PREVIEW / futures_30min / 2017-09-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-05.parquet
  size:    85 KB
  rows:    3,002

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
2017-09-05 00:00:00	ES	Futures	2697.31	2698.13	2697.04	2697.58	2043.0
2017-09-05 00:30:00	ES	Futures	2697.58	2698.95	2696.76	2698.95	2843.0
2017-09-05 01:00:00	ES	Futures	2698.95	2700.59	2698.4	2699.5	6818.0
2017-09-05 01:30:00	ES	Futures	2699.77	2699.77	2697.58	2698.4	2770.0
2017-09-05 02:00:00	ES	Futures	2698.4	2700.87	2698.13	2700.04	3688.0
2017-09-05 02:30:00	ES	Futures	2700.04	2700.32	2698.68	2700.04	2551.0
2017-09-05 03:00:00	ES	Futures	2700.04	2701.41	2698.4	2700.32	9908.0
2017-09-05 03:30:00	ES	Futures	2700.32	2701.41	2699.5	2699.5	6294.0
2017-09-05 04:00:00	ES	Futures	2699.77	2700.59	2698.95	2700.32	3798.0
2017-09-05 04:30:00	ES	Futures	2700.04	2701.41	2699.22	2699.22	6782.0
2017-09-05 05:00:00	ES	Futures	2699.22	2700.59	2699.22	2699.5	4544.0
2017-09-05 05:30:00	ES	Futures	2699.5	2700.04	2697.86	2698.13	4072.0
2017-09-05 06:00:00	ES	Futures	2698.13	2698.95	2695.4	2695.94	8046.0
2017-09-05 06:30:00	ES	Futures	2695.94	2696.76	2695.4	2696.76	9260.0
2017-09-05 07:00:00	ES	Futures	2696.49	2699.22	2696.22	2698.95	10760.0
2017-09-05 07:30:00	ES	Futures	2698.95	2699.77	2698.68	2699.77	5779.0
2017-09-05 08:00:00	ES	Futures	2699.5	2700.87	2698.68	2698.95	13123.0
2017-09-05 08:30:00	ES	Futures	2698.95	2700.59	2698.13	2698.95	16123.0
2017-09-05 09:00:00	ES	Futures	2698.68	2700.32	2698.4	2699.22	17819.0
2017-09-05 09:30:00	ES	Futures	2699.22	2701.96	2695.67	2700.32	157979.0
2017-09-05 10:00:00	ES	Futures	2700.32	2701.69	2697.04	2697.58	93404.0
2017-09-05 10:30:00	ES	Futures	2697.58	2698.13	2692.12	2694.58	125323.0
2017-09-05 11:00:00	ES	Futures	2694.58	2695.12	2690.48	2692.39	99658.0
2017-09-05 11:30:00	ES	Futures	2692.39	2694.85	2691.84	2693.76	54411.0
2017-09-05 12:00:00	ES	Futures	2693.76	2693.76	2682.0	2682.28	191190.0
2017-09-05 12:30:00	ES	Futures	2682.55	2682.55	2677.36	2680.64	150188.0
2017-09-05 13:00:00	ES	Futures	2680.36	2680.91	2673.8	2679.0	144464.0
2017-09-05 13:30:00	ES	Futures	2678.72	2682.82	2676.26	2682.55	86370.0
2017-09-05 14:00:00	ES	Futures	2682.28	2686.92	2680.91	2685.83	87732.0
2017-09-05 14:30:00	ES	Futures	2686.1	2686.65	2682.0	2683.37	75631.0
2017-09-05 15:00:00	ES	Futures	2683.37	2686.65	2680.64	2686.38	96381.0
2017-09-05 15:30:00	ES	Futures	2686.1	2688.02	2682.82	2686.38	210564.0
2017-09-05 16:00:00	ES	Futures	2686.38	2690.2	2686.38	2689.66	90219.0
2017-09-05 16:30:00	ES	Futures	2689.93	2690.48	2689.11	2689.66	8723.0
2017-09-05 18:00:00	ES	Futures	2689.93	2690.2	2687.74	2688.02	5326.0
2017-09-05 18:30:00	ES	Futures	2688.29	2688.29	2686.65	2687.74	3017.0
2017-09-05 19:00:00	ES	Futures	2687.74	2688.56	2687.47	2688.02	1672.0
2017-09-05 19:30:00	ES	Futures	2688.02	2688.29	2687.2	2687.74	2015.0
2017-09-05 20:00:00	ES	Futures	2687.47	2688.02	2685.83	2686.1	5583.0
2017-09-05 20:30:00	ES	Futures	2686.1	2688.29	2686.1	2688.02	2789.0
2017-09-05 21:00:00	ES	Futures	2688.02	2690.48	2687.74	2689.93	4443.0
2017-09-05 21:30:00	ES	Futures	2690.2	2690.48	2688.84	2689.11	3668.0
2017-09-05 22:00:00	ES	Futures	2689.11	2689.66	2688.29	2689.11	2180.0
2017-09-05 22:30:00	ES	Futures	2689.11	2689.11	2687.74	2688.29	1773.0
2017-09-05 23:00:00	ES	Futures	2688.29	2688.29	2687.47	2687.74	1227.0
2017-09-05 23:30:00	ES	Futures	2687.74	2689.93	2687.74	2689.93	2519.0
2017-09-05 00:00:00	NQ	Futures	7113.87	7116.85	7113.57	7114.47	371.0
2017-09-05 00:30:00	NQ	Futures	7114.17	7118.64	7111.49	7118.04	579.0
2017-09-05 01:00:00	NQ	Futures	7118.04	7121.61	7116.55	7118.04	784.0
2017-09-05 01:30:00	NQ	Futures	7118.04	7118.34	7111.79	7115.06	729.0

> showing 50 of 3,002 rows — these rows as CSV

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