PREVIEW / futures_30min / 2017-10-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-04.parquet
  size:    76 KB
  rows:    3,027

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
2017-10-04 00:00:00	ES	Futures	2770.88	2771.15	2770.33	2770.33	2583.0
2017-10-04 00:30:00	ES	Futures	2770.6	2770.6	2770.05	2770.05	762.0
2017-10-04 01:00:00	ES	Futures	2770.05	2770.33	2769.51	2770.05	3598.0
2017-10-04 01:30:00	ES	Futures	2769.78	2770.33	2769.78	2770.05	675.0
2017-10-04 02:00:00	ES	Futures	2770.33	2770.88	2769.78	2770.05	2860.0
2017-10-04 02:30:00	ES	Futures	2770.05	2770.88	2770.05	2770.6	1984.0
2017-10-04 03:00:00	ES	Futures	2770.6	2770.6	2769.51	2769.78	9617.0
2017-10-04 03:30:00	ES	Futures	2769.78	2770.33	2769.51	2769.51	5747.0
2017-10-04 04:00:00	ES	Futures	2769.51	2770.33	2769.51	2770.05	6681.0
2017-10-04 04:30:00	ES	Futures	2770.33	2770.6	2769.78	2769.78	3476.0
2017-10-04 05:00:00	ES	Futures	2769.78	2770.33	2769.51	2770.05	3710.0
2017-10-04 05:30:00	ES	Futures	2770.05	2770.33	2769.23	2769.78	4515.0
2017-10-04 06:00:00	ES	Futures	2769.51	2770.05	2769.23	2769.78	3599.0
2017-10-04 06:30:00	ES	Futures	2769.78	2769.78	2768.41	2769.23	5903.0
2017-10-04 07:00:00	ES	Futures	2769.23	2770.05	2768.96	2769.51	4466.0
2017-10-04 07:30:00	ES	Futures	2769.78	2769.78	2768.41	2769.51	6757.0
2017-10-04 08:00:00	ES	Futures	2769.51	2769.51	2767.87	2768.14	8475.0
2017-10-04 08:30:00	ES	Futures	2768.14	2768.69	2767.87	2768.41	6729.0
2017-10-04 09:00:00	ES	Futures	2768.14	2769.78	2768.14	2768.69	16204.0
2017-10-04 09:30:00	ES	Futures	2768.41	2771.15	2767.32	2770.33	116915.0
2017-10-04 10:00:00	ES	Futures	2770.05	2770.88	2768.96	2770.33	58877.0
2017-10-04 10:30:00	ES	Futures	2770.33	2771.15	2768.69	2771.15	60983.0
2017-10-04 11:00:00	ES	Futures	2771.15	2773.34	2770.88	2773.06	47130.0
2017-10-04 11:30:00	ES	Futures	2773.34	2775.53	2772.24	2775.25	68060.0
2017-10-04 12:00:00	ES	Futures	2775.25	2777.17	2774.7	2776.07	63785.0
2017-10-04 12:30:00	ES	Futures	2776.07	2776.35	2774.16	2774.98	49039.0
2017-10-04 13:00:00	ES	Futures	2774.98	2775.8	2773.88	2774.98	40184.0
2017-10-04 13:30:00	ES	Futures	2774.7	2774.98	2771.42	2773.34	62565.0
2017-10-04 14:00:00	ES	Futures	2773.06	2774.43	2772.24	2772.79	34095.0
2017-10-04 14:30:00	ES	Futures	2772.79	2774.43	2772.24	2773.88	24735.0
2017-10-04 15:00:00	ES	Futures	2773.88	2775.25	2773.88	2774.43	26593.0
2017-10-04 15:30:00	ES	Futures	2774.16	2774.98	2771.97	2774.43	94422.0
2017-10-04 16:00:00	ES	Futures	2774.16	2775.53	2773.61	2774.98	66483.0
2017-10-04 16:30:00	ES	Futures	2775.25	2775.53	2774.43	2774.7	5864.0
2017-10-04 18:00:00	ES	Futures	2774.16	2774.7	2773.61	2774.16	1554.0
2017-10-04 18:30:00	ES	Futures	2774.16	2774.98	2773.88	2774.7	1318.0
2017-10-04 19:00:00	ES	Futures	2774.7	2774.7	2773.61	2774.16	891.0
2017-10-04 19:30:00	ES	Futures	2774.16	2774.7	2773.88	2774.43	682.0
2017-10-04 20:00:00	ES	Futures	2774.43	2774.43	2773.88	2774.16	2106.0
2017-10-04 20:30:00	ES	Futures	2774.16	2774.16	2773.34	2773.61	2453.0
2017-10-04 21:00:00	ES	Futures	2773.61	2774.16	2773.34	2773.61	1430.0
2017-10-04 21:30:00	ES	Futures	2773.61	2774.7	2773.61	2774.43	713.0
2017-10-04 22:00:00	ES	Futures	2774.7	2775.53	2774.43	2774.98	1444.0
2017-10-04 22:30:00	ES	Futures	2774.98	2775.25	2774.98	2775.25	272.0
2017-10-04 23:00:00	ES	Futures	2775.25	2775.53	2774.98	2774.98	540.0
2017-10-04 23:30:00	ES	Futures	2775.25	2775.53	2774.98	2775.25	381.0
2017-10-04 00:00:00	NQ	Futures	7133.53	7133.83	7132.34	7133.24	234.0
2017-10-04 00:30:00	NQ	Futures	7133.24	7133.83	7132.64	7133.24	160.0
2017-10-04 01:00:00	NQ	Futures	7133.24	7134.13	7130.86	7131.45	462.0
2017-10-04 01:30:00	NQ	Futures	7131.15	7132.34	7131.15	7132.05	192.0

> showing 50 of 3,027 rows — these rows as CSV

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