PREVIEW / futures_30min / 2017-10-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-11.parquet
  size:    77 KB
  rows:    3,032

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
2017-10-11 00:00:00	ES	Futures	2789.2	2789.48	2788.93	2789.48	456.0
2017-10-11 00:30:00	ES	Futures	2789.48	2789.75	2788.66	2788.93	1392.0
2017-10-11 01:00:00	ES	Futures	2788.93	2788.93	2788.38	2788.38	745.0
2017-10-11 01:30:00	ES	Futures	2788.38	2788.93	2787.29	2788.11	2669.0
2017-10-11 02:00:00	ES	Futures	2787.84	2788.66	2787.56	2787.84	2009.0
2017-10-11 02:30:00	ES	Futures	2787.84	2788.11	2787.56	2787.84	2468.0
2017-10-11 03:00:00	ES	Futures	2788.11	2788.11	2785.92	2786.19	8890.0
2017-10-11 03:30:00	ES	Futures	2786.47	2787.02	2784.83	2785.37	6078.0
2017-10-11 04:00:00	ES	Futures	2785.37	2786.74	2785.37	2785.92	5482.0
2017-10-11 04:30:00	ES	Futures	2785.92	2786.47	2785.37	2785.92	4663.0
2017-10-11 05:00:00	ES	Futures	2785.92	2786.19	2785.37	2785.92	4601.0
2017-10-11 05:30:00	ES	Futures	2785.92	2786.19	2785.1	2786.19	4813.0
2017-10-11 06:00:00	ES	Futures	2786.19	2787.29	2785.92	2786.47	6078.0
2017-10-11 06:30:00	ES	Futures	2786.74	2787.56	2786.47	2787.29	2862.0
2017-10-11 07:00:00	ES	Futures	2787.02	2787.29	2785.65	2785.65	5146.0
2017-10-11 07:30:00	ES	Futures	2785.92	2786.19	2784.01	2785.1	10301.0
2017-10-11 08:00:00	ES	Futures	2785.37	2787.02	2784.55	2787.02	7346.0
2017-10-11 08:30:00	ES	Futures	2787.02	2787.29	2785.65	2787.02	6835.0
2017-10-11 09:00:00	ES	Futures	2786.74	2788.38	2786.74	2788.11	8715.0
2017-10-11 09:30:00	ES	Futures	2788.11	2789.75	2785.92	2787.29	96496.0
2017-10-11 10:00:00	ES	Futures	2787.29	2789.48	2786.74	2788.66	50461.0
2017-10-11 10:30:00	ES	Futures	2788.93	2789.75	2788.38	2788.38	42545.0
2017-10-11 11:00:00	ES	Futures	2788.66	2790.3	2787.84	2788.66	47932.0
2017-10-11 11:30:00	ES	Futures	2788.66	2790.02	2788.11	2788.93	29758.0
2017-10-11 12:00:00	ES	Futures	2789.2	2791.12	2788.93	2791.12	29999.0
2017-10-11 12:30:00	ES	Futures	2790.84	2791.39	2790.02	2790.02	16991.0
2017-10-11 13:00:00	ES	Futures	2790.3	2791.39	2789.75	2790.3	25479.0
2017-10-11 13:30:00	ES	Futures	2790.02	2790.57	2789.48	2789.75	24211.0
2017-10-11 14:00:00	ES	Futures	2789.48	2792.49	2789.48	2790.02	45872.0
2017-10-11 14:30:00	ES	Futures	2790.02	2791.39	2789.2	2790.57	28283.0
2017-10-11 15:00:00	ES	Futures	2790.57	2793.31	2790.57	2792.49	48074.0
2017-10-11 15:30:00	ES	Futures	2792.49	2793.85	2792.21	2793.85	132828.0
2017-10-11 16:00:00	ES	Futures	2793.58	2794.13	2793.03	2793.31	60826.0
2017-10-11 16:30:00	ES	Futures	2793.58	2793.58	2792.76	2793.03	8381.0
2017-10-11 18:00:00	ES	Futures	2792.76	2793.03	2791.94	2792.21	3639.0
2017-10-11 18:30:00	ES	Futures	2792.49	2792.49	2791.94	2792.21	1278.0
2017-10-11 19:00:00	ES	Futures	2792.49	2792.49	2792.21	2792.21	672.0
2017-10-11 19:30:00	ES	Futures	2792.49	2792.49	2791.94	2792.21	1366.0
2017-10-11 20:00:00	ES	Futures	2792.21	2792.21	2791.12	2791.67	4193.0
2017-10-11 20:30:00	ES	Futures	2791.67	2791.94	2790.84	2791.12	2509.0
2017-10-11 21:00:00	ES	Futures	2790.84	2791.39	2790.84	2791.39	1499.0
2017-10-11 21:30:00	ES	Futures	2791.39	2791.39	2790.84	2790.84	1555.0
2017-10-11 22:00:00	ES	Futures	2790.84	2791.67	2790.84	2791.12	1472.0
2017-10-11 22:30:00	ES	Futures	2791.39	2791.94	2791.12	2791.67	1325.0
2017-10-11 23:00:00	ES	Futures	2791.94	2792.21	2791.67	2791.67	774.0
2017-10-11 23:30:00	ES	Futures	2791.67	2792.21	2791.67	2791.67	985.0
2017-10-11 00:00:00	NQ	Futures	7220.08	7220.68	7219.49	7220.68	65.0
2017-10-11 00:30:00	NQ	Futures	7220.38	7220.97	7219.19	7219.49	211.0
2017-10-11 01:00:00	NQ	Futures	7219.78	7220.38	7218.59	7218.89	152.0
2017-10-11 01:30:00	NQ	Futures	7219.19	7220.08	7216.22	7217.4	475.0

> showing 50 of 3,032 rows — these rows as CSV

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