PREVIEW / futures_30min / 2017-11-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-01.parquet
  size:    84 KB
  rows:    3,162

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
2017-11-01 00:00:00	ES	Futures	2819.02	2819.84	2818.75	2819.57	2117.0
2017-11-01 00:30:00	ES	Futures	2819.84	2819.84	2819.02	2819.29	978.0
2017-11-01 01:00:00	ES	Futures	2819.57	2820.12	2818.75	2819.29	1444.0
2017-11-01 01:30:00	ES	Futures	2819.57	2821.48	2819.29	2820.94	3758.0
2017-11-01 02:00:00	ES	Futures	2820.94	2821.48	2820.39	2820.66	1595.0
2017-11-01 02:30:00	ES	Futures	2820.66	2821.21	2820.39	2820.39	2407.0
2017-11-01 03:00:00	ES	Futures	2820.39	2824.22	2820.39	2822.3	14029.0
2017-11-01 03:30:00	ES	Futures	2822.3	2824.77	2822.03	2823.12	9030.0
2017-11-01 04:00:00	ES	Futures	2822.85	2823.95	2822.3	2823.12	13792.0
2017-11-01 04:30:00	ES	Futures	2823.12	2823.95	2822.58	2823.67	7003.0
2017-11-01 05:00:00	ES	Futures	2823.67	2824.22	2822.85	2823.4	5741.0
2017-11-01 05:30:00	ES	Futures	2823.4	2825.31	2823.4	2825.31	9698.0
2017-11-01 06:00:00	ES	Futures	2825.59	2827.23	2825.31	2826.95	16562.0
2017-11-01 06:30:00	ES	Futures	2826.95	2827.5	2826.41	2826.68	6918.0
2017-11-01 07:00:00	ES	Futures	2826.68	2827.23	2825.86	2826.13	8632.0
2017-11-01 07:30:00	ES	Futures	2826.13	2826.41	2824.77	2825.59	9783.0
2017-11-01 08:00:00	ES	Futures	2825.59	2826.68	2825.04	2826.13	10624.0
2017-11-01 08:30:00	ES	Futures	2826.13	2826.13	2824.77	2825.31	12411.0
2017-11-01 09:00:00	ES	Futures	2825.31	2825.59	2824.22	2824.77	16540.0
2017-11-01 09:30:00	ES	Futures	2824.77	2829.14	2823.12	2827.5	149740.0
2017-11-01 10:00:00	ES	Futures	2827.23	2827.78	2824.22	2824.22	90165.0
2017-11-01 10:30:00	ES	Futures	2824.22	2826.13	2821.76	2823.4	99134.0
2017-11-01 11:00:00	ES	Futures	2823.67	2824.77	2822.58	2822.85	55476.0
2017-11-01 11:30:00	ES	Futures	2822.85	2823.67	2817.65	2819.02	90426.0
2017-11-01 12:00:00	ES	Futures	2819.02	2821.76	2818.47	2821.21	48428.0
2017-11-01 12:30:00	ES	Futures	2820.94	2821.48	2819.02	2819.57	36243.0
2017-11-01 13:00:00	ES	Futures	2819.57	2819.57	2813.82	2817.38	89346.0
2017-11-01 13:30:00	ES	Futures	2817.38	2818.2	2815.47	2817.93	39408.0
2017-11-01 14:00:00	ES	Futures	2817.93	2820.94	2817.11	2817.65	72282.0
2017-11-01 14:30:00	ES	Futures	2817.93	2821.48	2817.38	2820.39	50085.0
2017-11-01 15:00:00	ES	Futures	2820.12	2821.48	2818.47	2820.39	43240.0
2017-11-01 15:30:00	ES	Futures	2820.39	2821.48	2817.65	2818.75	127706.0
2017-11-01 16:00:00	ES	Futures	2818.75	2819.29	2816.56	2817.11	67382.0
2017-11-01 16:30:00	ES	Futures	2817.11	2818.2	2814.64	2815.19	12007.0
2017-11-01 18:00:00	ES	Futures	2813.82	2815.74	2813.82	2815.19	5206.0
2017-11-01 18:30:00	ES	Futures	2815.19	2816.01	2814.92	2815.19	1977.0
2017-11-01 19:00:00	ES	Futures	2815.19	2815.74	2814.64	2815.74	1625.0
2017-11-01 19:30:00	ES	Futures	2815.74	2816.56	2815.47	2816.01	1555.0
2017-11-01 20:00:00	ES	Futures	2816.01	2816.01	2807.26	2808.9	14612.0
2017-11-01 20:30:00	ES	Futures	2808.9	2810.27	2805.07	2810.27	14723.0
2017-11-01 21:00:00	ES	Futures	2809.99	2811.09	2809.45	2809.72	5381.0
2017-11-01 21:30:00	ES	Futures	2809.99	2810.27	2808.08	2809.45	4649.0
2017-11-01 22:00:00	ES	Futures	2809.17	2811.09	2809.17	2810.81	2665.0
2017-11-01 22:30:00	ES	Futures	2810.81	2813.0	2810.54	2811.91	5275.0
2017-11-01 23:00:00	ES	Futures	2811.91	2812.73	2811.09	2812.18	2812.0
2017-11-01 23:30:00	ES	Futures	2811.91	2812.18	2810.81	2812.18	2531.0
2017-11-01 00:00:00	NQ	Futures	7453.55	7456.83	7452.96	7455.64	503.0
2017-11-01 00:30:00	NQ	Futures	7455.64	7455.93	7453.85	7454.74	276.0
2017-11-01 01:00:00	NQ	Futures	7455.04	7455.34	7452.36	7453.55	625.0
2017-11-01 01:30:00	NQ	Futures	7453.85	7460.1	7453.55	7459.2	756.0

> showing 50 of 3,162 rows — these rows as CSV

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