PREVIEW / futures_30min / 2017-09-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-07.parquet
  size:    85 KB
  rows:    3,014

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
2017-09-07 00:00:00	ES	Futures	2692.66	2692.66	2691.84	2692.12	2429.0
2017-09-07 00:30:00	ES	Futures	2692.39	2692.66	2691.84	2692.66	1909.0
2017-09-07 01:00:00	ES	Futures	2692.39	2692.66	2690.2	2690.75	6152.0
2017-09-07 01:30:00	ES	Futures	2690.48	2691.3	2690.2	2690.48	1500.0
2017-09-07 02:00:00	ES	Futures	2690.48	2692.39	2690.48	2691.57	5173.0
2017-09-07 02:30:00	ES	Futures	2691.57	2692.12	2690.48	2692.12	3719.0
2017-09-07 03:00:00	ES	Futures	2692.12	2692.39	2689.93	2690.48	14488.0
2017-09-07 03:30:00	ES	Futures	2690.48	2691.3	2689.66	2690.75	9454.0
2017-09-07 04:00:00	ES	Futures	2691.02	2692.12	2690.48	2691.02	7316.0
2017-09-07 04:30:00	ES	Futures	2691.02	2691.57	2690.75	2691.02	6669.0
2017-09-07 05:00:00	ES	Futures	2691.02	2693.21	2691.02	2693.21	8061.0
2017-09-07 05:30:00	ES	Futures	2693.21	2694.3	2692.66	2693.48	8313.0
2017-09-07 06:00:00	ES	Futures	2693.21	2696.49	2693.21	2695.94	12122.0
2017-09-07 06:30:00	ES	Futures	2695.94	2697.58	2695.12	2697.04	8852.0
2017-09-07 07:00:00	ES	Futures	2697.04	2697.31	2694.85	2695.4	8580.0
2017-09-07 07:30:00	ES	Futures	2695.4	2697.58	2694.85	2696.49	8937.0
2017-09-07 08:00:00	ES	Futures	2696.22	2696.49	2694.58	2696.22	9045.0
2017-09-07 08:30:00	ES	Futures	2695.94	2698.4	2694.85	2697.58	22209.0
2017-09-07 09:00:00	ES	Futures	2697.58	2699.22	2697.04	2698.68	16224.0
2017-09-07 09:30:00	ES	Futures	2698.95	2699.22	2694.3	2694.85	106004.0
2017-09-07 10:00:00	ES	Futures	2694.85	2695.12	2689.66	2690.75	109780.0
2017-09-07 10:30:00	ES	Futures	2690.75	2697.58	2689.66	2695.94	71307.0
2017-09-07 11:00:00	ES	Futures	2695.94	2697.58	2691.02	2692.12	78957.0
2017-09-07 11:30:00	ES	Futures	2691.84	2694.58	2691.3	2692.66	55149.0
2017-09-07 12:00:00	ES	Futures	2692.66	2693.48	2690.48	2690.75	53445.0
2017-09-07 12:30:00	ES	Futures	2690.75	2692.94	2689.11	2692.66	67436.0
2017-09-07 13:00:00	ES	Futures	2692.66	2694.03	2691.57	2693.21	35662.0
2017-09-07 13:30:00	ES	Futures	2693.21	2694.3	2692.39	2693.48	26044.0
2017-09-07 14:00:00	ES	Futures	2693.48	2694.85	2692.66	2694.3	26872.0
2017-09-07 14:30:00	ES	Futures	2694.58	2694.58	2692.39	2694.3	27324.0
2017-09-07 15:00:00	ES	Futures	2694.58	2694.85	2691.57	2692.12	30472.0
2017-09-07 15:30:00	ES	Futures	2692.12	2695.4	2691.02	2694.58	111168.0
2017-09-07 16:00:00	ES	Futures	2694.85	2697.04	2694.58	2697.04	50193.0
2017-09-07 16:30:00	ES	Futures	2697.04	2697.04	2696.22	2696.22	4474.0
2017-09-07 18:00:00	ES	Futures	2696.76	2697.04	2694.85	2695.67	3849.0
2017-09-07 18:30:00	ES	Futures	2695.67	2697.86	2695.12	2697.58	1998.0
2017-09-07 19:00:00	ES	Futures	2697.58	2697.58	2695.12	2695.12	1586.0
2017-09-07 19:30:00	ES	Futures	2695.4	2695.67	2693.21	2693.21	2090.0
2017-09-07 20:00:00	ES	Futures	2693.21	2694.03	2692.12	2692.39	3259.0
2017-09-07 20:30:00	ES	Futures	2692.39	2692.66	2690.2	2691.84	3957.0
2017-09-07 21:00:00	ES	Futures	2692.12	2692.94	2691.84	2692.39	1517.0
2017-09-07 21:30:00	ES	Futures	2692.39	2693.48	2692.39	2692.66	1760.0
2017-09-07 22:00:00	ES	Futures	2692.66	2692.94	2691.84	2692.12	1358.0
2017-09-07 22:30:00	ES	Futures	2692.12	2692.39	2690.75	2691.3	2041.0
2017-09-07 23:00:00	ES	Futures	2691.3	2692.39	2691.02	2692.39	1062.0
2017-09-07 23:30:00	ES	Futures	2692.39	2692.94	2691.84	2692.94	2197.0
2017-09-07 00:00:00	NQ	Futures	7086.18	7086.18	7082.61	7084.4	620.0
2017-09-07 00:30:00	NQ	Futures	7084.69	7086.18	7082.61	7084.4	767.0
2017-09-07 01:00:00	NQ	Futures	7084.1	7084.69	7077.25	7080.23	819.0
2017-09-07 01:30:00	NQ	Futures	7079.93	7081.72	7077.25	7080.23	459.0

> showing 50 of 3,014 rows — these rows as CSV

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