PREVIEW / futures_30min / 2017-11-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-11-27.parquet
  size:    78 KB
  rows:    3,039

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
2017-11-27 00:00:00	ES	Futures	2842.55	2843.64	2842.27	2843.37	1414.0
2017-11-27 00:30:00	ES	Futures	2843.37	2843.64	2842.82	2843.64	754.0
2017-11-27 01:00:00	ES	Futures	2843.64	2843.64	2842.55	2842.55	1288.0
2017-11-27 01:30:00	ES	Futures	2842.55	2843.92	2842.55	2843.92	1699.0
2017-11-27 02:00:00	ES	Futures	2843.92	2844.74	2843.37	2843.64	5390.0
2017-11-27 02:30:00	ES	Futures	2843.92	2845.01	2843.37	2844.74	2733.0
2017-11-27 03:00:00	ES	Futures	2844.74	2845.83	2843.37	2845.01	16276.0
2017-11-27 03:30:00	ES	Futures	2845.01	2847.75	2844.46	2847.47	15306.0
2017-11-27 04:00:00	ES	Futures	2847.47	2849.11	2846.92	2849.11	12780.0
2017-11-27 04:30:00	ES	Futures	2849.11	2849.11	2847.2	2847.47	8372.0
2017-11-27 05:00:00	ES	Futures	2847.75	2848.57	2846.92	2848.29	7229.0
2017-11-27 05:30:00	ES	Futures	2848.57	2848.84	2848.02	2848.29	6401.0
2017-11-27 06:00:00	ES	Futures	2848.57	2849.93	2848.57	2849.11	7135.0
2017-11-27 06:30:00	ES	Futures	2849.39	2849.39	2848.29	2848.57	4751.0
2017-11-27 07:00:00	ES	Futures	2848.84	2848.84	2845.01	2845.01	13998.0
2017-11-27 07:30:00	ES	Futures	2845.01	2846.1	2844.74	2845.56	8899.0
2017-11-27 08:00:00	ES	Futures	2845.28	2846.65	2844.74	2846.65	6995.0
2017-11-27 08:30:00	ES	Futures	2846.38	2847.47	2845.83	2846.1	9055.0
2017-11-27 09:00:00	ES	Futures	2845.83	2847.47	2845.28	2846.92	15736.0
2017-11-27 09:30:00	ES	Futures	2846.92	2851.03	2845.56	2849.11	107310.0
2017-11-27 10:00:00	ES	Futures	2849.11	2849.93	2847.75	2849.39	53550.0
2017-11-27 10:30:00	ES	Futures	2849.39	2850.21	2848.29	2849.39	39040.0
2017-11-27 11:00:00	ES	Futures	2849.39	2849.66	2843.37	2843.64	75770.0
2017-11-27 11:30:00	ES	Futures	2843.64	2846.38	2842.55	2846.1	54527.0
2017-11-27 12:00:00	ES	Futures	2846.1	2846.38	2845.01	2845.83	30382.0
2017-11-27 12:30:00	ES	Futures	2845.83	2846.38	2844.46	2845.83	25140.0
2017-11-27 13:00:00	ES	Futures	2845.83	2847.47	2845.83	2846.65	34323.0
2017-11-27 13:30:00	ES	Futures	2846.92	2847.47	2846.1	2847.47	28145.0
2017-11-27 14:00:00	ES	Futures	2847.2	2847.47	2845.83	2846.38	25673.0
2017-11-27 14:30:00	ES	Futures	2846.38	2847.2	2845.83	2847.2	38004.0
2017-11-27 15:00:00	ES	Futures	2846.92	2847.2	2845.56	2846.65	35834.0
2017-11-27 15:30:00	ES	Futures	2846.38	2847.2	2845.28	2845.56	86727.0
2017-11-27 16:00:00	ES	Futures	2845.28	2847.47	2845.28	2846.65	75967.0
2017-11-27 16:30:00	ES	Futures	2846.38	2848.29	2846.38	2847.75	7297.0
2017-11-27 18:00:00	ES	Futures	2847.47	2847.47	2844.46	2845.01	6679.0
2017-11-27 18:30:00	ES	Futures	2845.28	2846.65	2843.92	2844.74	3987.0
2017-11-27 19:00:00	ES	Futures	2844.74	2845.28	2843.64	2844.19	4392.0
2017-11-27 19:30:00	ES	Futures	2844.19	2844.19	2842.27	2842.55	6607.0
2017-11-27 20:00:00	ES	Futures	2842.55	2844.46	2842.27	2843.92	4170.0
2017-11-27 20:30:00	ES	Futures	2843.64	2845.28	2843.37	2845.01	4511.0
2017-11-27 21:00:00	ES	Futures	2845.28	2845.28	2844.19	2844.46	2124.0
2017-11-27 21:30:00	ES	Futures	2844.46	2844.46	2843.64	2844.46	2024.0
2017-11-27 22:00:00	ES	Futures	2844.19	2844.19	2843.09	2843.64	2434.0
2017-11-27 22:30:00	ES	Futures	2843.92	2843.92	2842.27	2842.82	3051.0
2017-11-27 23:00:00	ES	Futures	2842.82	2843.64	2842.55	2843.09	1898.0
2017-11-27 23:30:00	ES	Futures	2843.09	2844.19	2843.09	2843.64	1586.0
2017-11-27 00:00:00	NQ	Futures	7618.92	7621.0	7618.62	7620.4	345.0
2017-11-27 00:30:00	NQ	Futures	7620.4	7622.78	7618.62	7622.49	574.0
2017-11-27 01:00:00	NQ	Futures	7622.78	7623.97	7619.21	7619.51	703.0
2017-11-27 01:30:00	NQ	Futures	7619.21	7623.38	7618.92	7622.78	554.0

> showing 50 of 3,039 rows — these rows as CSV

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