PREVIEW / futures_30min / 2017-10-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-20.parquet
  size:    71 KB
  rows:    2,526

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
2017-10-20 00:00:00	ES	Futures	2810.27	2810.54	2809.45	2809.45	3345.0
2017-10-20 00:30:00	ES	Futures	2809.45	2809.72	2808.63	2808.9	4037.0
2017-10-20 01:00:00	ES	Futures	2809.17	2809.17	2807.81	2808.63	3340.0
2017-10-20 01:30:00	ES	Futures	2808.35	2809.17	2808.08	2808.35	3316.0
2017-10-20 02:00:00	ES	Futures	2808.35	2809.17	2807.53	2808.63	4935.0
2017-10-20 02:30:00	ES	Futures	2808.9	2810.54	2808.63	2809.99	5805.0
2017-10-20 03:00:00	ES	Futures	2809.99	2810.81	2807.53	2808.08	18331.0
2017-10-20 03:30:00	ES	Futures	2808.08	2809.72	2808.08	2808.63	8525.0
2017-10-20 04:00:00	ES	Futures	2808.63	2809.45	2806.44	2806.98	10827.0
2017-10-20 04:30:00	ES	Futures	2806.71	2807.26	2805.34	2806.16	8393.0
2017-10-20 05:00:00	ES	Futures	2806.16	2806.71	2805.62	2806.44	6160.0
2017-10-20 05:30:00	ES	Futures	2806.44	2808.63	2806.16	2807.81	7414.0
2017-10-20 06:00:00	ES	Futures	2807.53	2808.35	2806.98	2808.08	5414.0
2017-10-20 06:30:00	ES	Futures	2808.08	2808.9	2807.26	2808.08	5382.0
2017-10-20 07:00:00	ES	Futures	2807.81	2808.35	2806.98	2807.81	7662.0
2017-10-20 07:30:00	ES	Futures	2807.81	2808.9	2807.53	2808.35	6283.0
2017-10-20 08:00:00	ES	Futures	2808.35	2808.63	2806.71	2807.53	11073.0
2017-10-20 08:30:00	ES	Futures	2807.53	2808.63	2807.26	2808.35	13406.0
2017-10-20 09:00:00	ES	Futures	2808.35	2812.18	2808.08	2810.81	49429.0
2017-10-20 09:30:00	ES	Futures	2811.09	2811.09	2807.81	2809.45	151609.0
2017-10-20 10:00:00	ES	Futures	2809.17	2811.64	2808.9	2809.45	72946.0
2017-10-20 10:30:00	ES	Futures	2809.72	2810.54	2807.81	2808.35	54229.0
2017-10-20 11:00:00	ES	Futures	2808.35	2809.72	2808.08	2808.9	30302.0
2017-10-20 11:30:00	ES	Futures	2808.9	2810.81	2808.63	2810.54	34901.0
2017-10-20 12:00:00	ES	Futures	2810.54	2811.91	2809.99	2811.64	42788.0
2017-10-20 12:30:00	ES	Futures	2811.64	2812.18	2810.54	2811.91	35904.0
2017-10-20 13:00:00	ES	Futures	2811.91	2813.82	2811.64	2813.82	40863.0
2017-10-20 13:30:00	ES	Futures	2813.55	2814.92	2813.0	2813.28	35458.0
2017-10-20 14:00:00	ES	Futures	2813.55	2815.74	2813.28	2815.19	44480.0
2017-10-20 14:30:00	ES	Futures	2815.19	2815.74	2813.28	2813.55	45090.0
2017-10-20 15:00:00	ES	Futures	2813.82	2814.92	2812.73	2813.28	44277.0
2017-10-20 15:30:00	ES	Futures	2813.28	2815.47	2811.91	2815.19	187334.0
2017-10-20 16:00:00	ES	Futures	2815.19	2817.11	2814.64	2816.56	135663.0
2017-10-20 16:30:00	ES	Futures	2816.56	2817.11	2815.74	2816.01	8089.0
2017-10-20 00:00:00	NQ	Futures	7278.67	7278.67	7275.1	7276.0	485.0
2017-10-20 00:30:00	NQ	Futures	7275.4	7277.48	7274.51	7277.19	602.0
2017-10-20 01:00:00	NQ	Futures	7277.19	7277.19	7271.83	7272.13	968.0
2017-10-20 01:30:00	NQ	Futures	7272.13	7273.91	7270.34	7273.62	614.0
2017-10-20 02:00:00	NQ	Futures	7273.02	7276.89	7270.94	7275.7	1221.0
2017-10-20 02:30:00	NQ	Futures	7275.4	7279.56	7275.1	7278.08	1499.0
2017-10-20 03:00:00	NQ	Futures	7278.08	7279.56	7272.43	7274.51	2605.0
2017-10-20 03:30:00	NQ	Futures	7274.81	7279.27	7273.91	7275.1	1236.0
2017-10-20 04:00:00	NQ	Futures	7275.1	7277.19	7264.99	7267.07	1513.0
2017-10-20 04:30:00	NQ	Futures	7267.07	7267.37	7260.53	7262.91	1797.0
2017-10-20 05:00:00	NQ	Futures	7262.91	7264.99	7261.42	7263.21	961.0
2017-10-20 05:30:00	NQ	Futures	7263.5	7270.64	7263.5	7267.37	1217.0
2017-10-20 06:00:00	NQ	Futures	7267.07	7268.86	7263.5	7268.26	823.0
2017-10-20 06:30:00	NQ	Futures	7267.97	7272.13	7266.78	7270.05	1090.0
2017-10-20 07:00:00	NQ	Futures	7269.75	7273.62	7267.97	7271.53	1618.0
2017-10-20 07:30:00	NQ	Futures	7271.83	7274.51	7270.05	7272.72	974.0

> showing 50 of 2,526 rows — these rows as CSV

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