PREVIEW / futures_30min / 2017-10-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-12.parquet
  size:    77 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
2017-10-12 00:00:00	ES	Futures	2791.94	2792.21	2791.67	2791.94	671.0
2017-10-12 00:30:00	ES	Futures	2791.94	2792.21	2791.39	2791.67	1261.0
2017-10-12 01:00:00	ES	Futures	2791.67	2791.67	2790.57	2790.57	2338.0
2017-10-12 01:30:00	ES	Futures	2790.57	2791.12	2789.75	2791.12	3897.0
2017-10-12 02:00:00	ES	Futures	2791.12	2791.94	2790.3	2791.94	3018.0
2017-10-12 02:30:00	ES	Futures	2791.67	2792.21	2791.39	2791.67	2663.0
2017-10-12 03:00:00	ES	Futures	2791.67	2791.94	2790.3	2790.3	8649.0
2017-10-12 03:30:00	ES	Futures	2790.57	2790.84	2789.75	2790.02	5177.0
2017-10-12 04:00:00	ES	Futures	2790.3	2790.84	2789.75	2790.3	3728.0
2017-10-12 04:30:00	ES	Futures	2790.57	2790.57	2788.66	2788.93	5959.0
2017-10-12 05:00:00	ES	Futures	2788.93	2789.75	2788.66	2789.75	3322.0
2017-10-12 05:30:00	ES	Futures	2789.75	2791.39	2789.48	2790.57	4576.0
2017-10-12 06:00:00	ES	Futures	2790.57	2791.39	2790.57	2791.39	3039.0
2017-10-12 06:30:00	ES	Futures	2791.12	2791.39	2789.48	2790.02	4155.0
2017-10-12 07:00:00	ES	Futures	2790.02	2790.02	2787.29	2787.29	11158.0
2017-10-12 07:30:00	ES	Futures	2787.56	2788.66	2787.29	2788.66	6435.0
2017-10-12 08:00:00	ES	Futures	2788.38	2789.48	2788.38	2789.48	7597.0
2017-10-12 08:30:00	ES	Futures	2789.48	2789.75	2787.84	2788.11	8764.0
2017-10-12 09:00:00	ES	Futures	2788.11	2789.48	2788.11	2789.48	9698.0
2017-10-12 09:30:00	ES	Futures	2789.48	2790.3	2787.29	2788.38	90903.0
2017-10-12 10:00:00	ES	Futures	2788.66	2791.67	2787.84	2791.12	68938.0
2017-10-12 10:30:00	ES	Futures	2791.39	2792.76	2790.3	2791.12	54607.0
2017-10-12 11:00:00	ES	Futures	2791.12	2792.76	2790.57	2791.67	41389.0
2017-10-12 11:30:00	ES	Futures	2791.67	2793.31	2791.67	2793.31	32709.0
2017-10-12 12:00:00	ES	Futures	2793.03	2793.85	2791.94	2791.94	31937.0
2017-10-12 12:30:00	ES	Futures	2792.21	2792.49	2790.84	2791.67	35483.0
2017-10-12 13:00:00	ES	Futures	2791.94	2793.58	2791.67	2793.31	25001.0
2017-10-12 13:30:00	ES	Futures	2793.31	2793.85	2791.94	2792.49	28605.0
2017-10-12 14:00:00	ES	Futures	2792.21	2793.03	2791.67	2792.21	25229.0
2017-10-12 14:30:00	ES	Futures	2792.21	2792.49	2788.93	2790.3	61308.0
2017-10-12 15:00:00	ES	Futures	2790.02	2791.67	2789.75	2790.57	46452.0
2017-10-12 15:30:00	ES	Futures	2790.57	2790.84	2786.19	2788.93	211355.0
2017-10-12 16:00:00	ES	Futures	2789.2	2789.75	2788.66	2789.75	48157.0
2017-10-12 16:30:00	ES	Futures	2789.48	2789.75	2788.66	2788.93	4221.0
2017-10-12 18:00:00	ES	Futures	2788.11	2788.38	2787.56	2787.84	2913.0
2017-10-12 18:30:00	ES	Futures	2787.84	2788.66	2787.56	2788.66	1166.0
2017-10-12 19:00:00	ES	Futures	2788.38	2788.93	2787.84	2787.84	1005.0
2017-10-12 19:30:00	ES	Futures	2788.11	2788.11	2787.29	2787.56	985.0
2017-10-12 20:00:00	ES	Futures	2787.84	2787.84	2787.02	2787.29	3147.0
2017-10-12 20:30:00	ES	Futures	2787.02	2788.38	2787.02	2788.11	2302.0
2017-10-12 21:00:00	ES	Futures	2788.11	2788.66	2788.11	2788.66	1274.0
2017-10-12 21:30:00	ES	Futures	2788.38	2789.48	2788.38	2788.93	2031.0
2017-10-12 22:00:00	ES	Futures	2788.93	2789.2	2788.38	2788.38	1759.0
2017-10-12 22:30:00	ES	Futures	2788.66	2789.75	2788.66	2789.2	1488.0
2017-10-12 23:00:00	ES	Futures	2789.2	2789.75	2789.2	2789.2	971.0
2017-10-12 23:30:00	ES	Futures	2789.2	2790.3	2789.2	2790.3	2913.0
2017-10-12 00:00:00	NQ	Futures	7236.74	7237.63	7236.44	7237.03	132.0
2017-10-12 00:30:00	NQ	Futures	7236.74	7237.33	7235.84	7235.84	202.0
2017-10-12 01:00:00	NQ	Futures	7236.14	7237.33	7233.76	7233.76	494.0
2017-10-12 01:30:00	NQ	Futures	7233.47	7235.25	7231.09	7234.65	471.0

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

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