PREVIEW / futures_30min / 2017-11-16

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-16.parquet
  size:    81 KB
  rows:    3,112

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
2017-11-16 00:00:00	ES	Futures	2812.18	2813.82	2811.64	2813.82	6785.0
2017-11-16 00:30:00	ES	Futures	2813.82	2813.82	2812.46	2813.0	2394.0
2017-11-16 01:00:00	ES	Futures	2813.28	2815.19	2812.73	2813.0	6747.0
2017-11-16 01:30:00	ES	Futures	2813.28	2815.19	2813.0	2814.37	2565.0
2017-11-16 02:00:00	ES	Futures	2814.64	2817.11	2814.37	2815.47	9908.0
2017-11-16 02:30:00	ES	Futures	2815.47	2816.01	2813.82	2814.64	8744.0
2017-11-16 03:00:00	ES	Futures	2814.37	2814.64	2812.46	2813.55	18590.0
2017-11-16 03:30:00	ES	Futures	2813.82	2815.74	2813.55	2814.64	12437.0
2017-11-16 04:00:00	ES	Futures	2814.92	2816.56	2814.37	2816.01	10503.0
2017-11-16 04:30:00	ES	Futures	2815.74	2817.38	2815.47	2816.56	12772.0
2017-11-16 05:00:00	ES	Futures	2816.56	2818.47	2816.56	2817.11	13014.0
2017-11-16 05:30:00	ES	Futures	2817.11	2817.38	2815.74	2816.29	7875.0
2017-11-16 06:00:00	ES	Futures	2816.29	2816.83	2815.19	2815.74	5756.0
2017-11-16 06:30:00	ES	Futures	2815.74	2816.56	2814.92	2815.19	5662.0
2017-11-16 07:00:00	ES	Futures	2815.47	2817.38	2814.92	2816.29	11350.0
2017-11-16 07:30:00	ES	Futures	2816.01	2816.83	2815.74	2816.29	9155.0
2017-11-16 08:00:00	ES	Futures	2816.01	2817.65	2815.74	2815.74	12038.0
2017-11-16 08:30:00	ES	Futures	2815.74	2816.01	2814.64	2816.01	20378.0
2017-11-16 09:00:00	ES	Futures	2815.74	2817.38	2815.74	2816.56	21880.0
2017-11-16 09:30:00	ES	Futures	2816.56	2820.66	2816.29	2817.93	190896.0
2017-11-16 10:00:00	ES	Futures	2817.93	2823.67	2817.93	2822.3	125110.0
2017-11-16 10:30:00	ES	Futures	2822.3	2827.23	2822.3	2825.59	114100.0
2017-11-16 11:00:00	ES	Futures	2825.86	2827.78	2824.49	2825.31	79984.0
2017-11-16 11:30:00	ES	Futures	2825.04	2827.78	2824.49	2827.5	42283.0
2017-11-16 12:00:00	ES	Futures	2827.5	2830.51	2827.23	2830.51	61809.0
2017-11-16 12:30:00	ES	Futures	2830.51	2831.33	2829.14	2829.96	57006.0
2017-11-16 13:00:00	ES	Futures	2830.24	2831.88	2829.14	2829.42	49024.0
2017-11-16 13:30:00	ES	Futures	2829.69	2831.33	2829.42	2830.78	40231.0
2017-11-16 14:00:00	ES	Futures	2830.78	2833.52	2830.51	2831.61	58180.0
2017-11-16 14:30:00	ES	Futures	2831.61	2832.97	2829.96	2830.51	53483.0
2017-11-16 15:00:00	ES	Futures	2830.51	2830.78	2828.87	2830.78	62053.0
2017-11-16 15:30:00	ES	Futures	2830.78	2830.78	2827.5	2828.32	210909.0
2017-11-16 16:00:00	ES	Futures	2828.32	2829.14	2826.68	2828.87	94761.0
2017-11-16 16:30:00	ES	Futures	2828.32	2829.14	2828.05	2828.6	8659.0
2017-11-16 18:00:00	ES	Futures	2827.78	2829.69	2826.68	2829.42	8253.0
2017-11-16 18:30:00	ES	Futures	2829.42	2829.69	2828.6	2828.87	1891.0
2017-11-16 19:00:00	ES	Futures	2828.87	2829.14	2826.13	2828.32	8039.0
2017-11-16 19:30:00	ES	Futures	2828.6	2829.42	2827.5	2829.42	2424.0
2017-11-16 20:00:00	ES	Futures	2829.14	2829.42	2826.95	2827.78	4330.0
2017-11-16 20:30:00	ES	Futures	2827.5	2828.32	2826.68	2827.23	3488.0
2017-11-16 21:00:00	ES	Futures	2827.23	2827.23	2823.67	2824.22	11257.0
2017-11-16 21:30:00	ES	Futures	2824.22	2826.41	2823.67	2825.04	5726.0
2017-11-16 22:00:00	ES	Futures	2825.31	2826.95	2825.04	2826.68	3038.0
2017-11-16 22:30:00	ES	Futures	2826.41	2826.95	2825.04	2825.04	3484.0
2017-11-16 23:00:00	ES	Futures	2824.77	2826.68	2824.49	2826.41	3493.0
2017-11-16 23:30:00	ES	Futures	2826.13	2826.68	2825.31	2826.41	2373.0
2017-11-16 00:00:00	NQ	Futures	7475.86	7481.81	7475.26	7480.02	1439.0
2017-11-16 00:30:00	NQ	Futures	7480.02	7480.02	7476.45	7478.24	532.0
2017-11-16 01:00:00	NQ	Futures	7478.24	7483.0	7476.16	7476.16	1322.0
2017-11-16 01:30:00	NQ	Futures	7476.16	7481.51	7476.16	7480.32	685.0

> showing 50 of 3,112 rows — these rows as CSV

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