PREVIEW / futures_30min / 2017-09-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-13.parquet
  size:    77 KB
  rows:    2,972

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
2017-09-13 00:00:00	ES	Futures	2727.38	2727.65	2727.38	2727.38	171.0
2017-09-13 00:30:00	ES	Futures	2727.38	2727.38	2727.11	2727.11	209.0
2017-09-13 01:00:00	ES	Futures	2727.38	2727.38	2726.83	2727.11	270.0
2017-09-13 01:30:00	ES	Futures	2727.11	2727.11	2726.29	2726.29	549.0
2017-09-13 02:00:00	ES	Futures	2726.56	2727.11	2724.92	2725.74	2899.0
2017-09-13 02:30:00	ES	Futures	2725.74	2725.74	2724.65	2724.92	2000.0
2017-09-13 03:00:00	ES	Futures	2725.19	2725.74	2724.65	2724.65	2846.0
2017-09-13 03:30:00	ES	Futures	2724.65	2724.92	2723.28	2724.65	2157.0
2017-09-13 04:00:00	ES	Futures	2724.37	2726.29	2724.1	2725.74	1654.0
2017-09-13 04:30:00	ES	Futures	2725.74	2726.01	2724.65	2725.74	1044.0
2017-09-13 05:00:00	ES	Futures	2725.74	2726.56	2725.19	2725.47	2225.0
2017-09-13 05:30:00	ES	Futures	2725.47	2725.74	2724.65	2725.19	904.0
2017-09-13 06:00:00	ES	Futures	2725.19	2725.47	2724.65	2725.19	1305.0
2017-09-13 06:30:00	ES	Futures	2725.47	2725.47	2724.37	2724.37	901.0
2017-09-13 07:00:00	ES	Futures	2724.37	2725.47	2724.37	2725.47	874.0
2017-09-13 07:30:00	ES	Futures	2725.19	2726.56	2724.92	2726.29	1459.0
2017-09-13 08:00:00	ES	Futures	2726.01	2726.29	2724.92	2724.92	2325.0
2017-09-13 08:30:00	ES	Futures	2725.19	2726.01	2723.83	2725.74	4411.0
2017-09-13 09:00:00	ES	Futures	2725.74	2726.01	2723.83	2724.92	3735.0
2017-09-13 09:30:00	ES	Futures	2724.92	2727.65	2723.55	2727.65	21273.0
2017-09-13 10:00:00	ES	Futures	2727.65	2729.02	2726.83	2728.2	9386.0
2017-09-13 10:30:00	ES	Futures	2728.2	2728.75	2726.29	2727.65	7453.0
2017-09-13 11:00:00	ES	Futures	2727.65	2729.29	2727.38	2727.93	4743.0
2017-09-13 11:30:00	ES	Futures	2727.65	2728.2	2725.19	2726.56	6637.0
2017-09-13 12:00:00	ES	Futures	2726.56	2728.2	2726.56	2727.65	3304.0
2017-09-13 12:30:00	ES	Futures	2727.65	2729.57	2727.38	2728.47	5765.0
2017-09-13 13:00:00	ES	Futures	2728.75	2729.02	2726.56	2728.2	9160.0
2017-09-13 13:30:00	ES	Futures	2728.2	2728.47	2727.38	2727.65	4031.0
2017-09-13 14:00:00	ES	Futures	2727.65	2728.75	2727.11	2727.65	2332.0
2017-09-13 14:30:00	ES	Futures	2727.65	2729.29	2727.38	2728.47	4180.0
2017-09-13 15:00:00	ES	Futures	2728.47	2729.29	2727.65	2728.2	5420.0
2017-09-13 15:30:00	ES	Futures	2728.2	2730.66	2727.93	2730.11	19367.0
2017-09-13 16:00:00	ES	Futures	2730.11	2730.39	2728.2	2730.11	10731.0
2017-09-13 16:30:00	ES	Futures	2729.84	2730.39	2729.57	2729.84	1999.0
2017-09-13 18:00:00	ES	Futures	2729.29	2729.57	2726.56	2727.38	1290.0
2017-09-13 18:30:00	ES	Futures	2727.38	2727.93	2726.56	2727.38	514.0
2017-09-13 19:00:00	ES	Futures	2727.38	2727.38	2726.83	2727.11	435.0
2017-09-13 19:30:00	ES	Futures	2727.11	2727.65	2727.11	2727.38	242.0
2017-09-13 20:00:00	ES	Futures	2727.38	2728.2	2727.11	2727.93	667.0
2017-09-13 20:30:00	ES	Futures	2727.65	2728.47	2727.65	2728.47	323.0
2017-09-13 21:00:00	ES	Futures	2728.2	2728.75	2727.93	2728.2	534.0
2017-09-13 21:30:00	ES	Futures	2728.2	2728.75	2727.93	2728.2	321.0
2017-09-13 22:00:00	ES	Futures	2728.2	2728.2	2727.11	2727.65	708.0
2017-09-13 22:30:00	ES	Futures	2727.65	2727.93	2726.83	2726.83	267.0
2017-09-13 23:00:00	ES	Futures	2727.11	2727.11	2726.29	2726.29	741.0
2017-09-13 23:30:00	ES	Futures	2726.56	2727.11	2726.56	2726.83	293.0
2017-09-13 00:00:00	NQ	Futures	7137.99	7137.99	7136.8	7137.4	20.0
2017-09-13 00:30:00	NQ	Futures	7137.69	7137.99	7136.8	7137.69	54.0
2017-09-13 01:00:00	NQ	Futures	7138.29	7138.88	7135.91	7135.91	76.0
2017-09-13 01:30:00	NQ	Futures	7136.2	7137.4	7134.42	7134.42	86.0

> showing 50 of 2,972 rows — these rows as CSV

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