000.73	534.0
2017-08-30 01:00:00	NQ	Futures	7001.03	7006.68	6999.83	7003.11	1028.0
2017-08-30 01:30:00	NQ	Futures	7003.11	7005.49	7003.11	7004.0	279.0

> showing 50 of 2,967 rows — these rows as CSV

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