PREVIEW / futures_30min / 2017-10-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-13.parquet
  size:    69 KB
  rows:    2,504

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
2017-10-13 00:00:00	ES	Futures	2790.3	2790.84	2790.02	2790.02	2569.0
2017-10-13 00:30:00	ES	Futures	2790.3	2790.84	2790.3	2790.57	580.0
2017-10-13 01:00:00	ES	Futures	2790.57	2790.84	2789.75	2790.02	2084.0
2017-10-13 01:30:00	ES	Futures	2790.02	2790.57	2789.75	2790.02	1348.0
2017-10-13 02:00:00	ES	Futures	2790.02	2790.57	2789.48	2789.75	2397.0
2017-10-13 02:30:00	ES	Futures	2789.75	2789.75	2788.93	2789.48	2145.0
2017-10-13 03:00:00	ES	Futures	2789.75	2790.02	2788.38	2788.93	9423.0
2017-10-13 03:30:00	ES	Futures	2789.2	2790.3	2788.66	2789.2	6950.0
2017-10-13 04:00:00	ES	Futures	2789.2	2789.48	2788.11	2788.93	5922.0
2017-10-13 04:30:00	ES	Futures	2788.93	2789.48	2788.66	2789.2	3780.0
2017-10-13 05:00:00	ES	Futures	2788.93	2790.3	2788.93	2790.02	3379.0
2017-10-13 05:30:00	ES	Futures	2790.02	2791.12	2789.48	2790.84	4796.0
2017-10-13 06:00:00	ES	Futures	2790.57	2791.12	2790.3	2790.57	3468.0
2017-10-13 06:30:00	ES	Futures	2790.84	2791.67	2790.57	2791.67	3270.0
2017-10-13 07:00:00	ES	Futures	2791.67	2792.21	2791.12	2791.67	6446.0
2017-10-13 07:30:00	ES	Futures	2791.39	2793.85	2791.39	2793.03	15920.0
2017-10-13 08:00:00	ES	Futures	2793.31	2793.58	2792.76	2793.03	7729.0
2017-10-13 08:30:00	ES	Futures	2793.03	2796.32	2792.76	2794.67	33611.0
2017-10-13 09:00:00	ES	Futures	2794.95	2794.95	2793.85	2794.67	20667.0
2017-10-13 09:30:00	ES	Futures	2794.67	2794.95	2790.57	2792.21	135202.0
2017-10-13 10:00:00	ES	Futures	2792.49	2796.04	2792.21	2796.04	61277.0
2017-10-13 10:30:00	ES	Futures	2796.04	2796.32	2793.58	2794.95	48021.0
2017-10-13 11:00:00	ES	Futures	2794.95	2796.04	2794.13	2794.13	47996.0
2017-10-13 11:30:00	ES	Futures	2794.4	2794.95	2792.49	2794.4	23422.0
2017-10-13 12:00:00	ES	Futures	2794.67	2795.5	2793.58	2795.22	28703.0
2017-10-13 12:30:00	ES	Futures	2795.22	2795.5	2794.13	2795.22	24152.0
2017-10-13 13:00:00	ES	Futures	2795.22	2796.32	2794.67	2796.32	19803.0
2017-10-13 13:30:00	ES	Futures	2796.32	2796.32	2794.13	2794.13	15038.0
2017-10-13 14:00:00	ES	Futures	2794.13	2795.22	2793.31	2793.85	33121.0
2017-10-13 14:30:00	ES	Futures	2793.85	2794.4	2792.76	2794.13	24951.0
2017-10-13 15:00:00	ES	Futures	2793.85	2795.22	2793.58	2794.13	32656.0
2017-10-13 15:30:00	ES	Futures	2794.4	2794.67	2790.57	2792.49	157824.0
2017-10-13 16:00:00	ES	Futures	2792.21	2794.13	2791.94	2793.03	81867.0
2017-10-13 16:30:00	ES	Futures	2793.31	2793.85	2792.49	2793.03	10248.0
2017-10-13 00:00:00	NQ	Futures	7232.28	7233.47	7231.09	7231.38	493.0
2017-10-13 00:30:00	NQ	Futures	7231.68	7234.65	7231.68	7234.36	435.0
2017-10-13 01:00:00	NQ	Futures	7234.36	7234.65	7230.19	7230.49	444.0
2017-10-13 01:30:00	NQ	Futures	7230.19	7231.68	7229.6	7229.9	336.0
2017-10-13 02:00:00	NQ	Futures	7229.9	7231.38	7227.52	7228.41	723.0
2017-10-13 02:30:00	NQ	Futures	7228.11	7229.3	7226.33	7229.3	448.0
2017-10-13 03:00:00	NQ	Futures	7229.3	7229.9	7224.84	7227.52	1224.0
2017-10-13 03:30:00	NQ	Futures	7227.22	7230.79	7226.92	7228.41	651.0
2017-10-13 04:00:00	NQ	Futures	7228.41	7228.71	7224.25	7225.44	752.0
2017-10-13 04:30:00	NQ	Futures	7225.44	7226.92	7224.84	7226.62	333.0
2017-10-13 05:00:00	NQ	Futures	7226.33	7229.0	7226.33	7228.41	361.0
2017-10-13 05:30:00	NQ	Futures	7228.71	7232.28	7227.22	7231.09	430.0
2017-10-13 06:00:00	NQ	Futures	7231.09	7232.87	7229.3	7231.68	685.0
2017-10-13 06:30:00	NQ	Futures	7231.98	7232.87	7230.19	7232.57	657.0
2017-10-13 07:00:00	NQ	Futures	7232.87	7234.36	7229.9	7231.38	668.0
2017-10-13 07:30:00	NQ	Futures	7231.09	7238.52	7230.79	7237.63	2071.0

> showing 50 of 2,504 rows — these rows as CSV

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