PREVIEW / futures_30min / 2017-09-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-11.parquet
  size:    74 KB
  rows:    2,847

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
2017-09-11 00:00:00	ES	Futures	2706.06	2706.61	2704.97	2705.24	1031.0
2017-09-11 00:30:00	ES	Futures	2704.97	2705.51	2704.69	2704.69	531.0
2017-09-11 01:00:00	ES	Futures	2704.42	2704.97	2704.15	2704.42	563.0
2017-09-11 01:30:00	ES	Futures	2704.69	2705.24	2703.87	2704.42	1017.0
2017-09-11 02:00:00	ES	Futures	2704.42	2706.06	2704.15	2705.24	1895.0
2017-09-11 02:30:00	ES	Futures	2705.24	2705.51	2704.15	2704.42	1899.0
2017-09-11 03:00:00	ES	Futures	2704.15	2706.61	2703.87	2706.33	6509.0
2017-09-11 03:30:00	ES	Futures	2706.61	2706.61	2704.69	2705.24	3249.0
2017-09-11 04:00:00	ES	Futures	2705.24	2706.33	2704.69	2706.06	2582.0
2017-09-11 04:30:00	ES	Futures	2706.06	2707.97	2706.06	2707.7	3093.0
2017-09-11 05:00:00	ES	Futures	2707.43	2707.43	2706.33	2707.43	2960.0
2017-09-11 05:30:00	ES	Futures	2707.43	2707.43	2706.33	2707.15	1624.0
2017-09-11 06:00:00	ES	Futures	2707.15	2707.7	2706.88	2707.7	2867.0
2017-09-11 06:30:00	ES	Futures	2707.43	2707.43	2706.61	2706.88	1547.0
2017-09-11 07:00:00	ES	Futures	2707.15	2707.15	2704.97	2705.51	3906.0
2017-09-11 07:30:00	ES	Futures	2705.24	2705.51	2704.15	2704.69	2844.0
2017-09-11 08:00:00	ES	Futures	2704.69	2705.79	2704.42	2704.97	3119.0
2017-09-11 08:30:00	ES	Futures	2704.97	2706.33	2704.97	2705.79	4511.0
2017-09-11 09:00:00	ES	Futures	2705.79	2707.15	2705.51	2706.88	7631.0
2017-09-11 09:30:00	ES	Futures	2706.88	2713.99	2706.88	2712.35	62509.0
2017-09-11 10:00:00	ES	Futures	2712.62	2715.35	2712.35	2713.99	25620.0
2017-09-11 10:30:00	ES	Futures	2713.99	2714.81	2712.07	2712.62	17202.0
2017-09-11 11:00:00	ES	Futures	2712.89	2713.99	2712.35	2713.44	13993.0
2017-09-11 11:30:00	ES	Futures	2713.44	2716.99	2713.17	2716.45	18966.0
2017-09-11 12:00:00	ES	Futures	2716.45	2718.09	2715.63	2717.81	12361.0
2017-09-11 12:30:00	ES	Futures	2717.81	2721.09	2717.54	2718.63	20604.0
2017-09-11 13:00:00	ES	Futures	2718.91	2720.27	2718.63	2720.0	11479.0
2017-09-11 13:30:00	ES	Futures	2720.0	2720.0	2718.63	2719.18	9682.0
2017-09-11 14:00:00	ES	Futures	2719.45	2720.0	2717.81	2718.36	8695.0
2017-09-11 14:30:00	ES	Futures	2718.63	2719.73	2718.09	2718.09	13065.0
2017-09-11 15:00:00	ES	Futures	2718.09	2720.0	2717.81	2719.18	12142.0
2017-09-11 15:30:00	ES	Futures	2719.18	2719.73	2717.27	2719.18	49232.0
2017-09-11 16:00:00	ES	Futures	2719.45	2720.55	2718.36	2719.18	35230.0
2017-09-11 16:30:00	ES	Futures	2719.45	2721.37	2719.18	2720.55	4435.0
2017-09-11 18:00:00	ES	Futures	2720.55	2721.09	2720.0	2720.82	1610.0
2017-09-11 18:30:00	ES	Futures	2720.55	2720.82	2719.73	2720.0	1475.0
2017-09-11 19:00:00	ES	Futures	2720.27	2720.27	2719.45	2719.73	620.0
2017-09-11 19:30:00	ES	Futures	2719.73	2721.09	2719.73	2720.82	739.0
2017-09-11 20:00:00	ES	Futures	2720.82	2722.73	2720.0	2721.91	3008.0
2017-09-11 20:30:00	ES	Futures	2721.64	2721.91	2720.82	2721.37	1217.0
2017-09-11 21:00:00	ES	Futures	2721.37	2721.64	2720.27	2720.55	653.0
2017-09-11 21:30:00	ES	Futures	2720.55	2720.55	2719.73	2719.73	894.0
2017-09-11 22:00:00	ES	Futures	2720.0	2720.27	2719.73	2719.73	289.0
2017-09-11 22:30:00	ES	Futures	2719.73	2720.0	2719.18	2720.0	617.0
2017-09-11 23:00:00	ES	Futures	2720.0	2720.27	2719.18	2719.45	590.0
2017-09-11 23:30:00	ES	Futures	2719.45	2720.0	2718.91	2719.73	668.0
2017-09-11 00:00:00	NQ	Futures	7090.65	7091.84	7087.08	7088.56	303.0
2017-09-11 00:30:00	NQ	Futures	7088.56	7088.56	7086.78	7087.08	125.0
2017-09-11 01:00:00	NQ	Futures	7087.37	7087.97	7085.59	7085.59	185.0
2017-09-11 01:30:00	NQ	Futures	7085.88	7088.56	7085.88	7087.37	203.0

> showing 50 of 2,847 rows — these rows as CSV

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