PREVIEW / futures_30min / 2017-10-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-24.parquet
  size:    80 KB
  rows:    3,073

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
2017-10-24 00:00:00	ES	Futures	2806.98	2807.53	2806.98	2807.26	1138.0
2017-10-24 00:30:00	ES	Futures	2807.53	2807.53	2806.44	2806.71	2495.0
2017-10-24 01:00:00	ES	Futures	2806.71	2807.26	2805.62	2807.26	4300.0
2017-10-24 01:30:00	ES	Futures	2807.26	2807.81	2806.98	2807.26	2197.0
2017-10-24 02:00:00	ES	Futures	2807.26	2807.81	2805.89	2805.89	5443.0
2017-10-24 02:30:00	ES	Futures	2806.16	2806.71	2805.62	2806.44	3232.0
2017-10-24 03:00:00	ES	Futures	2806.44	2808.35	2806.16	2807.53	12424.0
2017-10-24 03:30:00	ES	Futures	2807.53	2807.81	2806.16	2806.98	6985.0
2017-10-24 04:00:00	ES	Futures	2806.98	2807.26	2805.07	2805.62	9730.0
2017-10-24 04:30:00	ES	Futures	2805.62	2806.44	2803.98	2806.44	9588.0
2017-10-24 05:00:00	ES	Futures	2806.44	2807.53	2806.16	2807.26	5385.0
2017-10-24 05:30:00	ES	Futures	2806.98	2807.81	2806.44	2807.53	5336.0
2017-10-24 06:00:00	ES	Futures	2807.53	2808.35	2806.98	2808.08	6911.0
2017-10-24 06:30:00	ES	Futures	2808.35	2809.45	2807.53	2807.81	6125.0
2017-10-24 07:00:00	ES	Futures	2807.81	2808.63	2807.53	2808.35	6056.0
2017-10-24 07:30:00	ES	Futures	2808.35	2810.81	2808.35	2809.17	24327.0
2017-10-24 08:00:00	ES	Futures	2808.9	2810.54	2808.63	2809.72	14334.0
2017-10-24 08:30:00	ES	Futures	2809.72	2811.09	2809.45	2809.99	18524.0
2017-10-24 09:00:00	ES	Futures	2809.99	2810.81	2809.17	2809.45	19089.0
2017-10-24 09:30:00	ES	Futures	2809.72	2811.36	2804.8	2805.07	149897.0
2017-10-24 10:00:00	ES	Futures	2805.34	2808.35	2804.8	2808.08	73091.0
2017-10-24 10:30:00	ES	Futures	2808.08	2809.17	2806.44	2808.35	39899.0
2017-10-24 11:00:00	ES	Futures	2808.63	2810.27	2808.35	2809.72	37875.0
2017-10-24 11:30:00	ES	Futures	2809.72	2811.09	2808.63	2809.99	47300.0
2017-10-24 12:00:00	ES	Futures	2809.72	2810.81	2809.17	2809.99	22180.0
2017-10-24 12:30:00	ES	Futures	2809.99	2810.81	2809.45	2809.72	23231.0
2017-10-24 13:00:00	ES	Futures	2809.72	2810.27	2808.63	2809.72	27575.0
2017-10-24 13:30:00	ES	Futures	2809.72	2811.09	2809.45	2810.54	28937.0
2017-10-24 14:00:00	ES	Futures	2810.54	2812.46	2809.72	2811.64	28203.0
2017-10-24 14:30:00	ES	Futures	2811.91	2812.46	2808.63	2809.45	50268.0
2017-10-24 15:00:00	ES	Futures	2809.72	2810.54	2805.89	2807.53	111048.0
2017-10-24 15:30:00	ES	Futures	2807.26	2809.72	2806.71	2809.45	134281.0
2017-10-24 16:00:00	ES	Futures	2809.45	2809.72	2808.35	2808.9	54445.0
2017-10-24 16:30:00	ES	Futures	2808.63	2808.9	2806.16	2806.71	9450.0
2017-10-24 18:00:00	ES	Futures	2806.44	2806.71	2805.07	2805.89	3905.0
2017-10-24 18:30:00	ES	Futures	2805.89	2806.44	2805.62	2805.62	1205.0
2017-10-24 19:00:00	ES	Futures	2805.62	2805.89	2804.8	2805.62	2220.0
2017-10-24 19:30:00	ES	Futures	2805.62	2806.44	2805.62	2806.44	1306.0
2017-10-24 20:00:00	ES	Futures	2806.16	2806.98	2805.34	2806.16	2976.0
2017-10-24 20:30:00	ES	Futures	2806.16	2806.44	2803.98	2804.25	3599.0
2017-10-24 21:00:00	ES	Futures	2804.25	2805.89	2804.25	2805.89	2990.0
2017-10-24 21:30:00	ES	Futures	2805.89	2806.16	2804.8	2805.34	2681.0
2017-10-24 22:00:00	ES	Futures	2805.07	2805.89	2805.07	2805.34	1380.0
2017-10-24 22:30:00	ES	Futures	2805.62	2806.16	2805.34	2806.16	1276.0
2017-10-24 23:00:00	ES	Futures	2806.16	2806.71	2806.16	2806.16	875.0
2017-10-24 23:30:00	ES	Futures	2806.16	2807.53	2806.16	2806.44	2607.0
2017-10-24 00:00:00	NQ	Futures	7222.76	7226.62	7222.76	7225.44	517.0
2017-10-24 00:30:00	NQ	Futures	7225.14	7226.62	7222.76	7223.65	432.0
2017-10-24 01:00:00	NQ	Futures	7223.65	7226.03	7220.38	7225.44	736.0
2017-10-24 01:30:00	NQ	Futures	7225.44	7227.81	7223.95	7225.44	651.0

> showing 50 of 3,073 rows — these rows as CSV

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