PREVIEW / futures_30min / 2017-09-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-20.parquet
  size:    80 KB
  rows:    3,043

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
2017-09-20 00:00:00	ES	Futures	2739.69	2740.51	2739.69	2739.69	1021.0
2017-09-20 00:30:00	ES	Futures	2739.96	2739.96	2739.42	2739.69	1227.0
2017-09-20 01:00:00	ES	Futures	2739.69	2739.96	2739.14	2739.42	1924.0
2017-09-20 01:30:00	ES	Futures	2739.42	2739.96	2739.42	2739.69	2370.0
2017-09-20 02:00:00	ES	Futures	2739.69	2739.96	2739.14	2739.42	2787.0
2017-09-20 02:30:00	ES	Futures	2739.42	2740.24	2739.14	2739.42	2874.0
2017-09-20 03:00:00	ES	Futures	2739.42	2741.06	2739.14	2741.06	8905.0
2017-09-20 03:30:00	ES	Futures	2741.06	2741.06	2740.24	2740.78	5029.0
2017-09-20 04:00:00	ES	Futures	2741.06	2741.33	2740.51	2740.78	3951.0
2017-09-20 04:30:00	ES	Futures	2741.06	2741.88	2740.78	2741.6	7060.0
2017-09-20 05:00:00	ES	Futures	2741.6	2741.6	2740.78	2741.06	5903.0
2017-09-20 05:30:00	ES	Futures	2741.06	2741.88	2740.24	2741.6	6503.0
2017-09-20 06:00:00	ES	Futures	2741.6	2741.88	2740.78	2741.06	4397.0
2017-09-20 06:30:00	ES	Futures	2741.06	2741.33	2740.51	2741.33	5129.0
2017-09-20 07:00:00	ES	Futures	2741.33	2741.88	2741.06	2741.6	3661.0
2017-09-20 07:30:00	ES	Futures	2741.88	2742.15	2740.51	2740.51	7860.0
2017-09-20 08:00:00	ES	Futures	2740.78	2741.6	2740.24	2741.33	4254.0
2017-09-20 08:30:00	ES	Futures	2741.33	2741.88	2741.06	2741.6	5890.0
2017-09-20 09:00:00	ES	Futures	2741.6	2742.15	2741.33	2741.88	12305.0
2017-09-20 09:30:00	ES	Futures	2742.15	2743.52	2740.51	2741.33	108795.0
2017-09-20 10:00:00	ES	Futures	2741.33	2741.6	2739.69	2740.78	52694.0
2017-09-20 10:30:00	ES	Futures	2741.06	2741.6	2738.32	2738.87	49826.0
2017-09-20 11:00:00	ES	Futures	2738.87	2740.78	2738.32	2740.78	70336.0
2017-09-20 11:30:00	ES	Futures	2740.78	2742.15	2740.51	2741.6	37841.0
2017-09-20 12:00:00	ES	Futures	2741.6	2742.7	2741.06	2742.15	44476.0
2017-09-20 12:30:00	ES	Futures	2742.15	2742.97	2741.88	2742.43	20490.0
2017-09-20 13:00:00	ES	Futures	2742.43	2742.43	2738.87	2739.69	30556.0
2017-09-20 13:30:00	ES	Futures	2739.42	2740.51	2738.87	2739.96	29690.0
2017-09-20 14:00:00	ES	Futures	2739.96	2739.96	2729.02	2732.85	197506.0
2017-09-20 14:30:00	ES	Futures	2732.85	2738.6	2730.11	2736.95	152486.0
2017-09-20 15:00:00	ES	Futures	2736.95	2738.32	2735.04	2737.77	73334.0
2017-09-20 15:30:00	ES	Futures	2737.77	2742.97	2737.77	2742.15	155137.0
2017-09-20 16:00:00	ES	Futures	2742.15	2742.43	2741.06	2741.06	63318.0
2017-09-20 16:30:00	ES	Futures	2740.78	2742.15	2740.51	2740.78	8137.0
2017-09-20 18:00:00	ES	Futures	2740.51	2741.06	2739.96	2740.24	3312.0
2017-09-20 18:30:00	ES	Futures	2740.51	2740.78	2740.24	2740.24	838.0
2017-09-20 19:00:00	ES	Futures	2740.51	2741.6	2740.24	2741.06	1244.0
2017-09-20 19:30:00	ES	Futures	2741.33	2742.43	2741.06	2741.33	2059.0
2017-09-20 20:00:00	ES	Futures	2741.33	2741.88	2740.51	2741.33	4727.0
2017-09-20 20:30:00	ES	Futures	2741.33	2741.33	2739.14	2739.42	5791.0
2017-09-20 21:00:00	ES	Futures	2739.69	2740.78	2739.14	2739.96	5622.0
2017-09-20 21:30:00	ES	Futures	2740.24	2740.78	2739.96	2740.51	2093.0
2017-09-20 22:00:00	ES	Futures	2740.24	2740.51	2739.96	2740.24	1783.0
2017-09-20 22:30:00	ES	Futures	2740.51	2741.06	2740.24	2740.78	1727.0
2017-09-20 23:00:00	ES	Futures	2740.78	2741.06	2740.51	2740.78	1883.0
2017-09-20 23:30:00	ES	Futures	2740.78	2741.06	2739.96	2740.78	2386.0
2017-09-20 00:00:00	NQ	Futures	7130.56	7132.64	7130.26	7130.56	166.0
2017-09-20 00:30:00	NQ	Futures	7130.26	7131.15	7128.18	7129.37	269.0
2017-09-20 01:00:00	NQ	Futures	7129.37	7130.56	7128.48	7129.96	279.0
2017-09-20 01:30:00	NQ	Futures	7129.67	7130.86	7128.48	7129.67	309.0

> showing 50 of 3,043 rows — these rows as CSV

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