PREVIEW / futures_30min / 2017-10-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-05.parquet
  size:    78 KB
  rows:    3,022

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
2017-10-05 00:00:00	ES	Futures	2774.98	2775.53	2774.98	2775.53	618.0
2017-10-05 00:30:00	ES	Futures	2775.53	2775.53	2774.98	2774.98	483.0
2017-10-05 01:00:00	ES	Futures	2775.25	2775.53	2773.34	2773.34	4723.0
2017-10-05 01:30:00	ES	Futures	2773.61	2774.16	2773.61	2773.88	1073.0
2017-10-05 02:00:00	ES	Futures	2773.88	2774.16	2773.34	2773.88	2821.0
2017-10-05 02:30:00	ES	Futures	2773.88	2774.43	2773.34	2773.88	2793.0
2017-10-05 03:00:00	ES	Futures	2773.88	2775.53	2773.88	2775.25	9103.0
2017-10-05 03:30:00	ES	Futures	2774.98	2775.53	2774.7	2775.25	4552.0
2017-10-05 04:00:00	ES	Futures	2774.98	2775.8	2774.98	2775.8	4867.0
2017-10-05 04:30:00	ES	Futures	2775.8	2776.07	2775.25	2775.8	3302.0
2017-10-05 05:00:00	ES	Futures	2775.53	2775.8	2774.7	2774.7	4281.0
2017-10-05 05:30:00	ES	Futures	2774.7	2775.25	2774.43	2775.25	4178.0
2017-10-05 06:00:00	ES	Futures	2774.98	2775.8	2774.98	2775.53	4551.0
2017-10-05 06:30:00	ES	Futures	2775.8	2775.8	2775.25	2775.53	2327.0
2017-10-05 07:00:00	ES	Futures	2775.8	2776.07	2775.25	2776.07	2167.0
2017-10-05 07:30:00	ES	Futures	2776.07	2776.89	2775.8	2776.89	5363.0
2017-10-05 08:00:00	ES	Futures	2776.62	2778.81	2776.35	2778.53	16636.0
2017-10-05 08:30:00	ES	Futures	2778.53	2779.08	2776.62	2777.17	8338.0
2017-10-05 09:00:00	ES	Futures	2777.17	2778.26	2776.35	2777.44	19806.0
2017-10-05 09:30:00	ES	Futures	2777.71	2780.45	2776.35	2778.26	119298.0
2017-10-05 10:00:00	ES	Futures	2778.53	2780.45	2778.26	2779.36	62316.0
2017-10-05 10:30:00	ES	Futures	2779.63	2781.27	2778.53	2780.45	55556.0
2017-10-05 11:00:00	ES	Futures	2780.45	2782.09	2779.9	2782.09	42474.0
2017-10-05 11:30:00	ES	Futures	2781.82	2785.65	2781.54	2785.65	74339.0
2017-10-05 12:00:00	ES	Futures	2785.37	2789.48	2785.37	2788.11	86011.0
2017-10-05 12:30:00	ES	Futures	2788.38	2788.66	2786.74	2787.29	63624.0
2017-10-05 13:00:00	ES	Futures	2787.29	2789.48	2787.02	2789.2	56358.0
2017-10-05 13:30:00	ES	Futures	2789.2	2789.2	2787.56	2788.38	45479.0
2017-10-05 14:00:00	ES	Futures	2788.38	2788.38	2787.29	2787.29	26459.0
2017-10-05 14:30:00	ES	Futures	2787.56	2789.48	2787.29	2788.93	43677.0
2017-10-05 15:00:00	ES	Futures	2789.2	2790.3	2788.11	2788.38	64226.0
2017-10-05 15:30:00	ES	Futures	2788.11	2790.02	2787.84	2790.02	123633.0
2017-10-05 16:00:00	ES	Futures	2789.75	2791.12	2788.93	2790.02	96730.0
2017-10-05 16:30:00	ES	Futures	2790.02	2790.57	2788.93	2789.2	7963.0
2017-10-05 18:00:00	ES	Futures	2788.93	2789.48	2788.38	2788.93	2914.0
2017-10-05 18:30:00	ES	Futures	2788.93	2789.2	2788.66	2789.2	768.0
2017-10-05 19:00:00	ES	Futures	2788.93	2789.48	2788.66	2788.93	950.0
2017-10-05 19:30:00	ES	Futures	2788.93	2789.2	2788.66	2788.93	1061.0
2017-10-05 20:00:00	ES	Futures	2788.93	2789.75	2788.93	2789.2	3549.0
2017-10-05 20:30:00	ES	Futures	2789.48	2789.75	2789.2	2789.75	1886.0
2017-10-05 21:00:00	ES	Futures	2789.75	2789.75	2789.2	2789.75	2369.0
2017-10-05 21:30:00	ES	Futures	2789.48	2789.75	2789.2	2789.48	1268.0
2017-10-05 22:00:00	ES	Futures	2789.48	2790.02	2789.2	2790.02	2949.0
2017-10-05 22:30:00	ES	Futures	2789.75	2790.02	2789.48	2789.48	913.0
2017-10-05 23:00:00	ES	Futures	2789.75	2790.02	2789.48	2789.75	992.0
2017-10-05 23:30:00	ES	Futures	2789.75	2789.75	2789.2	2789.48	1266.0
2017-10-05 00:00:00	NQ	Futures	7144.24	7145.73	7143.35	7145.43	208.0
2017-10-05 00:30:00	NQ	Futures	7145.13	7145.43	7143.35	7144.24	150.0
2017-10-05 01:00:00	NQ	Futures	7144.24	7144.84	7140.97	7140.97	424.0
2017-10-05 01:30:00	NQ	Futures	7140.97	7142.75	7140.97	7142.46	139.0

> showing 50 of 3,022 rows — these rows as CSV

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