PREVIEW / futures_30min / 2017-11-17

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-17.parquet
  size:    71 KB
  rows:    2,532

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
2017-11-17 00:00:00	ES	Futures	2826.41	2826.41	2824.22	2825.31	2858.0
2017-11-17 00:30:00	ES	Futures	2825.04	2825.86	2824.77	2825.31	2834.0
2017-11-17 01:00:00	ES	Futures	2825.59	2826.41	2825.04	2825.86	2235.0
2017-11-17 01:30:00	ES	Futures	2826.13	2826.13	2825.04	2825.31	1362.0
2017-11-17 02:00:00	ES	Futures	2825.31	2826.13	2824.77	2826.13	5072.0
2017-11-17 02:30:00	ES	Futures	2825.86	2826.68	2824.77	2826.41	5452.0
2017-11-17 03:00:00	ES	Futures	2826.68	2828.05	2825.59	2826.95	20777.0
2017-11-17 03:30:00	ES	Futures	2826.68	2827.5	2823.95	2823.95	15198.0
2017-11-17 04:00:00	ES	Futures	2824.22	2825.04	2822.58	2824.22	10901.0
2017-11-17 04:30:00	ES	Futures	2824.22	2825.04	2823.4	2823.67	7152.0
2017-11-17 05:00:00	ES	Futures	2823.67	2824.49	2823.12	2823.4	6317.0
2017-11-17 05:30:00	ES	Futures	2823.67	2825.31	2822.85	2825.04	7719.0
2017-11-17 06:00:00	ES	Futures	2824.77	2825.59	2824.22	2825.04	6923.0
2017-11-17 06:30:00	ES	Futures	2825.31	2826.95	2825.04	2826.95	7039.0
2017-11-17 07:00:00	ES	Futures	2826.68	2828.05	2826.68	2827.23	7743.0
2017-11-17 07:30:00	ES	Futures	2827.23	2829.14	2826.95	2828.6	7688.0
2017-11-17 08:00:00	ES	Futures	2828.6	2828.87	2827.23	2828.05	8233.0
2017-11-17 08:30:00	ES	Futures	2827.78	2828.05	2825.31	2826.68	15813.0
2017-11-17 09:00:00	ES	Futures	2826.41	2826.95	2823.67	2823.95	29056.0
2017-11-17 09:30:00	ES	Futures	2823.95	2825.59	2821.48	2825.04	170588.0
2017-11-17 10:00:00	ES	Futures	2824.77	2826.68	2822.03	2824.22	88793.0
2017-11-17 10:30:00	ES	Futures	2824.22	2825.59	2822.03	2824.77	64724.0
2017-11-17 11:00:00	ES	Futures	2824.49	2825.04	2820.66	2823.4	69889.0
2017-11-17 11:30:00	ES	Futures	2823.67	2824.77	2822.03	2824.49	61806.0
2017-11-17 12:00:00	ES	Futures	2824.49	2825.59	2822.58	2825.31	35678.0
2017-11-17 12:30:00	ES	Futures	2825.31	2825.59	2823.67	2825.04	30148.0
2017-11-17 13:00:00	ES	Futures	2824.77	2825.59	2822.58	2823.95	28726.0
2017-11-17 13:30:00	ES	Futures	2823.67	2825.04	2823.4	2823.95	30342.0
2017-11-17 14:00:00	ES	Futures	2823.95	2824.77	2822.58	2823.4	24221.0
2017-11-17 14:30:00	ES	Futures	2823.67	2824.22	2822.03	2823.95	36055.0
2017-11-17 15:00:00	ES	Futures	2823.67	2823.95	2821.48	2822.03	36028.0
2017-11-17 15:30:00	ES	Futures	2821.76	2822.85	2819.02	2820.66	164251.0
2017-11-17 16:00:00	ES	Futures	2820.39	2822.03	2818.47	2818.75	87358.0
2017-11-17 16:30:00	ES	Futures	2818.75	2819.29	2817.38	2818.47	10506.0
2017-11-17 00:00:00	NQ	Futures	7548.43	7548.43	7543.97	7545.75	672.0
2017-11-17 00:30:00	NQ	Futures	7545.46	7546.94	7544.27	7545.16	534.0
2017-11-17 01:00:00	NQ	Futures	7545.46	7547.83	7544.56	7546.35	527.0
2017-11-17 01:30:00	NQ	Futures	7546.35	7546.64	7544.86	7545.46	368.0
2017-11-17 02:00:00	NQ	Futures	7545.16	7547.83	7543.67	7546.94	958.0
2017-11-17 02:30:00	NQ	Futures	7547.24	7549.02	7543.67	7549.02	850.0
2017-11-17 03:00:00	NQ	Futures	7549.32	7556.46	7546.05	7552.89	2659.0
2017-11-17 03:30:00	NQ	Futures	7552.89	7554.38	7544.86	7545.16	1584.0
2017-11-17 04:00:00	NQ	Futures	7544.86	7547.54	7539.21	7542.78	1464.0
2017-11-17 04:30:00	NQ	Futures	7543.08	7546.64	7541.59	7543.67	787.0
2017-11-17 05:00:00	NQ	Futures	7543.97	7546.64	7540.4	7542.48	1040.0
2017-11-17 05:30:00	NQ	Futures	7542.48	7548.13	7540.7	7546.94	1424.0
2017-11-17 06:00:00	NQ	Futures	7546.94	7549.92	7545.16	7548.43	1230.0
2017-11-17 06:30:00	NQ	Futures	7548.43	7551.11	7547.24	7549.92	1009.0
2017-11-17 07:00:00	NQ	Futures	7549.62	7553.19	7549.32	7550.51	1459.0
2017-11-17 07:30:00	NQ	Futures	7550.21	7555.27	7549.62	7553.19	1553.0

> showing 50 of 2,532 rows — these rows as CSV

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