PREVIEW / futures_30min / 2017-11-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-22.parquet
  size:    81 KB
  rows:    3,032

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
2017-11-22 00:00:00	ES	Futures	2841.73	2842.27	2841.45	2841.73	690.0
2017-11-22 00:30:00	ES	Futures	2841.73	2842.0	2841.18	2841.18	975.0
2017-11-22 01:00:00	ES	Futures	2841.18	2843.37	2841.18	2843.09	3003.0
2017-11-22 01:30:00	ES	Futures	2843.37	2843.37	2842.55	2843.09	1197.0
2017-11-22 02:00:00	ES	Futures	2842.82	2843.64	2842.0	2842.55	5736.0
2017-11-22 02:30:00	ES	Futures	2842.27	2842.55	2841.18	2842.27	4918.0
2017-11-22 03:00:00	ES	Futures	2842.27	2843.37	2841.45	2842.55	10821.0
2017-11-22 03:30:00	ES	Futures	2842.55	2842.82	2841.45	2842.0	6877.0
2017-11-22 04:00:00	ES	Futures	2841.73	2842.55	2841.18	2841.73	4965.0
2017-11-22 04:30:00	ES	Futures	2841.73	2842.55	2840.91	2842.0	5761.0
2017-11-22 05:00:00	ES	Futures	2842.27	2842.82	2842.0	2842.27	4875.0
2017-11-22 05:30:00	ES	Futures	2842.27	2842.55	2840.63	2841.73	6056.0
2017-11-22 06:00:00	ES	Futures	2841.45	2842.27	2841.18	2841.73	5192.0
2017-11-22 06:30:00	ES	Futures	2841.73	2842.55	2841.45	2842.27	5082.0
2017-11-22 07:00:00	ES	Futures	2842.0	2844.46	2842.0	2843.64	10484.0
2017-11-22 07:30:00	ES	Futures	2843.64	2845.01	2843.37	2844.74	8681.0
2017-11-22 08:00:00	ES	Futures	2844.74	2845.01	2843.37	2843.64	9573.0
2017-11-22 08:30:00	ES	Futures	2843.92	2843.92	2841.73	2842.82	12767.0
2017-11-22 09:00:00	ES	Futures	2842.82	2843.92	2842.27	2843.09	10044.0
2017-11-22 09:30:00	ES	Futures	2843.09	2844.74	2841.73	2842.55	99010.0
2017-11-22 10:00:00	ES	Futures	2842.55	2843.37	2840.63	2840.91	55899.0
2017-11-22 10:30:00	ES	Futures	2840.91	2842.55	2839.26	2842.27	56126.0
2017-11-22 11:00:00	ES	Futures	2842.55	2842.82	2839.26	2840.36	47358.0
2017-11-22 11:30:00	ES	Futures	2840.36	2840.63	2839.26	2840.36	35107.0
2017-11-22 12:00:00	ES	Futures	2840.09	2840.63	2838.44	2839.54	25305.0
2017-11-22 12:30:00	ES	Futures	2839.54	2840.63	2838.72	2840.36	22820.0
2017-11-22 13:00:00	ES	Futures	2840.09	2840.36	2838.17	2839.81	26920.0
2017-11-22 13:30:00	ES	Futures	2839.81	2840.91	2839.54	2840.63	14187.0
2017-11-22 14:00:00	ES	Futures	2840.36	2842.27	2840.36	2840.91	28196.0
2017-11-22 14:30:00	ES	Futures	2840.63	2842.55	2840.63	2841.45	25569.0
2017-11-22 15:00:00	ES	Futures	2841.18	2842.0	2840.36	2842.0	21916.0
2017-11-22 15:30:00	ES	Futures	2842.0	2842.55	2839.81	2840.09	73049.0
2017-11-22 16:00:00	ES	Futures	2840.36	2840.36	2838.72	2838.72	48305.0
2017-11-22 16:30:00	ES	Futures	2838.72	2838.99	2837.08	2837.9	6905.0
2017-11-22 18:00:00	ES	Futures	2837.62	2838.72	2837.35	2837.9	1675.0
2017-11-22 18:30:00	ES	Futures	2837.9	2838.99	2837.9	2838.72	852.0
2017-11-22 19:00:00	ES	Futures	2838.72	2838.72	2837.9	2838.17	1006.0
2017-11-22 19:30:00	ES	Futures	2838.17	2838.99	2837.9	2838.72	492.0
2017-11-22 20:00:00	ES	Futures	2838.72	2838.99	2838.17	2838.44	992.0
2017-11-22 20:30:00	ES	Futures	2838.17	2838.44	2837.35	2838.44	1785.0
2017-11-22 21:00:00	ES	Futures	2838.44	2838.72	2837.9	2838.44	1172.0
2017-11-22 21:30:00	ES	Futures	2838.44	2838.44	2837.62	2838.17	655.0
2017-11-22 22:00:00	ES	Futures	2838.17	2838.44	2837.9	2838.17	940.0
2017-11-22 22:30:00	ES	Futures	2838.44	2838.44	2837.9	2838.44	519.0
2017-11-22 23:00:00	ES	Futures	2838.17	2839.26	2838.17	2838.72	908.0
2017-11-22 23:30:00	ES	Futures	2838.99	2839.26	2838.72	2838.99	161.0
2017-11-22 00:00:00	NQ	Futures	7593.34	7594.53	7592.74	7593.34	436.0
2017-11-22 00:30:00	NQ	Futures	7593.04	7593.64	7592.15	7593.04	302.0
2017-11-22 01:00:00	NQ	Futures	7592.74	7596.02	7591.85	7595.12	587.0
2017-11-22 01:30:00	NQ	Futures	7595.12	7595.72	7593.64	7595.42	293.0

> showing 50 of 3,032 rows — these rows as CSV

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