PREVIEW / futures_30min / 2017-10-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-10.parquet
  size:    79 KB
  rows:    3,028

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
2017-10-10 00:00:00	ES	Futures	2784.55	2784.55	2784.28	2784.55	424.0
2017-10-10 00:30:00	ES	Futures	2784.55	2784.83	2784.01	2784.83	1085.0
2017-10-10 01:00:00	ES	Futures	2784.55	2785.37	2784.55	2785.37	1131.0
2017-10-10 01:30:00	ES	Futures	2785.37	2785.92	2784.83	2785.1	1815.0
2017-10-10 02:00:00	ES	Futures	2785.37	2786.19	2785.1	2785.65	2890.0
2017-10-10 02:30:00	ES	Futures	2785.92	2786.74	2785.37	2786.19	3035.0
2017-10-10 03:00:00	ES	Futures	2786.47	2787.29	2785.92	2786.19	10714.0
2017-10-10 03:30:00	ES	Futures	2786.19	2787.02	2785.65	2786.19	5723.0
2017-10-10 04:00:00	ES	Futures	2785.92	2786.47	2783.73	2784.28	7314.0
2017-10-10 04:30:00	ES	Futures	2784.28	2785.37	2783.46	2784.83	5786.0
2017-10-10 05:00:00	ES	Futures	2785.1	2785.37	2784.28	2784.83	3511.0
2017-10-10 05:30:00	ES	Futures	2784.83	2787.29	2784.83	2787.02	7302.0
2017-10-10 06:00:00	ES	Futures	2787.02	2787.84	2786.47	2787.84	5730.0
2017-10-10 06:30:00	ES	Futures	2787.56	2788.38	2787.02	2787.29	4699.0
2017-10-10 07:00:00	ES	Futures	2787.56	2787.84	2786.74	2786.74	3701.0
2017-10-10 07:30:00	ES	Futures	2786.47	2787.84	2786.19	2787.56	5218.0
2017-10-10 08:00:00	ES	Futures	2787.29	2788.38	2787.02	2787.84	7147.0
2017-10-10 08:30:00	ES	Futures	2788.11	2788.93	2787.29	2788.93	7378.0
2017-10-10 09:00:00	ES	Futures	2788.93	2789.48	2788.38	2789.2	11352.0
2017-10-10 09:30:00	ES	Futures	2789.2	2793.85	2788.11	2790.3	184733.0
2017-10-10 10:00:00	ES	Futures	2790.3	2790.57	2782.64	2786.47	159038.0
2017-10-10 10:30:00	ES	Futures	2786.74	2787.02	2784.55	2786.19	67080.0
2017-10-10 11:00:00	ES	Futures	2786.19	2787.02	2784.28	2785.37	57257.0
2017-10-10 11:30:00	ES	Futures	2785.1	2786.74	2783.46	2784.55	49029.0
2017-10-10 12:00:00	ES	Futures	2784.55	2785.1	2782.36	2784.83	69859.0
2017-10-10 12:30:00	ES	Futures	2784.83	2787.02	2784.55	2786.19	42776.0
2017-10-10 13:00:00	ES	Futures	2785.92	2788.11	2785.65	2786.47	30739.0
2017-10-10 13:30:00	ES	Futures	2786.47	2788.66	2785.37	2786.19	57084.0
2017-10-10 14:00:00	ES	Futures	2786.19	2787.56	2785.1	2786.19	29743.0
2017-10-10 14:30:00	ES	Futures	2786.19	2787.02	2785.92	2785.92	24642.0
2017-10-10 15:00:00	ES	Futures	2785.92	2787.56	2785.92	2786.74	26899.0
2017-10-10 15:30:00	ES	Futures	2786.74	2789.48	2785.92	2789.2	151037.0
2017-10-10 16:00:00	ES	Futures	2789.2	2789.75	2788.38	2788.66	62749.0
2017-10-10 16:30:00	ES	Futures	2788.93	2789.75	2788.66	2789.48	5561.0
2017-10-10 18:00:00	ES	Futures	2788.93	2789.2	2788.11	2788.38	2493.0
2017-10-10 18:30:00	ES	Futures	2788.38	2788.93	2788.11	2788.38	697.0
2017-10-10 19:00:00	ES	Futures	2788.38	2789.48	2788.11	2788.66	1811.0
2017-10-10 19:30:00	ES	Futures	2788.93	2788.93	2788.66	2788.93	128.0
2017-10-10 20:00:00	ES	Futures	2788.66	2789.2	2787.84	2787.84	3037.0
2017-10-10 20:30:00	ES	Futures	2788.11	2788.93	2787.84	2788.66	1974.0
2017-10-10 21:00:00	ES	Futures	2788.66	2789.75	2788.66	2788.93	3863.0
2017-10-10 21:30:00	ES	Futures	2789.2	2789.48	2788.66	2789.48	1793.0
2017-10-10 22:00:00	ES	Futures	2789.2	2790.02	2789.2	2789.2	2724.0
2017-10-10 22:30:00	ES	Futures	2789.2	2789.48	2788.66	2789.2	1648.0
2017-10-10 23:00:00	ES	Futures	2789.2	2789.2	2788.66	2788.66	983.0
2017-10-10 23:30:00	ES	Futures	2788.93	2789.48	2788.66	2789.2	1332.0
2017-10-10 00:00:00	NQ	Futures	7218.59	7219.49	7218.3	7219.19	86.0
2017-10-10 00:30:00	NQ	Futures	7219.49	7220.68	7218.0	7220.08	231.0
2017-10-10 01:00:00	NQ	Futures	7219.78	7222.16	7219.49	7221.57	303.0
2017-10-10 01:30:00	NQ	Futures	7221.27	7223.06	7220.68	7221.57	702.0

> showing 50 of 3,028 rows — these rows as CSV

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