PREVIEW / futures_30min / 2017-11-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-13.parquet
  size:    81 KB
  rows:    3,081

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
2017-11-13 00:00:00	ES	Futures	2827.5	2828.05	2826.95	2827.5	2481.0
2017-11-13 00:30:00	ES	Futures	2827.5	2827.78	2823.12	2823.4	6062.0
2017-11-13 01:00:00	ES	Futures	2823.4	2823.67	2821.76	2822.58	6312.0
2017-11-13 01:30:00	ES	Futures	2822.58	2823.4	2822.03	2823.4	1523.0
2017-11-13 02:00:00	ES	Futures	2823.4	2824.77	2823.12	2824.49	5272.0
2017-11-13 02:30:00	ES	Futures	2824.22	2825.04	2823.4	2823.4	5401.0
2017-11-13 03:00:00	ES	Futures	2823.4	2825.86	2823.12	2824.77	14018.0
2017-11-13 03:30:00	ES	Futures	2824.77	2825.31	2822.58	2822.85	11063.0
2017-11-13 04:00:00	ES	Futures	2823.12	2824.22	2821.48	2821.76	9055.0
2017-11-13 04:30:00	ES	Futures	2821.76	2822.3	2819.29	2821.76	15325.0
2017-11-13 05:00:00	ES	Futures	2821.48	2822.03	2820.12	2820.94	7432.0
2017-11-13 05:30:00	ES	Futures	2820.94	2821.21	2819.29	2819.84	6277.0
2017-11-13 06:00:00	ES	Futures	2819.57	2820.39	2817.65	2818.75	12545.0
2017-11-13 06:30:00	ES	Futures	2818.47	2819.84	2817.93	2818.47	7130.0
2017-11-13 07:00:00	ES	Futures	2818.47	2819.02	2813.55	2814.64	31478.0
2017-11-13 07:30:00	ES	Futures	2814.64	2816.29	2814.1	2815.74	15936.0
2017-11-13 08:00:00	ES	Futures	2816.01	2816.83	2813.82	2814.92	17884.0
2017-11-13 08:30:00	ES	Futures	2815.19	2815.19	2813.55	2813.82	19335.0
2017-11-13 09:00:00	ES	Futures	2813.82	2815.19	2812.46	2814.64	31698.0
2017-11-13 09:30:00	ES	Futures	2814.92	2820.94	2814.37	2820.66	131367.0
2017-11-13 10:00:00	ES	Futures	2820.66	2825.59	2820.39	2825.31	134015.0
2017-11-13 10:30:00	ES	Futures	2825.31	2825.59	2821.21	2823.4	78565.0
2017-11-13 11:00:00	ES	Futures	2823.4	2826.13	2822.58	2824.77	52056.0
2017-11-13 11:30:00	ES	Futures	2824.77	2825.86	2823.4	2825.59	44783.0
2017-11-13 12:00:00	ES	Futures	2825.59	2826.68	2824.77	2824.77	29607.0
2017-11-13 12:30:00	ES	Futures	2824.77	2825.59	2824.49	2825.59	16846.0
2017-11-13 13:00:00	ES	Futures	2825.59	2825.59	2823.67	2825.31	20750.0
2017-11-13 13:30:00	ES	Futures	2825.31	2826.68	2824.77	2826.41	20686.0
2017-11-13 14:00:00	ES	Futures	2826.13	2827.23	2825.86	2826.41	25281.0
2017-11-13 14:30:00	ES	Futures	2826.68	2827.5	2826.13	2826.68	18791.0
2017-11-13 15:00:00	ES	Futures	2826.41	2829.14	2826.13	2827.78	34268.0
2017-11-13 15:30:00	ES	Futures	2827.78	2828.05	2823.95	2826.41	114031.0
2017-11-13 16:00:00	ES	Futures	2826.41	2826.68	2824.49	2825.31	55905.0
2017-11-13 16:30:00	ES	Futures	2825.04	2825.04	2823.67	2824.22	6686.0
2017-11-13 18:00:00	ES	Futures	2823.4	2824.49	2822.85	2823.67	3567.0
2017-11-13 18:30:00	ES	Futures	2823.4	2824.22	2822.03	2822.58	2385.0
2017-11-13 19:00:00	ES	Futures	2822.58	2824.22	2821.48	2823.67	4275.0
2017-11-13 19:30:00	ES	Futures	2823.95	2825.04	2822.85	2824.77	2927.0
2017-11-13 20:00:00	ES	Futures	2824.77	2825.59	2824.49	2825.04	3173.0
2017-11-13 20:30:00	ES	Futures	2825.04	2825.59	2824.49	2825.04	3140.0
2017-11-13 21:00:00	ES	Futures	2825.04	2825.04	2821.76	2822.58	4561.0
2017-11-13 21:30:00	ES	Futures	2822.58	2823.12	2822.03	2823.12	2195.0
2017-11-13 22:00:00	ES	Futures	2823.12	2823.12	2822.3	2822.3	1374.0
2017-11-13 22:30:00	ES	Futures	2822.58	2823.12	2822.3	2822.85	1469.0
2017-11-13 23:00:00	ES	Futures	2822.85	2823.12	2822.03	2822.85	1387.0
2017-11-13 23:30:00	ES	Futures	2822.85	2822.85	2822.03	2822.03	1492.0
2017-11-13 00:00:00	NQ	Futures	7520.77	7522.85	7518.39	7519.58	422.0
2017-11-13 00:30:00	NQ	Futures	7519.88	7519.88	7508.58	7509.77	1528.0
2017-11-13 01:00:00	NQ	Futures	7510.06	7510.95	7505.9	7508.87	1195.0
2017-11-13 01:30:00	NQ	Futures	7509.47	7511.85	7507.98	7510.95	417.0

> showing 50 of 3,081 rows — these rows as CSV

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