PREVIEW / futures_30min / 2017-10-31

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-10-31.parquet
  size:    78 KB
  rows:    3,014

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
2017-10-31 00:00:00	ES	Futures	2811.91	2812.18	2811.64	2812.18	621.0
2017-10-31 00:30:00	ES	Futures	2811.91	2812.46	2811.64	2812.46	2422.0
2017-10-31 01:00:00	ES	Futures	2812.18	2812.18	2810.81	2811.09	1961.0
2017-10-31 01:30:00	ES	Futures	2811.09	2812.18	2811.09	2811.64	1787.0
2017-10-31 02:00:00	ES	Futures	2811.64	2812.46	2810.54	2811.36	1926.0
2017-10-31 02:30:00	ES	Futures	2811.36	2811.91	2811.36	2811.64	757.0
2017-10-31 03:00:00	ES	Futures	2811.36	2812.46	2811.36	2812.18	1087.0
2017-10-31 03:30:00	ES	Futures	2811.91	2812.46	2811.36	2811.91	1367.0
2017-10-31 04:00:00	ES	Futures	2811.91	2814.1	2811.36	2814.1	6929.0
2017-10-31 04:30:00	ES	Futures	2814.1	2814.92	2813.28	2814.64	5995.0
2017-10-31 05:00:00	ES	Futures	2814.37	2815.74	2814.1	2815.19	4714.0
2017-10-31 05:30:00	ES	Futures	2814.92	2815.74	2814.64	2814.92	3356.0
2017-10-31 06:00:00	ES	Futures	2814.92	2815.74	2814.37	2814.64	2778.0
2017-10-31 06:30:00	ES	Futures	2814.92	2814.92	2814.1	2814.37	2380.0
2017-10-31 07:00:00	ES	Futures	2814.64	2814.92	2813.55	2814.37	3951.0
2017-10-31 07:30:00	ES	Futures	2814.37	2816.29	2814.1	2816.01	6032.0
2017-10-31 08:00:00	ES	Futures	2815.74	2816.01	2814.92	2815.47	5263.0
2017-10-31 08:30:00	ES	Futures	2815.74	2816.01	2814.92	2815.47	5415.0
2017-10-31 09:00:00	ES	Futures	2815.47	2816.29	2815.19	2815.47	11383.0
2017-10-31 09:30:00	ES	Futures	2815.47	2815.47	2812.18	2812.73	84977.0
2017-10-31 10:00:00	ES	Futures	2812.46	2814.1	2811.09	2813.55	52665.0
2017-10-31 10:30:00	ES	Futures	2813.82	2815.19	2812.73	2814.64	37782.0
2017-10-31 11:00:00	ES	Futures	2814.64	2817.38	2814.37	2816.01	41132.0
2017-10-31 11:30:00	ES	Futures	2816.01	2816.83	2814.92	2816.56	43703.0
2017-10-31 12:00:00	ES	Futures	2816.56	2816.83	2814.64	2815.47	37362.0
2017-10-31 12:30:00	ES	Futures	2815.19	2816.56	2814.92	2815.47	39703.0
2017-10-31 13:00:00	ES	Futures	2815.47	2816.56	2814.92	2815.47	20756.0
2017-10-31 13:30:00	ES	Futures	2815.74	2816.56	2814.92	2816.29	18157.0
2017-10-31 14:00:00	ES	Futures	2816.01	2817.38	2815.74	2817.11	26993.0
2017-10-31 14:30:00	ES	Futures	2817.11	2817.38	2815.19	2816.83	39520.0
2017-10-31 15:00:00	ES	Futures	2816.56	2818.2	2816.29	2817.11	68925.0
2017-10-31 15:30:00	ES	Futures	2817.11	2817.11	2813.28	2814.37	312402.0
2017-10-31 16:00:00	ES	Futures	2814.37	2815.47	2814.1	2814.92	92748.0
2017-10-31 16:30:00	ES	Futures	2814.37	2815.74	2814.1	2815.19	8640.0
2017-10-31 18:00:00	ES	Futures	2815.19	2816.56	2813.28	2813.82	6565.0
2017-10-31 18:30:00	ES	Futures	2814.1	2814.37	2813.55	2814.1	1150.0
2017-10-31 19:00:00	ES	Futures	2814.1	2814.92	2814.1	2814.64	1258.0
2017-10-31 19:30:00	ES	Futures	2814.64	2815.74	2814.37	2815.19	2382.0
2017-10-31 20:00:00	ES	Futures	2815.47	2816.29	2814.64	2815.47	6692.0
2017-10-31 20:30:00	ES	Futures	2815.47	2817.93	2815.47	2817.93	5462.0
2017-10-31 21:00:00	ES	Futures	2817.65	2820.39	2817.65	2819.02	6943.0
2017-10-31 21:30:00	ES	Futures	2819.02	2819.57	2818.75	2819.57	2862.0
2017-10-31 22:00:00	ES	Futures	2819.57	2819.84	2818.75	2818.75	2683.0
2017-10-31 22:30:00	ES	Futures	2818.75	2819.29	2818.47	2819.29	2186.0
2017-10-31 23:00:00	ES	Futures	2819.02	2820.12	2819.02	2819.57	2539.0
2017-10-31 23:30:00	ES	Futures	2819.29	2819.84	2818.75	2819.02	1823.0
2017-10-31 00:00:00	NQ	Futures	7414.0	7414.59	7412.81	7414.59	224.0
2017-10-31 00:30:00	NQ	Futures	7414.59	7417.86	7414.0	7416.97	456.0
2017-10-31 01:00:00	NQ	Futures	7416.97	7416.97	7413.1	7414.29	370.0
2017-10-31 01:30:00	NQ	Futures	7414.29	7417.27	7414.0	7415.78	238.0

> showing 50 of 3,014 rows — these rows as CSV

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