PREVIEW / futures_30min / 2017-12-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-07.parquet
  size:    82 KB
  rows:    3,042

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
2017-12-07 00:00:00	ES	Futures	2883.03	2883.58	2882.49	2883.31	2389.0
2017-12-07 00:30:00	ES	Futures	2883.31	2883.58	2882.76	2883.31	2980.0
2017-12-07 01:00:00	ES	Futures	2883.31	2884.4	2881.94	2882.49	2637.0
2017-12-07 01:30:00	ES	Futures	2882.49	2883.03	2881.39	2881.94	1600.0
2017-12-07 02:00:00	ES	Futures	2881.67	2881.94	2880.02	2880.57	5284.0
2017-12-07 02:30:00	ES	Futures	2880.57	2881.39	2879.2	2879.48	5158.0
2017-12-07 03:00:00	ES	Futures	2879.48	2880.3	2878.93	2879.48	9247.0
2017-12-07 03:30:00	ES	Futures	2879.48	2880.85	2879.2	2880.3	4607.0
2017-12-07 04:00:00	ES	Futures	2880.3	2881.67	2880.3	2881.39	4306.0
2017-12-07 04:30:00	ES	Futures	2881.39	2883.03	2881.12	2881.94	4978.0
2017-12-07 05:00:00	ES	Futures	2881.67	2882.76	2881.67	2881.94	4934.0
2017-12-07 05:30:00	ES	Futures	2881.94	2883.03	2880.02	2880.3	4303.0
2017-12-07 06:00:00	ES	Futures	2880.57	2880.85	2878.66	2878.66	6816.0
2017-12-07 06:30:00	ES	Futures	2878.66	2879.2	2877.56	2879.2	7950.0
2017-12-07 07:00:00	ES	Futures	2878.93	2879.48	2876.2	2878.66	14792.0
2017-12-07 07:30:00	ES	Futures	2878.66	2878.93	2875.92	2875.92	8070.0
2017-12-07 08:00:00	ES	Futures	2876.2	2878.11	2875.65	2877.84	11385.0
2017-12-07 08:30:00	ES	Futures	2877.84	2877.84	2875.1	2875.1	13959.0
2017-12-07 09:00:00	ES	Futures	2875.1	2876.47	2874.01	2875.1	21873.0
2017-12-07 09:30:00	ES	Futures	2875.37	2880.3	2873.73	2880.3	110742.0
2017-12-07 10:00:00	ES	Futures	2880.3	2881.94	2877.29	2880.85	59563.0
2017-12-07 10:30:00	ES	Futures	2880.85	2884.68	2880.85	2884.68	48327.0
2017-12-07 11:00:00	ES	Futures	2884.68	2885.5	2880.85	2884.4	53463.0
2017-12-07 11:30:00	ES	Futures	2884.4	2888.78	2884.4	2887.96	56115.0
2017-12-07 12:00:00	ES	Futures	2887.96	2888.78	2886.04	2887.14	36251.0
2017-12-07 12:30:00	ES	Futures	2887.14	2888.78	2886.32	2888.78	18078.0
2017-12-07 13:00:00	ES	Futures	2888.78	2890.15	2885.5	2888.23	37375.0
2017-12-07 13:30:00	ES	Futures	2887.96	2889.33	2885.5	2887.14	27098.0
2017-12-07 14:00:00	ES	Futures	2887.41	2887.96	2884.13	2884.95	30147.0
2017-12-07 14:30:00	ES	Futures	2884.95	2884.95	2880.85	2884.68	45948.0
2017-12-07 15:00:00	ES	Futures	2884.68	2886.59	2882.76	2885.5	40268.0
2017-12-07 15:30:00	ES	Futures	2885.5	2886.59	2882.76	2886.04	74314.0
2017-12-07 16:00:00	ES	Futures	2886.04	2888.78	2885.5	2888.51	35927.0
2017-12-07 16:30:00	ES	Futures	2888.23	2888.78	2887.96	2888.23	6509.0
2017-12-07 18:00:00	ES	Futures	2888.23	2889.6	2887.96	2889.05	3921.0
2017-12-07 18:30:00	ES	Futures	2889.05	2890.15	2888.78	2890.15	2815.0
2017-12-07 19:00:00	ES	Futures	2889.87	2890.15	2886.32	2887.68	4823.0
2017-12-07 19:30:00	ES	Futures	2887.96	2889.6	2887.14	2888.51	3549.0
2017-12-07 20:00:00	ES	Futures	2888.78	2888.78	2887.41	2887.68	998.0
2017-12-07 20:30:00	ES	Futures	2887.68	2889.33	2887.41	2888.78	2210.0
2017-12-07 21:00:00	ES	Futures	2888.78	2889.33	2887.96	2888.78	1563.0
2017-12-07 21:30:00	ES	Futures	2888.78	2889.05	2887.41	2887.41	1274.0
2017-12-07 22:00:00	ES	Futures	2887.68	2888.51	2886.86	2888.23	1275.0
2017-12-07 22:30:00	ES	Futures	2888.23	2888.51	2887.96	2888.23	852.0
2017-12-07 23:00:00	ES	Futures	2888.23	2889.33	2887.68	2889.33	705.0
2017-12-07 23:30:00	ES	Futures	2889.05	2890.15	2889.05	2889.6	819.0
2017-12-07 00:00:00	NQ	Futures	7516.61	7519.28	7513.93	7519.28	655.0
2017-12-07 00:30:00	NQ	Futures	7519.58	7523.45	7518.69	7522.55	1067.0
2017-12-07 01:00:00	NQ	Futures	7522.26	7527.61	7517.2	7519.28	1219.0
2017-12-07 01:30:00	NQ	Futures	7519.28	7519.28	7514.52	7516.31	566.0

> showing 50 of 3,042 rows — these rows as CSV

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