PREVIEW / futures_30min / 2017-09-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-28.parquet
  size:    80 KB
  rows:    3,049

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
2017-09-28 00:00:00	ES	Futures	2740.24	2740.78	2739.96	2740.51	1232.0
2017-09-28 00:30:00	ES	Futures	2740.51	2741.06	2740.24	2741.06	880.0
2017-09-28 01:00:00	ES	Futures	2740.78	2741.33	2740.51	2741.06	1508.0
2017-09-28 01:30:00	ES	Futures	2741.33	2741.6	2740.51	2741.06	4107.0
2017-09-28 02:00:00	ES	Futures	2741.33	2741.33	2740.51	2741.06	5087.0
2017-09-28 02:30:00	ES	Futures	2740.78	2741.06	2739.69	2740.24	4754.0
2017-09-28 03:00:00	ES	Futures	2740.24	2740.51	2739.14	2739.42	13846.0
2017-09-28 03:30:00	ES	Futures	2739.42	2739.69	2738.05	2739.14	7520.0
2017-09-28 04:00:00	ES	Futures	2739.14	2739.42	2738.6	2738.87	6802.0
2017-09-28 04:30:00	ES	Futures	2738.87	2740.24	2738.05	2739.42	11979.0
2017-09-28 05:00:00	ES	Futures	2739.42	2740.24	2738.32	2738.6	5712.0
2017-09-28 05:30:00	ES	Futures	2738.87	2740.24	2738.6	2738.87	5994.0
2017-09-28 06:00:00	ES	Futures	2738.87	2739.69	2738.87	2739.42	3648.0
2017-09-28 06:30:00	ES	Futures	2739.14	2739.96	2738.32	2738.87	4205.0
2017-09-28 07:00:00	ES	Futures	2738.6	2739.14	2738.05	2738.87	5585.0
2017-09-28 07:30:00	ES	Futures	2738.6	2739.14	2735.31	2736.41	14737.0
2017-09-28 08:00:00	ES	Futures	2736.41	2736.41	2734.49	2735.04	16107.0
2017-09-28 08:30:00	ES	Futures	2734.77	2736.68	2734.77	2736.68	15617.0
2017-09-28 09:00:00	ES	Futures	2736.68	2736.95	2735.59	2736.68	16232.0
2017-09-28 09:30:00	ES	Futures	2736.95	2739.96	2736.13	2738.05	172924.0
2017-09-28 10:00:00	ES	Futures	2738.05	2740.24	2735.59	2739.14	85021.0
2017-09-28 10:30:00	ES	Futures	2739.42	2741.88	2738.6	2739.69	90144.0
2017-09-28 11:00:00	ES	Futures	2739.69	2740.51	2738.32	2740.24	60479.0
2017-09-28 11:30:00	ES	Futures	2740.24	2742.15	2739.69	2740.24	59572.0
2017-09-28 12:00:00	ES	Futures	2740.24	2743.25	2739.69	2741.88	53277.0
2017-09-28 12:30:00	ES	Futures	2742.15	2743.25	2741.06	2742.43	43234.0
2017-09-28 13:00:00	ES	Futures	2742.7	2743.52	2741.6	2743.25	34076.0
2017-09-28 13:30:00	ES	Futures	2743.25	2744.34	2742.43	2744.34	24487.0
2017-09-28 14:00:00	ES	Futures	2744.07	2744.61	2742.43	2742.43	30811.0
2017-09-28 14:30:00	ES	Futures	2742.43	2742.97	2741.6	2742.43	31362.0
2017-09-28 15:00:00	ES	Futures	2742.7	2743.79	2741.06	2741.6	50261.0
2017-09-28 15:30:00	ES	Futures	2741.33	2743.79	2740.51	2743.25	123688.0
2017-09-28 16:00:00	ES	Futures	2743.52	2744.34	2742.7	2744.34	54638.0
2017-09-28 16:30:00	ES	Futures	2744.34	2744.61	2743.79	2743.79	5965.0
2017-09-28 18:00:00	ES	Futures	2744.07	2744.07	2741.88	2742.43	4749.0
2017-09-28 18:30:00	ES	Futures	2742.43	2742.7	2741.88	2742.15	3056.0
2017-09-28 19:00:00	ES	Futures	2742.15	2742.43	2741.6	2742.43	1528.0
2017-09-28 19:30:00	ES	Futures	2742.43	2742.43	2741.6	2741.88	1959.0
2017-09-28 20:00:00	ES	Futures	2741.88	2742.7	2741.6	2741.88	4745.0
2017-09-28 20:30:00	ES	Futures	2742.15	2742.97	2741.88	2742.7	2229.0
2017-09-28 21:00:00	ES	Futures	2742.7	2743.25	2742.15	2742.7	5162.0
2017-09-28 21:30:00	ES	Futures	2742.7	2743.25	2742.15	2742.7	4006.0
2017-09-28 22:00:00	ES	Futures	2742.7	2743.25	2742.43	2742.7	3253.0
2017-09-28 22:30:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	1682.0
2017-09-28 23:00:00	ES	Futures	2742.7	2742.97	2742.43	2742.97	1586.0
2017-09-28 23:30:00	ES	Futures	2742.97	2743.25	2742.43	2743.25	3371.0
2017-09-28 00:00:00	NQ	Futures	7068.99	7073.16	7068.7	7072.86	441.0
2017-09-28 00:30:00	NQ	Futures	7072.56	7075.24	7072.27	7074.94	566.0
2017-09-28 01:00:00	NQ	Futures	7074.64	7075.24	7072.27	7074.05	397.0
2017-09-28 01:30:00	NQ	Futures	7074.05	7076.43	7072.56	7075.24	1752.0

> showing 50 of 3,049 rows — these rows as CSV

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