PREVIEW / futures_30min / 2017-11-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-21.parquet
  size:    79 KB
  rows:    3,070

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
2017-11-21 00:00:00	ES	Futures	2825.59	2826.41	2825.59	2826.41	1574.0
2017-11-21 00:30:00	ES	Futures	2826.13	2826.41	2824.49	2824.49	2357.0
2017-11-21 01:00:00	ES	Futures	2824.49	2824.77	2823.67	2824.22	4518.0
2017-11-21 01:30:00	ES	Futures	2823.95	2824.22	2823.67	2824.22	914.0
2017-11-21 02:00:00	ES	Futures	2824.22	2825.04	2823.67	2823.67	3194.0
2017-11-21 02:30:00	ES	Futures	2823.95	2825.31	2823.67	2824.22	4213.0
2017-11-21 03:00:00	ES	Futures	2824.22	2824.22	2822.58	2823.67	13377.0
2017-11-21 03:30:00	ES	Futures	2823.67	2825.31	2823.4	2824.22	8572.0
2017-11-21 04:00:00	ES	Futures	2823.95	2825.04	2823.12	2825.04	7750.0
2017-11-21 04:30:00	ES	Futures	2824.77	2826.68	2824.77	2826.41	10368.0
2017-11-21 05:00:00	ES	Futures	2826.41	2831.33	2826.41	2830.51	24342.0
2017-11-21 05:30:00	ES	Futures	2830.51	2831.61	2829.69	2831.33	9046.0
2017-11-21 06:00:00	ES	Futures	2831.33	2832.7	2830.24	2831.33	10487.0
2017-11-21 06:30:00	ES	Futures	2831.06	2832.7	2831.06	2832.7	5215.0
2017-11-21 07:00:00	ES	Futures	2832.7	2834.89	2832.15	2833.25	20250.0
2017-11-21 07:30:00	ES	Futures	2833.25	2834.61	2832.7	2834.07	12907.0
2017-11-21 08:00:00	ES	Futures	2833.79	2835.98	2833.79	2834.34	17216.0
2017-11-21 08:30:00	ES	Futures	2834.34	2836.53	2834.07	2835.71	15369.0
2017-11-21 09:00:00	ES	Futures	2835.43	2836.26	2834.07	2834.07	18384.0
2017-11-21 09:30:00	ES	Futures	2834.34	2840.91	2833.25	2839.54	144694.0
2017-11-21 10:00:00	ES	Futures	2839.81	2843.09	2838.99	2843.09	90557.0
2017-11-21 10:30:00	ES	Futures	2843.09	2843.64	2842.0	2843.09	78203.0
2017-11-21 11:00:00	ES	Futures	2843.37	2843.92	2841.73	2842.27	47783.0
2017-11-21 11:30:00	ES	Futures	2842.27	2843.92	2842.0	2843.09	39233.0
2017-11-21 12:00:00	ES	Futures	2843.37	2843.92	2842.55	2842.55	37766.0
2017-11-21 12:30:00	ES	Futures	2842.82	2843.64	2842.27	2842.82	30483.0
2017-11-21 13:00:00	ES	Futures	2843.09	2843.92	2842.55	2843.64	23826.0
2017-11-21 13:30:00	ES	Futures	2843.64	2845.56	2843.09	2843.09	49986.0
2017-11-21 14:00:00	ES	Futures	2843.09	2843.92	2842.55	2843.64	41724.0
2017-11-21 14:30:00	ES	Futures	2843.64	2843.92	2842.82	2843.92	23399.0
2017-11-21 15:00:00	ES	Futures	2843.64	2844.19	2841.18	2842.27	53814.0
2017-11-21 15:30:00	ES	Futures	2842.27	2843.37	2841.45	2842.82	135069.0
2017-11-21 16:00:00	ES	Futures	2842.55	2842.82	2840.36	2840.63	92786.0
2017-11-21 16:30:00	ES	Futures	2840.63	2841.18	2840.09	2840.63	6060.0
2017-11-21 18:00:00	ES	Futures	2840.36	2841.73	2839.81	2841.45	3328.0
2017-11-21 18:30:00	ES	Futures	2841.45	2841.45	2840.91	2841.18	1301.0
2017-11-21 19:00:00	ES	Futures	2840.91	2841.18	2838.99	2839.26	5438.0
2017-11-21 19:30:00	ES	Futures	2838.99	2840.63	2838.99	2840.09	3109.0
2017-11-21 20:00:00	ES	Futures	2839.81	2840.63	2838.99	2840.09	3388.0
2017-11-21 20:30:00	ES	Futures	2840.09	2840.91	2839.81	2840.09	3491.0
2017-11-21 21:00:00	ES	Futures	2839.81	2841.18	2839.81	2840.91	2508.0
2017-11-21 21:30:00	ES	Futures	2841.18	2844.19	2840.91	2842.82	6683.0
2017-11-21 22:00:00	ES	Futures	2842.82	2843.37	2842.0	2842.27	1739.0
2017-11-21 22:30:00	ES	Futures	2842.0	2842.82	2841.73	2842.27	1397.0
2017-11-21 23:00:00	ES	Futures	2842.27	2842.55	2840.91	2841.45	1803.0
2017-11-21 23:30:00	ES	Futures	2841.45	2842.27	2841.18	2841.73	1441.0
2017-11-21 00:00:00	NQ	Futures	7520.47	7522.85	7520.17	7522.26	596.0
2017-11-21 00:30:00	NQ	Futures	7522.26	7522.26	7517.2	7517.5	829.0
2017-11-21 01:00:00	NQ	Futures	7517.5	7517.5	7514.23	7516.01	568.0
2017-11-21 01:30:00	NQ	Futures	7516.01	7517.2	7514.52	7516.31	234.0

> showing 50 of 3,070 rows — these rows as CSV

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