PREVIEW / futures_30min / 2017-11-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-14.parquet
  size:    86 KB
  rows:    3,128

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
2017-11-14 00:00:00	ES	Futures	2822.3	2823.12	2822.03	2822.58	1410.0
2017-11-14 00:30:00	ES	Futures	2822.3	2822.58	2820.12	2820.66	5370.0
2017-11-14 01:00:00	ES	Futures	2820.66	2822.3	2820.39	2821.48	4466.0
2017-11-14 01:30:00	ES	Futures	2821.48	2821.76	2821.21	2821.76	899.0
2017-11-14 02:00:00	ES	Futures	2821.76	2823.4	2821.48	2822.58	7143.0
2017-11-14 02:30:00	ES	Futures	2822.58	2823.67	2821.76	2822.85	4398.0
2017-11-14 03:00:00	ES	Futures	2822.85	2825.59	2821.21	2824.77	16352.0
2017-11-14 03:30:00	ES	Futures	2825.04	2825.04	2823.12	2824.22	7135.0
2017-11-14 04:00:00	ES	Futures	2824.22	2824.22	2822.3	2823.12	7902.0
2017-11-14 04:30:00	ES	Futures	2823.12	2823.67	2821.48	2823.12	11093.0
2017-11-14 05:00:00	ES	Futures	2822.85	2823.12	2820.94	2821.21	8933.0
2017-11-14 05:30:00	ES	Futures	2821.21	2822.58	2821.21	2822.03	5443.0
2017-11-14 06:00:00	ES	Futures	2821.76	2822.85	2821.21	2821.76	7549.0
2017-11-14 06:30:00	ES	Futures	2821.48	2823.95	2821.48	2822.85	10601.0
2017-11-14 07:00:00	ES	Futures	2822.58	2822.85	2818.75	2818.75	14345.0
2017-11-14 07:30:00	ES	Futures	2819.02	2820.66	2817.93	2820.12	17936.0
2017-11-14 08:00:00	ES	Futures	2820.12	2821.21	2818.47	2820.66	8829.0
2017-11-14 08:30:00	ES	Futures	2820.66	2821.21	2817.11	2817.11	18479.0
2017-11-14 09:00:00	ES	Futures	2817.11	2817.93	2814.92	2815.74	33792.0
2017-11-14 09:30:00	ES	Futures	2816.01	2818.75	2813.28	2814.1	235204.0
2017-11-14 10:00:00	ES	Futures	2814.1	2814.37	2805.89	2812.18	258105.0
2017-11-14 10:30:00	ES	Futures	2812.18	2821.21	2810.27	2819.29	177379.0
2017-11-14 11:00:00	ES	Futures	2819.57	2820.39	2817.38	2817.93	68308.0
2017-11-14 11:30:00	ES	Futures	2817.93	2820.12	2816.83	2819.84	55976.0
2017-11-14 12:00:00	ES	Futures	2819.57	2820.66	2818.47	2819.57	34322.0
2017-11-14 12:30:00	ES	Futures	2819.29	2820.94	2813.0	2815.19	77747.0
2017-11-14 13:00:00	ES	Futures	2814.92	2816.56	2812.46	2816.29	60855.0
2017-11-14 13:30:00	ES	Futures	2816.29	2818.75	2815.19	2817.38	48430.0
2017-11-14 14:00:00	ES	Futures	2817.11	2819.02	2816.56	2818.47	35653.0
2017-11-14 14:30:00	ES	Futures	2818.47	2819.57	2817.11	2818.75	43181.0
2017-11-14 15:00:00	ES	Futures	2818.75	2820.66	2817.65	2817.65	48221.0
2017-11-14 15:30:00	ES	Futures	2817.65	2820.66	2816.56	2819.84	126875.0
2017-11-14 16:00:00	ES	Futures	2819.84	2821.21	2819.57	2820.94	66362.0
2017-11-14 16:30:00	ES	Futures	2820.66	2820.94	2819.57	2820.39	7198.0
2017-11-14 18:00:00	ES	Futures	2819.57	2819.84	2817.93	2818.47	4303.0
2017-11-14 18:30:00	ES	Futures	2818.47	2818.47	2816.56	2817.65	2583.0
2017-11-14 19:00:00	ES	Futures	2817.65	2817.93	2813.55	2814.92	10110.0
2017-11-14 19:30:00	ES	Futures	2814.92	2814.92	2810.81	2814.1	10517.0
2017-11-14 20:00:00	ES	Futures	2814.1	2814.92	2811.36	2812.46	5876.0
2017-11-14 20:30:00	ES	Futures	2812.46	2813.82	2809.99	2813.55	6525.0
2017-11-14 21:00:00	ES	Futures	2813.28	2813.55	2811.09	2812.73	3409.0
2017-11-14 21:30:00	ES	Futures	2812.46	2813.55	2811.64	2813.28	2672.0
2017-11-14 22:00:00	ES	Futures	2813.28	2813.82	2812.46	2813.55	1690.0
2017-11-14 22:30:00	ES	Futures	2813.55	2813.82	2810.81	2812.46	6190.0
2017-11-14 23:00:00	ES	Futures	2812.46	2814.92	2812.46	2814.1	6430.0
2017-11-14 23:30:00	ES	Futures	2814.1	2814.1	2812.73	2813.0	1432.0
2017-11-14 00:00:00	NQ	Futures	7506.49	7509.47	7506.49	7507.68	349.0
2017-11-14 00:30:00	NQ	Futures	7507.39	7507.68	7501.44	7503.52	899.0
2017-11-14 01:00:00	NQ	Futures	7503.22	7507.39	7502.92	7505.3	548.0
2017-11-14 01:30:00	NQ	Futures	7505.01	7505.3	7503.52	7504.11	207.0

> showing 50 of 3,128 rows — these rows as CSV

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