PREVIEW / futures_30min / 2017-10-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-19.parquet
  size:    84 KB
  rows:    3,089

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
2017-10-19 00:00:00	ES	Futures	2800.15	2800.42	2799.33	2800.15	2976.0
2017-10-19 00:30:00	ES	Futures	2800.42	2800.69	2800.15	2800.69	977.0
2017-10-19 01:00:00	ES	Futures	2800.42	2800.69	2799.33	2799.6	3747.0
2017-10-19 01:30:00	ES	Futures	2799.6	2799.87	2799.33	2799.33	1149.0
2017-10-19 02:00:00	ES	Futures	2799.33	2800.42	2799.33	2799.87	2418.0
2017-10-19 02:30:00	ES	Futures	2799.6	2799.87	2797.14	2797.68	6839.0
2017-10-19 03:00:00	ES	Futures	2797.96	2798.5	2794.95	2795.22	17045.0
2017-10-19 03:30:00	ES	Futures	2795.22	2796.04	2786.19	2787.84	33186.0
2017-10-19 04:00:00	ES	Futures	2787.84	2788.93	2782.09	2787.29	61128.0
2017-10-19 04:30:00	ES	Futures	2787.29	2791.12	2787.02	2790.3	22593.0
2017-10-19 05:00:00	ES	Futures	2790.3	2791.67	2788.93	2791.67	12601.0
2017-10-19 05:30:00	ES	Futures	2791.67	2791.94	2789.48	2789.75	10027.0
2017-10-19 06:00:00	ES	Futures	2790.02	2791.12	2788.38	2790.02	14030.0
2017-10-19 06:30:00	ES	Futures	2789.75	2790.02	2785.65	2787.84	17761.0
2017-10-19 07:00:00	ES	Futures	2787.56	2788.93	2784.01	2788.38	35689.0
2017-10-19 07:30:00	ES	Futures	2788.66	2789.48	2788.11	2788.11	16107.0
2017-10-19 08:00:00	ES	Futures	2788.11	2789.2	2786.19	2786.74	18416.0
2017-10-19 08:30:00	ES	Futures	2787.02	2790.84	2786.74	2790.84	26447.0
2017-10-19 09:00:00	ES	Futures	2790.57	2791.12	2789.75	2790.57	23014.0
2017-10-19 09:30:00	ES	Futures	2790.57	2795.5	2786.74	2787.84	211915.0
2017-10-19 10:00:00	ES	Futures	2787.84	2791.12	2785.1	2790.84	139677.0
2017-10-19 10:30:00	ES	Futures	2791.12	2794.67	2788.66	2794.4	89689.0
2017-10-19 11:00:00	ES	Futures	2794.67	2795.22	2793.31	2793.85	50429.0
2017-10-19 11:30:00	ES	Futures	2793.85	2795.22	2793.03	2793.31	43266.0
2017-10-19 12:00:00	ES	Futures	2793.31	2795.5	2792.21	2795.5	32689.0
2017-10-19 12:30:00	ES	Futures	2795.5	2795.5	2793.58	2795.22	23803.0
2017-10-19 13:00:00	ES	Futures	2794.95	2797.41	2794.95	2797.14	41366.0
2017-10-19 13:30:00	ES	Futures	2797.14	2798.78	2796.59	2797.41	35475.0
2017-10-19 14:00:00	ES	Futures	2797.41	2798.23	2796.59	2796.86	20832.0
2017-10-19 14:30:00	ES	Futures	2796.86	2799.6	2796.86	2798.5	40104.0
2017-10-19 15:00:00	ES	Futures	2798.78	2799.87	2798.23	2799.33	34318.0
2017-10-19 15:30:00	ES	Futures	2799.33	2801.79	2797.68	2801.79	151087.0
2017-10-19 16:00:00	ES	Futures	2801.51	2802.88	2801.24	2802.06	72363.0
2017-10-19 16:30:00	ES	Futures	2801.79	2802.61	2801.51	2802.33	9805.0
2017-10-19 18:00:00	ES	Futures	2802.33	2802.33	2801.24	2801.51	3570.0
2017-10-19 18:30:00	ES	Futures	2801.24	2801.79	2801.24	2801.24	680.0
2017-10-19 19:00:00	ES	Futures	2801.51	2801.79	2800.69	2801.24	2300.0
2017-10-19 19:30:00	ES	Futures	2801.24	2802.06	2800.97	2801.79	2284.0
2017-10-19 20:00:00	ES	Futures	2801.79	2802.06	2801.24	2801.51	2672.0
2017-10-19 20:30:00	ES	Futures	2801.51	2801.79	2801.24	2801.79	718.0
2017-10-19 21:00:00	ES	Futures	2801.79	2801.79	2800.69	2801.24	1885.0
2017-10-19 21:30:00	ES	Futures	2801.51	2813.0	2801.24	2811.64	36488.0
2017-10-19 22:00:00	ES	Futures	2811.91	2814.1	2809.99	2810.54	21227.0
2017-10-19 22:30:00	ES	Futures	2810.54	2812.18	2809.72	2811.64	6154.0
2017-10-19 23:00:00	ES	Futures	2811.64	2811.64	2810.27	2810.27	4669.0
2017-10-19 23:30:00	ES	Futures	2810.27	2810.81	2809.72	2810.54	3371.0
2017-10-19 00:00:00	NQ	Futures	7275.1	7275.7	7271.83	7275.1	654.0
2017-10-19 00:30:00	NQ	Futures	7275.4	7277.78	7274.81	7277.48	342.0
2017-10-19 01:00:00	NQ	Futures	7277.48	7277.78	7275.1	7276.29	419.0
2017-10-19 01:30:00	NQ	Futures	7276.0	7276.89	7275.1	7275.1	279.0

> showing 50 of 3,089 rows — these rows as CSV

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