PREVIEW / futures_30min / 2017-10-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-23.parquet
  size:    79 KB
  rows:    3,047

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
2017-10-23 00:00:00	ES	Futures	2817.11	2817.65	2816.83	2817.11	1290.0
2017-10-23 00:30:00	ES	Futures	2817.11	2817.11	2815.19	2815.74	4556.0
2017-10-23 01:00:00	ES	Futures	2816.01	2816.29	2815.47	2816.29	1550.0
2017-10-23 01:30:00	ES	Futures	2816.29	2816.56	2815.74	2816.29	874.0
2017-10-23 02:00:00	ES	Futures	2816.01	2817.38	2816.01	2816.83	3678.0
2017-10-23 02:30:00	ES	Futures	2816.56	2817.11	2816.56	2816.56	2500.0
2017-10-23 03:00:00	ES	Futures	2816.83	2817.11	2814.64	2815.19	13455.0
2017-10-23 03:30:00	ES	Futures	2814.92	2816.01	2814.37	2815.74	7302.0
2017-10-23 04:00:00	ES	Futures	2815.74	2816.29	2814.37	2816.01	5759.0
2017-10-23 04:30:00	ES	Futures	2816.29	2817.93	2815.74	2816.01	8716.0
2017-10-23 05:00:00	ES	Futures	2816.29	2816.56	2815.74	2816.29	3367.0
2017-10-23 05:30:00	ES	Futures	2816.01	2819.84	2816.01	2819.29	20161.0
2017-10-23 06:00:00	ES	Futures	2819.02	2819.57	2818.75	2819.02	5214.0
2017-10-23 06:30:00	ES	Futures	2819.02	2819.84	2818.47	2819.29	5541.0
2017-10-23 07:00:00	ES	Futures	2819.29	2819.84	2818.75	2818.75	4878.0
2017-10-23 07:30:00	ES	Futures	2818.75	2819.02	2817.11	2817.93	10257.0
2017-10-23 08:00:00	ES	Futures	2817.65	2818.47	2816.83	2818.47	6363.0
2017-10-23 08:30:00	ES	Futures	2818.47	2819.29	2818.2	2819.29	5944.0
2017-10-23 09:00:00	ES	Futures	2819.02	2819.84	2818.75	2819.57	13144.0
2017-10-23 09:30:00	ES	Futures	2819.57	2819.57	2815.47	2817.38	106243.0
2017-10-23 10:00:00	ES	Futures	2817.65	2817.65	2814.37	2815.47	86848.0
2017-10-23 10:30:00	ES	Futures	2815.47	2816.56	2814.1	2814.64	44527.0
2017-10-23 11:00:00	ES	Futures	2814.37	2816.29	2814.37	2815.74	31945.0
2017-10-23 11:30:00	ES	Futures	2815.47	2815.74	2812.46	2814.1	56523.0
2017-10-23 12:00:00	ES	Futures	2814.1	2814.37	2812.73	2813.82	32986.0
2017-10-23 12:30:00	ES	Futures	2813.82	2814.64	2813.0	2814.64	27786.0
2017-10-23 13:00:00	ES	Futures	2814.64	2814.92	2812.73	2813.55	26053.0
2017-10-23 13:30:00	ES	Futures	2813.28	2813.82	2810.81	2812.18	52625.0
2017-10-23 14:00:00	ES	Futures	2812.18	2812.46	2809.17	2810.81	66724.0
2017-10-23 14:30:00	ES	Futures	2810.54	2811.09	2808.35	2810.27	44148.0
2017-10-23 15:00:00	ES	Futures	2810.54	2810.54	2805.62	2806.71	89708.0
2017-10-23 15:30:00	ES	Futures	2806.71	2807.81	2803.43	2805.07	267348.0
2017-10-23 16:00:00	ES	Futures	2805.07	2806.44	2804.25	2804.52	98110.0
2017-10-23 16:30:00	ES	Futures	2804.52	2805.07	2802.88	2804.8	13453.0
2017-10-23 18:00:00	ES	Futures	2803.98	2805.89	2803.7	2805.62	3895.0
2017-10-23 18:30:00	ES	Futures	2805.62	2806.16	2805.07	2805.89	1623.0
2017-10-23 19:00:00	ES	Futures	2805.62	2806.71	2805.34	2806.44	1321.0
2017-10-23 19:30:00	ES	Futures	2806.71	2806.71	2805.89	2805.89	1632.0
2017-10-23 20:00:00	ES	Futures	2805.89	2806.71	2805.62	2806.16	4686.0
2017-10-23 20:30:00	ES	Futures	2806.44	2807.26	2806.16	2806.44	2192.0
2017-10-23 21:00:00	ES	Futures	2806.44	2806.71	2805.62	2806.71	2555.0
2017-10-23 21:30:00	ES	Futures	2806.71	2807.53	2806.44	2807.26	2880.0
2017-10-23 22:00:00	ES	Futures	2807.26	2808.35	2806.98	2807.81	2326.0
2017-10-23 22:30:00	ES	Futures	2807.81	2808.08	2807.26	2807.53	1737.0
2017-10-23 23:00:00	ES	Futures	2807.81	2808.08	2807.26	2807.81	1513.0
2017-10-23 23:30:00	ES	Futures	2807.53	2807.81	2806.98	2806.98	1466.0
2017-10-23 00:00:00	NQ	Futures	7271.24	7272.72	7270.05	7270.05	261.0
2017-10-23 00:30:00	NQ	Futures	7270.05	7270.34	7265.29	7267.67	893.0
2017-10-23 01:00:00	NQ	Futures	7267.67	7269.75	7265.29	7269.16	564.0
2017-10-23 01:30:00	NQ	Futures	7269.45	7270.64	7268.26	7269.45	277.0

> showing 50 of 3,047 rows — these rows as CSV

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