PREVIEW / futures_30min / 2017-11-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-23.parquet
  size:    55 KB
  rows:    2,141

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
2017-11-23 00:00:00	ES	Futures	2839.26	2839.54	2838.99	2839.54	585.0
2017-11-23 00:30:00	ES	Futures	2839.26	2839.54	2838.99	2839.26	358.0
2017-11-23 01:00:00	ES	Futures	2839.26	2839.26	2838.17	2838.44	627.0
2017-11-23 01:30:00	ES	Futures	2838.44	2838.44	2837.35	2837.62	659.0
2017-11-23 02:00:00	ES	Futures	2837.62	2838.72	2836.53	2837.35	4816.0
2017-11-23 02:30:00	ES	Futures	2837.35	2837.62	2833.52	2834.34	11074.0
2017-11-23 03:00:00	ES	Futures	2834.61	2837.62	2833.52	2836.26	14330.0
2017-11-23 03:30:00	ES	Futures	2836.53	2838.72	2836.26	2837.9	10284.0
2017-11-23 04:00:00	ES	Futures	2837.9	2839.54	2837.08	2839.26	5100.0
2017-11-23 04:30:00	ES	Futures	2839.26	2840.09	2838.17	2840.09	6135.0
2017-11-23 05:00:00	ES	Futures	2839.81	2841.18	2839.26	2840.09	4516.0
2017-11-23 05:30:00	ES	Futures	2840.09	2842.82	2840.09	2842.55	5869.0
2017-11-23 06:00:00	ES	Futures	2842.55	2842.82	2841.45	2842.27	4900.0
2017-11-23 06:30:00	ES	Futures	2842.27	2842.55	2840.63	2841.73	5221.0
2017-11-23 07:00:00	ES	Futures	2841.73	2842.55	2841.45	2842.27	3605.0
2017-11-23 07:30:00	ES	Futures	2842.27	2842.27	2841.18	2841.18	2733.0
2017-11-23 08:00:00	ES	Futures	2841.18	2841.73	2840.09	2841.18	3280.0
2017-11-23 08:30:00	ES	Futures	2841.18	2842.27	2840.09	2842.0	5099.0
2017-11-23 09:00:00	ES	Futures	2842.0	2842.27	2840.91	2841.73	4856.0
2017-11-23 09:30:00	ES	Futures	2841.45	2842.0	2840.63	2841.45	4361.0
2017-11-23 10:00:00	ES	Futures	2841.45	2841.45	2840.36	2840.91	1756.0
2017-11-23 10:30:00	ES	Futures	2841.18	2842.0	2840.91	2841.45	2268.0
2017-11-23 11:00:00	ES	Futures	2841.45	2841.73	2840.91	2841.18	2145.0
2017-11-23 11:30:00	ES	Futures	2841.18	2841.45	2840.36	2840.91	2956.0
2017-11-23 12:00:00	ES	Futures	2840.91	2841.45	2840.09	2840.63	2352.0
2017-11-23 12:30:00	ES	Futures	2840.36	2841.73	2840.09	2841.73	1756.0
2017-11-23 18:00:00	ES	Futures	2840.63	2840.91	2839.26	2839.26	1728.0
2017-11-23 18:30:00	ES	Futures	2839.26	2839.81	2838.72	2839.81	818.0
2017-11-23 19:00:00	ES	Futures	2839.81	2840.91	2839.54	2840.36	2312.0
2017-11-23 19:30:00	ES	Futures	2840.36	2841.18	2840.09	2840.36	1141.0
2017-11-23 20:00:00	ES	Futures	2840.36	2840.91	2839.54	2840.36	1549.0
2017-11-23 20:30:00	ES	Futures	2840.36	2840.91	2839.54	2840.63	1754.0
2017-11-23 21:00:00	ES	Futures	2840.63	2840.91	2839.81	2840.36	1135.0
2017-11-23 21:30:00	ES	Futures	2840.36	2840.91	2840.09	2840.91	838.0
2017-11-23 22:00:00	ES	Futures	2840.63	2841.18	2840.63	2840.91	957.0
2017-11-23 22:30:00	ES	Futures	2840.91	2843.37	2840.63	2842.55	3754.0
2017-11-23 23:00:00	ES	Futures	2842.27	2842.82	2841.73	2842.27	1547.0
2017-11-23 23:30:00	ES	Futures	2842.55	2842.82	2842.27	2842.82	800.0
2017-11-23 00:00:00	NQ	Futures	7604.34	7604.64	7602.86	7604.34	130.0
2017-11-23 00:30:00	NQ	Futures	7604.34	7604.64	7601.96	7603.15	160.0
2017-11-23 01:00:00	NQ	Futures	7603.15	7603.15	7600.48	7601.07	133.0
2017-11-23 01:30:00	NQ	Futures	7601.37	7601.67	7597.5	7597.8	482.0
2017-11-23 02:00:00	NQ	Futures	7597.8	7600.18	7593.64	7595.12	1346.0
2017-11-23 02:30:00	NQ	Futures	7595.12	7595.42	7585.01	7590.07	2280.0
2017-11-23 03:00:00	NQ	Futures	7589.77	7594.53	7587.09	7593.04	1419.0
2017-11-23 03:30:00	NQ	Futures	7593.34	7599.29	7592.45	7596.91	1195.0
2017-11-23 04:00:00	NQ	Futures	7596.61	7604.34	7595.42	7600.77	1001.0
2017-11-23 04:30:00	NQ	Futures	7600.77	7603.75	7598.4	7603.45	955.0
2017-11-23 05:00:00	NQ	Futures	7603.15	7606.13	7601.96	7603.45	786.0
2017-11-23 05:30:00	NQ	Futures	7603.45	7611.48	7603.45	7610.89	1087.0

> showing 50 of 2,141 rows — these rows as CSV

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