PREVIEW / futures_30min / 2017-09-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-25.parquet
  size:    82 KB
  rows:    3,072

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
2017-09-25 00:00:00	ES	Futures	2733.12	2733.67	2732.58	2732.85	2234.0
2017-09-25 00:30:00	ES	Futures	2732.85	2733.4	2732.85	2733.12	1868.0
2017-09-25 01:00:00	ES	Futures	2733.12	2733.67	2731.76	2731.76	1994.0
2017-09-25 01:30:00	ES	Futures	2731.76	2733.12	2731.76	2732.58	3296.0
2017-09-25 02:00:00	ES	Futures	2732.58	2733.12	2731.76	2732.58	5077.0
2017-09-25 02:30:00	ES	Futures	2732.85	2732.85	2731.76	2732.58	4520.0
2017-09-25 03:00:00	ES	Futures	2732.85	2732.85	2730.11	2730.66	14751.0
2017-09-25 03:30:00	ES	Futures	2730.94	2732.3	2730.39	2731.76	9724.0
2017-09-25 04:00:00	ES	Futures	2731.76	2731.76	2730.66	2730.66	5543.0
2017-09-25 04:30:00	ES	Futures	2730.66	2733.67	2730.11	2732.85	12379.0
2017-09-25 05:00:00	ES	Futures	2732.85	2733.4	2731.48	2732.03	7863.0
2017-09-25 05:30:00	ES	Futures	2732.03	2732.03	2730.39	2731.76	5458.0
2017-09-25 06:00:00	ES	Futures	2732.03	2733.4	2731.76	2733.12	5800.0
2017-09-25 06:30:00	ES	Futures	2733.12	2733.94	2732.58	2733.67	4040.0
2017-09-25 07:00:00	ES	Futures	2733.4	2734.22	2732.85	2733.67	5822.0
2017-09-25 07:30:00	ES	Futures	2733.94	2734.49	2733.4	2733.94	5142.0
2017-09-25 08:00:00	ES	Futures	2733.94	2733.94	2733.12	2733.4	3361.0
2017-09-25 08:30:00	ES	Futures	2733.4	2733.67	2730.94	2731.21	9189.0
2017-09-25 09:00:00	ES	Futures	2731.48	2731.48	2729.84	2730.66	18265.0
2017-09-25 09:30:00	ES	Futures	2730.94	2733.4	2730.11	2731.76	133595.0
2017-09-25 10:00:00	ES	Futures	2732.03	2735.59	2730.94	2734.22	83729.0
2017-09-25 10:30:00	ES	Futures	2734.22	2734.49	2724.64	2725.19	185211.0
2017-09-25 11:00:00	ES	Futures	2725.19	2727.65	2719.17	2727.38	221947.0
2017-09-25 11:30:00	ES	Futures	2727.38	2727.38	2723.28	2724.37	92708.0
2017-09-25 12:00:00	ES	Futures	2724.37	2724.64	2720.27	2723.82	88341.0
2017-09-25 12:30:00	ES	Futures	2724.1	2727.11	2723.0	2726.29	66111.0
2017-09-25 13:00:00	ES	Futures	2726.29	2727.11	2725.46	2725.74	39910.0
2017-09-25 13:30:00	ES	Futures	2725.46	2728.2	2724.64	2726.29	43765.0
2017-09-25 14:00:00	ES	Futures	2726.56	2727.65	2724.1	2724.92	44271.0
2017-09-25 14:30:00	ES	Futures	2724.92	2726.01	2722.73	2725.74	58242.0
2017-09-25 15:00:00	ES	Futures	2725.74	2728.2	2724.1	2727.38	56315.0
2017-09-25 15:30:00	ES	Futures	2727.11	2729.57	2726.01	2729.02	116491.0
2017-09-25 16:00:00	ES	Futures	2729.29	2732.85	2729.02	2732.85	112130.0
2017-09-25 16:30:00	ES	Futures	2732.58	2733.67	2732.03	2733.4	8932.0
2017-09-25 18:00:00	ES	Futures	2733.4	2733.67	2732.58	2732.85	4538.0
2017-09-25 18:30:00	ES	Futures	2732.85	2733.12	2732.3	2732.85	1066.0
2017-09-25 19:00:00	ES	Futures	2732.58	2733.12	2730.94	2731.21	3676.0
2017-09-25 19:30:00	ES	Futures	2731.21	2732.3	2731.21	2732.03	1592.0
2017-09-25 20:00:00	ES	Futures	2731.76	2732.3	2729.29	2730.39	6528.0
2017-09-25 20:30:00	ES	Futures	2730.39	2730.39	2727.65	2729.84	6813.0
2017-09-25 21:00:00	ES	Futures	2729.57	2730.39	2729.29	2729.84	3733.0
2017-09-25 21:30:00	ES	Futures	2729.84	2730.66	2729.29	2730.39	2929.0
2017-09-25 22:00:00	ES	Futures	2730.39	2732.85	2729.84	2732.03	7267.0
2017-09-25 22:30:00	ES	Futures	2732.3	2732.3	2730.66	2730.94	2024.0
2017-09-25 23:00:00	ES	Futures	2730.94	2731.21	2730.66	2730.94	2170.0
2017-09-25 23:30:00	ES	Futures	2730.94	2731.48	2730.11	2730.11	2172.0
2017-09-25 00:00:00	NQ	Futures	7059.48	7060.67	7057.69	7058.29	342.0
2017-09-25 00:30:00	NQ	Futures	7057.99	7061.56	7057.99	7060.67	405.0
2017-09-25 01:00:00	NQ	Futures	7060.67	7063.34	7056.5	7056.5	489.0
2017-09-25 01:30:00	NQ	Futures	7056.21	7061.56	7055.91	7059.18	567.0

> showing 50 of 3,072 rows — these rows as CSV

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