PREVIEW / futures_30min / 2017-11-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-09.parquet
  size:    87 KB
  rows:    3,132

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
2017-11-09 00:00:00	ES	Futures	2835.16	2835.16	2829.14	2829.42	19506.0
2017-11-09 00:30:00	ES	Futures	2829.42	2832.43	2828.05	2831.61	14448.0
2017-11-09 01:00:00	ES	Futures	2831.61	2832.7	2831.33	2832.15	3074.0
2017-11-09 01:30:00	ES	Futures	2832.43	2832.97	2831.88	2832.43	1271.0
2017-11-09 02:00:00	ES	Futures	2832.7	2834.34	2832.43	2832.97	4254.0
2017-11-09 02:30:00	ES	Futures	2832.97	2834.61	2831.61	2832.15	8266.0
2017-11-09 03:00:00	ES	Futures	2832.43	2834.07	2831.61	2833.25	15248.0
2017-11-09 03:30:00	ES	Futures	2833.25	2833.25	2829.42	2831.06	20928.0
2017-11-09 04:00:00	ES	Futures	2831.06	2832.15	2830.51	2831.33	9987.0
2017-11-09 04:30:00	ES	Futures	2831.61	2832.7	2831.06	2831.61	11599.0
2017-11-09 05:00:00	ES	Futures	2831.88	2831.88	2828.87	2829.14	12766.0
2017-11-09 05:30:00	ES	Futures	2829.14	2831.06	2829.14	2830.24	8992.0
2017-11-09 06:00:00	ES	Futures	2830.24	2830.78	2826.68	2826.68	20182.0
2017-11-09 06:30:00	ES	Futures	2826.41	2827.23	2825.04	2826.95	22964.0
2017-11-09 07:00:00	ES	Futures	2826.68	2826.95	2822.3	2825.31	38791.0
2017-11-09 07:30:00	ES	Futures	2825.04	2825.86	2821.21	2822.03	28926.0
2017-11-09 08:00:00	ES	Futures	2822.03	2822.85	2818.2	2820.12	39290.0
2017-11-09 08:30:00	ES	Futures	2819.84	2823.4	2819.57	2821.48	34841.0
2017-11-09 09:00:00	ES	Futures	2821.48	2822.03	2819.57	2820.12	30220.0
2017-11-09 09:30:00	ES	Futures	2819.84	2823.67	2816.83	2820.12	215835.0
2017-11-09 10:00:00	ES	Futures	2820.39	2826.41	2820.12	2824.22	181468.0
2017-11-09 10:30:00	ES	Futures	2823.95	2827.23	2820.39	2826.95	101079.0
2017-11-09 11:00:00	ES	Futures	2826.68	2827.23	2818.75	2821.21	97285.0
2017-11-09 11:30:00	ES	Futures	2821.21	2821.76	2812.46	2816.01	169957.0
2017-11-09 12:00:00	ES	Futures	2815.74	2816.01	2807.26	2807.81	193316.0
2017-11-09 12:30:00	ES	Futures	2807.81	2812.73	2804.8	2812.18	167055.0
2017-11-09 13:00:00	ES	Futures	2812.18	2817.38	2809.17	2816.56	97796.0
2017-11-09 13:30:00	ES	Futures	2816.29	2819.02	2815.74	2817.65	86176.0
2017-11-09 14:00:00	ES	Futures	2817.65	2821.76	2817.65	2819.84	85929.0
2017-11-09 14:30:00	ES	Futures	2819.57	2821.48	2817.65	2819.02	59746.0
2017-11-09 15:00:00	ES	Futures	2819.02	2823.67	2818.2	2823.4	80856.0
2017-11-09 15:30:00	ES	Futures	2823.12	2827.23	2823.12	2825.31	169712.0
2017-11-09 16:00:00	ES	Futures	2825.31	2827.78	2825.04	2826.95	81691.0
2017-11-09 16:30:00	ES	Futures	2826.95	2827.5	2825.31	2826.68	9249.0
2017-11-09 18:00:00	ES	Futures	2825.31	2826.41	2824.77	2825.31	4146.0
2017-11-09 18:30:00	ES	Futures	2825.31	2826.41	2823.4	2825.04	5866.0
2017-11-09 19:00:00	ES	Futures	2825.04	2827.23	2824.77	2825.31	6853.0
2017-11-09 19:30:00	ES	Futures	2825.31	2825.86	2824.22	2825.59	3240.0
2017-11-09 20:00:00	ES	Futures	2825.31	2826.95	2825.04	2826.68	3830.0
2017-11-09 20:30:00	ES	Futures	2826.95	2828.05	2825.59	2826.41	5606.0
2017-11-09 21:00:00	ES	Futures	2826.41	2826.41	2824.49	2825.59	2945.0
2017-11-09 21:30:00	ES	Futures	2825.59	2827.23	2825.31	2826.68	2332.0
2017-11-09 22:00:00	ES	Futures	2826.95	2828.05	2826.68	2827.78	1825.0
2017-11-09 22:30:00	ES	Futures	2827.5	2828.05	2826.68	2826.95	1824.0
2017-11-09 23:00:00	ES	Futures	2826.95	2828.05	2826.68	2827.78	1496.0
2017-11-09 23:30:00	ES	Futures	2827.78	2828.6	2827.23	2828.32	2302.0
2017-11-09 00:00:00	NQ	Futures	7542.18	7542.48	7525.83	7527.02	3898.0
2017-11-09 00:30:00	NQ	Futures	7527.02	7536.53	7524.93	7535.64	3897.0
2017-11-09 01:00:00	NQ	Futures	7535.64	7536.53	7532.96	7535.64	628.0
2017-11-09 01:30:00	NQ	Futures	7535.64	7538.32	7534.75	7538.32	619.0

> showing 50 of 3,132 rows — these rows as CSV

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