PREVIEW / futures_30min / 2017-09-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-19.parquet
  size:    76 KB
  rows:    3,040

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
2017-09-19 00:00:00	ES	Futures	2738.32	2739.14	2738.32	2738.87	1717.0
2017-09-19 00:30:00	ES	Futures	2738.87	2739.14	2738.6	2738.6	1601.0
2017-09-19 01:00:00	ES	Futures	2738.87	2739.14	2738.05	2738.87	3114.0
2017-09-19 01:30:00	ES	Futures	2738.87	2739.42	2738.05	2738.87	2137.0
2017-09-19 02:00:00	ES	Futures	2738.87	2739.14	2736.68	2737.23	4707.0
2017-09-19 02:30:00	ES	Futures	2736.95	2737.77	2736.68	2736.68	2606.0
2017-09-19 03:00:00	ES	Futures	2736.95	2738.05	2736.68	2738.05	10067.0
2017-09-19 03:30:00	ES	Futures	2737.77	2739.14	2737.77	2738.6	7290.0
2017-09-19 04:00:00	ES	Futures	2738.87	2739.14	2737.77	2738.87	7808.0
2017-09-19 04:30:00	ES	Futures	2738.6	2739.42	2738.05	2738.32	7109.0
2017-09-19 05:00:00	ES	Futures	2738.6	2739.96	2738.32	2739.42	7890.0
2017-09-19 05:30:00	ES	Futures	2739.42	2741.33	2739.42	2741.06	6871.0
2017-09-19 06:00:00	ES	Futures	2741.06	2741.6	2740.24	2740.78	5581.0
2017-09-19 06:30:00	ES	Futures	2740.78	2741.33	2739.96	2740.51	4706.0
2017-09-19 07:00:00	ES	Futures	2740.78	2741.06	2739.96	2740.24	9300.0
2017-09-19 07:30:00	ES	Futures	2740.51	2741.06	2739.96	2739.96	6318.0
2017-09-19 08:00:00	ES	Futures	2740.24	2741.06	2740.24	2740.78	5069.0
2017-09-19 08:30:00	ES	Futures	2740.78	2741.06	2739.69	2740.24	7978.0
2017-09-19 09:00:00	ES	Futures	2740.24	2741.33	2739.96	2740.78	12200.0
2017-09-19 09:30:00	ES	Futures	2741.06	2741.33	2737.23	2738.05	131884.0
2017-09-19 10:00:00	ES	Futures	2738.05	2740.78	2737.5	2740.24	91422.0
2017-09-19 10:30:00	ES	Futures	2740.24	2740.78	2738.6	2739.96	53884.0
2017-09-19 11:00:00	ES	Futures	2739.69	2739.96	2736.95	2739.42	50345.0
2017-09-19 11:30:00	ES	Futures	2739.42	2741.06	2739.42	2739.96	36911.0
2017-09-19 12:00:00	ES	Futures	2740.24	2741.88	2739.96	2741.6	44382.0
2017-09-19 12:30:00	ES	Futures	2741.6	2741.88	2740.51	2741.06	27579.0
2017-09-19 13:00:00	ES	Futures	2741.06	2741.6	2739.69	2740.24	39503.0
2017-09-19 13:30:00	ES	Futures	2740.51	2741.6	2740.24	2741.6	29896.0
2017-09-19 14:00:00	ES	Futures	2741.6	2741.88	2739.96	2739.96	34726.0
2017-09-19 14:30:00	ES	Futures	2739.96	2741.88	2739.96	2740.78	38587.0
2017-09-19 15:00:00	ES	Futures	2740.78	2741.6	2740.24	2741.33	37038.0
2017-09-19 15:30:00	ES	Futures	2741.06	2742.15	2740.24	2741.06	125107.0
2017-09-19 16:00:00	ES	Futures	2741.06	2741.33	2739.96	2740.24	58529.0
2017-09-19 16:30:00	ES	Futures	2740.24	2740.24	2739.14	2739.42	8436.0
2017-09-19 18:00:00	ES	Futures	2739.69	2739.69	2738.05	2738.32	6075.0
2017-09-19 18:30:00	ES	Futures	2738.6	2738.6	2738.32	2738.6	288.0
2017-09-19 19:00:00	ES	Futures	2738.6	2738.87	2738.05	2738.32	620.0
2017-09-19 19:30:00	ES	Futures	2738.6	2739.69	2738.32	2738.87	1920.0
2017-09-19 20:00:00	ES	Futures	2738.87	2739.42	2738.05	2738.32	3365.0
2017-09-19 20:30:00	ES	Futures	2738.32	2738.87	2738.05	2738.05	1559.0
2017-09-19 21:00:00	ES	Futures	2738.05	2739.42	2738.05	2739.14	2745.0
2017-09-19 21:30:00	ES	Futures	2738.87	2739.42	2738.87	2739.14	2094.0
2017-09-19 22:00:00	ES	Futures	2739.42	2739.42	2738.6	2738.87	2056.0
2017-09-19 22:30:00	ES	Futures	2739.14	2739.42	2739.14	2739.14	671.0
2017-09-19 23:00:00	ES	Futures	2739.14	2740.78	2739.14	2740.24	3519.0
2017-09-19 23:30:00	ES	Futures	2740.24	2740.24	2739.42	2739.69	1824.0
2017-09-19 00:00:00	NQ	Futures	7122.23	7123.12	7120.74	7122.53	743.0
2017-09-19 00:30:00	NQ	Futures	7122.23	7123.72	7121.93	7123.12	298.0
2017-09-19 01:00:00	NQ	Futures	7123.12	7124.02	7121.04	7122.23	431.0
2017-09-19 01:30:00	NQ	Futures	7122.23	7123.12	7120.45	7122.83	282.0

> showing 50 of 3,040 rows — these rows as CSV

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