PREVIEW / futures_30min / 2017-12-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-01.parquet
  size:    76 KB
  rows:    2,585

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
2017-12-01 00:00:00	ES	Futures	2890.69	2890.97	2889.87	2890.69	2002.0
2017-12-01 00:30:00	ES	Futures	2890.69	2890.97	2890.15	2890.42	1687.0
2017-12-01 01:00:00	ES	Futures	2890.42	2891.24	2887.41	2890.97	6090.0
2017-12-01 01:30:00	ES	Futures	2891.24	2892.34	2890.15	2892.34	2669.0
2017-12-01 02:00:00	ES	Futures	2892.34	2893.98	2891.51	2893.98	6703.0
2017-12-01 02:30:00	ES	Futures	2893.98	2894.52	2893.16	2894.25	6315.0
2017-12-01 03:00:00	ES	Futures	2894.25	2895.07	2892.88	2892.88	14401.0
2017-12-01 03:30:00	ES	Futures	2892.88	2893.43	2887.96	2889.05	21085.0
2017-12-01 04:00:00	ES	Futures	2889.05	2890.15	2886.86	2888.23	21319.0
2017-12-01 04:30:00	ES	Futures	2888.23	2891.51	2887.68	2890.69	16589.0
2017-12-01 05:00:00	ES	Futures	2890.69	2891.51	2889.05	2889.87	11749.0
2017-12-01 05:30:00	ES	Futures	2889.6	2889.87	2879.2	2881.39	38792.0
2017-12-01 06:00:00	ES	Futures	2881.39	2886.04	2880.57	2885.5	24184.0
2017-12-01 06:30:00	ES	Futures	2885.77	2887.14	2883.31	2884.13	16589.0
2017-12-01 07:00:00	ES	Futures	2883.85	2886.86	2883.58	2884.95	16661.0
2017-12-01 07:30:00	ES	Futures	2884.68	2889.33	2884.68	2888.51	21039.0
2017-12-01 08:00:00	ES	Futures	2888.51	2895.62	2888.23	2894.52	42716.0
2017-12-01 08:30:00	ES	Futures	2894.52	2896.44	2892.61	2893.43	26220.0
2017-12-01 09:00:00	ES	Futures	2893.16	2897.26	2893.16	2894.52	36276.0
2017-12-01 09:30:00	ES	Futures	2894.52	2898.35	2891.79	2894.8	173266.0
2017-12-01 10:00:00	ES	Futures	2894.52	2900.54	2892.06	2897.81	126737.0
2017-12-01 10:30:00	ES	Futures	2897.53	2900.27	2894.25	2898.35	101216.0
2017-12-01 11:00:00	ES	Futures	2898.35	2899.17	2858.69	2860.88	439193.0
2017-12-01 11:30:00	ES	Futures	2860.6	2877.02	2850.48	2876.74	365578.0
2017-12-01 12:00:00	ES	Futures	2876.74	2882.21	2872.64	2878.11	180485.0
2017-12-01 12:30:00	ES	Futures	2878.38	2883.58	2874.55	2882.76	79541.0
2017-12-01 13:00:00	ES	Futures	2882.49	2885.22	2880.57	2884.68	51849.0
2017-12-01 13:30:00	ES	Futures	2884.95	2888.78	2883.03	2885.77	58765.0
2017-12-01 14:00:00	ES	Futures	2885.77	2888.23	2884.4	2887.41	50387.0
2017-12-01 14:30:00	ES	Futures	2887.41	2888.23	2882.21	2884.4	53623.0
2017-12-01 15:00:00	ES	Futures	2884.4	2887.41	2881.39	2886.86	61359.0
2017-12-01 15:30:00	ES	Futures	2886.59	2892.06	2886.59	2890.97	195447.0
2017-12-01 16:00:00	ES	Futures	2890.69	2893.98	2890.69	2893.7	95108.0
2017-12-01 16:30:00	ES	Futures	2893.43	2893.98	2889.87	2891.79	11624.0
2017-12-01 00:00:00	NQ	Futures	7562.71	7563.3	7559.73	7560.92	610.0
2017-12-01 00:30:00	NQ	Futures	7561.22	7563.0	7558.24	7560.03	566.0
2017-12-01 01:00:00	NQ	Futures	7560.03	7563.6	7552.59	7563.0	1081.0
2017-12-01 01:30:00	NQ	Futures	7563.0	7563.89	7557.35	7563.0	731.0
2017-12-01 02:00:00	NQ	Futures	7562.71	7568.06	7560.03	7567.46	1524.0
2017-12-01 02:30:00	NQ	Futures	7567.17	7574.01	7565.08	7573.71	2090.0
2017-12-01 03:00:00	NQ	Futures	7573.71	7575.49	7569.84	7570.74	1674.0
2017-12-01 03:30:00	NQ	Futures	7570.44	7571.33	7544.27	7547.24	3695.0
2017-12-01 04:00:00	NQ	Futures	7547.54	7548.43	7535.34	7538.02	3761.0
2017-12-01 04:30:00	NQ	Futures	7537.42	7549.02	7536.24	7546.05	2282.0
2017-12-01 05:00:00	NQ	Futures	7546.35	7546.64	7541.59	7544.27	1589.0
2017-12-01 05:30:00	NQ	Futures	7544.86	7545.16	7506.79	7513.04	4986.0
2017-12-01 06:00:00	NQ	Futures	7512.74	7528.21	7508.28	7527.02	3673.0
2017-12-01 06:30:00	NQ	Futures	7527.31	7530.58	7518.69	7521.07	2622.0
2017-12-01 07:00:00	NQ	Futures	7521.36	7532.96	7518.99	7520.77	3120.0
2017-12-01 07:30:00	NQ	Futures	7520.77	7535.34	7519.58	7531.48	3826.0

> showing 50 of 2,585 rows — these rows as CSV

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