PREVIEW / futures_30min / 2017-09-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-01.parquet
  size:    70 KB
  rows:    2,520

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
2017-09-01 00:00:00	ES	Futures	2701.41	2701.96	2701.14	2701.96	1546.0
2017-09-01 00:30:00	ES	Futures	2701.96	2702.23	2701.69	2701.96	356.0
2017-09-01 01:00:00	ES	Futures	2702.23	2702.23	2701.41	2701.96	1572.0
2017-09-01 01:30:00	ES	Futures	2702.23	2702.23	2701.69	2701.96	1393.0
2017-09-01 02:00:00	ES	Futures	2701.69	2702.78	2701.69	2702.78	2506.0
2017-09-01 02:30:00	ES	Futures	2702.51	2703.6	2702.23	2703.6	2178.0
2017-09-01 03:00:00	ES	Futures	2703.6	2704.69	2702.51	2703.6	9240.0
2017-09-01 03:30:00	ES	Futures	2703.6	2704.69	2703.33	2704.69	7097.0
2017-09-01 04:00:00	ES	Futures	2704.69	2705.24	2702.23	2702.78	7922.0
2017-09-01 04:30:00	ES	Futures	2702.78	2703.6	2701.69	2703.05	6865.0
2017-09-01 05:00:00	ES	Futures	2702.78	2703.33	2701.96	2703.33	4749.0
2017-09-01 05:30:00	ES	Futures	2703.33	2703.6	2702.51	2703.33	6748.0
2017-09-01 06:00:00	ES	Futures	2703.33	2704.97	2702.78	2704.97	7884.0
2017-09-01 06:30:00	ES	Futures	2704.97	2705.79	2704.69	2705.51	6110.0
2017-09-01 07:00:00	ES	Futures	2705.51	2706.61	2705.51	2706.61	7008.0
2017-09-01 07:30:00	ES	Futures	2706.33	2708.25	2706.06	2707.7	17184.0
2017-09-01 08:00:00	ES	Futures	2707.7	2707.97	2706.61	2706.88	11816.0
2017-09-01 08:30:00	ES	Futures	2706.61	2709.34	2705.24	2706.61	50360.0
2017-09-01 09:00:00	ES	Futures	2706.61	2708.79	2706.06	2706.61	28654.0
2017-09-01 09:30:00	ES	Futures	2706.33	2708.79	2703.87	2705.79	127884.0
2017-09-01 10:00:00	ES	Futures	2706.06	2706.88	2703.87	2706.88	88773.0
2017-09-01 10:30:00	ES	Futures	2706.88	2709.34	2705.79	2708.79	53674.0
2017-09-01 11:00:00	ES	Futures	2708.52	2709.61	2706.33	2706.61	75390.0
2017-09-01 11:30:00	ES	Futures	2706.61	2708.79	2705.51	2708.52	43401.0
2017-09-01 12:00:00	ES	Futures	2708.52	2709.89	2707.97	2709.34	32659.0
2017-09-01 12:30:00	ES	Futures	2709.07	2710.98	2708.79	2710.71	37785.0
2017-09-01 13:00:00	ES	Futures	2710.71	2711.25	2709.34	2710.16	29793.0
2017-09-01 13:30:00	ES	Futures	2710.16	2710.71	2709.07	2709.34	27255.0
2017-09-01 14:00:00	ES	Futures	2709.61	2710.43	2708.52	2709.07	24819.0
2017-09-01 14:30:00	ES	Futures	2709.07	2709.89	2708.52	2709.34	22652.0
2017-09-01 15:00:00	ES	Futures	2709.34	2710.16	2708.52	2709.61	31007.0
2017-09-01 15:30:00	ES	Futures	2709.61	2709.89	2706.06	2706.06	124298.0
2017-09-01 16:00:00	ES	Futures	2706.33	2706.61	2704.69	2704.97	77064.0
2017-09-01 16:30:00	ES	Futures	2704.97	2705.79	2704.42	2704.69	6565.0
2017-09-01 00:00:00	NQ	Futures	7143.35	7144.84	7142.75	7144.24	252.0
2017-09-01 00:30:00	NQ	Futures	7144.24	7144.84	7142.75	7144.24	95.0
2017-09-01 01:00:00	NQ	Futures	7144.24	7144.54	7141.56	7143.95	263.0
2017-09-01 01:30:00	NQ	Futures	7143.65	7144.24	7141.56	7142.75	317.0
2017-09-01 02:00:00	NQ	Futures	7142.75	7145.14	7142.16	7144.54	604.0
2017-09-01 02:30:00	NQ	Futures	7144.24	7145.73	7142.75	7145.14	509.0
2017-09-01 03:00:00	NQ	Futures	7145.14	7150.2	7139.18	7141.56	3236.0
2017-09-01 03:30:00	NQ	Futures	7141.86	7145.43	7140.07	7145.14	1932.0
2017-09-01 04:00:00	NQ	Futures	7145.14	7146.92	7139.18	7140.37	1072.0
2017-09-01 04:30:00	NQ	Futures	7140.37	7143.95	7138.29	7141.56	1193.0
2017-09-01 05:00:00	NQ	Futures	7141.27	7142.46	7139.18	7142.16	897.0
2017-09-01 05:30:00	NQ	Futures	7142.46	7142.75	7136.8	7139.78	1304.0
2017-09-01 06:00:00	NQ	Futures	7139.48	7147.22	7139.18	7146.63	1390.0
2017-09-01 06:30:00	NQ	Futures	7146.33	7149.9	7144.54	7148.71	1533.0
2017-09-01 07:00:00	NQ	Futures	7148.71	7152.88	7147.22	7151.39	1431.0
2017-09-01 07:30:00	NQ	Futures	7151.09	7157.64	7150.5	7156.75	2476.0

> showing 50 of 2,520 rows — these rows as CSV

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