PREVIEW / futures_30min / 2017-10-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-03.parquet
  size:    77 KB
  rows:    2,995

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
2017-10-03 00:00:00	ES	Futures	2767.32	2767.87	2766.77	2766.77	1449.0
2017-10-03 00:30:00	ES	Futures	2767.05	2767.32	2766.5	2767.05	1279.0
2017-10-03 01:00:00	ES	Futures	2767.05	2767.32	2766.5	2766.77	2673.0
2017-10-03 01:30:00	ES	Futures	2766.77	2767.59	2766.77	2767.32	2695.0
2017-10-03 02:00:00	ES	Futures	2767.32	2767.59	2766.5	2767.05	2271.0
2017-10-03 02:30:00	ES	Futures	2767.32	2767.32	2766.5	2766.77	1732.0
2017-10-03 03:00:00	ES	Futures	2766.77	2767.32	2766.22	2767.32	3908.0
2017-10-03 03:30:00	ES	Futures	2767.32	2767.32	2765.95	2766.5	4532.0
2017-10-03 04:00:00	ES	Futures	2766.5	2766.77	2765.68	2765.95	3695.0
2017-10-03 04:30:00	ES	Futures	2765.68	2766.22	2765.4	2765.95	2484.0
2017-10-03 05:00:00	ES	Futures	2765.95	2766.5	2765.4	2766.22	2328.0
2017-10-03 05:30:00	ES	Futures	2765.95	2766.77	2765.95	2765.95	2875.0
2017-10-03 06:00:00	ES	Futures	2765.95	2766.5	2765.4	2765.4	4195.0
2017-10-03 06:30:00	ES	Futures	2765.68	2766.77	2765.4	2766.5	3597.0
2017-10-03 07:00:00	ES	Futures	2766.22	2766.22	2765.4	2765.4	1948.0
2017-10-03 07:30:00	ES	Futures	2765.68	2766.5	2765.4	2766.5	2006.0
2017-10-03 08:00:00	ES	Futures	2766.5	2767.32	2766.22	2767.05	6269.0
2017-10-03 08:30:00	ES	Futures	2766.77	2767.05	2766.22	2766.77	5297.0
2017-10-03 09:00:00	ES	Futures	2766.77	2767.32	2765.95	2766.22	12467.0
2017-10-03 09:30:00	ES	Futures	2765.95	2767.59	2764.04	2767.05	125463.0
2017-10-03 10:00:00	ES	Futures	2767.05	2767.05	2764.04	2764.58	62978.0
2017-10-03 10:30:00	ES	Futures	2764.86	2766.22	2764.04	2765.4	40144.0
2017-10-03 11:00:00	ES	Futures	2765.4	2765.68	2763.76	2765.68	48988.0
2017-10-03 11:30:00	ES	Futures	2765.68	2766.77	2765.13	2766.22	36898.0
2017-10-03 12:00:00	ES	Futures	2766.5	2767.32	2766.22	2766.77	23875.0
2017-10-03 12:30:00	ES	Futures	2766.5	2767.59	2766.5	2767.59	18704.0
2017-10-03 13:00:00	ES	Futures	2767.59	2767.87	2767.05	2767.05	19512.0
2017-10-03 13:30:00	ES	Futures	2767.32	2767.59	2766.77	2767.59	19534.0
2017-10-03 14:00:00	ES	Futures	2767.59	2768.96	2767.32	2768.69	26409.0
2017-10-03 14:30:00	ES	Futures	2768.96	2769.23	2768.14	2769.23	36290.0
2017-10-03 15:00:00	ES	Futures	2769.23	2769.23	2768.14	2769.23	40894.0
2017-10-03 15:30:00	ES	Futures	2768.96	2771.15	2768.96	2770.6	148554.0
2017-10-03 16:00:00	ES	Futures	2770.33	2771.7	2769.51	2771.7	73600.0
2017-10-03 16:30:00	ES	Futures	2771.7	2772.24	2771.42	2771.7	9056.0
2017-10-03 18:00:00	ES	Futures	2771.7	2771.97	2770.05	2770.33	3347.0
2017-10-03 18:30:00	ES	Futures	2770.6	2770.6	2769.78	2770.05	1195.0
2017-10-03 19:00:00	ES	Futures	2770.33	2770.6	2769.78	2770.05	1135.0
2017-10-03 19:30:00	ES	Futures	2770.33	2770.6	2769.78	2769.78	1499.0
2017-10-03 20:00:00	ES	Futures	2770.05	2770.6	2769.23	2770.33	4985.0
2017-10-03 20:30:00	ES	Futures	2770.33	2770.33	2769.51	2769.51	2919.0
2017-10-03 21:00:00	ES	Futures	2769.78	2770.33	2769.23	2770.05	1916.0
2017-10-03 21:30:00	ES	Futures	2769.78	2770.6	2769.78	2770.33	2501.0
2017-10-03 22:00:00	ES	Futures	2770.33	2770.6	2770.05	2770.33	1519.0
2017-10-03 22:30:00	ES	Futures	2770.33	2770.88	2770.05	2770.6	1244.0
2017-10-03 23:00:00	ES	Futures	2770.6	2770.88	2770.33	2770.6	1324.0
2017-10-03 23:30:00	ES	Futures	2770.88	2771.42	2770.6	2770.88	1795.0
2017-10-03 00:00:00	NQ	Futures	7130.56	7132.64	7128.77	7129.07	691.0
2017-10-03 00:30:00	NQ	Futures	7129.07	7129.67	7127.59	7129.07	581.0
2017-10-03 01:00:00	NQ	Futures	7129.37	7131.15	7128.77	7129.96	364.0
2017-10-03 01:30:00	NQ	Futures	7129.96	7132.05	7129.96	7129.96	432.0

> showing 50 of 2,995 rows — these rows as CSV

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