PREVIEW / futures_30min / 2017-11-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-06.parquet
  size:    79 KB
  rows:    3,087

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
2017-11-06 00:00:00	ES	Futures	2821.21	2822.58	2821.21	2822.03	2474.0
2017-11-06 00:30:00	ES	Futures	2822.03	2822.3	2820.94	2820.94	2440.0
2017-11-06 01:00:00	ES	Futures	2821.21	2822.58	2820.94	2822.58	3133.0
2017-11-06 01:30:00	ES	Futures	2822.3	2823.67	2822.3	2823.67	1618.0
2017-11-06 02:00:00	ES	Futures	2823.4	2824.49	2823.12	2824.22	3429.0
2017-11-06 02:30:00	ES	Futures	2824.22	2825.04	2822.03	2822.58	5569.0
2017-11-06 03:00:00	ES	Futures	2822.85	2825.31	2822.3	2825.04	7688.0
2017-11-06 03:30:00	ES	Futures	2825.04	2825.31	2824.22	2824.49	6052.0
2017-11-06 04:00:00	ES	Futures	2824.49	2825.04	2822.3	2824.22	8883.0
2017-11-06 04:30:00	ES	Futures	2824.22	2825.04	2823.67	2825.04	4065.0
2017-11-06 05:00:00	ES	Futures	2824.77	2824.77	2823.67	2824.22	3092.0
2017-11-06 05:30:00	ES	Futures	2823.95	2824.77	2823.12	2823.4	4030.0
2017-11-06 06:00:00	ES	Futures	2823.12	2824.49	2823.12	2823.95	4265.0
2017-11-06 06:30:00	ES	Futures	2823.95	2825.31	2823.95	2825.31	4772.0
2017-11-06 07:00:00	ES	Futures	2825.31	2826.41	2824.77	2825.59	6866.0
2017-11-06 07:30:00	ES	Futures	2825.59	2825.86	2825.04	2825.31	2688.0
2017-11-06 08:00:00	ES	Futures	2825.31	2825.59	2824.49	2825.31	6106.0
2017-11-06 08:30:00	ES	Futures	2825.31	2826.41	2824.49	2826.13	8361.0
2017-11-06 09:00:00	ES	Futures	2826.41	2827.23	2825.86	2826.41	11219.0
2017-11-06 09:30:00	ES	Futures	2826.41	2829.69	2825.59	2829.42	92677.0
2017-11-06 10:00:00	ES	Futures	2829.69	2831.61	2828.05	2830.51	65491.0
2017-11-06 10:30:00	ES	Futures	2830.51	2831.61	2829.14	2829.69	68478.0
2017-11-06 11:00:00	ES	Futures	2829.96	2831.88	2828.87	2831.33	48016.0
2017-11-06 11:30:00	ES	Futures	2831.61	2831.88	2828.87	2829.42	44182.0
2017-11-06 12:00:00	ES	Futures	2829.14	2830.51	2828.87	2829.69	19932.0
2017-11-06 12:30:00	ES	Futures	2829.96	2832.15	2829.69	2831.61	28251.0
2017-11-06 13:00:00	ES	Futures	2831.88	2832.7	2831.06	2831.33	31017.0
2017-11-06 13:30:00	ES	Futures	2831.33	2832.97	2831.06	2832.43	30581.0
2017-11-06 14:00:00	ES	Futures	2832.43	2832.7	2831.61	2832.43	14173.0
2017-11-06 14:30:00	ES	Futures	2832.43	2833.52	2831.33	2833.25	22379.0
2017-11-06 15:00:00	ES	Futures	2833.25	2834.07	2832.97	2833.79	47482.0
2017-11-06 15:30:00	ES	Futures	2833.79	2834.07	2831.61	2831.88	77947.0
2017-11-06 16:00:00	ES	Futures	2831.88	2832.97	2830.51	2832.7	73620.0
2017-11-06 16:30:00	ES	Futures	2832.43	2832.7	2831.88	2832.43	7013.0
2017-11-06 18:00:00	ES	Futures	2831.61	2832.43	2831.33	2832.15	3506.0
2017-11-06 18:30:00	ES	Futures	2832.15	2832.43	2831.61	2832.15	1428.0
2017-11-06 19:00:00	ES	Futures	2831.88	2832.15	2831.61	2831.61	2354.0
2017-11-06 19:30:00	ES	Futures	2831.88	2832.97	2831.61	2832.97	1589.0
2017-11-06 20:00:00	ES	Futures	2832.97	2834.07	2832.43	2833.79	2831.0
2017-11-06 20:30:00	ES	Futures	2833.79	2834.89	2833.52	2834.07	4784.0
2017-11-06 21:00:00	ES	Futures	2834.07	2834.61	2832.97	2833.25	3400.0
2017-11-06 21:30:00	ES	Futures	2833.25	2833.25	2832.7	2832.97	1145.0
2017-11-06 22:00:00	ES	Futures	2832.97	2834.07	2832.97	2833.79	1128.0
2017-11-06 22:30:00	ES	Futures	2833.79	2835.16	2833.79	2834.89	3050.0
2017-11-06 23:00:00	ES	Futures	2834.89	2835.98	2834.34	2835.98	2951.0
2017-11-06 23:30:00	ES	Futures	2835.71	2836.53	2835.71	2836.26	3749.0
2017-11-06 00:00:00	NQ	Futures	7470.21	7474.97	7469.91	7472.89	841.0
2017-11-06 00:30:00	NQ	Futures	7472.89	7475.26	7469.91	7471.1	323.0
2017-11-06 01:00:00	NQ	Futures	7471.1	7475.86	7471.1	7475.56	497.0
2017-11-06 01:30:00	NQ	Futures	7475.56	7480.62	7475.26	7480.62	668.0

> showing 50 of 3,087 rows — these rows as CSV

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