PREVIEW / futures_30min / 2017-10-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-30.parquet
  size:    78 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
2017-10-30 00:00:00	ES	Futures	2815.47	2815.74	2814.92	2815.74	844.0
2017-10-30 00:30:00	ES	Futures	2815.74	2816.29	2815.47	2815.47	1118.0
2017-10-30 01:00:00	ES	Futures	2815.47	2816.01	2814.92	2815.47	1743.0
2017-10-30 01:30:00	ES	Futures	2815.47	2815.74	2814.64	2815.19	4006.0
2017-10-30 02:00:00	ES	Futures	2815.47	2816.29	2814.92	2816.01	2182.0
2017-10-30 02:30:00	ES	Futures	2816.01	2816.56	2815.74	2816.29	1129.0
2017-10-30 03:00:00	ES	Futures	2816.01	2817.65	2816.01	2817.11	4555.0
2017-10-30 03:30:00	ES	Futures	2817.38	2817.38	2815.19	2817.11	4205.0
2017-10-30 04:00:00	ES	Futures	2817.11	2817.65	2815.74	2816.29	12016.0
2017-10-30 04:30:00	ES	Futures	2816.29	2817.11	2816.01	2816.29	6159.0
2017-10-30 05:00:00	ES	Futures	2816.56	2817.65	2816.01	2816.56	7662.0
2017-10-30 05:30:00	ES	Futures	2816.56	2816.83	2815.74	2816.01	5152.0
2017-10-30 06:00:00	ES	Futures	2816.01	2816.56	2815.19	2815.47	5723.0
2017-10-30 06:30:00	ES	Futures	2815.47	2815.47	2814.1	2814.37	7097.0
2017-10-30 07:00:00	ES	Futures	2814.37	2815.19	2814.1	2814.37	5935.0
2017-10-30 07:30:00	ES	Futures	2814.64	2816.29	2814.37	2816.29	7060.0
2017-10-30 08:00:00	ES	Futures	2816.29	2816.56	2815.19	2815.47	6310.0
2017-10-30 08:30:00	ES	Futures	2815.74	2816.01	2814.37	2815.19	10809.0
2017-10-30 09:00:00	ES	Futures	2814.92	2816.29	2814.37	2814.37	17452.0
2017-10-30 09:30:00	ES	Futures	2814.64	2817.93	2813.55	2816.83	130378.0
2017-10-30 10:00:00	ES	Futures	2816.56	2819.29	2815.74	2818.47	70683.0
2017-10-30 10:30:00	ES	Futures	2818.75	2820.39	2818.2	2818.75	54176.0
2017-10-30 11:00:00	ES	Futures	2818.47	2819.29	2814.1	2814.37	78440.0
2017-10-30 11:30:00	ES	Futures	2814.1	2814.92	2809.45	2812.46	116539.0
2017-10-30 12:00:00	ES	Futures	2812.46	2812.73	2807.26	2809.72	77116.0
2017-10-30 12:30:00	ES	Futures	2809.72	2811.91	2809.72	2811.36	43611.0
2017-10-30 13:00:00	ES	Futures	2811.36	2813.82	2811.36	2813.28	40479.0
2017-10-30 13:30:00	ES	Futures	2813.55	2813.55	2809.72	2810.54	54056.0
2017-10-30 14:00:00	ES	Futures	2810.54	2813.28	2809.72	2811.91	44032.0
2017-10-30 14:30:00	ES	Futures	2811.91	2813.28	2810.81	2811.91	28304.0
2017-10-30 15:00:00	ES	Futures	2811.91	2812.46	2808.63	2810.27	54332.0
2017-10-30 15:30:00	ES	Futures	2810.54	2814.1	2809.72	2811.09	134396.0
2017-10-30 16:00:00	ES	Futures	2811.36	2812.46	2809.45	2809.99	90402.0
2017-10-30 16:30:00	ES	Futures	2810.27	2810.81	2809.17	2810.54	8585.0
2017-10-30 18:00:00	ES	Futures	2809.99	2810.81	2808.9	2809.72	2729.0
2017-10-30 18:30:00	ES	Futures	2809.99	2810.27	2809.17	2809.45	1400.0
2017-10-30 19:00:00	ES	Futures	2809.45	2810.54	2809.45	2810.54	1366.0
2017-10-30 19:30:00	ES	Futures	2810.27	2810.27	2808.9	2809.17	1684.0
2017-10-30 20:00:00	ES	Futures	2809.17	2809.72	2808.9	2809.17	2784.0
2017-10-30 20:30:00	ES	Futures	2809.45	2811.09	2808.63	2810.54	3775.0
2017-10-30 21:00:00	ES	Futures	2810.81	2811.64	2809.99	2810.27	2992.0
2017-10-30 21:30:00	ES	Futures	2810.27	2811.64	2809.99	2811.36	1757.0
2017-10-30 22:00:00	ES	Futures	2811.36	2811.91	2811.09	2811.36	2198.0
2017-10-30 22:30:00	ES	Futures	2811.64	2811.91	2811.09	2811.64	1077.0
2017-10-30 23:00:00	ES	Futures	2811.64	2812.18	2811.36	2811.91	1231.0
2017-10-30 23:30:00	ES	Futures	2812.18	2812.18	2811.64	2811.91	707.0
2017-10-30 00:00:00	NQ	Futures	7387.53	7389.61	7385.74	7389.31	265.0
2017-10-30 00:30:00	NQ	Futures	7389.01	7390.5	7387.23	7387.23	236.0
2017-10-30 01:00:00	NQ	Futures	7387.82	7390.8	7386.04	7388.12	370.0
2017-10-30 01:30:00	NQ	Futures	7387.82	7390.8	7386.93	7389.61	640.0

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

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