PREVIEW / futures_30min / 2017-12-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-05.parquet
  size:    84 KB
  rows:    3,062

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
2017-12-05 00:00:00	ES	Futures	2893.7	2893.7	2892.34	2892.34	1669.0
2017-12-05 00:30:00	ES	Futures	2892.34	2892.88	2891.51	2891.79	1127.0
2017-12-05 01:00:00	ES	Futures	2892.06	2893.16	2890.97	2891.79	2104.0
2017-12-05 01:30:00	ES	Futures	2892.06	2892.34	2891.24	2892.34	2608.0
2017-12-05 02:00:00	ES	Futures	2892.61	2893.7	2892.06	2892.88	4919.0
2017-12-05 02:30:00	ES	Futures	2892.88	2892.88	2890.15	2890.15	5596.0
2017-12-05 03:00:00	ES	Futures	2889.87	2892.61	2889.6	2891.24	13654.0
2017-12-05 03:30:00	ES	Futures	2891.24	2891.51	2888.23	2888.51	6907.0
2017-12-05 04:00:00	ES	Futures	2888.78	2889.87	2887.14	2888.51	7805.0
2017-12-05 04:30:00	ES	Futures	2888.51	2890.69	2887.96	2890.15	5956.0
2017-12-05 05:00:00	ES	Futures	2890.15	2890.69	2885.77	2886.86	14676.0
2017-12-05 05:30:00	ES	Futures	2886.86	2886.86	2883.58	2884.95	10710.0
2017-12-05 06:00:00	ES	Futures	2884.95	2886.59	2884.13	2885.77	8091.0
2017-12-05 06:30:00	ES	Futures	2885.77	2889.05	2885.5	2889.05	8439.0
2017-12-05 07:00:00	ES	Futures	2889.05	2891.51	2887.96	2889.6	11787.0
2017-12-05 07:30:00	ES	Futures	2889.87	2893.16	2888.51	2892.34	18502.0
2017-12-05 08:00:00	ES	Futures	2892.61	2893.98	2891.79	2892.61	16442.0
2017-12-05 08:30:00	ES	Futures	2892.61	2893.16	2889.05	2889.33	19167.0
2017-12-05 09:00:00	ES	Futures	2889.6	2892.88	2889.05	2890.42	31343.0
2017-12-05 09:30:00	ES	Futures	2890.69	2890.69	2886.86	2887.68	123864.0
2017-12-05 10:00:00	ES	Futures	2887.96	2892.61	2887.41	2890.97	96200.0
2017-12-05 10:30:00	ES	Futures	2891.24	2895.89	2888.51	2894.8	93322.0
2017-12-05 11:00:00	ES	Futures	2894.8	2898.35	2894.52	2897.53	68400.0
2017-12-05 11:30:00	ES	Futures	2897.53	2898.08	2891.79	2892.61	51481.0
2017-12-05 12:00:00	ES	Futures	2892.61	2892.88	2887.96	2890.15	54090.0
2017-12-05 12:30:00	ES	Futures	2890.42	2892.06	2887.41	2888.51	39869.0
2017-12-05 13:00:00	ES	Futures	2888.51	2891.51	2886.86	2889.87	41288.0
2017-12-05 13:30:00	ES	Futures	2890.15	2890.97	2887.96	2889.6	23898.0
2017-12-05 14:00:00	ES	Futures	2889.6	2890.42	2882.49	2884.68	59998.0
2017-12-05 14:30:00	ES	Futures	2884.95	2884.95	2878.38	2880.3	83267.0
2017-12-05 15:00:00	ES	Futures	2880.02	2882.21	2877.02	2881.12	62821.0
2017-12-05 15:30:00	ES	Futures	2880.85	2881.39	2875.1	2876.74	137951.0
2017-12-05 16:00:00	ES	Futures	2876.74	2878.38	2875.65	2876.2	45476.0
2017-12-05 16:30:00	ES	Futures	2876.2	2877.29	2874.83	2875.1	6287.0
2017-12-05 18:00:00	ES	Futures	2874.28	2877.56	2874.28	2877.29	4180.0
2017-12-05 18:30:00	ES	Futures	2877.29	2877.84	2875.92	2877.56	2028.0
2017-12-05 19:00:00	ES	Futures	2877.29	2879.48	2876.47	2878.93	4926.0
2017-12-05 19:30:00	ES	Futures	2878.66	2879.48	2877.84	2878.66	2541.0
2017-12-05 20:00:00	ES	Futures	2878.93	2879.2	2877.29	2877.84	2395.0
2017-12-05 20:30:00	ES	Futures	2878.11	2878.66	2877.29	2878.38	2371.0
2017-12-05 21:00:00	ES	Futures	2878.11	2878.38	2876.2	2876.47	3608.0
2017-12-05 21:30:00	ES	Futures	2876.47	2877.02	2871.82	2872.64	10520.0
2017-12-05 22:00:00	ES	Futures	2872.91	2875.65	2871.82	2875.1	6517.0
2017-12-05 22:30:00	ES	Futures	2875.1	2875.65	2872.09	2873.19	5083.0
2017-12-05 23:00:00	ES	Futures	2872.91	2873.19	2869.9	2870.72	5650.0
2017-12-05 23:30:00	ES	Futures	2870.45	2871.82	2869.9	2871.27	4625.0
2017-12-05 00:00:00	NQ	Futures	7467.83	7468.13	7463.96	7465.45	407.0
2017-12-05 00:30:00	NQ	Futures	7465.75	7466.64	7456.53	7458.91	777.0
2017-12-05 01:00:00	NQ	Futures	7458.61	7460.39	7450.28	7455.34	894.0
2017-12-05 01:30:00	NQ	Futures	7455.64	7459.8	7453.26	7459.2	528.0

> showing 50 of 3,062 rows — these rows as CSV

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