PREVIEW / futures_30min / 2017-09-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-21.parquet
  size:    79 KB
  rows:    3,020

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
2017-09-21 00:00:00	ES	Futures	2740.78	2740.78	2739.96	2740.24	1741.0
2017-09-21 00:30:00	ES	Futures	2740.51	2740.51	2739.96	2740.24	1153.0
2017-09-21 01:00:00	ES	Futures	2740.24	2740.51	2739.14	2739.14	3778.0
2017-09-21 01:30:00	ES	Futures	2739.42	2739.69	2738.87	2739.42	3620.0
2017-09-21 02:00:00	ES	Futures	2739.42	2739.96	2738.32	2738.32	3852.0
2017-09-21 02:30:00	ES	Futures	2738.6	2739.42	2738.32	2738.87	2848.0
2017-09-21 03:00:00	ES	Futures	2738.6	2738.87	2737.23	2738.32	15497.0
2017-09-21 03:30:00	ES	Futures	2738.32	2738.87	2737.77	2738.05	5257.0
2017-09-21 04:00:00	ES	Futures	2738.32	2739.14	2738.05	2738.87	5587.0
2017-09-21 04:30:00	ES	Futures	2738.87	2740.24	2738.6	2739.96	7839.0
2017-09-21 05:00:00	ES	Futures	2739.69	2739.96	2738.87	2739.42	5012.0
2017-09-21 05:30:00	ES	Futures	2739.69	2739.96	2739.14	2739.69	3748.0
2017-09-21 06:00:00	ES	Futures	2739.69	2739.96	2739.14	2739.69	4399.0
2017-09-21 06:30:00	ES	Futures	2739.69	2740.78	2739.14	2740.51	8248.0
2017-09-21 07:00:00	ES	Futures	2740.51	2740.78	2739.69	2739.96	5831.0
2017-09-21 07:30:00	ES	Futures	2739.69	2740.24	2739.42	2740.24	4368.0
2017-09-21 08:00:00	ES	Futures	2740.24	2740.24	2739.42	2739.96	4858.0
2017-09-21 08:30:00	ES	Futures	2739.96	2741.06	2739.14	2740.51	11922.0
2017-09-21 09:00:00	ES	Futures	2740.51	2741.06	2739.42	2739.42	11969.0
2017-09-21 09:30:00	ES	Futures	2739.69	2740.51	2732.03	2734.49	200772.0
2017-09-21 10:00:00	ES	Futures	2734.49	2735.59	2731.76	2734.22	122575.0
2017-09-21 10:30:00	ES	Futures	2733.94	2737.77	2733.67	2736.68	87262.0
2017-09-21 11:00:00	ES	Futures	2736.68	2739.14	2736.13	2738.32	76128.0
2017-09-21 11:30:00	ES	Futures	2738.05	2738.6	2736.95	2737.23	41231.0
2017-09-21 12:00:00	ES	Futures	2737.23	2739.14	2736.95	2738.6	33809.0
2017-09-21 12:30:00	ES	Futures	2738.6	2738.87	2736.13	2738.05	33244.0
2017-09-21 13:00:00	ES	Futures	2737.77	2738.87	2737.5	2738.32	20784.0
2017-09-21 13:30:00	ES	Futures	2738.32	2738.6	2736.68	2738.05	27485.0
2017-09-21 14:00:00	ES	Futures	2738.32	2738.6	2736.13	2737.23	29766.0
2017-09-21 14:30:00	ES	Futures	2737.23	2737.23	2734.49	2736.95	55313.0
2017-09-21 15:00:00	ES	Futures	2736.68	2738.05	2735.86	2737.23	37682.0
2017-09-21 15:30:00	ES	Futures	2737.23	2738.32	2733.67	2734.49	135593.0
2017-09-21 16:00:00	ES	Futures	2734.49	2737.5	2734.49	2736.41	59769.0
2017-09-21 16:30:00	ES	Futures	2736.68	2736.95	2735.86	2736.41	4103.0
2017-09-21 18:00:00	ES	Futures	2736.41	2736.68	2735.31	2735.86	3088.0
2017-09-21 18:30:00	ES	Futures	2735.86	2736.13	2735.59	2735.86	748.0
2017-09-21 19:00:00	ES	Futures	2735.86	2736.41	2735.59	2736.41	608.0
2017-09-21 19:30:00	ES	Futures	2736.41	2736.41	2734.22	2735.04	2823.0
2017-09-21 20:00:00	ES	Futures	2735.04	2735.59	2732.3	2733.12	4572.0
2017-09-21 20:30:00	ES	Futures	2733.4	2733.4	2729.84	2730.39	11910.0
2017-09-21 21:00:00	ES	Futures	2730.39	2731.21	2727.11	2728.75	13416.0
2017-09-21 21:30:00	ES	Futures	2728.47	2730.11	2728.2	2728.75	8074.0
2017-09-21 22:00:00	ES	Futures	2728.75	2729.29	2727.11	2727.65	5268.0
2017-09-21 22:30:00	ES	Futures	2727.93	2727.93	2726.83	2727.65	3946.0
2017-09-21 23:00:00	ES	Futures	2727.38	2729.29	2727.38	2728.75	3717.0
2017-09-21 23:30:00	ES	Futures	2729.02	2729.02	2727.93	2729.02	2087.0
2017-09-21 00:00:00	NQ	Futures	7103.79	7105.58	7102.01	7104.39	1197.0
2017-09-21 00:30:00	NQ	Futures	7104.09	7105.87	7103.49	7104.39	490.0
2017-09-21 01:00:00	NQ	Futures	7104.68	7105.28	7101.41	7102.01	520.0
2017-09-21 01:30:00	NQ	Futures	7102.01	7102.3	7100.22	7101.71	551.0

> showing 50 of 3,020 rows — these rows as CSV

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