PREVIEW / futures_30min / 2017-12-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-12.parquet
  size:    76 KB
  rows:    2,933

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
2017-12-12 00:00:00	ES	Futures	2913.67	2913.95	2913.13	2913.67	568.0
2017-12-12 00:30:00	ES	Futures	2913.67	2913.95	2913.4	2913.95	267.0
2017-12-12 01:00:00	ES	Futures	2913.95	2913.95	2912.85	2913.13	547.0
2017-12-12 01:30:00	ES	Futures	2913.4	2913.67	2912.85	2913.13	692.0
2017-12-12 02:00:00	ES	Futures	2913.13	2913.13	2912.03	2912.58	1109.0
2017-12-12 02:30:00	ES	Futures	2912.3	2913.13	2912.03	2912.58	553.0
2017-12-12 03:00:00	ES	Futures	2912.85	2913.67	2911.48	2911.76	3469.0
2017-12-12 03:30:00	ES	Futures	2911.48	2914.22	2911.48	2913.67	2882.0
2017-12-12 04:00:00	ES	Futures	2913.67	2915.59	2913.4	2915.31	2765.0
2017-12-12 04:30:00	ES	Futures	2915.31	2915.59	2912.58	2913.4	3721.0
2017-12-12 05:00:00	ES	Futures	2913.67	2913.95	2912.3	2913.13	1851.0
2017-12-12 05:30:00	ES	Futures	2913.13	2913.4	2912.03	2912.85	1182.0
2017-12-12 06:00:00	ES	Futures	2912.58	2914.22	2912.58	2913.95	1523.0
2017-12-12 06:30:00	ES	Futures	2913.95	2913.95	2913.13	2913.4	773.0
2017-12-12 07:00:00	ES	Futures	2913.13	2915.04	2913.13	2915.04	2229.0
2017-12-12 07:30:00	ES	Futures	2915.04	2916.13	2914.77	2914.77	3333.0
2017-12-12 08:00:00	ES	Futures	2914.77	2915.31	2914.49	2914.77	3645.0
2017-12-12 08:30:00	ES	Futures	2915.04	2915.86	2913.4	2915.31	4344.0
2017-12-12 09:00:00	ES	Futures	2915.59	2915.86	2913.67	2913.67	5355.0
2017-12-12 09:30:00	ES	Futures	2913.4	2914.22	2911.21	2914.22	30247.0
2017-12-12 10:00:00	ES	Futures	2913.95	2915.59	2913.13	2915.04	15560.0
2017-12-12 10:30:00	ES	Futures	2915.04	2917.23	2913.13	2916.13	13285.0
2017-12-12 11:00:00	ES	Futures	2916.13	2919.14	2915.04	2918.6	14737.0
2017-12-12 11:30:00	ES	Futures	2918.87	2921.06	2918.6	2919.96	19075.0
2017-12-12 12:00:00	ES	Futures	2919.96	2921.88	2916.96	2918.05	12999.0
2017-12-12 12:30:00	ES	Futures	2918.05	2920.79	2917.5	2920.24	11600.0
2017-12-12 13:00:00	ES	Futures	2920.24	2921.33	2918.87	2920.24	11292.0
2017-12-12 13:30:00	ES	Futures	2920.24	2920.79	2917.78	2918.05	8730.0
2017-12-12 14:00:00	ES	Futures	2918.05	2921.06	2916.96	2921.06	11541.0
2017-12-12 14:30:00	ES	Futures	2921.06	2921.61	2919.14	2920.79	8547.0
2017-12-12 15:00:00	ES	Futures	2920.51	2920.79	2918.87	2919.42	10109.0
2017-12-12 15:30:00	ES	Futures	2919.14	2919.96	2915.04	2916.13	42892.0
2017-12-12 16:00:00	ES	Futures	2915.86	2917.5	2915.59	2916.68	13412.0
2017-12-12 16:30:00	ES	Futures	2916.68	2917.5	2916.41	2917.23	1911.0
2017-12-12 18:00:00	ES	Futures	2916.68	2916.96	2914.77	2914.77	2043.0
2017-12-12 18:30:00	ES	Futures	2915.04	2915.59	2912.85	2912.85	1709.0
2017-12-12 19:00:00	ES	Futures	2913.13	2914.22	2912.3	2913.67	1479.0
2017-12-12 19:30:00	ES	Futures	2913.67	2914.22	2913.4	2913.4	578.0
2017-12-12 20:00:00	ES	Futures	2913.4	2914.22	2913.13	2913.67	1352.0
2017-12-12 20:30:00	ES	Futures	2913.67	2913.95	2911.76	2913.67	1896.0
2017-12-12 21:00:00	ES	Futures	2913.95	2914.49	2912.3	2912.58	1980.0
2017-12-12 21:30:00	ES	Futures	2912.85	2913.4	2912.58	2913.4	945.0
2017-12-12 22:00:00	ES	Futures	2913.13	2913.13	2907.11	2908.75	5577.0
2017-12-12 22:30:00	ES	Futures	2908.75	2910.12	2907.11	2909.57	5070.0
2017-12-12 23:00:00	ES	Futures	2909.57	2910.39	2909.02	2910.39	574.0
2017-12-12 23:30:00	ES	Futures	2910.12	2911.76	2909.84	2911.48	850.0
2017-12-12 00:00:00	NQ	Futures	7616.54	7618.62	7616.24	7618.02	95.0
2017-12-12 00:30:00	NQ	Futures	7618.02	7620.11	7618.02	7620.11	101.0
2017-12-12 01:00:00	NQ	Futures	7620.11	7620.7	7618.32	7618.62	113.0
2017-12-12 01:30:00	NQ	Futures	7618.32	7620.7	7617.73	7619.81	157.0

> showing 50 of 2,933 rows — these rows as CSV

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