PREVIEW / futures_30min / 2017-08-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-08-31.parquet
  size:    81 KB
  rows:    2,995

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
2017-08-31 00:00:00	ES	Futures	2687.2	2687.47	2686.65	2687.2	843.0
2017-08-31 00:30:00	ES	Futures	2687.2	2687.2	2686.65	2687.2	843.0
2017-08-31 01:00:00	ES	Futures	2687.2	2687.2	2686.65	2686.65	1298.0
2017-08-31 01:30:00	ES	Futures	2686.92	2687.47	2686.38	2687.2	1973.0
2017-08-31 02:00:00	ES	Futures	2687.47	2688.29	2686.92	2688.02	3042.0
2017-08-31 02:30:00	ES	Futures	2688.02	2688.29	2686.92	2687.2	2296.0
2017-08-31 03:00:00	ES	Futures	2687.47	2688.56	2687.2	2688.02	11388.0
2017-08-31 03:30:00	ES	Futures	2687.74	2687.74	2686.1	2686.92	7409.0
2017-08-31 04:00:00	ES	Futures	2686.92	2689.38	2686.92	2689.38	9112.0
2017-08-31 04:30:00	ES	Futures	2689.38	2692.94	2689.11	2692.39	20964.0
2017-08-31 05:00:00	ES	Futures	2692.12	2692.66	2691.84	2692.39	7072.0
2017-08-31 05:30:00	ES	Futures	2692.39	2694.58	2692.12	2694.58	8182.0
2017-08-31 06:00:00	ES	Futures	2694.3	2695.12	2690.48	2691.3	17807.0
2017-08-31 06:30:00	ES	Futures	2691.3	2691.84	2689.66	2691.84	8853.0
2017-08-31 07:00:00	ES	Futures	2691.57	2692.94	2690.75	2691.02	7621.0
2017-08-31 07:30:00	ES	Futures	2691.3	2691.3	2689.11	2689.66	7486.0
2017-08-31 08:00:00	ES	Futures	2689.66	2691.57	2689.11	2690.48	8414.0
2017-08-31 08:30:00	ES	Futures	2690.75	2692.66	2690.2	2691.84	10569.0
2017-08-31 09:00:00	ES	Futures	2691.84	2694.03	2691.84	2693.48	15105.0
2017-08-31 09:30:00	ES	Futures	2693.76	2697.04	2692.39	2696.76	153128.0
2017-08-31 10:00:00	ES	Futures	2696.49	2700.04	2696.22	2698.95	150260.0
2017-08-31 10:30:00	ES	Futures	2698.95	2698.95	2694.3	2696.49	134648.0
2017-08-31 11:00:00	ES	Futures	2696.49	2697.86	2695.12	2696.76	59449.0
2017-08-31 11:30:00	ES	Futures	2696.76	2697.86	2693.21	2697.31	94571.0
2017-08-31 12:00:00	ES	Futures	2697.04	2699.5	2697.04	2699.22	49637.0
2017-08-31 12:30:00	ES	Futures	2699.22	2700.04	2698.13	2698.68	37497.0
2017-08-31 13:00:00	ES	Futures	2698.68	2699.77	2697.31	2697.86	40303.0
2017-08-31 13:30:00	ES	Futures	2698.13	2699.22	2697.31	2698.68	37792.0
2017-08-31 14:00:00	ES	Futures	2698.68	2699.77	2697.04	2699.5	53802.0
2017-08-31 14:30:00	ES	Futures	2699.5	2702.78	2699.22	2702.23	70357.0
2017-08-31 15:00:00	ES	Futures	2702.23	2703.33	2700.32	2702.51	69815.0
2017-08-31 15:30:00	ES	Futures	2702.51	2705.24	2698.68	2701.41	412489.0
2017-08-31 16:00:00	ES	Futures	2701.14	2701.41	2698.68	2699.5	118444.0
2017-08-31 16:30:00	ES	Futures	2699.77	2701.41	2699.5	2701.14	8129.0
2017-08-31 18:00:00	ES	Futures	2700.87	2703.05	2700.59	2701.96	5075.0
2017-08-31 18:30:00	ES	Futures	2701.69	2702.78	2701.41	2701.96	1514.0
2017-08-31 19:00:00	ES	Futures	2701.69	2701.96	2701.41	2701.69	987.0
2017-08-31 19:30:00	ES	Futures	2701.96	2703.6	2701.96	2703.33	2972.0
2017-08-31 20:00:00	ES	Futures	2703.33	2703.6	2701.96	2702.23	3325.0
2017-08-31 20:30:00	ES	Futures	2702.23	2702.78	2701.96	2702.23	1898.0
2017-08-31 21:00:00	ES	Futures	2701.96	2702.51	2701.14	2702.51	3095.0
2017-08-31 21:30:00	ES	Futures	2702.23	2702.78	2701.69	2702.23	2518.0
2017-08-31 22:00:00	ES	Futures	2702.51	2702.51	2701.69	2701.96	790.0
2017-08-31 22:30:00	ES	Futures	2701.96	2702.23	2701.69	2701.69	1412.0
2017-08-31 23:00:00	ES	Futures	2701.96	2702.51	2701.41	2702.23	1986.0
2017-08-31 23:30:00	ES	Futures	2702.23	2702.23	2701.14	2701.41	1784.0
2017-08-31 00:00:00	NQ	Futures	7081.12	7082.31	7079.93	7081.42	236.0
2017-08-31 00:30:00	NQ	Futures	7081.42	7081.42	7080.23	7081.12	192.0
2017-08-31 01:00:00	NQ	Futures	7081.42	7081.72	7079.93	7079.93	224.0
2017-08-31 01:30:00	NQ	Futures	7079.93	7081.72	7077.84	7080.82	456.0

> showing 50 of 2,995 rows — these rows as CSV

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