PREVIEW / futures_30min / 2017-10-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-02.parquet
  size:    82 KB
  rows:    3,089

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
2017-10-02 00:00:00	ES	Futures	2756.1	2756.65	2756.1	2756.65	485.0
2017-10-02 00:30:00	ES	Futures	2756.65	2757.2	2756.1	2756.1	1090.0
2017-10-02 01:00:00	ES	Futures	2755.83	2756.92	2755.83	2756.65	2648.0
2017-10-02 01:30:00	ES	Futures	2756.65	2757.2	2756.1	2756.65	4577.0
2017-10-02 02:00:00	ES	Futures	2756.65	2757.2	2755.83	2756.1	4515.0
2017-10-02 02:30:00	ES	Futures	2756.1	2756.38	2755.28	2755.28	3080.0
2017-10-02 03:00:00	ES	Futures	2755.56	2756.65	2755.01	2756.1	10575.0
2017-10-02 03:30:00	ES	Futures	2756.1	2756.1	2755.28	2755.28	4830.0
2017-10-02 04:00:00	ES	Futures	2755.28	2755.83	2754.74	2755.28	6062.0
2017-10-02 04:30:00	ES	Futures	2755.28	2756.1	2754.74	2755.01	6077.0
2017-10-02 05:00:00	ES	Futures	2755.01	2756.1	2755.01	2756.1	3465.0
2017-10-02 05:30:00	ES	Futures	2756.1	2756.92	2755.83	2756.1	4265.0
2017-10-02 06:00:00	ES	Futures	2756.1	2757.2	2755.83	2756.92	5643.0
2017-10-02 06:30:00	ES	Futures	2756.92	2758.02	2756.65	2757.74	4583.0
2017-10-02 07:00:00	ES	Futures	2758.02	2758.02	2756.65	2757.2	4099.0
2017-10-02 07:30:00	ES	Futures	2757.2	2758.84	2756.92	2758.02	8184.0
2017-10-02 08:00:00	ES	Futures	2758.02	2758.29	2757.2	2757.74	4431.0
2017-10-02 08:30:00	ES	Futures	2757.47	2758.29	2755.56	2755.83	13042.0
2017-10-02 09:00:00	ES	Futures	2755.83	2756.38	2755.01	2755.28	17070.0
2017-10-02 09:30:00	ES	Futures	2755.56	2759.93	2754.74	2759.66	137351.0
2017-10-02 10:00:00	ES	Futures	2759.66	2763.76	2758.56	2760.21	128036.0
2017-10-02 10:30:00	ES	Futures	2760.48	2762.12	2759.66	2759.93	59037.0
2017-10-02 11:00:00	ES	Futures	2760.21	2761.03	2757.47	2758.56	62446.0
2017-10-02 11:30:00	ES	Futures	2758.29	2760.48	2757.2	2757.2	64410.0
2017-10-02 12:00:00	ES	Futures	2757.47	2760.21	2756.38	2759.39	57083.0
2017-10-02 12:30:00	ES	Futures	2759.39	2761.85	2759.39	2761.57	31413.0
2017-10-02 13:00:00	ES	Futures	2761.57	2762.12	2760.75	2761.85	32532.0
2017-10-02 13:30:00	ES	Futures	2761.57	2762.67	2761.03	2762.39	33875.0
2017-10-02 14:00:00	ES	Futures	2762.12	2762.39	2761.03	2762.12	28709.0
2017-10-02 14:30:00	ES	Futures	2762.39	2762.94	2761.85	2762.67	26691.0
2017-10-02 15:00:00	ES	Futures	2762.94	2763.49	2761.3	2762.67	64608.0
2017-10-02 15:30:00	ES	Futures	2762.39	2764.86	2761.3	2764.58	140613.0
2017-10-02 16:00:00	ES	Futures	2764.31	2765.13	2763.76	2764.31	82344.0
2017-10-02 16:30:00	ES	Futures	2764.31	2766.22	2764.04	2765.95	8819.0
2017-10-02 18:00:00	ES	Futures	2765.4	2765.95	2764.31	2764.86	3165.0
2017-10-02 18:30:00	ES	Futures	2764.58	2764.86	2764.31	2764.58	678.0
2017-10-02 19:00:00	ES	Futures	2764.31	2764.58	2763.76	2764.04	1178.0
2017-10-02 19:30:00	ES	Futures	2764.04	2764.31	2763.76	2764.04	1018.0
2017-10-02 20:00:00	ES	Futures	2764.04	2764.31	2763.49	2763.76	2873.0
2017-10-02 20:30:00	ES	Futures	2763.76	2764.31	2763.49	2764.04	2805.0
2017-10-02 21:00:00	ES	Futures	2763.76	2765.13	2763.76	2765.13	3687.0
2017-10-02 21:30:00	ES	Futures	2765.13	2766.77	2764.86	2766.5	5974.0
2017-10-02 22:00:00	ES	Futures	2766.5	2767.32	2766.22	2766.77	5409.0
2017-10-02 22:30:00	ES	Futures	2766.5	2766.77	2765.95	2766.5	1839.0
2017-10-02 23:00:00	ES	Futures	2766.77	2767.87	2766.5	2767.59	3427.0
2017-10-02 23:30:00	ES	Futures	2767.32	2767.87	2767.05	2767.59	4046.0
2017-10-02 00:00:00	NQ	Futures	7126.4	7127.88	7125.8	7127.29	242.0
2017-10-02 00:30:00	NQ	Futures	7127.29	7129.37	7126.4	7126.4	335.0
2017-10-02 01:00:00	NQ	Futures	7126.4	7128.77	7125.8	7128.18	357.0
2017-10-02 01:30:00	NQ	Futures	7128.48	7129.37	7126.69	7128.48	478.0

> showing 50 of 3,089 rows — these rows as CSV

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