PREVIEW / futures_30min / 2017-12-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-08.parquet
  size:    68 KB
  rows:    2,507

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
2017-12-08 00:00:00	ES	Futures	2889.87	2891.79	2889.6	2891.51	2467.0
2017-12-08 00:30:00	ES	Futures	2891.51	2892.34	2890.97	2891.51	2404.0
2017-12-08 01:00:00	ES	Futures	2891.51	2892.34	2891.24	2891.79	1305.0
2017-12-08 01:30:00	ES	Futures	2891.51	2892.06	2890.97	2892.06	1165.0
2017-12-08 02:00:00	ES	Futures	2892.06	2892.61	2891.51	2892.34	2742.0
2017-12-08 02:30:00	ES	Futures	2892.34	2892.88	2891.51	2892.06	2211.0
2017-12-08 03:00:00	ES	Futures	2891.79	2893.16	2891.24	2892.34	3767.0
2017-12-08 03:30:00	ES	Futures	2892.34	2893.98	2891.51	2892.61	3461.0
2017-12-08 04:00:00	ES	Futures	2892.88	2892.88	2891.51	2892.34	2089.0
2017-12-08 04:30:00	ES	Futures	2892.34	2894.8	2892.34	2894.8	3602.0
2017-12-08 05:00:00	ES	Futures	2894.8	2896.16	2894.25	2895.07	4412.0
2017-12-08 05:30:00	ES	Futures	2895.07	2896.16	2893.98	2894.52	5038.0
2017-12-08 06:00:00	ES	Futures	2894.52	2894.8	2893.7	2894.25	2299.0
2017-12-08 06:30:00	ES	Futures	2894.25	2894.8	2892.61	2892.88	2667.0
2017-12-08 07:00:00	ES	Futures	2892.61	2894.52	2892.34	2892.88	4916.0
2017-12-08 07:30:00	ES	Futures	2892.61	2893.43	2892.06	2893.43	3191.0
2017-12-08 08:00:00	ES	Futures	2893.16	2895.62	2892.88	2895.07	9410.0
2017-12-08 08:30:00	ES	Futures	2895.07	2899.17	2894.8	2897.81	21388.0
2017-12-08 09:00:00	ES	Futures	2897.81	2898.35	2895.89	2896.16	9558.0
2017-12-08 09:30:00	ES	Futures	2896.16	2898.35	2894.25	2896.44	61354.0
2017-12-08 10:00:00	ES	Futures	2896.71	2897.26	2893.16	2895.62	31964.0
2017-12-08 10:30:00	ES	Futures	2895.62	2897.81	2895.07	2897.81	18665.0
2017-12-08 11:00:00	ES	Futures	2897.81	2898.9	2895.07	2895.62	20084.0
2017-12-08 11:30:00	ES	Futures	2895.62	2898.63	2893.7	2896.99	18047.0
2017-12-08 12:00:00	ES	Futures	2897.26	2901.36	2896.99	2900.54	18141.0
2017-12-08 12:30:00	ES	Futures	2900.54	2901.91	2899.17	2899.45	16892.0
2017-12-08 13:00:00	ES	Futures	2899.72	2901.91	2899.17	2901.09	13778.0
2017-12-08 13:30:00	ES	Futures	2900.82	2901.36	2898.9	2899.99	9797.0
2017-12-08 14:00:00	ES	Futures	2899.99	2900.27	2896.16	2897.81	15270.0
2017-12-08 14:30:00	ES	Futures	2897.81	2898.63	2895.89	2897.53	11664.0
2017-12-08 15:00:00	ES	Futures	2897.81	2899.45	2896.44	2898.63	15715.0
2017-12-08 15:30:00	ES	Futures	2898.63	2902.18	2896.99	2901.64	67653.0
2017-12-08 16:00:00	ES	Futures	2901.64	2901.91	2899.72	2901.09	37046.0
2017-12-08 16:30:00	ES	Futures	2901.09	2902.46	2900.54	2901.64	5273.0
2017-12-08 00:00:00	NQ	Futures	7535.34	7551.4	7534.75	7551.4	1886.0
2017-12-08 00:30:00	NQ	Futures	7551.7	7556.46	7550.51	7552.59	1381.0
2017-12-08 01:00:00	NQ	Futures	7552.59	7559.43	7552.3	7558.54	632.0
2017-12-08 01:30:00	NQ	Futures	7558.24	7565.38	7557.65	7565.38	964.0
2017-12-08 02:00:00	NQ	Futures	7565.08	7565.38	7557.65	7557.65	907.0
2017-12-08 02:30:00	NQ	Futures	7557.35	7561.52	7554.38	7554.97	537.0
2017-12-08 03:00:00	NQ	Futures	7554.68	7560.03	7553.19	7556.16	841.0
2017-12-08 03:30:00	NQ	Futures	7556.16	7560.03	7554.38	7556.16	630.0
2017-12-08 04:00:00	NQ	Futures	7556.46	7557.35	7552.89	7553.49	589.0
2017-12-08 04:30:00	NQ	Futures	7554.08	7560.33	7553.49	7559.73	620.0
2017-12-08 05:00:00	NQ	Futures	7560.33	7565.98	7558.54	7559.14	1170.0
2017-12-08 05:30:00	NQ	Futures	7559.14	7563.89	7557.95	7560.62	690.0
2017-12-08 06:00:00	NQ	Futures	7559.73	7561.22	7557.05	7559.14	315.0
2017-12-08 06:30:00	NQ	Futures	7558.84	7560.03	7550.51	7550.81	646.0
2017-12-08 07:00:00	NQ	Futures	7551.7	7557.65	7549.92	7554.08	688.0
2017-12-08 07:30:00	NQ	Futures	7553.78	7560.62	7552.89	7559.43	928.0

> showing 50 of 2,507 rows — these rows as CSV

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