PREVIEW / futures_30min / 2017-10-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-09.parquet
  size:    73 KB
  rows:    2,973

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
2017-10-09 00:00:00	ES	Futures	2788.11	2788.38	2787.84	2788.11	583.0
2017-10-09 00:30:00	ES	Futures	2788.11	2788.11	2787.56	2787.56	1193.0
2017-10-09 01:00:00	ES	Futures	2787.56	2787.84	2787.29	2787.56	1248.0
2017-10-09 01:30:00	ES	Futures	2787.56	2787.84	2787.29	2787.84	827.0
2017-10-09 02:00:00	ES	Futures	2787.84	2788.11	2787.29	2787.56	2680.0
2017-10-09 02:30:00	ES	Futures	2787.56	2788.11	2786.74	2787.02	3543.0
2017-10-09 03:00:00	ES	Futures	2787.02	2789.2	2787.02	2788.38	9167.0
2017-10-09 03:30:00	ES	Futures	2788.66	2788.66	2787.84	2788.11	2940.0
2017-10-09 04:00:00	ES	Futures	2788.38	2788.38	2787.02	2788.11	5879.0
2017-10-09 04:30:00	ES	Futures	2788.11	2788.66	2787.84	2788.11	5583.0
2017-10-09 05:00:00	ES	Futures	2787.84	2788.38	2787.29	2788.11	4092.0
2017-10-09 05:30:00	ES	Futures	2788.11	2788.66	2787.29	2788.38	3918.0
2017-10-09 06:00:00	ES	Futures	2788.38	2789.48	2788.38	2789.48	5705.0
2017-10-09 06:30:00	ES	Futures	2789.2	2789.75	2788.93	2789.2	3683.0
2017-10-09 07:00:00	ES	Futures	2789.2	2790.57	2788.93	2790.3	6319.0
2017-10-09 07:30:00	ES	Futures	2790.3	2790.84	2789.75	2790.3	9684.0
2017-10-09 08:00:00	ES	Futures	2790.57	2790.84	2789.48	2790.02	6183.0
2017-10-09 08:30:00	ES	Futures	2790.02	2790.02	2788.66	2789.48	8318.0
2017-10-09 09:00:00	ES	Futures	2789.48	2790.3	2789.2	2789.2	11290.0
2017-10-09 09:30:00	ES	Futures	2789.2	2790.3	2783.73	2785.37	113826.0
2017-10-09 10:00:00	ES	Futures	2785.1	2786.19	2784.28	2785.1	46938.0
2017-10-09 10:30:00	ES	Futures	2785.1	2785.92	2783.19	2784.83	38929.0
2017-10-09 11:00:00	ES	Futures	2785.1	2786.47	2784.55	2786.47	31794.0
2017-10-09 11:30:00	ES	Futures	2786.19	2787.02	2785.92	2786.74	17646.0
2017-10-09 12:00:00	ES	Futures	2786.74	2787.02	2785.37	2785.65	18307.0
2017-10-09 12:30:00	ES	Futures	2785.65	2785.92	2784.55	2784.83	20452.0
2017-10-09 13:00:00	ES	Futures	2785.1	2785.92	2784.83	2785.92	14548.0
2017-10-09 13:30:00	ES	Futures	2785.92	2785.92	2785.1	2785.65	17912.0
2017-10-09 14:00:00	ES	Futures	2785.37	2785.92	2784.01	2784.28	19876.0
2017-10-09 14:30:00	ES	Futures	2784.01	2784.28	2782.09	2782.09	38984.0
2017-10-09 15:00:00	ES	Futures	2782.36	2782.36	2778.53	2781.54	62804.0
2017-10-09 15:30:00	ES	Futures	2781.27	2782.64	2778.81	2782.09	104790.0
2017-10-09 16:00:00	ES	Futures	2782.09	2784.01	2782.09	2783.73	46565.0
2017-10-09 16:30:00	ES	Futures	2783.73	2783.73	2782.64	2782.91	4483.0
2017-10-09 18:00:00	ES	Futures	2782.91	2783.46	2782.64	2782.91	1323.0
2017-10-09 18:30:00	ES	Futures	2783.19	2783.73	2782.91	2783.19	640.0
2017-10-09 19:00:00	ES	Futures	2783.19	2783.73	2782.91	2783.46	700.0
2017-10-09 19:30:00	ES	Futures	2783.46	2783.73	2782.91	2783.46	912.0
2017-10-09 20:00:00	ES	Futures	2783.73	2785.92	2782.64	2785.1	5445.0
2017-10-09 20:30:00	ES	Futures	2784.83	2785.92	2784.55	2785.37	4597.0
2017-10-09 21:00:00	ES	Futures	2785.37	2786.47	2784.83	2785.1	3273.0
2017-10-09 21:30:00	ES	Futures	2785.1	2785.65	2784.55	2784.55	3204.0
2017-10-09 22:00:00	ES	Futures	2784.55	2785.1	2784.01	2784.55	2126.0
2017-10-09 22:30:00	ES	Futures	2784.55	2784.83	2784.01	2784.28	1867.0
2017-10-09 23:00:00	ES	Futures	2784.55	2785.37	2784.28	2784.83	1443.0
2017-10-09 23:30:00	ES	Futures	2784.83	2784.83	2784.28	2784.55	744.0
2017-10-09 00:00:00	NQ	Futures	7227.81	7228.41	7226.33	7226.92	157.0
2017-10-09 00:30:00	NQ	Futures	7226.92	7227.81	7226.33	7226.62	173.0
2017-10-09 01:00:00	NQ	Futures	7226.62	7227.22	7225.73	7225.73	287.0
2017-10-09 01:30:00	NQ	Futures	7225.73	7226.92	7224.25	7226.62	437.0

> showing 50 of 2,973 rows — these rows as CSV

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