PREVIEW / futures_30min / 2017-10-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-26.parquet
  size:    88 KB
  rows:    3,133

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
2017-10-26 00:00:00	ES	Futures	2800.15	2800.42	2798.23	2798.5	3467.0
2017-10-26 00:30:00	ES	Futures	2798.5	2799.6	2798.5	2799.6	1381.0
2017-10-26 01:00:00	ES	Futures	2799.33	2799.87	2797.96	2798.78	3025.0
2017-10-26 01:30:00	ES	Futures	2798.5	2798.78	2797.96	2798.5	2564.0
2017-10-26 02:00:00	ES	Futures	2798.5	2799.6	2798.23	2798.5	4006.0
2017-10-26 02:30:00	ES	Futures	2798.23	2799.05	2797.68	2798.78	4632.0
2017-10-26 03:00:00	ES	Futures	2798.78	2799.05	2797.41	2798.5	18913.0
2017-10-26 03:30:00	ES	Futures	2798.5	2800.15	2798.5	2799.33	9817.0
2017-10-26 04:00:00	ES	Futures	2799.33	2799.6	2798.78	2799.33	6486.0
2017-10-26 04:30:00	ES	Futures	2799.33	2799.6	2797.41	2797.68	7922.0
2017-10-26 05:00:00	ES	Futures	2797.68	2798.5	2797.14	2797.68	5620.0
2017-10-26 05:30:00	ES	Futures	2797.96	2798.5	2797.14	2798.5	3881.0
2017-10-26 06:00:00	ES	Futures	2798.23	2800.15	2798.23	2799.87	5767.0
2017-10-26 06:30:00	ES	Futures	2799.87	2801.79	2799.6	2800.97	7262.0
2017-10-26 07:00:00	ES	Futures	2800.97	2803.98	2800.69	2803.16	11126.0
2017-10-26 07:30:00	ES	Futures	2803.16	2804.8	2802.61	2802.88	19574.0
2017-10-26 08:00:00	ES	Futures	2803.16	2804.25	2798.5	2802.88	56200.0
2017-10-26 08:30:00	ES	Futures	2802.88	2803.98	2801.24	2801.51	15579.0
2017-10-26 09:00:00	ES	Futures	2801.79	2803.43	2800.97	2802.88	20615.0
2017-10-26 09:30:00	ES	Futures	2803.16	2805.34	2801.24	2803.43	137153.0
2017-10-26 10:00:00	ES	Futures	2803.43	2803.98	2798.23	2800.69	98054.0
2017-10-26 10:30:00	ES	Futures	2800.97	2805.07	2799.87	2804.52	97320.0
2017-10-26 11:00:00	ES	Futures	2804.52	2806.71	2799.6	2802.61	139375.0
2017-10-26 11:30:00	ES	Futures	2802.61	2803.98	2800.97	2802.06	60544.0
2017-10-26 12:00:00	ES	Futures	2802.06	2804.8	2802.06	2804.25	36384.0
2017-10-26 12:30:00	ES	Futures	2804.25	2804.52	2799.33	2800.69	51271.0
2017-10-26 13:00:00	ES	Futures	2800.69	2803.7	2799.6	2802.88	30686.0
2017-10-26 13:30:00	ES	Futures	2803.16	2803.43	2801.51	2803.43	34506.0
2017-10-26 14:00:00	ES	Futures	2803.16	2804.25	2802.61	2803.43	31764.0
2017-10-26 14:30:00	ES	Futures	2803.7	2804.25	2800.69	2800.69	40368.0
2017-10-26 15:00:00	ES	Futures	2800.69	2801.79	2799.05	2800.69	54885.0
2017-10-26 15:30:00	ES	Futures	2800.69	2802.33	2798.23	2798.5	186313.0
2017-10-26 16:00:00	ES	Futures	2798.78	2803.7	2796.32	2802.33	103098.0
2017-10-26 16:30:00	ES	Futures	2803.16	2804.8	2802.06	2803.7	12342.0
2017-10-26 18:00:00	ES	Futures	2802.88	2803.98	2802.06	2802.61	3165.0
2017-10-26 18:30:00	ES	Futures	2802.61	2803.16	2802.06	2802.88	1333.0
2017-10-26 19:00:00	ES	Futures	2802.88	2802.88	2802.06	2802.33	792.0
2017-10-26 19:30:00	ES	Futures	2802.61	2802.88	2802.06	2802.88	1565.0
2017-10-26 20:00:00	ES	Futures	2802.88	2802.88	2799.33	2799.6	5079.0
2017-10-26 20:30:00	ES	Futures	2799.87	2801.24	2798.5	2800.69	5484.0
2017-10-26 21:00:00	ES	Futures	2800.42	2802.88	2800.42	2801.79	5437.0
2017-10-26 21:30:00	ES	Futures	2801.79	2803.7	2801.79	2803.16	3385.0
2017-10-26 22:00:00	ES	Futures	2803.16	2806.16	2803.16	2805.34	6303.0
2017-10-26 22:30:00	ES	Futures	2805.34	2806.44	2804.8	2805.62	4189.0
2017-10-26 23:00:00	ES	Futures	2805.62	2805.62	2804.25	2805.34	2708.0
2017-10-26 23:30:00	ES	Futures	2805.34	2805.89	2804.52	2805.07	2563.0
2017-10-26 00:00:00	NQ	Futures	7216.22	7216.81	7211.46	7212.05	483.0
2017-10-26 00:30:00	NQ	Futures	7212.05	7215.92	7212.05	7215.62	288.0
2017-10-26 01:00:00	NQ	Futures	7215.62	7218.0	7209.37	7212.05	740.0
2017-10-26 01:30:00	NQ	Futures	7211.75	7212.94	7209.37	7212.94	467.0

> showing 50 of 3,133 rows — these rows as CSV

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