PREVIEW / futures_30min / 2017-11-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-07.parquet
  size:    82 KB
  rows:    3,115

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
2017-11-07 00:00:00	ES	Futures	2836.26	2837.08	2835.71	2835.98	2434.0
2017-11-07 00:30:00	ES	Futures	2835.98	2836.53	2835.16	2836.53	2972.0
2017-11-07 01:00:00	ES	Futures	2836.53	2837.62	2836.26	2837.08	2449.0
2017-11-07 01:30:00	ES	Futures	2837.35	2837.9	2836.53	2837.08	2525.0
2017-11-07 02:00:00	ES	Futures	2836.8	2837.08	2834.61	2835.16	3737.0
2017-11-07 02:30:00	ES	Futures	2835.16	2836.8	2835.16	2836.53	6115.0
2017-11-07 03:00:00	ES	Futures	2836.53	2836.53	2833.79	2833.79	14353.0
2017-11-07 03:30:00	ES	Futures	2833.79	2835.16	2832.7	2833.79	9022.0
2017-11-07 04:00:00	ES	Futures	2833.52	2834.61	2833.52	2834.34	6639.0
2017-11-07 04:30:00	ES	Futures	2834.34	2834.61	2832.15	2833.79	9819.0
2017-11-07 05:00:00	ES	Futures	2833.79	2833.79	2832.15	2832.43	7057.0
2017-11-07 05:30:00	ES	Futures	2832.43	2832.97	2831.33	2832.7	9241.0
2017-11-07 06:00:00	ES	Futures	2832.7	2833.25	2831.61	2831.88	4683.0
2017-11-07 06:30:00	ES	Futures	2831.88	2832.97	2831.61	2832.43	8092.0
2017-11-07 07:00:00	ES	Futures	2832.43	2832.7	2831.88	2832.15	8412.0
2017-11-07 07:30:00	ES	Futures	2832.15	2832.43	2830.51	2831.33	10486.0
2017-11-07 08:00:00	ES	Futures	2831.33	2832.43	2831.06	2832.15	8709.0
2017-11-07 08:30:00	ES	Futures	2832.15	2833.52	2831.88	2832.97	9736.0
2017-11-07 09:00:00	ES	Futures	2832.97	2834.34	2831.88	2833.79	16835.0
2017-11-07 09:30:00	ES	Futures	2833.79	2837.9	2832.97	2835.98	127781.0
2017-11-07 10:00:00	ES	Futures	2836.26	2837.08	2832.97	2833.79	105358.0
2017-11-07 10:30:00	ES	Futures	2834.07	2834.89	2829.14	2831.33	122655.0
2017-11-07 11:00:00	ES	Futures	2831.33	2833.52	2830.78	2831.61	60061.0
2017-11-07 11:30:00	ES	Futures	2831.61	2832.15	2825.31	2825.86	79806.0
2017-11-07 12:00:00	ES	Futures	2826.13	2827.78	2823.95	2827.23	97490.0
2017-11-07 12:30:00	ES	Futures	2827.23	2828.87	2826.68	2828.05	45354.0
2017-11-07 13:00:00	ES	Futures	2827.78	2829.96	2827.5	2829.69	31162.0
2017-11-07 13:30:00	ES	Futures	2829.69	2830.51	2828.32	2828.6	30966.0
2017-11-07 14:00:00	ES	Futures	2828.6	2829.42	2826.95	2828.05	36083.0
2017-11-07 14:30:00	ES	Futures	2827.78	2829.14	2826.41	2826.95	36978.0
2017-11-07 15:00:00	ES	Futures	2826.95	2828.32	2825.86	2826.41	41842.0
2017-11-07 15:30:00	ES	Futures	2826.13	2831.33	2825.86	2831.06	91747.0
2017-11-07 16:00:00	ES	Futures	2830.78	2831.33	2829.14	2830.78	56271.0
2017-11-07 16:30:00	ES	Futures	2830.78	2830.78	2829.14	2829.69	6591.0
2017-11-07 18:00:00	ES	Futures	2827.5	2827.78	2824.22	2825.04	11094.0
2017-11-07 18:30:00	ES	Futures	2825.31	2825.86	2822.85	2823.95	8875.0
2017-11-07 19:00:00	ES	Futures	2823.95	2826.68	2823.67	2825.86	5061.0
2017-11-07 19:30:00	ES	Futures	2825.86	2825.86	2823.12	2825.04	5517.0
2017-11-07 20:00:00	ES	Futures	2825.04	2826.95	2824.49	2826.41	4432.0
2017-11-07 20:30:00	ES	Futures	2826.68	2827.23	2826.41	2826.95	2687.0
2017-11-07 21:00:00	ES	Futures	2826.95	2826.95	2826.13	2826.41	2584.0
2017-11-07 21:30:00	ES	Futures	2826.41	2826.68	2825.86	2826.41	1862.0
2017-11-07 22:00:00	ES	Futures	2826.41	2827.23	2825.59	2826.68	2109.0
2017-11-07 22:30:00	ES	Futures	2826.68	2827.5	2826.41	2826.95	2192.0
2017-11-07 23:00:00	ES	Futures	2826.68	2826.95	2826.13	2826.41	2448.0
2017-11-07 23:30:00	ES	Futures	2826.41	2827.5	2826.13	2827.5	1882.0
2017-11-07 00:00:00	NQ	Futures	7525.23	7527.91	7523.15	7523.74	535.0
2017-11-07 00:30:00	NQ	Futures	7524.04	7527.31	7521.96	7526.42	570.0
2017-11-07 01:00:00	NQ	Futures	7527.02	7529.99	7526.12	7528.5	572.0
2017-11-07 01:30:00	NQ	Futures	7528.8	7532.37	7527.91	7528.8	779.0

> showing 50 of 3,115 rows — these rows as CSV

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