PREVIEW / futures_30min / 2017-12-11

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-11.parquet
  size:    73 KB
  rows:    2,892

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
2017-12-11 00:00:00	ES	Futures	2904.37	2904.37	2902.73	2903.28	916.0
2017-12-11 00:30:00	ES	Futures	2903.28	2904.37	2903.28	2904.1	1122.0
2017-12-11 01:00:00	ES	Futures	2904.37	2904.65	2902.73	2903.28	1041.0
2017-12-11 01:30:00	ES	Futures	2903.28	2903.55	2902.46	2903.28	673.0
2017-12-11 02:00:00	ES	Futures	2903.28	2905.74	2903.28	2904.65	2194.0
2017-12-11 02:30:00	ES	Futures	2904.37	2905.47	2904.1	2904.37	2061.0
2017-12-11 03:00:00	ES	Futures	2904.37	2906.01	2903.55	2904.1	4378.0
2017-12-11 03:30:00	ES	Futures	2904.1	2904.65	2903.0	2903.28	2385.0
2017-12-11 04:00:00	ES	Futures	2903.55	2904.65	2902.73	2902.73	1805.0
2017-12-11 04:30:00	ES	Futures	2903.0	2903.0	2901.64	2902.18	2049.0
2017-12-11 05:00:00	ES	Futures	2902.18	2904.65	2902.18	2904.37	2835.0
2017-12-11 05:30:00	ES	Futures	2904.37	2904.65	2903.28	2903.28	1364.0
2017-12-11 06:00:00	ES	Futures	2903.55	2904.65	2903.28	2904.37	1603.0
2017-12-11 06:30:00	ES	Futures	2904.37	2904.65	2902.46	2902.46	2077.0
2017-12-11 07:00:00	ES	Futures	2902.46	2904.1	2902.18	2904.1	1853.0
2017-12-11 07:30:00	ES	Futures	2904.1	2904.65	2900.54	2900.82	6360.0
2017-12-11 08:00:00	ES	Futures	2900.54	2902.18	2898.9	2901.09	10144.0
2017-12-11 08:30:00	ES	Futures	2901.36	2903.55	2901.09	2903.0	4736.0
2017-12-11 09:00:00	ES	Futures	2903.0	2903.55	2901.64	2902.46	4794.0
2017-12-11 09:30:00	ES	Futures	2902.46	2906.83	2901.64	2906.83	37785.0
2017-12-11 10:00:00	ES	Futures	2906.83	2908.2	2903.55	2903.82	31002.0
2017-12-11 10:30:00	ES	Futures	2903.82	2906.83	2903.55	2903.82	15355.0
2017-12-11 11:00:00	ES	Futures	2903.82	2906.56	2902.73	2906.01	12816.0
2017-12-11 11:30:00	ES	Futures	2906.01	2907.11	2905.19	2905.74	11338.0
2017-12-11 12:00:00	ES	Futures	2905.47	2907.65	2905.47	2907.38	8804.0
2017-12-11 12:30:00	ES	Futures	2907.65	2909.02	2907.38	2908.75	7946.0
2017-12-11 13:00:00	ES	Futures	2909.02	2910.39	2907.93	2907.93	10311.0
2017-12-11 13:30:00	ES	Futures	2908.2	2909.3	2907.38	2908.75	6787.0
2017-12-11 14:00:00	ES	Futures	2908.75	2909.57	2908.48	2908.48	8088.0
2017-12-11 14:30:00	ES	Futures	2908.48	2909.02	2907.65	2908.75	7160.0
2017-12-11 15:00:00	ES	Futures	2908.48	2909.02	2906.29	2906.83	11086.0
2017-12-11 15:30:00	ES	Futures	2906.56	2911.76	2906.29	2911.21	42826.0
2017-12-11 16:00:00	ES	Futures	2910.94	2912.85	2910.39	2912.85	23521.0
2017-12-11 16:30:00	ES	Futures	2912.85	2915.86	2912.85	2914.49	5706.0
2017-12-11 18:00:00	ES	Futures	2913.67	2914.49	2911.76	2912.03	2098.0
2017-12-11 18:30:00	ES	Futures	2912.03	2913.95	2912.03	2913.4	696.0
2017-12-11 19:00:00	ES	Futures	2913.13	2914.22	2912.85	2913.4	1437.0
2017-12-11 19:30:00	ES	Futures	2913.4	2915.31	2913.13	2913.13	914.0
2017-12-11 20:00:00	ES	Futures	2912.85	2914.22	2912.58	2914.22	1169.0
2017-12-11 20:30:00	ES	Futures	2914.22	2914.77	2913.4	2914.22	1779.0
2017-12-11 21:00:00	ES	Futures	2913.95	2915.86	2913.95	2915.59	1275.0
2017-12-11 21:30:00	ES	Futures	2915.59	2916.13	2913.95	2914.49	835.0
2017-12-11 22:00:00	ES	Futures	2914.49	2915.04	2913.95	2914.49	445.0
2017-12-11 22:30:00	ES	Futures	2914.49	2915.04	2913.95	2914.22	697.0
2017-12-11 23:00:00	ES	Futures	2914.22	2914.77	2914.22	2914.22	431.0
2017-12-11 23:30:00	ES	Futures	2914.49	2914.49	2913.4	2913.67	503.0
2017-12-11 00:00:00	NQ	Futures	7562.11	7562.11	7557.35	7559.14	227.0
2017-12-11 00:30:00	NQ	Futures	7558.84	7561.22	7558.24	7561.22	207.0
2017-12-11 01:00:00	NQ	Futures	7561.52	7562.41	7558.54	7560.03	150.0
2017-12-11 01:30:00	NQ	Futures	7559.73	7560.92	7558.24	7559.14	32.0

> showing 50 of 2,892 rows — these rows as CSV

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