PREVIEW / futures_30min / 2017-09-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-06.parquet
  size:    79 KB
  rows:    2,965

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
2017-09-06 00:00:00	ES	Futures	2689.93	2689.93	2687.47	2687.74	2257.0
2017-09-06 00:30:00	ES	Futures	2687.74	2688.84	2687.74	2687.74	1377.0
2017-09-06 01:00:00	ES	Futures	2688.02	2689.66	2687.74	2688.84	2208.0
2017-09-06 01:30:00	ES	Futures	2689.11	2689.66	2688.56	2689.11	1761.0
2017-09-06 02:00:00	ES	Futures	2689.38	2691.57	2689.11	2691.02	7523.0
2017-09-06 02:30:00	ES	Futures	2691.02	2691.84	2689.93	2689.93	5160.0
2017-09-06 03:00:00	ES	Futures	2690.2	2691.84	2688.02	2691.3	16019.0
2017-09-06 03:30:00	ES	Futures	2691.02	2692.94	2691.02	2692.66	9085.0
2017-09-06 04:00:00	ES	Futures	2692.66	2693.21	2689.66	2690.75	9425.0
2017-09-06 04:30:00	ES	Futures	2690.75	2692.12	2689.66	2690.75	5390.0
2017-09-06 05:00:00	ES	Futures	2690.75	2690.75	2689.11	2690.48	8134.0
2017-09-06 05:30:00	ES	Futures	2690.48	2691.02	2685.83	2690.75	20219.0
2017-09-06 06:00:00	ES	Futures	2690.48	2690.75	2688.02	2688.29	7603.0
2017-09-06 06:30:00	ES	Futures	2688.02	2690.2	2688.02	2689.11	6352.0
2017-09-06 07:00:00	ES	Futures	2689.11	2691.02	2688.84	2690.75	4824.0
2017-09-06 07:30:00	ES	Futures	2690.75	2693.21	2690.75	2692.66	12950.0
2017-09-06 08:00:00	ES	Futures	2692.66	2694.03	2692.66	2694.03	10843.0
2017-09-06 08:30:00	ES	Futures	2694.03	2695.67	2692.66	2694.85	19055.0
2017-09-06 09:00:00	ES	Futures	2694.85	2695.94	2694.3	2694.85	22485.0
2017-09-06 09:30:00	ES	Futures	2694.85	2696.49	2691.84	2693.48	161463.0
2017-09-06 10:00:00	ES	Futures	2693.48	2697.31	2691.02	2692.39	129538.0
2017-09-06 10:30:00	ES	Futures	2692.39	2694.03	2688.02	2692.94	142285.0
2017-09-06 11:00:00	ES	Futures	2692.66	2693.76	2687.74	2690.75	81016.0
2017-09-06 11:30:00	ES	Futures	2690.75	2692.12	2689.38	2691.84	49472.0
2017-09-06 12:00:00	ES	Futures	2691.84	2693.48	2689.93	2692.94	51940.0
2017-09-06 12:30:00	ES	Futures	2692.94	2694.85	2691.57	2694.3	45731.0
2017-09-06 13:00:00	ES	Futures	2694.58	2696.76	2694.03	2694.85	55058.0
2017-09-06 13:30:00	ES	Futures	2695.12	2696.49	2694.3	2695.12	33009.0
2017-09-06 14:00:00	ES	Futures	2694.85	2698.4	2694.85	2697.58	55535.0
2017-09-06 14:30:00	ES	Futures	2697.58	2698.13	2695.67	2697.04	57065.0
2017-09-06 15:00:00	ES	Futures	2697.31	2699.5	2696.22	2698.95	60979.0
2017-09-06 15:30:00	ES	Futures	2698.68	2698.95	2694.03	2695.4	169698.0
2017-09-06 16:00:00	ES	Futures	2695.12	2696.22	2694.3	2696.22	80555.0
2017-09-06 16:30:00	ES	Futures	2695.67	2696.22	2694.03	2694.3	7440.0
2017-09-06 18:00:00	ES	Futures	2694.03	2694.03	2686.92	2689.66	10610.0
2017-09-06 18:30:00	ES	Futures	2689.66	2690.75	2689.66	2690.2	1380.0
2017-09-06 19:00:00	ES	Futures	2689.93	2691.84	2689.93	2691.84	1967.0
2017-09-06 19:30:00	ES	Futures	2691.84	2691.84	2690.2	2691.3	2084.0
2017-09-06 20:00:00	ES	Futures	2691.02	2693.21	2690.2	2691.57	9502.0
2017-09-06 20:30:00	ES	Futures	2691.57	2693.76	2691.3	2693.48	4345.0
2017-09-06 21:00:00	ES	Futures	2693.48	2694.58	2693.21	2694.03	3728.0
2017-09-06 21:30:00	ES	Futures	2693.76	2693.76	2692.39	2692.94	2793.0
2017-09-06 22:00:00	ES	Futures	2693.21	2693.48	2691.84	2692.66	2041.0
2017-09-06 22:30:00	ES	Futures	2692.66	2693.76	2692.39	2692.39	1959.0
2017-09-06 23:00:00	ES	Futures	2692.66	2693.48	2692.39	2693.48	973.0
2017-09-06 23:30:00	ES	Futures	2693.48	2693.48	2692.39	2692.39	1289.0
2017-09-06 00:00:00	NQ	Futures	7078.14	7078.74	7072.19	7073.68	922.0
2017-09-06 00:30:00	NQ	Futures	7073.68	7076.65	7072.49	7073.38	486.0
2017-09-06 01:00:00	NQ	Futures	7073.68	7078.74	7073.08	7076.65	706.0
2017-09-06 01:30:00	NQ	Futures	7076.65	7079.33	7075.17	7078.74	536.0

> showing 50 of 2,965 rows — these rows as CSV

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