PREVIEW / futures_30min / 2017-10-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-18.parquet
  size:    79 KB
  rows:    3,063

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
2017-10-18 00:00:00	ES	Futures	2798.78	2799.05	2798.5	2798.5	930.0
2017-10-18 00:30:00	ES	Futures	2798.78	2798.78	2798.5	2798.5	754.0
2017-10-18 01:00:00	ES	Futures	2798.78	2799.33	2798.5	2799.05	2086.0
2017-10-18 01:30:00	ES	Futures	2799.05	2799.33	2798.5	2798.5	1285.0
2017-10-18 02:00:00	ES	Futures	2798.78	2798.78	2797.96	2798.5	3043.0
2017-10-18 02:30:00	ES	Futures	2798.5	2798.78	2798.23	2798.5	1618.0
2017-10-18 03:00:00	ES	Futures	2798.5	2798.78	2797.68	2798.5	4609.0
2017-10-18 03:30:00	ES	Futures	2798.5	2799.05	2798.23	2798.5	3246.0
2017-10-18 04:00:00	ES	Futures	2798.23	2799.05	2798.23	2798.5	2886.0
2017-10-18 04:30:00	ES	Futures	2798.5	2799.05	2798.23	2798.78	5628.0
2017-10-18 05:00:00	ES	Futures	2798.5	2799.33	2798.23	2799.05	5720.0
2017-10-18 05:30:00	ES	Futures	2799.05	2801.79	2799.05	2801.24	14935.0
2017-10-18 06:00:00	ES	Futures	2801.24	2801.51	2799.6	2800.69	7361.0
2017-10-18 06:30:00	ES	Futures	2800.69	2802.33	2800.42	2802.06	6566.0
2017-10-18 07:00:00	ES	Futures	2802.06	2802.61	2801.51	2802.33	8258.0
2017-10-18 07:30:00	ES	Futures	2802.33	2802.33	2801.51	2801.79	2083.0
2017-10-18 08:00:00	ES	Futures	2801.79	2803.16	2801.24	2802.88	8875.0
2017-10-18 08:30:00	ES	Futures	2802.88	2802.88	2801.79	2802.06	9066.0
2017-10-18 09:00:00	ES	Futures	2802.06	2803.7	2801.79	2802.61	16293.0
2017-10-18 09:30:00	ES	Futures	2802.88	2803.16	2799.87	2800.69	88702.0
2017-10-18 10:00:00	ES	Futures	2800.97	2801.79	2798.23	2800.15	52497.0
2017-10-18 10:30:00	ES	Futures	2800.15	2801.51	2799.33	2800.69	49950.0
2017-10-18 11:00:00	ES	Futures	2800.69	2800.97	2798.23	2799.6	44178.0
2017-10-18 11:30:00	ES	Futures	2799.87	2800.69	2799.33	2799.87	27415.0
2017-10-18 12:00:00	ES	Futures	2799.6	2801.79	2799.33	2801.24	21926.0
2017-10-18 12:30:00	ES	Futures	2801.51	2802.06	2800.97	2801.24	27256.0
2017-10-18 13:00:00	ES	Futures	2801.51	2802.61	2801.51	2801.79	33529.0
2017-10-18 13:30:00	ES	Futures	2801.79	2803.16	2801.79	2802.61	28181.0
2017-10-18 14:00:00	ES	Futures	2802.61	2803.43	2802.06	2802.33	23441.0
2017-10-18 14:30:00	ES	Futures	2802.06	2802.61	2801.51	2801.51	11312.0
2017-10-18 15:00:00	ES	Futures	2801.79	2803.16	2801.51	2802.88	25504.0
2017-10-18 15:30:00	ES	Futures	2802.61	2803.16	2799.33	2800.69	126522.0
2017-10-18 16:00:00	ES	Futures	2800.42	2801.79	2800.15	2801.51	44164.0
2017-10-18 16:30:00	ES	Futures	2801.24	2802.06	2801.24	2801.24	7756.0
2017-10-18 18:00:00	ES	Futures	2801.24	2801.51	2800.69	2800.97	1824.0
2017-10-18 18:30:00	ES	Futures	2801.24	2801.24	2800.15	2801.24	1672.0
2017-10-18 19:00:00	ES	Futures	2800.97	2801.51	2800.69	2801.24	857.0
2017-10-18 19:30:00	ES	Futures	2801.24	2801.51	2800.97	2801.24	1019.0
2017-10-18 20:00:00	ES	Futures	2801.24	2801.79	2800.69	2801.51	2644.0
2017-10-18 20:30:00	ES	Futures	2801.51	2801.79	2800.97	2800.97	2162.0
2017-10-18 21:00:00	ES	Futures	2800.97	2801.24	2800.97	2800.97	272.0
2017-10-18 21:30:00	ES	Futures	2801.24	2801.24	2800.69	2801.24	1454.0
2017-10-18 22:00:00	ES	Futures	2801.24	2802.06	2800.97	2801.79	2545.0
2017-10-18 22:30:00	ES	Futures	2801.79	2801.79	2801.24	2801.51	1338.0
2017-10-18 23:00:00	ES	Futures	2801.51	2801.51	2800.69	2800.69	791.0
2017-10-18 23:30:00	ES	Futures	2800.69	2800.97	2800.15	2800.15	2538.0
2017-10-18 00:00:00	NQ	Futures	7288.19	7289.68	7288.19	7288.19	192.0
2017-10-18 00:30:00	NQ	Futures	7288.19	7288.78	7287.89	7287.89	153.0
2017-10-18 01:00:00	NQ	Futures	7288.19	7289.97	7288.19	7289.68	469.0
2017-10-18 01:30:00	NQ	Futures	7289.68	7289.68	7287.3	7287.89	306.0

> showing 50 of 3,063 rows — these rows as CSV

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