PREVIEW / futures_30min / 2017-12-04

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-04.parquet
  size:    82 KB
  rows:    3,073

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
2017-12-04 00:00:00	ES	Futures	2911.48	2911.76	2909.3	2910.12	2601.0
2017-12-04 00:30:00	ES	Futures	2910.12	2910.12	2908.48	2909.84	2562.0
2017-12-04 01:00:00	ES	Futures	2909.84	2909.84	2908.48	2908.75	1698.0
2017-12-04 01:30:00	ES	Futures	2908.75	2910.39	2908.48	2909.84	3902.0
2017-12-04 02:00:00	ES	Futures	2909.57	2912.3	2908.75	2911.76	10546.0
2017-12-04 02:30:00	ES	Futures	2911.76	2911.76	2909.02	2909.57	7969.0
2017-12-04 03:00:00	ES	Futures	2909.57	2910.12	2907.11	2907.38	24167.0
2017-12-04 03:30:00	ES	Futures	2907.65	2909.84	2907.38	2908.75	12833.0
2017-12-04 04:00:00	ES	Futures	2908.48	2909.57	2907.38	2907.93	9530.0
2017-12-04 04:30:00	ES	Futures	2907.93	2908.48	2906.56	2906.83	7038.0
2017-12-04 05:00:00	ES	Futures	2907.11	2909.02	2906.56	2908.48	7395.0
2017-12-04 05:30:00	ES	Futures	2908.48	2910.66	2908.2	2910.12	8140.0
2017-12-04 06:00:00	ES	Futures	2909.84	2911.21	2909.3	2911.21	8544.0
2017-12-04 06:30:00	ES	Futures	2910.94	2911.48	2910.66	2910.94	6516.0
2017-12-04 07:00:00	ES	Futures	2910.66	2911.48	2910.12	2911.21	8115.0
2017-12-04 07:30:00	ES	Futures	2911.21	2911.76	2909.3	2909.84	10341.0
2017-12-04 08:00:00	ES	Futures	2909.84	2910.12	2906.83	2907.93	19792.0
2017-12-04 08:30:00	ES	Futures	2907.93	2908.75	2906.83	2908.48	20442.0
2017-12-04 09:00:00	ES	Futures	2908.48	2911.21	2907.93	2910.94	30837.0
2017-12-04 09:30:00	ES	Futures	2910.94	2916.41	2909.3	2911.76	197391.0
2017-12-04 10:00:00	ES	Futures	2912.03	2913.13	2908.2	2912.03	140042.0
2017-12-04 10:30:00	ES	Futures	2912.03	2912.58	2900.54	2903.82	176391.0
2017-12-04 11:00:00	ES	Futures	2903.55	2907.11	2900.82	2905.19	112924.0
2017-12-04 11:30:00	ES	Futures	2905.47	2907.65	2903.28	2905.74	68686.0
2017-12-04 12:00:00	ES	Futures	2905.74	2908.2	2902.73	2904.37	52014.0
2017-12-04 12:30:00	ES	Futures	2904.1	2906.29	2901.91	2905.74	48795.0
2017-12-04 13:00:00	ES	Futures	2905.74	2907.93	2904.92	2906.01	42474.0
2017-12-04 13:30:00	ES	Futures	2906.01	2907.93	2905.19	2907.11	40758.0
2017-12-04 14:00:00	ES	Futures	2906.83	2907.11	2898.35	2899.17	93009.0
2017-12-04 14:30:00	ES	Futures	2899.17	2899.17	2895.07	2897.26	88850.0
2017-12-04 15:00:00	ES	Futures	2897.26	2897.53	2894.25	2894.8	69015.0
2017-12-04 15:30:00	ES	Futures	2894.8	2896.16	2886.86	2887.14	179486.0
2017-12-04 16:00:00	ES	Futures	2886.86	2888.23	2885.5	2886.86	77784.0
2017-12-04 16:30:00	ES	Futures	2886.59	2886.59	2881.94	2885.22	13447.0
2017-12-04 18:00:00	ES	Futures	2884.4	2886.86	2884.13	2885.22	7855.0
2017-12-04 18:30:00	ES	Futures	2885.22	2887.41	2885.22	2886.59	2597.0
2017-12-04 19:00:00	ES	Futures	2886.59	2888.78	2885.22	2888.51	7072.0
2017-12-04 19:30:00	ES	Futures	2888.51	2888.78	2886.32	2887.14	4288.0
2017-12-04 20:00:00	ES	Futures	2887.14	2889.33	2886.86	2889.05	3662.0
2017-12-04 20:30:00	ES	Futures	2889.33	2890.42	2889.05	2889.6	3895.0
2017-12-04 21:00:00	ES	Futures	2889.6	2890.69	2889.33	2889.87	2151.0
2017-12-04 21:30:00	ES	Futures	2889.87	2891.24	2889.33	2890.15	2508.0
2017-12-04 22:00:00	ES	Futures	2890.15	2892.06	2889.87	2891.51	2924.0
2017-12-04 22:30:00	ES	Futures	2891.24	2892.61	2890.42	2891.51	3611.0
2017-12-04 23:00:00	ES	Futures	2891.51	2892.06	2891.51	2892.06	862.0
2017-12-04 23:30:00	ES	Futures	2892.06	2893.7	2891.24	2893.43	4283.0
2017-12-04 00:00:00	NQ	Futures	7590.37	7590.96	7581.44	7585.31	955.0
2017-12-04 00:30:00	NQ	Futures	7585.61	7586.8	7582.04	7585.9	607.0
2017-12-04 01:00:00	NQ	Futures	7586.5	7586.5	7582.33	7584.71	376.0
2017-12-04 01:30:00	NQ	Futures	7584.42	7588.88	7582.93	7585.9	748.0

> showing 50 of 3,073 rows — these rows as CSV

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