PREVIEW / futures_30min / 2017-11-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-15.parquet
  size:    83 KB
  rows:    3,124

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
2017-11-15 00:00:00	ES	Futures	2813.0	2813.55	2812.18	2813.28	1737.0
2017-11-15 00:30:00	ES	Futures	2813.0	2814.64	2812.73	2812.73	3135.0
2017-11-15 01:00:00	ES	Futures	2812.73	2814.1	2811.36	2811.36	2267.0
2017-11-15 01:30:00	ES	Futures	2811.36	2812.18	2811.09	2811.64	3564.0
2017-11-15 02:00:00	ES	Futures	2811.64	2811.91	2808.9	2809.45	11079.0
2017-11-15 02:30:00	ES	Futures	2809.45	2811.09	2808.9	2809.45	10264.0
2017-11-15 03:00:00	ES	Futures	2809.45	2810.81	2807.26	2809.72	33292.0
2017-11-15 03:30:00	ES	Futures	2809.72	2811.09	2808.63	2808.9	17006.0
2017-11-15 04:00:00	ES	Futures	2808.9	2810.27	2808.08	2809.17	11943.0
2017-11-15 04:30:00	ES	Futures	2809.17	2809.45	2805.62	2808.08	21137.0
2017-11-15 05:00:00	ES	Futures	2808.35	2809.45	2803.43	2803.98	21587.0
2017-11-15 05:30:00	ES	Futures	2803.7	2805.89	2803.7	2805.07	13198.0
2017-11-15 06:00:00	ES	Futures	2805.34	2806.44	2804.8	2805.07	8061.0
2017-11-15 06:30:00	ES	Futures	2805.07	2807.53	2805.07	2806.44	11947.0
2017-11-15 07:00:00	ES	Futures	2806.16	2809.72	2806.16	2809.45	13708.0
2017-11-15 07:30:00	ES	Futures	2809.17	2809.72	2808.08	2809.17	13766.0
2017-11-15 08:00:00	ES	Futures	2809.17	2811.91	2809.17	2810.81	18786.0
2017-11-15 08:30:00	ES	Futures	2810.81	2811.09	2806.44	2808.63	32848.0
2017-11-15 09:00:00	ES	Futures	2808.9	2808.9	2806.44	2808.08	28908.0
2017-11-15 09:30:00	ES	Futures	2808.08	2808.35	2796.32	2799.6	333237.0
2017-11-15 10:00:00	ES	Futures	2799.33	2805.89	2798.5	2803.98	170727.0
2017-11-15 10:30:00	ES	Futures	2803.7	2810.54	2803.16	2810.54	138862.0
2017-11-15 11:00:00	ES	Futures	2810.54	2813.82	2809.45	2811.91	103338.0
2017-11-15 11:30:00	ES	Futures	2811.91	2812.73	2810.54	2811.64	55004.0
2017-11-15 12:00:00	ES	Futures	2811.64	2811.64	2807.81	2810.27	62996.0
2017-11-15 12:30:00	ES	Futures	2810.27	2811.36	2809.17	2810.54	23430.0
2017-11-15 13:00:00	ES	Futures	2810.54	2811.09	2807.53	2807.81	33127.0
2017-11-15 13:30:00	ES	Futures	2807.81	2809.99	2806.98	2807.53	37792.0
2017-11-15 14:00:00	ES	Futures	2807.53	2808.35	2805.89	2808.08	43379.0
2017-11-15 14:30:00	ES	Futures	2808.08	2809.72	2807.53	2809.17	34973.0
2017-11-15 15:00:00	ES	Futures	2809.17	2811.64	2805.89	2806.71	94493.0
2017-11-15 15:30:00	ES	Futures	2806.71	2809.17	2803.16	2805.34	261279.0
2017-11-15 16:00:00	ES	Futures	2805.07	2807.53	2804.52	2806.71	154719.0
2017-11-15 16:30:00	ES	Futures	2806.71	2806.71	2805.34	2805.89	10943.0
2017-11-15 18:00:00	ES	Futures	2805.89	2806.44	2804.8	2805.07	4808.0
2017-11-15 18:30:00	ES	Futures	2805.34	2806.71	2803.7	2805.34	4492.0
2017-11-15 19:00:00	ES	Futures	2805.34	2808.63	2804.8	2807.53	7834.0
2017-11-15 19:30:00	ES	Futures	2807.81	2810.54	2807.26	2808.9	5952.0
2017-11-15 20:00:00	ES	Futures	2808.9	2810.81	2808.35	2810.27	4208.0
2017-11-15 20:30:00	ES	Futures	2810.27	2810.54	2809.72	2810.27	2244.0
2017-11-15 21:00:00	ES	Futures	2810.27	2812.18	2809.99	2811.36	4735.0
2017-11-15 21:30:00	ES	Futures	2811.36	2811.36	2810.54	2811.09	2087.0
2017-11-15 22:00:00	ES	Futures	2811.09	2812.46	2810.54	2810.54	4429.0
2017-11-15 22:30:00	ES	Futures	2810.54	2811.64	2809.72	2811.09	3319.0
2017-11-15 23:00:00	ES	Futures	2811.09	2811.91	2811.09	2811.64	2668.0
2017-11-15 23:30:00	ES	Futures	2811.64	2812.46	2811.09	2811.91	2175.0
2017-11-15 00:00:00	NQ	Futures	7464.26	7466.64	7461.88	7465.45	495.0
2017-11-15 00:30:00	NQ	Futures	7465.15	7469.91	7465.15	7466.04	797.0
2017-11-15 01:00:00	NQ	Futures	7465.75	7468.13	7461.88	7461.88	633.0
2017-11-15 01:30:00	NQ	Futures	7461.88	7463.67	7460.99	7461.88	647.0

> showing 50 of 3,124 rows — these rows as CSV

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