PREVIEW / futures_30min / 2017-10-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-17.parquet
  size:    77 KB
  rows:    3,036

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
2017-10-17 00:00:00	ES	Futures	2796.86	2797.41	2796.59	2797.14	710.0
2017-10-17 00:30:00	ES	Futures	2797.14	2797.41	2796.59	2796.86	722.0
2017-10-17 01:00:00	ES	Futures	2796.86	2797.41	2796.86	2796.86	1044.0
2017-10-17 01:30:00	ES	Futures	2796.86	2797.41	2796.86	2797.14	1019.0
2017-10-17 02:00:00	ES	Futures	2797.14	2797.41	2796.32	2796.32	1513.0
2017-10-17 02:30:00	ES	Futures	2796.59	2796.86	2796.04	2796.04	1602.0
2017-10-17 03:00:00	ES	Futures	2796.32	2796.86	2795.77	2796.32	7070.0
2017-10-17 03:30:00	ES	Futures	2796.32	2796.32	2795.5	2795.5	3141.0
2017-10-17 04:00:00	ES	Futures	2795.5	2796.04	2794.95	2795.5	2631.0
2017-10-17 04:30:00	ES	Futures	2795.22	2796.32	2795.22	2795.77	3846.0
2017-10-17 05:00:00	ES	Futures	2796.04	2797.14	2795.22	2796.59	4083.0
2017-10-17 05:30:00	ES	Futures	2796.86	2796.86	2796.04	2796.04	1810.0
2017-10-17 06:00:00	ES	Futures	2796.32	2796.59	2795.77	2796.04	1290.0
2017-10-17 06:30:00	ES	Futures	2795.77	2796.59	2795.77	2796.59	2881.0
2017-10-17 07:00:00	ES	Futures	2796.59	2796.86	2796.04	2796.59	4567.0
2017-10-17 07:30:00	ES	Futures	2796.86	2797.41	2796.32	2796.86	5893.0
2017-10-17 08:00:00	ES	Futures	2796.86	2797.41	2796.04	2796.32	5033.0
2017-10-17 08:30:00	ES	Futures	2796.04	2796.86	2795.5	2796.32	12728.0
2017-10-17 09:00:00	ES	Futures	2796.04	2796.59	2794.4	2795.5	15351.0
2017-10-17 09:30:00	ES	Futures	2795.5	2796.59	2794.67	2796.04	65499.0
2017-10-17 10:00:00	ES	Futures	2796.04	2797.14	2794.67	2795.22	44974.0
2017-10-17 10:30:00	ES	Futures	2795.22	2795.22	2792.76	2794.67	78711.0
2017-10-17 11:00:00	ES	Futures	2794.67	2797.14	2794.13	2796.59	44484.0
2017-10-17 11:30:00	ES	Futures	2796.59	2796.59	2793.85	2794.4	51745.0
2017-10-17 12:00:00	ES	Futures	2794.4	2795.5	2794.13	2794.95	23447.0
2017-10-17 12:30:00	ES	Futures	2795.22	2795.77	2794.4	2794.67	18807.0
2017-10-17 13:00:00	ES	Futures	2794.67	2795.22	2793.85	2794.13	22377.0
2017-10-17 13:30:00	ES	Futures	2794.13	2794.4	2793.03	2794.13	29816.0
2017-10-17 14:00:00	ES	Futures	2793.85	2795.5	2793.85	2795.22	23971.0
2017-10-17 14:30:00	ES	Futures	2795.22	2796.32	2794.67	2796.04	23180.0
2017-10-17 15:00:00	ES	Futures	2796.04	2797.14	2795.5	2796.59	27895.0
2017-10-17 15:30:00	ES	Futures	2796.32	2798.78	2796.32	2798.23	104130.0
2017-10-17 16:00:00	ES	Futures	2797.96	2798.5	2797.14	2798.5	58168.0
2017-10-17 16:30:00	ES	Futures	2798.23	2798.5	2797.41	2797.41	5785.0
2017-10-17 18:00:00	ES	Futures	2797.41	2797.96	2797.14	2797.68	1866.0
2017-10-17 18:30:00	ES	Futures	2797.68	2797.96	2797.14	2797.41	929.0
2017-10-17 19:00:00	ES	Futures	2797.68	2797.68	2797.14	2797.68	353.0
2017-10-17 19:30:00	ES	Futures	2797.68	2799.6	2797.41	2799.05	4230.0
2017-10-17 20:00:00	ES	Futures	2799.33	2799.6	2798.23	2798.23	2569.0
2017-10-17 20:30:00	ES	Futures	2798.23	2798.5	2797.68	2798.5	2007.0
2017-10-17 21:00:00	ES	Futures	2798.23	2799.05	2798.23	2799.05	3002.0
2017-10-17 21:30:00	ES	Futures	2799.05	2799.05	2798.5	2799.05	1503.0
2017-10-17 22:00:00	ES	Futures	2798.78	2799.05	2798.5	2798.78	377.0
2017-10-17 22:30:00	ES	Futures	2798.78	2799.05	2798.5	2799.05	929.0
2017-10-17 23:00:00	ES	Futures	2799.05	2799.05	2798.5	2798.78	587.0
2017-10-17 23:30:00	ES	Futures	2798.5	2798.78	2798.5	2798.78	465.0
2017-10-17 00:00:00	NQ	Futures	7281.65	7283.13	7281.35	7283.13	272.0
2017-10-17 00:30:00	NQ	Futures	7283.13	7283.73	7280.46	7281.05	339.0
2017-10-17 01:00:00	NQ	Futures	7281.05	7281.94	7280.75	7281.35	257.0
2017-10-17 01:30:00	NQ	Futures	7281.05	7281.94	7280.46	7281.05	194.0

> showing 50 of 3,036 rows — these rows as CSV

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