PREVIEW / futures_30min / 2017-11-10

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-10.parquet
  size:    70 KB
  rows:    2,529

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
2017-11-10 00:00:00	ES	Futures	2828.32	2829.42	2828.05	2828.87	2773.0
2017-11-10 00:30:00	ES	Futures	2828.87	2829.14	2828.05	2828.87	2052.0
2017-11-10 01:00:00	ES	Futures	2828.6	2828.87	2824.22	2825.59	5996.0
2017-11-10 01:30:00	ES	Futures	2825.59	2825.59	2823.4	2823.67	4103.0
2017-11-10 02:00:00	ES	Futures	2823.4	2824.77	2822.58	2823.67	7605.0
2017-11-10 02:30:00	ES	Futures	2823.67	2824.77	2822.85	2823.12	10079.0
2017-11-10 03:00:00	ES	Futures	2823.12	2825.31	2820.39	2820.66	24615.0
2017-11-10 03:30:00	ES	Futures	2820.66	2821.21	2818.2	2819.84	20139.0
2017-11-10 04:00:00	ES	Futures	2819.84	2820.66	2813.82	2814.37	29720.0
2017-11-10 04:30:00	ES	Futures	2814.1	2816.01	2813.82	2814.37	18032.0
2017-11-10 05:00:00	ES	Futures	2814.64	2817.11	2814.64	2816.56	13591.0
2017-11-10 05:30:00	ES	Futures	2816.56	2818.47	2816.56	2817.65	10021.0
2017-11-10 06:00:00	ES	Futures	2817.65	2819.02	2817.65	2817.93	9496.0
2017-11-10 06:30:00	ES	Futures	2817.93	2818.2	2815.74	2816.83	10754.0
2017-11-10 07:00:00	ES	Futures	2816.56	2818.47	2815.19	2816.83	12801.0
2017-11-10 07:30:00	ES	Futures	2816.83	2819.57	2816.56	2818.75	11964.0
2017-11-10 08:00:00	ES	Futures	2818.75	2820.39	2818.47	2819.29	15706.0
2017-11-10 08:30:00	ES	Futures	2819.29	2821.21	2819.02	2820.12	14983.0
2017-11-10 09:00:00	ES	Futures	2819.84	2820.94	2819.02	2820.12	18572.0
2017-11-10 09:30:00	ES	Futures	2819.84	2822.3	2817.93	2819.29	163657.0
2017-11-10 10:00:00	ES	Futures	2819.29	2822.03	2816.01	2819.57	100961.0
2017-11-10 10:30:00	ES	Futures	2819.57	2820.12	2815.47	2819.57	99998.0
2017-11-10 11:00:00	ES	Futures	2819.84	2820.66	2817.11	2818.2	78694.0
2017-11-10 11:30:00	ES	Futures	2818.2	2821.21	2817.93	2820.66	36638.0
2017-11-10 12:00:00	ES	Futures	2820.66	2822.3	2820.12	2820.66	40416.0
2017-11-10 12:30:00	ES	Futures	2820.94	2821.48	2819.02	2819.29	20476.0
2017-11-10 13:00:00	ES	Futures	2819.57	2821.76	2818.47	2821.21	28500.0
2017-11-10 13:30:00	ES	Futures	2820.94	2821.76	2819.29	2820.94	26609.0
2017-11-10 14:00:00	ES	Futures	2820.94	2824.22	2820.66	2823.4	36399.0
2017-11-10 14:30:00	ES	Futures	2823.67	2824.77	2822.85	2824.49	29202.0
2017-11-10 15:00:00	ES	Futures	2824.22	2825.04	2823.12	2824.22	42000.0
2017-11-10 15:30:00	ES	Futures	2824.49	2825.04	2822.58	2823.4	107144.0
2017-11-10 16:00:00	ES	Futures	2823.67	2823.95	2821.76	2822.85	74058.0
2017-11-10 16:30:00	ES	Futures	2822.58	2823.12	2821.48	2822.03	8001.0
2017-11-10 00:00:00	NQ	Futures	7516.9	7519.88	7516.01	7518.69	669.0
2017-11-10 00:30:00	NQ	Futures	7518.39	7519.28	7515.12	7518.09	442.0
2017-11-10 01:00:00	NQ	Futures	7518.39	7518.39	7503.22	7507.98	1472.0
2017-11-10 01:30:00	NQ	Futures	7508.28	7508.87	7502.03	7502.63	803.0
2017-11-10 02:00:00	NQ	Futures	7502.63	7507.39	7499.06	7501.73	1274.0
2017-11-10 02:30:00	NQ	Futures	7501.73	7507.98	7499.06	7505.9	1792.0
2017-11-10 03:00:00	NQ	Futures	7505.6	7512.44	7495.49	7496.08	2526.0
2017-11-10 03:30:00	NQ	Futures	7496.08	7500.84	7490.43	7498.17	2379.0
2017-11-10 04:00:00	NQ	Futures	7498.17	7502.33	7474.67	7476.75	5756.0
2017-11-10 04:30:00	NQ	Futures	7476.75	7479.43	7472.29	7474.97	3389.0
2017-11-10 05:00:00	NQ	Futures	7474.97	7482.4	7474.97	7481.21	2051.0
2017-11-10 05:30:00	NQ	Futures	7480.92	7485.97	7480.62	7485.67	1470.0
2017-11-10 06:00:00	NQ	Futures	7485.67	7488.35	7485.08	7486.86	1230.0
2017-11-10 06:30:00	NQ	Futures	7487.16	7488.65	7481.81	7486.86	1910.0
2017-11-10 07:00:00	NQ	Futures	7486.57	7491.03	7480.92	7485.08	1954.0
2017-11-10 07:30:00	NQ	Futures	7485.38	7496.68	7484.48	7495.79	2089.0

> showing 50 of 2,529 rows — these rows as CSV

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