PREVIEW / futures_30min / 2017-09-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-26.parquet
  size:    81 KB
  rows:    3,090

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
2017-09-26 00:00:00	ES	Futures	2730.11	2730.39	2729.02	2729.29	3981.0
2017-09-26 00:30:00	ES	Futures	2729.29	2729.84	2729.02	2729.29	3002.0
2017-09-26 01:00:00	ES	Futures	2729.57	2730.11	2729.02	2729.29	1943.0
2017-09-26 01:30:00	ES	Futures	2729.29	2729.84	2728.75	2729.57	3487.0
2017-09-26 02:00:00	ES	Futures	2729.29	2730.66	2729.02	2730.11	5234.0
2017-09-26 02:30:00	ES	Futures	2730.39	2730.94	2729.84	2730.39	5921.0
2017-09-26 03:00:00	ES	Futures	2730.39	2730.39	2729.02	2729.29	13263.0
2017-09-26 03:30:00	ES	Futures	2729.29	2730.94	2729.29	2730.66	7898.0
2017-09-26 04:00:00	ES	Futures	2730.94	2730.94	2729.57	2729.84	5243.0
2017-09-26 04:30:00	ES	Futures	2729.84	2731.21	2729.57	2730.94	5102.0
2017-09-26 05:00:00	ES	Futures	2730.94	2732.3	2730.39	2731.76	6002.0
2017-09-26 05:30:00	ES	Futures	2732.03	2732.3	2730.94	2731.21	5530.0
2017-09-26 06:00:00	ES	Futures	2731.21	2732.58	2731.21	2731.76	7171.0
2017-09-26 06:30:00	ES	Futures	2732.03	2732.3	2730.94	2730.94	4087.0
2017-09-26 07:00:00	ES	Futures	2730.94	2731.48	2729.29	2731.21	10480.0
2017-09-26 07:30:00	ES	Futures	2731.48	2732.03	2730.39	2730.66	7568.0
2017-09-26 08:00:00	ES	Futures	2730.66	2731.21	2729.84	2730.94	8050.0
2017-09-26 08:30:00	ES	Futures	2730.94	2733.67	2730.66	2733.12	14450.0
2017-09-26 09:00:00	ES	Futures	2733.4	2734.49	2732.85	2734.22	16941.0
2017-09-26 09:30:00	ES	Futures	2733.94	2736.95	2732.58	2735.86	131511.0
2017-09-26 10:00:00	ES	Futures	2735.59	2736.68	2734.22	2734.49	61971.0
2017-09-26 10:30:00	ES	Futures	2734.49	2735.04	2730.39	2730.94	81986.0
2017-09-26 11:00:00	ES	Futures	2730.94	2731.76	2727.11	2728.75	87776.0
2017-09-26 11:30:00	ES	Futures	2728.75	2731.48	2728.2	2730.94	48941.0
2017-09-26 12:00:00	ES	Futures	2730.94	2732.58	2729.57	2732.3	42717.0
2017-09-26 12:30:00	ES	Futures	2732.3	2733.12	2729.29	2731.48	57931.0
2017-09-26 13:00:00	ES	Futures	2731.48	2733.67	2731.21	2732.58	38083.0
2017-09-26 13:30:00	ES	Futures	2732.85	2734.77	2732.58	2733.94	31942.0
2017-09-26 14:00:00	ES	Futures	2733.94	2734.49	2731.76	2732.3	37813.0
2017-09-26 14:30:00	ES	Futures	2732.3	2733.12	2731.48	2732.3	30797.0
2017-09-26 15:00:00	ES	Futures	2732.03	2734.22	2732.03	2733.94	32283.0
2017-09-26 15:30:00	ES	Futures	2734.22	2734.49	2728.47	2730.11	204452.0
2017-09-26 16:00:00	ES	Futures	2730.11	2730.94	2729.57	2730.94	62760.0
2017-09-26 16:30:00	ES	Futures	2730.66	2731.21	2729.29	2730.39	5419.0
2017-09-26 18:00:00	ES	Futures	2730.11	2730.94	2729.29	2729.57	3294.0
2017-09-26 18:30:00	ES	Futures	2729.57	2730.11	2729.29	2729.84	675.0
2017-09-26 19:00:00	ES	Futures	2730.11	2730.39	2729.84	2730.39	792.0
2017-09-26 19:30:00	ES	Futures	2730.11	2730.94	2730.11	2730.66	1210.0
2017-09-26 20:00:00	ES	Futures	2730.94	2731.21	2729.29	2730.66	4785.0
2017-09-26 20:30:00	ES	Futures	2730.66	2730.66	2729.57	2729.84	2576.0
2017-09-26 21:00:00	ES	Futures	2730.11	2730.66	2729.57	2730.39	1958.0
2017-09-26 21:30:00	ES	Futures	2730.39	2731.21	2729.84	2730.94	2747.0
2017-09-26 22:00:00	ES	Futures	2730.94	2732.58	2730.94	2732.58	3483.0
2017-09-26 22:30:00	ES	Futures	2732.3	2732.3	2731.76	2732.3	1542.0
2017-09-26 23:00:00	ES	Futures	2732.3	2732.85	2731.76	2732.3	1144.0
2017-09-26 23:30:00	ES	Futures	2732.58	2732.85	2731.76	2732.3	2003.0
2017-09-26 00:00:00	NQ	Futures	6990.18	6990.77	6985.72	6987.2	1124.0
2017-09-26 00:30:00	NQ	Futures	6987.2	6990.18	6986.61	6988.69	883.0
2017-09-26 01:00:00	NQ	Futures	6988.39	6990.48	6985.42	6986.91	1179.0
2017-09-26 01:30:00	NQ	Futures	6986.91	6987.8	6984.83	6986.31	950.0

> showing 50 of 3,090 rows — these rows as CSV

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