PREVIEW / futures_30min / 2017-09-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-12.parquet
  size:    78 KB
  rows:    2,940

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
2017-09-12 00:00:00	ES	Futures	2719.73	2720.27	2719.45	2720.0	367.0
2017-09-12 00:30:00	ES	Futures	2720.0	2720.27	2719.73	2720.0	383.0
2017-09-12 01:00:00	ES	Futures	2720.0	2720.82	2720.0	2720.27	680.0
2017-09-12 01:30:00	ES	Futures	2720.27	2720.55	2720.0	2720.0	570.0
2017-09-12 02:00:00	ES	Futures	2720.27	2721.37	2720.0	2721.09	1044.0
2017-09-12 02:30:00	ES	Futures	2721.37	2722.46	2720.82	2721.91	1634.0
2017-09-12 03:00:00	ES	Futures	2722.19	2722.46	2720.55	2721.37	2014.0
2017-09-12 03:30:00	ES	Futures	2721.37	2722.46	2720.82	2722.19	3347.0
2017-09-12 04:00:00	ES	Futures	2722.19	2723.55	2721.64	2723.28	4116.0
2017-09-12 04:30:00	ES	Futures	2723.55	2724.37	2722.73	2723.01	3443.0
2017-09-12 05:00:00	ES	Futures	2723.28	2723.83	2722.73	2723.28	1692.0
2017-09-12 05:30:00	ES	Futures	2723.28	2723.55	2722.73	2723.01	1347.0
2017-09-12 06:00:00	ES	Futures	2723.28	2724.1	2723.01	2724.1	2025.0
2017-09-12 06:30:00	ES	Futures	2724.1	2724.65	2723.55	2724.1	1936.0
2017-09-12 07:00:00	ES	Futures	2724.1	2724.92	2723.55	2724.65	1907.0
2017-09-12 07:30:00	ES	Futures	2724.65	2725.47	2724.65	2725.19	2188.0
2017-09-12 08:00:00	ES	Futures	2725.19	2725.47	2724.1	2724.1	3269.0
2017-09-12 08:30:00	ES	Futures	2724.37	2724.37	2722.19	2723.01	3663.0
2017-09-12 09:00:00	ES	Futures	2722.73	2724.65	2722.73	2724.1	5415.0
2017-09-12 09:30:00	ES	Futures	2724.37	2727.93	2723.55	2726.29	43353.0
2017-09-12 10:00:00	ES	Futures	2726.01	2726.83	2723.55	2723.83	22307.0
2017-09-12 10:30:00	ES	Futures	2723.83	2725.19	2721.91	2723.83	22256.0
2017-09-12 11:00:00	ES	Futures	2723.55	2724.65	2722.73	2724.37	12019.0
2017-09-12 11:30:00	ES	Futures	2724.1	2725.47	2724.1	2725.19	10786.0
2017-09-12 12:00:00	ES	Futures	2725.19	2726.56	2724.37	2726.01	9685.0
2017-09-12 12:30:00	ES	Futures	2726.29	2727.65	2726.01	2727.11	14961.0
2017-09-12 13:00:00	ES	Futures	2727.11	2727.93	2726.83	2727.65	8181.0
2017-09-12 13:30:00	ES	Futures	2727.93	2728.75	2726.01	2726.01	10495.0
2017-09-12 14:00:00	ES	Futures	2726.01	2727.11	2724.92	2725.19	12867.0
2017-09-12 14:30:00	ES	Futures	2725.19	2726.29	2724.37	2725.47	14644.0
2017-09-12 15:00:00	ES	Futures	2725.74	2726.56	2723.83	2725.74	13175.0
2017-09-12 15:30:00	ES	Futures	2725.47	2729.29	2725.47	2729.29	22892.0
2017-09-12 16:00:00	ES	Futures	2729.02	2729.57	2727.65	2729.02	16250.0
2017-09-12 16:30:00	ES	Futures	2728.75	2730.11	2728.75	2729.84	1867.0
2017-09-12 18:00:00	ES	Futures	2730.11	2730.39	2729.02	2729.84	588.0
2017-09-12 18:30:00	ES	Futures	2729.84	2730.11	2729.29	2730.11	312.0
2017-09-12 19:00:00	ES	Futures	2730.11	2730.11	2729.29	2729.57	195.0
2017-09-12 19:30:00	ES	Futures	2729.29	2729.57	2729.02	2729.29	481.0
2017-09-12 20:00:00	ES	Futures	2729.29	2729.57	2727.65	2727.65	2220.0
2017-09-12 20:30:00	ES	Futures	2727.65	2728.47	2727.38	2728.2	473.0
2017-09-12 21:00:00	ES	Futures	2728.2	2729.02	2727.65	2728.47	546.0
2017-09-12 21:30:00	ES	Futures	2728.47	2728.47	2727.38	2727.38	504.0
2017-09-12 22:00:00	ES	Futures	2727.38	2727.65	2726.56	2727.11	774.0
2017-09-12 22:30:00	ES	Futures	2727.11	2727.11	2726.56	2726.83	434.0
2017-09-12 23:00:00	ES	Futures	2727.11	2727.11	2726.83	2726.83	186.0
2017-09-12 23:30:00	ES	Futures	2726.83	2727.38	2726.83	2727.38	142.0
2017-09-12 00:00:00	NQ	Futures	7127.57	7129.65	7126.97	7129.06	38.0
2017-09-12 00:30:00	NQ	Futures	7128.76	7131.14	7126.97	7126.97	133.0
2017-09-12 01:00:00	NQ	Futures	7127.27	7129.95	7126.68	7129.36	56.0
2017-09-12 01:30:00	NQ	Futures	7130.25	7131.14	7128.76	7129.06	89.0

> showing 50 of 2,940 rows — these rows as CSV

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