PREVIEW / futures_30min / 2017-11-03

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-03.parquet
  size:    69 KB
  rows:    2,502

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
2017-11-03 00:00:00	ES	Futures	2820.66	2820.94	2820.39	2820.66	372.0
2017-11-03 00:30:00	ES	Futures	2820.66	2821.21	2820.66	2820.66	548.0
2017-11-03 01:00:00	ES	Futures	2820.66	2820.94	2820.66	2820.94	406.0
2017-11-03 01:30:00	ES	Futures	2820.94	2821.48	2820.66	2821.21	575.0
2017-11-03 02:00:00	ES	Futures	2820.94	2821.21	2820.66	2820.66	222.0
2017-11-03 02:30:00	ES	Futures	2820.94	2822.3	2820.66	2822.3	986.0
2017-11-03 03:00:00	ES	Futures	2822.03	2822.3	2821.21	2821.48	2745.0
2017-11-03 03:30:00	ES	Futures	2821.48	2821.48	2820.39	2820.94	3340.0
2017-11-03 04:00:00	ES	Futures	2820.66	2821.21	2818.75	2819.84	15662.0
2017-11-03 04:30:00	ES	Futures	2819.84	2821.48	2819.84	2821.21	6594.0
2017-11-03 05:00:00	ES	Futures	2821.21	2821.76	2820.66	2821.48	4673.0
2017-11-03 05:30:00	ES	Futures	2821.48	2822.03	2820.94	2821.21	4691.0
2017-11-03 06:00:00	ES	Futures	2821.21	2821.76	2820.94	2821.76	4755.0
2017-11-03 06:30:00	ES	Futures	2821.76	2822.58	2821.48	2822.3	4541.0
2017-11-03 07:00:00	ES	Futures	2822.03	2822.03	2821.48	2822.03	3279.0
2017-11-03 07:30:00	ES	Futures	2821.76	2822.03	2821.21	2821.48	6667.0
2017-11-03 08:00:00	ES	Futures	2821.48	2821.76	2820.39	2821.76	11492.0
2017-11-03 08:30:00	ES	Futures	2821.76	2824.49	2819.84	2821.21	34619.0
2017-11-03 09:00:00	ES	Futures	2821.48	2822.58	2820.39	2821.21	20388.0
2017-11-03 09:30:00	ES	Futures	2821.21	2822.3	2816.01	2818.2	138565.0
2017-11-03 10:00:00	ES	Futures	2817.93	2820.66	2816.56	2817.93	76000.0
2017-11-03 10:30:00	ES	Futures	2818.2	2819.57	2816.83	2819.57	57243.0
2017-11-03 11:00:00	ES	Futures	2819.29	2822.03	2818.75	2821.76	56299.0
2017-11-03 11:30:00	ES	Futures	2821.76	2823.67	2820.39	2822.85	44965.0
2017-11-03 12:00:00	ES	Futures	2823.12	2825.59	2822.58	2825.04	62582.0
2017-11-03 12:30:00	ES	Futures	2825.04	2825.86	2824.22	2825.04	40856.0
2017-11-03 13:00:00	ES	Futures	2825.04	2826.95	2824.77	2826.13	22935.0
2017-11-03 13:30:00	ES	Futures	2826.13	2827.78	2825.86	2827.5	36892.0
2017-11-03 14:00:00	ES	Futures	2827.5	2829.14	2826.95	2828.6	49234.0
2017-11-03 14:30:00	ES	Futures	2828.6	2828.87	2826.41	2827.78	28735.0
2017-11-03 15:00:00	ES	Futures	2828.05	2828.6	2826.41	2827.23	33029.0
2017-11-03 15:30:00	ES	Futures	2826.95	2828.6	2825.86	2828.6	90848.0
2017-11-03 16:00:00	ES	Futures	2828.32	2828.6	2825.86	2826.13	79355.0
2017-11-03 16:30:00	ES	Futures	2826.13	2826.41	2824.22	2824.49	9770.0
2017-11-03 00:00:00	NQ	Futures	7439.87	7439.87	7438.39	7439.57	239.0
2017-11-03 00:30:00	NQ	Futures	7439.28	7440.47	7438.98	7439.28	103.0
2017-11-03 01:00:00	NQ	Futures	7439.57	7441.06	7438.98	7440.17	148.0
2017-11-03 01:30:00	NQ	Futures	7439.87	7442.25	7439.87	7442.25	289.0
2017-11-03 02:00:00	NQ	Futures	7442.25	7442.25	7440.76	7441.66	190.0
2017-11-03 02:30:00	NQ	Futures	7441.66	7444.93	7440.76	7444.33	397.0
2017-11-03 03:00:00	NQ	Futures	7444.33	7444.93	7442.25	7443.44	472.0
2017-11-03 03:30:00	NQ	Futures	7443.74	7443.74	7438.98	7440.47	781.0
2017-11-03 04:00:00	NQ	Futures	7440.17	7440.17	7428.87	7435.71	3215.0
2017-11-03 04:30:00	NQ	Futures	7435.71	7440.47	7435.41	7439.87	1058.0
2017-11-03 05:00:00	NQ	Futures	7440.17	7443.44	7439.28	7443.14	839.0
2017-11-03 05:30:00	NQ	Futures	7442.85	7443.74	7439.57	7441.36	891.0
2017-11-03 06:00:00	NQ	Futures	7441.06	7443.44	7441.06	7443.44	501.0
2017-11-03 06:30:00	NQ	Futures	7443.44	7446.71	7442.55	7446.42	780.0
2017-11-03 07:00:00	NQ	Futures	7446.12	7448.2	7445.82	7446.42	1067.0
2017-11-03 07:30:00	NQ	Futures	7446.42	7446.42	7444.63	7445.82	744.0

> showing 50 of 2,502 rows — these rows as CSV

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