PREVIEW / futures_30min / 2017-10-25

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-25.parquet
  size:    83 KB
  rows:    3,074

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
2017-10-25 00:00:00	ES	Futures	2806.44	2806.71	2805.89	2806.16	626.0
2017-10-25 00:30:00	ES	Futures	2806.44	2806.44	2805.07	2805.07	2121.0
2017-10-25 01:00:00	ES	Futures	2805.34	2805.34	2801.79	2803.7	11131.0
2017-10-25 01:30:00	ES	Futures	2803.7	2804.25	2802.33	2804.25	4039.0
2017-10-25 02:00:00	ES	Futures	2804.25	2805.62	2803.98	2804.52	4958.0
2017-10-25 02:30:00	ES	Futures	2804.25	2805.34	2804.25	2805.07	2078.0
2017-10-25 03:00:00	ES	Futures	2804.8	2806.16	2803.7	2806.16	11188.0
2017-10-25 03:30:00	ES	Futures	2805.89	2807.53	2805.62	2806.44	8148.0
2017-10-25 04:00:00	ES	Futures	2806.44	2806.71	2804.25	2805.07	7034.0
2017-10-25 04:30:00	ES	Futures	2805.07	2806.16	2803.98	2805.34	8487.0
2017-10-25 05:00:00	ES	Futures	2805.62	2805.89	2803.7	2805.07	6025.0
2017-10-25 05:30:00	ES	Futures	2805.07	2807.26	2804.25	2805.89	6833.0
2017-10-25 06:00:00	ES	Futures	2805.89	2807.26	2805.07	2806.71	5904.0
2017-10-25 06:30:00	ES	Futures	2806.44	2807.26	2805.89	2807.26	6430.0
2017-10-25 07:00:00	ES	Futures	2806.98	2808.08	2804.25	2805.34	10693.0
2017-10-25 07:30:00	ES	Futures	2805.34	2805.62	2803.7	2804.8	16548.0
2017-10-25 08:00:00	ES	Futures	2804.52	2806.44	2804.25	2806.16	9166.0
2017-10-25 08:30:00	ES	Futures	2806.16	2806.71	2804.25	2805.62	14300.0
2017-10-25 09:00:00	ES	Futures	2805.34	2805.89	2804.25	2805.34	18047.0
2017-10-25 09:30:00	ES	Futures	2805.34	2806.71	2800.42	2800.97	154140.0
2017-10-25 10:00:00	ES	Futures	2800.97	2803.43	2796.86	2799.05	142388.0
2017-10-25 10:30:00	ES	Futures	2799.05	2799.33	2792.76	2795.22	152739.0
2017-10-25 11:00:00	ES	Futures	2795.22	2795.22	2786.19	2790.02	254063.0
2017-10-25 11:30:00	ES	Futures	2789.75	2792.76	2787.02	2789.2	145956.0
2017-10-25 12:00:00	ES	Futures	2788.93	2789.2	2781.54	2781.82	184192.0
2017-10-25 12:30:00	ES	Futures	2781.82	2788.93	2781.0	2788.11	115707.0
2017-10-25 13:00:00	ES	Futures	2788.11	2790.3	2786.19	2787.56	79390.0
2017-10-25 13:30:00	ES	Futures	2787.56	2793.85	2787.56	2793.31	75865.0
2017-10-25 14:00:00	ES	Futures	2793.31	2797.14	2793.03	2796.04	83729.0
2017-10-25 14:30:00	ES	Futures	2796.04	2796.32	2791.67	2793.85	70245.0
2017-10-25 15:00:00	ES	Futures	2793.85	2798.5	2792.76	2797.96	78234.0
2017-10-25 15:30:00	ES	Futures	2797.68	2797.96	2791.12	2795.5	237283.0
2017-10-25 16:00:00	ES	Futures	2795.5	2799.87	2795.5	2799.87	117092.0
2017-10-25 16:30:00	ES	Futures	2799.87	2800.97	2799.6	2800.69	10906.0
2017-10-25 18:00:00	ES	Futures	2800.69	2800.97	2799.33	2799.87	3917.0
2017-10-25 18:30:00	ES	Futures	2800.15	2800.15	2799.05	2799.6	1733.0
2017-10-25 19:00:00	ES	Futures	2799.6	2799.6	2798.23	2798.5	2397.0
2017-10-25 19:30:00	ES	Futures	2798.78	2799.05	2798.5	2799.05	1542.0
2017-10-25 20:00:00	ES	Futures	2798.78	2801.24	2798.5	2800.42	5557.0
2017-10-25 20:30:00	ES	Futures	2800.15	2800.69	2799.05	2799.87	2846.0
2017-10-25 21:00:00	ES	Futures	2799.87	2800.42	2798.5	2799.05	3616.0
2017-10-25 21:30:00	ES	Futures	2799.05	2799.87	2798.78	2799.6	2514.0
2017-10-25 22:00:00	ES	Futures	2799.33	2800.42	2799.05	2799.6	2010.0
2017-10-25 22:30:00	ES	Futures	2799.87	2800.69	2799.6	2800.42	1707.0
2017-10-25 23:00:00	ES	Futures	2800.15	2800.69	2799.6	2799.6	2125.0
2017-10-25 23:30:00	ES	Futures	2799.87	2800.15	2799.6	2799.87	2948.0
2017-10-25 00:00:00	NQ	Futures	7228.11	7228.71	7225.73	7226.62	284.0
2017-10-25 00:30:00	NQ	Futures	7227.22	7228.71	7221.57	7221.87	626.0
2017-10-25 01:00:00	NQ	Futures	7221.87	7223.35	7211.46	7216.22	2339.0
2017-10-25 01:30:00	NQ	Futures	7216.22	7218.3	7210.27	7217.11	1042.0

> showing 50 of 3,074 rows — these rows as CSV

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