PREVIEW / futures_30min / 2017-09-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-22.parquet
  size:    66 KB
  rows:    2,469

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
2017-09-22 00:00:00	ES	Futures	2729.29	2729.29	2728.47	2729.02	1376.0
2017-09-22 00:30:00	ES	Futures	2729.02	2729.57	2728.47	2729.57	1645.0
2017-09-22 01:00:00	ES	Futures	2729.29	2730.94	2729.29	2729.57	4476.0
2017-09-22 01:30:00	ES	Futures	2729.57	2730.39	2729.57	2730.11	3211.0
2017-09-22 02:00:00	ES	Futures	2730.11	2731.21	2729.57	2730.39	4865.0
2017-09-22 02:30:00	ES	Futures	2730.11	2730.94	2730.11	2730.94	2831.0
2017-09-22 03:00:00	ES	Futures	2730.94	2732.03	2730.39	2730.66	9860.0
2017-09-22 03:30:00	ES	Futures	2730.94	2732.3	2730.66	2731.76	7293.0
2017-09-22 04:00:00	ES	Futures	2731.76	2732.58	2730.94	2731.21	9235.0
2017-09-22 04:30:00	ES	Futures	2731.21	2733.12	2730.94	2732.3	7027.0
2017-09-22 05:00:00	ES	Futures	2732.3	2732.85	2730.66	2732.3	9285.0
2017-09-22 05:30:00	ES	Futures	2732.03	2733.94	2731.76	2733.67	8499.0
2017-09-22 06:00:00	ES	Futures	2733.67	2733.94	2732.85	2733.67	9786.0
2017-09-22 06:30:00	ES	Futures	2733.67	2734.77	2733.67	2734.49	6676.0
2017-09-22 07:00:00	ES	Futures	2734.49	2734.49	2732.85	2733.12	8760.0
2017-09-22 07:30:00	ES	Futures	2733.12	2733.4	2730.94	2731.21	9036.0
2017-09-22 08:00:00	ES	Futures	2731.48	2731.76	2730.11	2730.94	8457.0
2017-09-22 08:30:00	ES	Futures	2730.94	2731.21	2730.11	2730.11	10033.0
2017-09-22 09:00:00	ES	Futures	2730.11	2730.66	2729.29	2730.39	17113.0
2017-09-22 09:30:00	ES	Futures	2730.39	2733.12	2729.84	2731.21	137671.0
2017-09-22 10:00:00	ES	Futures	2731.21	2734.22	2731.21	2733.4	57521.0
2017-09-22 10:30:00	ES	Futures	2733.67	2734.49	2730.94	2731.21	56624.0
2017-09-22 11:00:00	ES	Futures	2730.94	2732.3	2730.39	2730.66	43152.0
2017-09-22 11:30:00	ES	Futures	2730.94	2733.12	2730.39	2732.85	38726.0
2017-09-22 12:00:00	ES	Futures	2732.85	2733.67	2732.03	2732.3	58258.0
2017-09-22 12:30:00	ES	Futures	2732.3	2733.12	2731.48	2731.48	24582.0
2017-09-22 13:00:00	ES	Futures	2731.48	2732.3	2730.39	2731.21	32727.0
2017-09-22 13:30:00	ES	Futures	2731.21	2732.85	2730.94	2732.58	34997.0
2017-09-22 14:00:00	ES	Futures	2732.3	2732.85	2731.48	2732.3	35552.0
2017-09-22 14:30:00	ES	Futures	2732.03	2733.12	2732.03	2732.85	36880.0
2017-09-22 15:00:00	ES	Futures	2732.85	2733.67	2732.58	2733.67	25596.0
2017-09-22 15:30:00	ES	Futures	2733.67	2736.68	2733.4	2734.49	125916.0
2017-09-22 16:00:00	ES	Futures	2734.22	2736.13	2732.58	2734.77	92487.0
2017-09-22 16:30:00	ES	Futures	2734.77	2735.59	2734.22	2735.31	7172.0
2017-09-22 00:00:00	NQ	Futures	7041.93	7042.82	7038.95	7040.14	330.0
2017-09-22 00:30:00	NQ	Futures	7040.14	7044.9	7039.85	7044.9	513.0
2017-09-22 01:00:00	NQ	Futures	7044.61	7050.85	7044.01	7047.28	1640.0
2017-09-22 01:30:00	NQ	Futures	7047.88	7049.36	7046.39	7048.47	594.0
2017-09-22 02:00:00	NQ	Futures	7048.17	7051.45	7045.5	7047.88	781.0
2017-09-22 02:30:00	NQ	Futures	7047.28	7050.26	7046.69	7049.36	578.0
2017-09-22 03:00:00	NQ	Futures	7049.36	7054.72	7048.77	7049.96	2017.0
2017-09-22 03:30:00	NQ	Futures	7049.96	7054.72	7049.96	7052.93	1163.0
2017-09-22 04:00:00	NQ	Futures	7052.64	7055.02	7051.15	7052.04	1256.0
2017-09-22 04:30:00	NQ	Futures	7051.74	7057.39	7051.74	7053.53	1297.0
2017-09-22 05:00:00	NQ	Futures	7054.12	7055.31	7049.66	7054.42	1084.0
2017-09-22 05:30:00	NQ	Futures	7054.42	7061.56	7051.45	7059.77	1977.0
2017-09-22 06:00:00	NQ	Futures	7060.07	7061.56	7056.5	7060.67	1366.0
2017-09-22 06:30:00	NQ	Futures	7060.67	7062.75	7059.48	7061.26	805.0
2017-09-22 07:00:00	NQ	Futures	7061.26	7061.86	7050.85	7052.34	2072.0
2017-09-22 07:30:00	NQ	Futures	7052.64	7053.53	7046.99	7047.88	1417.0

> showing 50 of 2,469 rows — these rows as CSV

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