PREVIEW / futures_30min / 2017-12-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-06.parquet
  size:    81 KB
  rows:    3,055

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
2017-12-06 00:00:00	ES	Futures	2871.27	2871.27	2869.08	2871.27	6400.0
2017-12-06 00:30:00	ES	Futures	2871.27	2871.54	2870.45	2871.27	3460.0
2017-12-06 01:00:00	ES	Futures	2871.27	2872.64	2870.45	2871.27	3638.0
2017-12-06 01:30:00	ES	Futures	2871.27	2873.19	2871.0	2872.37	2041.0
2017-12-06 02:00:00	ES	Futures	2872.64	2872.91	2869.63	2870.72	8923.0
2017-12-06 02:30:00	ES	Futures	2870.45	2871.27	2866.89	2870.18	11982.0
2017-12-06 03:00:00	ES	Futures	2869.9	2871.54	2869.08	2870.72	14521.0
2017-12-06 03:30:00	ES	Futures	2870.72	2872.91	2869.36	2872.64	10693.0
2017-12-06 04:00:00	ES	Futures	2872.64	2874.01	2871.54	2872.09	8161.0
2017-12-06 04:30:00	ES	Futures	2872.09	2872.09	2869.9	2870.45	6817.0
2017-12-06 05:00:00	ES	Futures	2870.45	2871.0	2869.08	2869.63	10073.0
2017-12-06 05:30:00	ES	Futures	2869.63	2872.37	2869.36	2871.27	9191.0
2017-12-06 06:00:00	ES	Futures	2871.27	2873.19	2870.45	2872.37	10045.0
2017-12-06 06:30:00	ES	Futures	2872.37	2872.91	2871.27	2872.91	5992.0
2017-12-06 07:00:00	ES	Futures	2872.91	2874.28	2871.54	2871.82	7678.0
2017-12-06 07:30:00	ES	Futures	2871.54	2874.55	2871.54	2873.73	7868.0
2017-12-06 08:00:00	ES	Futures	2874.01	2874.28	2871.27	2871.54	13973.0
2017-12-06 08:30:00	ES	Futures	2871.54	2875.37	2871.27	2874.83	19679.0
2017-12-06 09:00:00	ES	Futures	2875.1	2875.65	2872.37	2873.19	19084.0
2017-12-06 09:30:00	ES	Futures	2873.19	2879.2	2872.91	2877.29	143545.0
2017-12-06 10:00:00	ES	Futures	2877.29	2880.3	2873.46	2875.37	80973.0
2017-12-06 10:30:00	ES	Futures	2875.65	2881.39	2871.27	2881.12	98216.0
2017-12-06 11:00:00	ES	Futures	2881.12	2881.94	2877.56	2878.38	59145.0
2017-12-06 11:30:00	ES	Futures	2878.11	2879.2	2875.92	2877.29	44381.0
2017-12-06 12:00:00	ES	Futures	2877.29	2877.84	2873.46	2874.01	43774.0
2017-12-06 12:30:00	ES	Futures	2874.01	2877.84	2873.46	2876.74	29503.0
2017-12-06 13:00:00	ES	Futures	2876.74	2877.84	2875.37	2876.74	24644.0
2017-12-06 13:30:00	ES	Futures	2876.74	2880.3	2876.2	2880.02	31596.0
2017-12-06 14:00:00	ES	Futures	2879.75	2881.67	2878.66	2879.48	38739.0
2017-12-06 14:30:00	ES	Futures	2879.48	2882.76	2878.66	2880.3	33620.0
2017-12-06 15:00:00	ES	Futures	2880.3	2881.67	2878.93	2879.48	31533.0
2017-12-06 15:30:00	ES	Futures	2879.48	2879.75	2875.37	2877.02	90919.0
2017-12-06 16:00:00	ES	Futures	2877.02	2878.38	2875.92	2877.02	42649.0
2017-12-06 16:30:00	ES	Futures	2877.02	2879.75	2876.74	2879.48	7570.0
2017-12-06 18:00:00	ES	Futures	2878.38	2880.3	2877.56	2880.3	4697.0
2017-12-06 18:30:00	ES	Futures	2880.02	2880.85	2879.2	2880.02	2580.0
2017-12-06 19:00:00	ES	Futures	2879.75	2881.94	2879.75	2881.67	6445.0
2017-12-06 19:30:00	ES	Futures	2881.67	2884.68	2881.39	2883.58	7165.0
2017-12-06 20:00:00	ES	Futures	2883.31	2884.4	2882.76	2883.31	5940.0
2017-12-06 20:30:00	ES	Futures	2883.31	2885.5	2883.03	2884.4	5106.0
2017-12-06 21:00:00	ES	Futures	2884.68	2884.68	2883.03	2884.4	3151.0
2017-12-06 21:30:00	ES	Futures	2884.13	2884.4	2882.76	2883.03	2228.0
2017-12-06 22:00:00	ES	Futures	2883.31	2884.13	2882.76	2883.31	1806.0
2017-12-06 22:30:00	ES	Futures	2883.31	2883.31	2882.49	2883.03	1207.0
2017-12-06 23:00:00	ES	Futures	2883.03	2883.85	2882.76	2883.31	1695.0
2017-12-06 23:30:00	ES	Futures	2883.31	2883.58	2882.49	2883.31	1143.0
2017-12-06 00:00:00	NQ	Futures	7430.35	7430.35	7420.24	7427.08	2589.0
2017-12-06 00:30:00	NQ	Futures	7426.79	7427.68	7420.84	7423.22	1299.0
2017-12-06 01:00:00	NQ	Futures	7423.51	7426.79	7422.03	7425.89	977.0
2017-12-06 01:30:00	NQ	Futures	7425.6	7436.01	7424.11	7431.84	1203.0

> showing 50 of 3,055 rows — these rows as CSV

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