PREVIEW / futures_30min / 2017-09-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-15.parquet
  size:    70 KB
  rows:    2,504

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
2017-09-15 00:00:00	ES	Futures	2726.56	2727.93	2726.56	2727.65	2846.0
2017-09-15 00:30:00	ES	Futures	2727.65	2727.65	2726.83	2727.38	1785.0
2017-09-15 01:00:00	ES	Futures	2727.11	2727.93	2727.11	2727.38	1843.0
2017-09-15 01:30:00	ES	Futures	2727.65	2727.65	2726.29	2726.56	2569.0
2017-09-15 02:00:00	ES	Futures	2726.29	2726.83	2726.29	2726.56	3424.0
2017-09-15 02:30:00	ES	Futures	2726.29	2727.65	2726.29	2727.11	4589.0
2017-09-15 03:00:00	ES	Futures	2727.11	2727.38	2725.74	2725.74	10415.0
2017-09-15 03:30:00	ES	Futures	2725.74	2727.11	2724.92	2725.74	10316.0
2017-09-15 04:00:00	ES	Futures	2725.46	2727.38	2725.46	2727.11	5648.0
2017-09-15 04:30:00	ES	Futures	2727.11	2727.65	2726.56	2727.11	7690.0
2017-09-15 05:00:00	ES	Futures	2727.11	2728.75	2726.29	2728.2	13432.0
2017-09-15 05:30:00	ES	Futures	2728.47	2728.75	2725.46	2726.56	15866.0
2017-09-15 06:00:00	ES	Futures	2726.56	2726.56	2725.19	2725.74	10666.0
2017-09-15 06:30:00	ES	Futures	2725.74	2726.29	2725.19	2725.46	7621.0
2017-09-15 07:00:00	ES	Futures	2725.74	2726.29	2725.19	2726.29	8164.0
2017-09-15 07:30:00	ES	Futures	2726.01	2727.93	2726.01	2727.38	9016.0
2017-09-15 08:00:00	ES	Futures	2727.38	2727.93	2726.29	2726.83	9585.0
2017-09-15 08:30:00	ES	Futures	2726.56	2727.38	2725.19	2725.46	25425.0
2017-09-15 09:00:00	ES	Futures	2725.46	2727.38	2723.82	2726.56	48124.0
2017-09-15 09:30:00	ES	Futures	2726.83	2728.47	2726.01	2726.29	173412.0
2017-09-15 10:00:00	ES	Futures	2726.29	2727.93	2725.19	2727.38	72412.0
2017-09-15 10:30:00	ES	Futures	2727.38	2732.03	2726.83	2730.39	90612.0
2017-09-15 11:00:00	ES	Futures	2730.66	2730.94	2729.29	2730.66	55311.0
2017-09-15 11:30:00	ES	Futures	2730.39	2731.21	2729.29	2730.94	52770.0
2017-09-15 12:00:00	ES	Futures	2730.94	2731.48	2730.39	2730.94	38252.0
2017-09-15 12:30:00	ES	Futures	2731.21	2731.48	2729.57	2729.84	42233.0
2017-09-15 13:00:00	ES	Futures	2730.11	2730.66	2729.57	2730.11	32717.0
2017-09-15 13:30:00	ES	Futures	2730.39	2730.94	2729.02	2729.84	36295.0
2017-09-15 14:00:00	ES	Futures	2729.84	2730.39	2729.57	2730.39	25500.0
2017-09-15 14:30:00	ES	Futures	2730.39	2731.21	2729.84	2730.94	31895.0
2017-09-15 15:00:00	ES	Futures	2730.94	2732.3	2730.39	2731.76	47150.0
2017-09-15 15:30:00	ES	Futures	2731.76	2733.4	2731.21	2732.85	223023.0
2017-09-15 16:00:00	ES	Futures	2732.85	2733.4	2731.76	2732.58	92984.0
2017-09-15 16:30:00	ES	Futures	2732.58	2735.59	2732.3	2735.59	18439.0
2017-09-15 00:00:00	NQ	Futures	7100.52	7103.79	7098.74	7102.9	764.0
2017-09-15 00:30:00	NQ	Futures	7102.9	7104.09	7101.41	7102.01	419.0
2017-09-15 01:00:00	NQ	Futures	7102.3	7104.09	7101.41	7102.9	374.0
2017-09-15 01:30:00	NQ	Futures	7103.2	7103.2	7097.84	7098.74	454.0
2017-09-15 02:00:00	NQ	Futures	7098.74	7100.82	7097.84	7099.33	523.0
2017-09-15 02:30:00	NQ	Futures	7099.33	7102.6	7097.84	7100.22	591.0
2017-09-15 03:00:00	NQ	Futures	7099.93	7100.52	7093.68	7095.76	1352.0
2017-09-15 03:30:00	NQ	Futures	7095.76	7099.93	7093.68	7096.65	753.0
2017-09-15 04:00:00	NQ	Futures	7096.65	7102.6	7096.36	7100.22	820.0
2017-09-15 04:30:00	NQ	Futures	7100.22	7103.2	7098.14	7101.41	748.0
2017-09-15 05:00:00	NQ	Futures	7101.11	7104.09	7098.74	7102.6	1204.0
2017-09-15 05:30:00	NQ	Futures	7102.9	7104.09	7093.68	7095.46	1800.0
2017-09-15 06:00:00	NQ	Futures	7095.46	7095.46	7091.3	7093.38	1579.0
2017-09-15 06:30:00	NQ	Futures	7093.68	7094.57	7090.71	7092.79	902.0
2017-09-15 07:00:00	NQ	Futures	7092.79	7095.76	7092.19	7094.57	1278.0
2017-09-15 07:30:00	NQ	Futures	7094.27	7100.82	7094.27	7099.33	1229.0

> showing 50 of 2,504 rows — these rows as CSV

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