PREVIEW / futures_30min / 2017-09-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-18.parquet
  size:    79 KB
  rows:    3,004

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
2017-09-18 00:00:00	ES	Futures	2739.14	2739.96	2738.87	2739.14	2176.0
2017-09-18 00:30:00	ES	Futures	2739.14	2739.42	2738.87	2739.14	1371.0
2017-09-18 01:00:00	ES	Futures	2739.42	2740.24	2738.87	2740.24	3091.0
2017-09-18 01:30:00	ES	Futures	2739.96	2740.24	2739.14	2739.14	1806.0
2017-09-18 02:00:00	ES	Futures	2739.42	2739.69	2738.87	2739.69	4278.0
2017-09-18 02:30:00	ES	Futures	2739.42	2740.51	2739.42	2739.96	3029.0
2017-09-18 03:00:00	ES	Futures	2739.96	2740.51	2738.87	2738.87	12767.0
2017-09-18 03:30:00	ES	Futures	2738.87	2739.42	2738.05	2738.32	8148.0
2017-09-18 04:00:00	ES	Futures	2738.32	2738.6	2737.5	2738.6	6235.0
2017-09-18 04:30:00	ES	Futures	2738.32	2739.69	2737.77	2738.6	6736.0
2017-09-18 05:00:00	ES	Futures	2738.87	2739.69	2738.6	2738.87	3649.0
2017-09-18 05:30:00	ES	Futures	2738.87	2739.69	2738.87	2738.87	5291.0
2017-09-18 06:00:00	ES	Futures	2738.87	2739.14	2737.77	2738.32	6253.0
2017-09-18 06:30:00	ES	Futures	2738.32	2738.87	2738.05	2738.32	3765.0
2017-09-18 07:00:00	ES	Futures	2738.6	2738.6	2737.23	2737.77	6050.0
2017-09-18 07:30:00	ES	Futures	2737.77	2738.32	2737.5	2738.32	3875.0
2017-09-18 08:00:00	ES	Futures	2738.05	2738.32	2736.41	2736.68	7175.0
2017-09-18 08:30:00	ES	Futures	2736.41	2737.23	2735.59	2736.13	12870.0
2017-09-18 09:00:00	ES	Futures	2736.13	2737.77	2735.86	2736.68	22529.0
2017-09-18 09:30:00	ES	Futures	2736.68	2742.15	2735.04	2741.06	144966.0
2017-09-18 10:00:00	ES	Futures	2740.78	2741.6	2739.14	2740.24	81563.0
2017-09-18 10:30:00	ES	Futures	2740.51	2741.06	2739.42	2739.96	48514.0
2017-09-18 11:00:00	ES	Futures	2739.96	2741.88	2739.69	2741.88	46322.0
2017-09-18 11:30:00	ES	Futures	2741.88	2741.88	2739.42	2739.69	41017.0
2017-09-18 12:00:00	ES	Futures	2739.96	2740.78	2739.42	2739.96	34460.0
2017-09-18 12:30:00	ES	Futures	2739.96	2739.96	2737.77	2739.42	37288.0
2017-09-18 13:00:00	ES	Futures	2739.42	2739.69	2738.05	2738.32	26785.0
2017-09-18 13:30:00	ES	Futures	2738.32	2740.51	2738.32	2739.14	27277.0
2017-09-18 14:00:00	ES	Futures	2739.14	2739.14	2733.94	2735.86	104885.0
2017-09-18 14:30:00	ES	Futures	2735.59	2736.13	2733.12	2735.31	84587.0
2017-09-18 15:00:00	ES	Futures	2735.04	2737.5	2735.04	2736.95	57817.0
2017-09-18 15:30:00	ES	Futures	2736.68	2738.6	2736.41	2738.05	105466.0
2017-09-18 16:00:00	ES	Futures	2737.77	2738.87	2736.68	2738.6	72508.0
2017-09-18 16:30:00	ES	Futures	2738.87	2739.14	2738.32	2738.87	6110.0
2017-09-18 18:00:00	ES	Futures	2738.6	2739.14	2738.05	2738.6	2817.0
2017-09-18 18:30:00	ES	Futures	2738.6	2739.14	2738.32	2738.6	720.0
2017-09-18 19:00:00	ES	Futures	2738.87	2738.87	2738.32	2738.6	351.0
2017-09-18 19:30:00	ES	Futures	2738.6	2739.14	2738.05	2738.6	1962.0
2017-09-18 20:00:00	ES	Futures	2738.6	2739.96	2738.32	2739.42	4594.0
2017-09-18 20:30:00	ES	Futures	2739.42	2739.96	2739.14	2739.42	3193.0
2017-09-18 21:00:00	ES	Futures	2739.42	2739.69	2737.5	2738.32	5600.0
2017-09-18 21:30:00	ES	Futures	2738.32	2739.42	2738.05	2738.32	3738.0
2017-09-18 22:00:00	ES	Futures	2738.32	2738.87	2738.05	2738.05	2775.0
2017-09-18 22:30:00	ES	Futures	2738.05	2738.6	2737.77	2737.77	1271.0
2017-09-18 23:00:00	ES	Futures	2737.77	2738.87	2737.77	2738.6	1251.0
2017-09-18 23:30:00	ES	Futures	2738.6	2738.87	2738.32	2738.6	1037.0
2017-09-18 00:00:00	NQ	Futures	7149.89	7150.78	7149.0	7149.59	386.0
2017-09-18 00:30:00	NQ	Futures	7149.59	7150.19	7148.4	7149.3	190.0
2017-09-18 01:00:00	NQ	Futures	7149.59	7151.38	7149.0	7151.08	393.0
2017-09-18 01:30:00	NQ	Futures	7151.08	7151.97	7147.81	7148.7	354.0

> showing 50 of 3,004 rows — these rows as CSV

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