PREVIEW / futures_30min / 2017-10-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-27.parquet
  size:    72 KB
  rows:    2,568

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
2017-10-27 00:00:00	ES	Futures	2805.07	2805.62	2804.52	2805.34	1120.0
2017-10-27 00:30:00	ES	Futures	2805.34	2805.34	2803.98	2804.52	1181.0
2017-10-27 01:00:00	ES	Futures	2804.8	2805.34	2803.98	2804.52	2029.0
2017-10-27 01:30:00	ES	Futures	2804.8	2805.07	2803.98	2804.25	1946.0
2017-10-27 02:00:00	ES	Futures	2804.25	2805.34	2803.98	2804.25	5657.0
2017-10-27 02:30:00	ES	Futures	2803.98	2804.8	2803.43	2804.52	4821.0
2017-10-27 03:00:00	ES	Futures	2804.52	2806.44	2803.16	2805.62	16612.0
2017-10-27 03:30:00	ES	Futures	2805.62	2810.54	2805.62	2809.99	26400.0
2017-10-27 04:00:00	ES	Futures	2809.72	2809.99	2806.16	2807.53	14780.0
2017-10-27 04:30:00	ES	Futures	2807.53	2808.9	2806.71	2808.9	10582.0
2017-10-27 05:00:00	ES	Futures	2808.9	2809.99	2808.63	2809.99	11717.0
2017-10-27 05:30:00	ES	Futures	2809.72	2811.36	2809.45	2810.81	14127.0
2017-10-27 06:00:00	ES	Futures	2810.81	2810.81	2809.17	2809.72	9820.0
2017-10-27 06:30:00	ES	Futures	2809.72	2810.27	2808.9	2809.99	4987.0
2017-10-27 07:00:00	ES	Futures	2809.99	2810.54	2809.17	2809.17	9864.0
2017-10-27 07:30:00	ES	Futures	2809.17	2809.72	2808.63	2809.45	9982.0
2017-10-27 08:00:00	ES	Futures	2809.17	2809.45	2807.53	2807.81	15178.0
2017-10-27 08:30:00	ES	Futures	2807.81	2809.45	2806.98	2808.63	25983.0
2017-10-27 09:00:00	ES	Futures	2808.35	2810.27	2807.53	2808.35	32615.0
2017-10-27 09:30:00	ES	Futures	2808.35	2809.99	2804.8	2808.63	173536.0
2017-10-27 10:00:00	ES	Futures	2808.35	2814.92	2808.35	2811.36	171788.0
2017-10-27 10:30:00	ES	Futures	2811.64	2814.1	2811.09	2813.28	75784.0
2017-10-27 11:00:00	ES	Futures	2813.0	2817.65	2813.0	2817.38	85879.0
2017-10-27 11:30:00	ES	Futures	2817.38	2819.57	2817.38	2819.02	93847.0
2017-10-27 12:00:00	ES	Futures	2819.02	2821.76	2818.75	2819.84	79363.0
2017-10-27 12:30:00	ES	Futures	2819.84	2822.3	2819.57	2820.39	46265.0
2017-10-27 13:00:00	ES	Futures	2820.66	2821.76	2819.02	2819.02	48109.0
2017-10-27 13:30:00	ES	Futures	2819.02	2821.48	2819.02	2821.21	41199.0
2017-10-27 14:00:00	ES	Futures	2821.48	2823.95	2820.94	2821.76	60918.0
2017-10-27 14:30:00	ES	Futures	2821.48	2822.3	2820.12	2820.94	42423.0
2017-10-27 15:00:00	ES	Futures	2821.21	2822.3	2820.39	2821.48	31074.0
2017-10-27 15:30:00	ES	Futures	2821.76	2822.3	2818.47	2821.76	210988.0
2017-10-27 16:00:00	ES	Futures	2821.76	2821.76	2820.39	2821.48	107034.0
2017-10-27 16:30:00	ES	Futures	2821.48	2822.03	2819.57	2820.12	9768.0
2017-10-27 00:00:00	NQ	Futures	7259.04	7260.53	7258.15	7260.23	523.0
2017-10-27 00:30:00	NQ	Futures	7260.23	7260.53	7255.47	7258.45	718.0
2017-10-27 01:00:00	NQ	Futures	7258.45	7259.94	7254.58	7256.96	866.0
2017-10-27 01:30:00	NQ	Futures	7256.66	7256.96	7254.58	7255.18	448.0
2017-10-27 02:00:00	NQ	Futures	7254.88	7256.66	7253.99	7254.28	987.0
2017-10-27 02:30:00	NQ	Futures	7254.28	7254.28	7251.91	7253.69	1100.0
2017-10-27 03:00:00	NQ	Futures	7253.39	7264.69	7249.53	7261.13	3365.0
2017-10-27 03:30:00	NQ	Futures	7261.42	7271.83	7261.13	7269.75	3456.0
2017-10-27 04:00:00	NQ	Futures	7269.45	7270.05	7262.02	7266.48	2707.0
2017-10-27 04:30:00	NQ	Futures	7266.18	7268.86	7263.5	7268.56	1204.0
2017-10-27 05:00:00	NQ	Futures	7268.56	7271.53	7267.37	7270.64	1113.0
2017-10-27 05:30:00	NQ	Futures	7270.64	7276.0	7269.75	7275.7	1734.0
2017-10-27 06:00:00	NQ	Futures	7275.7	7282.54	7275.1	7278.38	2575.0
2017-10-27 06:30:00	NQ	Futures	7278.08	7278.67	7276.0	7277.78	1068.0
2017-10-27 07:00:00	NQ	Futures	7277.48	7278.67	7272.43	7272.72	1560.0
2017-10-27 07:30:00	NQ	Futures	7272.72	7284.32	7272.43	7282.24	2678.0

> showing 50 of 2,568 rows — these rows as CSV

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