PREVIEW / futures_30min / 2017-09-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-14.parquet
  size:    79 KB
  rows:    3,016

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
2017-09-14 00:00:00	ES	Futures	2726.83	2727.11	2726.29	2726.83	1464.0
2017-09-14 00:30:00	ES	Futures	2726.83	2727.11	2726.29	2727.11	1291.0
2017-09-14 01:00:00	ES	Futures	2727.11	2727.11	2726.56	2726.83	797.0
2017-09-14 01:30:00	ES	Futures	2726.83	2727.38	2726.29	2727.11	1944.0
2017-09-14 02:00:00	ES	Futures	2727.11	2727.11	2726.29	2726.83	2696.0
2017-09-14 02:30:00	ES	Futures	2726.83	2727.38	2726.56	2726.56	1250.0
2017-09-14 03:00:00	ES	Futures	2726.83	2727.93	2726.56	2726.83	8206.0
2017-09-14 03:30:00	ES	Futures	2726.83	2728.2	2726.29	2728.2	6160.0
2017-09-14 04:00:00	ES	Futures	2728.2	2728.75	2726.83	2727.65	6821.0
2017-09-14 04:30:00	ES	Futures	2727.65	2728.75	2727.65	2728.75	3504.0
2017-09-14 05:00:00	ES	Futures	2728.75	2728.75	2727.93	2728.47	3234.0
2017-09-14 05:30:00	ES	Futures	2728.47	2729.02	2727.93	2728.75	3262.0
2017-09-14 06:00:00	ES	Futures	2728.75	2729.29	2727.65	2728.2	5209.0
2017-09-14 06:30:00	ES	Futures	2727.93	2728.75	2727.65	2728.47	3175.0
2017-09-14 07:00:00	ES	Futures	2728.47	2729.02	2727.38	2728.2	9937.0
2017-09-14 07:30:00	ES	Futures	2727.93	2729.02	2727.65	2728.2	8690.0
2017-09-14 08:00:00	ES	Futures	2728.47	2728.75	2723.82	2724.64	25406.0
2017-09-14 08:30:00	ES	Futures	2724.92	2725.19	2721.91	2723.82	58705.0
2017-09-14 09:00:00	ES	Futures	2723.82	2726.29	2723.0	2725.74	31405.0
2017-09-14 09:30:00	ES	Futures	2725.46	2727.65	2723.55	2727.38	124012.0
2017-09-14 10:00:00	ES	Futures	2727.38	2728.47	2726.01	2727.65	70739.0
2017-09-14 10:30:00	ES	Futures	2727.93	2729.84	2727.65	2728.75	58496.0
2017-09-14 11:00:00	ES	Futures	2728.75	2731.48	2728.2	2729.57	69344.0
2017-09-14 11:30:00	ES	Futures	2729.57	2730.39	2728.2	2729.29	54612.0
2017-09-14 12:00:00	ES	Futures	2729.29	2729.84	2727.65	2728.47	40998.0
2017-09-14 12:30:00	ES	Futures	2728.47	2730.66	2727.93	2729.84	43743.0
2017-09-14 13:00:00	ES	Futures	2730.11	2730.11	2728.47	2729.29	34250.0
2017-09-14 13:30:00	ES	Futures	2729.57	2729.57	2727.93	2728.2	40465.0
2017-09-14 14:00:00	ES	Futures	2728.2	2730.11	2727.38	2728.47	36146.0
2017-09-14 14:30:00	ES	Futures	2728.47	2730.11	2728.47	2729.29	45321.0
2017-09-14 15:00:00	ES	Futures	2729.02	2729.57	2727.38	2728.2	45569.0
2017-09-14 15:30:00	ES	Futures	2728.47	2729.84	2727.38	2729.57	140764.0
2017-09-14 16:00:00	ES	Futures	2729.29	2729.84	2728.47	2729.84	81498.0
2017-09-14 16:30:00	ES	Futures	2729.57	2729.84	2728.2	2729.02	10060.0
2017-09-14 18:00:00	ES	Futures	2728.75	2729.02	2721.36	2723.55	20013.0
2017-09-14 18:30:00	ES	Futures	2723.82	2724.1	2721.63	2722.18	7776.0
2017-09-14 19:00:00	ES	Futures	2722.18	2723.55	2721.91	2722.46	5068.0
2017-09-14 19:30:00	ES	Futures	2722.18	2723.0	2721.63	2722.46	3822.0
2017-09-14 20:00:00	ES	Futures	2722.18	2723.82	2721.91	2723.55	5917.0
2017-09-14 20:30:00	ES	Futures	2723.55	2724.64	2723.55	2724.64	2996.0
2017-09-14 21:00:00	ES	Futures	2724.37	2725.46	2724.1	2724.64	4443.0
2017-09-14 21:30:00	ES	Futures	2724.92	2724.92	2723.55	2724.64	3973.0
2017-09-14 22:00:00	ES	Futures	2724.37	2724.64	2723.55	2723.82	2778.0
2017-09-14 22:30:00	ES	Futures	2723.55	2724.37	2723.0	2724.1	2541.0
2017-09-14 23:00:00	ES	Futures	2724.1	2724.92	2724.1	2724.92	1377.0
2017-09-14 23:30:00	ES	Futures	2724.92	2727.11	2724.92	2726.83	5075.0
2017-09-14 00:00:00	NQ	Futures	7141.56	7141.86	7139.78	7140.97	186.0
2017-09-14 00:30:00	NQ	Futures	7140.97	7141.56	7139.18	7140.37	182.0
2017-09-14 01:00:00	NQ	Futures	7140.67	7140.67	7138.59	7138.89	255.0
2017-09-14 01:30:00	NQ	Futures	7139.18	7140.67	7137.4	7140.67	305.0

> showing 50 of 3,016 rows — these rows as CSV

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