PREVIEW / futures_30min / 2017-09-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-04.parquet
  size:    57 KB
  rows:    2,167

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
2017-09-04 00:00:00	ES	Futures	2695.4	2695.94	2695.4	2695.67	1068.0
2017-09-04 00:30:00	ES	Futures	2695.67	2696.49	2695.67	2696.22	1438.0
2017-09-04 01:00:00	ES	Futures	2696.49	2696.76	2695.94	2696.22	837.0
2017-09-04 01:30:00	ES	Futures	2696.22	2696.49	2694.85	2695.12	3067.0
2017-09-04 02:00:00	ES	Futures	2694.85	2695.12	2692.12	2692.66	13652.0
2017-09-04 02:30:00	ES	Futures	2692.39	2694.03	2692.39	2692.66	7516.0
2017-09-04 03:00:00	ES	Futures	2692.66	2694.3	2691.84	2693.48	15470.0
2017-09-04 03:30:00	ES	Futures	2693.48	2694.3	2692.12	2693.21	5751.0
2017-09-04 04:00:00	ES	Futures	2692.94	2693.76	2692.12	2693.21	5540.0
2017-09-04 04:30:00	ES	Futures	2693.21	2694.58	2692.94	2693.21	3626.0
2017-09-04 05:00:00	ES	Futures	2693.21	2694.85	2693.21	2694.58	4473.0
2017-09-04 05:30:00	ES	Futures	2694.58	2696.22	2693.76	2695.12	4417.0
2017-09-04 06:00:00	ES	Futures	2695.4	2698.13	2695.12	2697.31	5899.0
2017-09-04 06:30:00	ES	Futures	2697.31	2697.86	2696.49	2697.31	2843.0
2017-09-04 07:00:00	ES	Futures	2697.31	2697.58	2695.4	2696.22	3148.0
2017-09-04 07:30:00	ES	Futures	2696.22	2697.58	2695.94	2697.58	3573.0
2017-09-04 08:00:00	ES	Futures	2697.58	2698.13	2696.49	2696.76	2910.0
2017-09-04 08:30:00	ES	Futures	2696.76	2697.31	2695.67	2695.94	3170.0
2017-09-04 09:00:00	ES	Futures	2695.67	2697.31	2694.3	2695.94	7484.0
2017-09-04 09:30:00	ES	Futures	2695.94	2696.76	2694.58	2695.94	8626.0
2017-09-04 10:00:00	ES	Futures	2696.22	2698.13	2695.94	2697.86	4624.0
2017-09-04 10:30:00	ES	Futures	2697.86	2699.5	2697.86	2698.68	7567.0
2017-09-04 11:00:00	ES	Futures	2698.4	2698.68	2697.31	2697.58	7606.0
2017-09-04 11:30:00	ES	Futures	2697.58	2698.4	2697.04	2698.13	3594.0
2017-09-04 12:00:00	ES	Futures	2698.13	2698.95	2697.86	2698.95	3204.0
2017-09-04 12:30:00	ES	Futures	2698.68	2699.5	2697.86	2698.4	2394.0
2017-09-04 18:00:00	ES	Futures	2696.76	2698.13	2696.49	2697.31	2358.0
2017-09-04 18:30:00	ES	Futures	2697.58	2698.4	2697.31	2698.13	672.0
2017-09-04 19:00:00	ES	Futures	2698.4	2701.14	2698.13	2701.14	4134.0
2017-09-04 19:30:00	ES	Futures	2701.14	2701.41	2700.04	2700.32	2362.0
2017-09-04 20:00:00	ES	Futures	2700.32	2700.32	2697.86	2698.4	5438.0
2017-09-04 20:30:00	ES	Futures	2698.4	2699.5	2697.58	2697.86	3467.0
2017-09-04 21:00:00	ES	Futures	2698.13	2698.95	2697.58	2698.95	2269.0
2017-09-04 21:30:00	ES	Futures	2698.68	2698.95	2697.86	2698.13	2404.0
2017-09-04 22:00:00	ES	Futures	2698.13	2698.4	2696.76	2697.04	4096.0
2017-09-04 22:30:00	ES	Futures	2697.31	2697.31	2695.4	2696.76	4498.0
2017-09-04 23:00:00	ES	Futures	2696.49	2697.04	2695.67	2696.49	2855.0
2017-09-04 23:30:00	ES	Futures	2696.49	2697.31	2695.94	2697.31	2934.0
2017-09-04 00:00:00	NQ	Futures	7099.28	7101.07	7096.9	7099.28	372.0
2017-09-04 00:30:00	NQ	Futures	7099.28	7102.56	7098.99	7101.96	340.0
2017-09-04 01:00:00	NQ	Futures	7101.96	7103.15	7099.58	7101.37	321.0
2017-09-04 01:30:00	NQ	Futures	7101.96	7102.26	7096.31	7098.09	460.0
2017-09-04 02:00:00	NQ	Futures	7098.09	7098.39	7089.46	7091.24	1537.0
2017-09-04 02:30:00	NQ	Futures	7091.84	7096.9	7089.75	7093.03	1130.0
2017-09-04 03:00:00	NQ	Futures	7093.03	7101.96	7091.24	7098.39	2947.0
2017-09-04 03:30:00	NQ	Futures	7098.39	7104.05	7094.82	7098.39	1444.0
2017-09-04 04:00:00	NQ	Futures	7098.69	7099.88	7095.41	7097.79	675.0
2017-09-04 04:30:00	NQ	Futures	7097.79	7102.86	7097.79	7099.28	512.0
2017-09-04 05:00:00	NQ	Futures	7099.28	7104.94	7099.28	7104.34	428.0
2017-09-04 05:30:00	NQ	Futures	7104.34	7107.02	7100.77	7105.24	635.0

> showing 50 of 2,167 rows — these rows as CSV

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