PREVIEW / futures_30min / 2017-09-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-09-29.parquet
  size:    69 KB
  rows:    2,507

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
2017-09-29 00:00:00	ES	Futures	2742.97	2743.79	2742.97	2743.25	1185.0
2017-09-29 00:30:00	ES	Futures	2743.52	2743.79	2742.43	2742.7	3104.0
2017-09-29 01:00:00	ES	Futures	2742.7	2742.97	2742.43	2742.7	1504.0
2017-09-29 01:30:00	ES	Futures	2742.7	2742.97	2742.15	2742.43	1411.0
2017-09-29 02:00:00	ES	Futures	2742.43	2743.25	2742.43	2742.7	3556.0
2017-09-29 02:30:00	ES	Futures	2742.7	2742.97	2741.88	2742.15	4034.0
2017-09-29 03:00:00	ES	Futures	2742.43	2742.7	2741.6	2742.43	7745.0
2017-09-29 03:30:00	ES	Futures	2742.15	2742.97	2741.88	2742.7	4228.0
2017-09-29 04:00:00	ES	Futures	2742.7	2742.97	2742.15	2742.43	4979.0
2017-09-29 04:30:00	ES	Futures	2742.7	2743.25	2741.88	2742.15	5459.0
2017-09-29 05:00:00	ES	Futures	2742.15	2742.97	2742.15	2742.15	4373.0
2017-09-29 05:30:00	ES	Futures	2742.43	2742.97	2742.15	2742.7	4484.0
2017-09-29 06:00:00	ES	Futures	2742.43	2743.79	2742.43	2743.25	7159.0
2017-09-29 06:30:00	ES	Futures	2743.25	2743.79	2742.97	2743.25	3177.0
2017-09-29 07:00:00	ES	Futures	2743.52	2743.79	2742.43	2742.43	3320.0
2017-09-29 07:30:00	ES	Futures	2742.43	2742.97	2742.15	2742.7	4159.0
2017-09-29 08:00:00	ES	Futures	2742.7	2743.25	2742.7	2742.7	4315.0
2017-09-29 08:30:00	ES	Futures	2742.7	2743.52	2741.33	2742.15	12440.0
2017-09-29 09:00:00	ES	Futures	2742.15	2743.25	2741.6	2742.97	13138.0
2017-09-29 09:30:00	ES	Futures	2742.97	2745.71	2740.78	2742.7	158461.0
2017-09-29 10:00:00	ES	Futures	2742.97	2745.71	2742.7	2745.16	60953.0
2017-09-29 10:30:00	ES	Futures	2745.16	2748.44	2744.89	2747.9	70173.0
2017-09-29 11:00:00	ES	Futures	2748.17	2750.08	2747.08	2748.72	64405.0
2017-09-29 11:30:00	ES	Futures	2748.72	2750.91	2748.17	2750.91	57892.0
2017-09-29 12:00:00	ES	Futures	2750.91	2752.55	2750.36	2752.27	53650.0
2017-09-29 12:30:00	ES	Futures	2752.27	2752.55	2751.18	2751.73	34095.0
2017-09-29 13:00:00	ES	Futures	2752.0	2752.0	2750.63	2751.45	22218.0
2017-09-29 13:30:00	ES	Futures	2751.45	2752.27	2750.36	2751.18	27031.0
2017-09-29 14:00:00	ES	Futures	2751.18	2751.45	2749.26	2751.45	41355.0
2017-09-29 14:30:00	ES	Futures	2751.45	2751.73	2749.54	2750.91	47076.0
2017-09-29 15:00:00	ES	Futures	2750.63	2752.27	2750.63	2750.63	39703.0
2017-09-29 15:30:00	ES	Futures	2750.63	2754.19	2750.36	2752.82	334904.0
2017-09-29 16:00:00	ES	Futures	2752.55	2755.01	2751.73	2753.91	170927.0
2017-09-29 16:30:00	ES	Futures	2754.19	2755.01	2753.91	2755.01	10089.0
2017-09-29 00:00:00	NQ	Futures	7067.51	7070.18	7066.32	7068.1	335.0
2017-09-29 00:30:00	NQ	Futures	7068.4	7070.48	7066.61	7067.51	631.0
2017-09-29 01:00:00	NQ	Futures	7067.8	7068.4	7066.91	7067.51	426.0
2017-09-29 01:30:00	NQ	Futures	7067.21	7068.1	7065.43	7065.72	514.0
2017-09-29 02:00:00	NQ	Futures	7066.02	7069.59	7065.72	7068.1	600.0
2017-09-29 02:30:00	NQ	Futures	7068.1	7069.29	7064.83	7066.02	816.0
2017-09-29 03:00:00	NQ	Futures	7066.61	7068.7	7064.53	7067.51	1349.0
2017-09-29 03:30:00	NQ	Futures	7067.8	7069.89	7066.32	7069.29	885.0
2017-09-29 04:00:00	NQ	Futures	7069.29	7070.48	7067.51	7068.4	1213.0
2017-09-29 04:30:00	NQ	Futures	7068.7	7071.97	7067.8	7068.99	830.0
2017-09-29 05:00:00	NQ	Futures	7068.99	7074.05	7068.99	7069.29	914.0
2017-09-29 05:30:00	NQ	Futures	7069.59	7071.97	7069.59	7071.08	495.0
2017-09-29 06:00:00	NQ	Futures	7070.78	7074.94	7069.59	7074.35	1073.0
2017-09-29 06:30:00	NQ	Futures	7074.05	7075.54	7072.56	7075.54	899.0
2017-09-29 07:00:00	NQ	Futures	7075.54	7077.02	7073.75	7074.05	1445.0
2017-09-29 07:30:00	NQ	Futures	7074.35	7075.54	7071.97	7074.64	1201.0

> showing 50 of 2,507 rows — these rows as CSV

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