PREVIEW / futures_30min / 2017-11-24

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-24.parquet
  size:    56 KB
  rows:    1,974

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
2017-11-24 00:00:00	ES	Futures	2842.82	2842.82	2842.0	2842.0	642.0
2017-11-24 00:30:00	ES	Futures	2842.0	2842.27	2841.18	2841.45	1913.0
2017-11-24 01:00:00	ES	Futures	2841.45	2842.0	2840.36	2840.91	2440.0
2017-11-24 01:30:00	ES	Futures	2841.18	2841.18	2840.63	2840.91	533.0
2017-11-24 02:00:00	ES	Futures	2840.91	2843.37	2840.63	2842.55	3049.0
2017-11-24 02:30:00	ES	Futures	2842.82	2842.82	2841.73	2842.0	2744.0
2017-11-24 03:00:00	ES	Futures	2842.0	2843.09	2841.18	2841.73	11048.0
2017-11-24 03:30:00	ES	Futures	2842.0	2842.27	2840.63	2842.0	8128.0
2017-11-24 04:00:00	ES	Futures	2841.73	2843.09	2841.45	2841.73	9165.0
2017-11-24 04:30:00	ES	Futures	2841.73	2842.55	2841.45	2842.27	5863.0
2017-11-24 05:00:00	ES	Futures	2842.27	2843.37	2841.73	2843.09	5154.0
2017-11-24 05:30:00	ES	Futures	2842.82	2844.19	2842.82	2843.92	6361.0
2017-11-24 06:00:00	ES	Futures	2843.64	2845.28	2843.64	2845.28	9135.0
2017-11-24 06:30:00	ES	Futures	2845.28	2846.92	2844.74	2846.1	11066.0
2017-11-24 07:00:00	ES	Futures	2845.83	2847.47	2845.56	2846.92	8942.0
2017-11-24 07:30:00	ES	Futures	2846.92	2847.2	2845.28	2845.83	6095.0
2017-11-24 08:00:00	ES	Futures	2846.1	2847.75	2845.56	2847.2	9778.0
2017-11-24 08:30:00	ES	Futures	2847.47	2847.75	2845.56	2846.1	10334.0
2017-11-24 09:00:00	ES	Futures	2846.1	2846.92	2845.56	2845.83	9541.0
2017-11-24 09:30:00	ES	Futures	2845.56	2846.38	2844.46	2845.83	54070.0
2017-11-24 10:00:00	ES	Futures	2845.56	2846.38	2844.19	2845.56	29892.0
2017-11-24 10:30:00	ES	Futures	2845.83	2846.65	2845.28	2846.38	21121.0
2017-11-24 11:00:00	ES	Futures	2846.1	2848.02	2846.1	2846.92	28907.0
2017-11-24 11:30:00	ES	Futures	2847.2	2847.75	2846.38	2846.92	23378.0
2017-11-24 12:00:00	ES	Futures	2847.2	2848.29	2846.92	2847.75	20361.0
2017-11-24 12:30:00	ES	Futures	2847.47	2848.02	2845.83	2846.65	43407.0
2017-11-24 13:00:00	ES	Futures	2846.38	2848.02	2845.01	2846.65	50663.0
2017-11-24 00:00:00	NQ	Futures	7605.53	7605.53	7602.56	7603.75	314.0
2017-11-24 00:30:00	NQ	Futures	7603.45	7604.34	7602.56	7602.86	361.0
2017-11-24 01:00:00	NQ	Futures	7602.86	7604.94	7600.77	7602.26	641.0
2017-11-24 01:30:00	NQ	Futures	7602.56	7602.56	7601.07	7601.67	192.0
2017-11-24 02:00:00	NQ	Futures	7601.37	7607.32	7601.37	7604.94	742.0
2017-11-24 02:30:00	NQ	Futures	7604.94	7606.72	7602.86	7605.53	638.0
2017-11-24 03:00:00	NQ	Futures	7605.24	7607.91	7601.07	7603.75	1529.0
2017-11-24 03:30:00	NQ	Futures	7603.75	7605.24	7599.88	7602.86	1071.0
2017-11-24 04:00:00	NQ	Futures	7602.26	7606.43	7602.26	7603.45	896.0
2017-11-24 04:30:00	NQ	Futures	7603.45	7606.13	7602.86	7606.13	551.0
2017-11-24 05:00:00	NQ	Futures	7606.13	7608.51	7604.34	7607.02	881.0
2017-11-24 05:30:00	NQ	Futures	7606.72	7609.4	7606.72	7608.51	1236.0
2017-11-24 06:00:00	NQ	Futures	7608.8	7610.89	7606.43	7610.59	1785.0
2017-11-24 06:30:00	NQ	Futures	7610.89	7612.08	7608.8	7609.4	1985.0
2017-11-24 07:00:00	NQ	Futures	7609.1	7612.67	7608.51	7612.08	1970.0
2017-11-24 07:30:00	NQ	Futures	7612.37	7612.67	7609.99	7611.18	1270.0
2017-11-24 08:00:00	NQ	Futures	7611.18	7616.24	7610.59	7614.46	2563.0
2017-11-24 08:30:00	NQ	Futures	7614.16	7614.75	7610.89	7611.78	1961.0
2017-11-24 09:00:00	NQ	Futures	7611.78	7616.24	7607.62	7609.1	3551.0
2017-11-24 09:30:00	NQ	Futures	7609.1	7615.05	7604.94	7614.16	13461.0
2017-11-24 10:00:00	NQ	Futures	7613.86	7616.84	7607.32	7613.56	7978.0
2017-11-24 10:30:00	NQ	Futures	7613.86	7622.78	7613.56	7620.7	7283.0
2017-11-24 11:00:00	NQ	Futures	7620.7	7629.33	7620.7	7626.06	8594.0

> showing 50 of 1,974 rows — these rows as CSV

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