PREVIEW / futures_30min / 2017-12-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-13.parquet
  size:    82 KB
  rows:    3,020

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
2017-12-13 00:00:00	ES	Futures	2911.76	2911.76	2910.94	2910.94	416.0
2017-12-13 00:30:00	ES	Futures	2911.21	2914.22	2911.21	2912.3	1887.0
2017-12-13 01:00:00	ES	Futures	2912.3	2913.67	2912.03	2913.13	500.0
2017-12-13 01:30:00	ES	Futures	2913.13	2913.67	2912.3	2913.13	570.0
2017-12-13 02:00:00	ES	Futures	2913.13	2914.49	2913.13	2913.95	704.0
2017-12-13 02:30:00	ES	Futures	2913.95	2914.22	2912.58	2913.13	614.0
2017-12-13 03:00:00	ES	Futures	2913.13	2915.31	2912.85	2914.49	1775.0
2017-12-13 03:30:00	ES	Futures	2914.22	2915.59	2914.22	2914.77	1323.0
2017-12-13 04:00:00	ES	Futures	2914.77	2916.41	2914.22	2916.13	1138.0
2017-12-13 04:30:00	ES	Futures	2916.41	2916.41	2914.49	2915.04	1748.0
2017-12-13 05:00:00	ES	Futures	2915.04	2915.86	2914.77	2915.04	1352.0
2017-12-13 05:30:00	ES	Futures	2915.04	2917.23	2914.77	2916.96	1266.0
2017-12-13 06:00:00	ES	Futures	2916.96	2917.5	2916.13	2916.41	2207.0
2017-12-13 06:30:00	ES	Futures	2916.41	2916.68	2915.31	2915.31	1104.0
2017-12-13 07:00:00	ES	Futures	2915.31	2915.86	2914.49	2915.86	2867.0
2017-12-13 07:30:00	ES	Futures	2915.59	2915.86	2913.13	2914.49	1675.0
2017-12-13 08:00:00	ES	Futures	2914.22	2916.96	2913.95	2916.41	3891.0
2017-12-13 08:30:00	ES	Futures	2916.41	2919.14	2915.04	2918.32	5459.0
2017-12-13 09:00:00	ES	Futures	2918.32	2919.96	2918.05	2918.87	4736.0
2017-12-13 09:30:00	ES	Futures	2919.14	2923.52	2918.6	2922.43	22321.0
2017-12-13 10:00:00	ES	Futures	2922.7	2923.25	2920.51	2922.15	18951.0
2017-12-13 10:30:00	ES	Futures	2921.88	2924.07	2921.06	2922.97	16071.0
2017-12-13 11:00:00	ES	Futures	2923.25	2923.79	2921.88	2922.97	12551.0
2017-12-13 11:30:00	ES	Futures	2922.97	2924.34	2921.61	2923.52	12522.0
2017-12-13 12:00:00	ES	Futures	2923.52	2923.52	2918.6	2920.51	12167.0
2017-12-13 12:30:00	ES	Futures	2920.79	2920.79	2917.78	2918.87	7838.0
2017-12-13 13:00:00	ES	Futures	2919.14	2919.14	2916.96	2918.32	6566.0
2017-12-13 13:30:00	ES	Futures	2918.32	2919.14	2915.86	2917.5	6570.0
2017-12-13 14:00:00	ES	Futures	2918.05	2923.79	2917.5	2921.61	15559.0
2017-12-13 14:30:00	ES	Futures	2921.61	2924.07	2921.06	2923.52	8118.0
2017-12-13 15:00:00	ES	Futures	2923.52	2923.52	2918.05	2918.6	12061.0
2017-12-13 15:30:00	ES	Futures	2918.6	2920.79	2914.49	2915.31	29482.0
2017-12-13 16:00:00	ES	Futures	2915.31	2918.32	2915.04	2918.05	8388.0
2017-12-13 16:30:00	ES	Futures	2917.78	2918.6	2917.23	2917.5	2009.0
2017-12-13 18:00:00	ES	Futures	2916.68	2918.32	2916.68	2916.96	768.0
2017-12-13 18:30:00	ES	Futures	2917.23	2918.05	2916.41	2918.05	678.0
2017-12-13 19:00:00	ES	Futures	2918.05	2920.24	2917.78	2919.69	858.0
2017-12-13 19:30:00	ES	Futures	2919.69	2921.06	2919.42	2920.79	556.0
2017-12-13 20:00:00	ES	Futures	2920.51	2921.33	2920.24	2920.79	609.0
2017-12-13 20:30:00	ES	Futures	2920.51	2921.06	2918.87	2919.42	473.0
2017-12-13 21:00:00	ES	Futures	2919.69	2920.51	2919.42	2919.69	1168.0
2017-12-13 21:30:00	ES	Futures	2919.96	2920.24	2919.42	2919.69	429.0
2017-12-13 22:00:00	ES	Futures	2919.69	2919.69	2919.14	2919.69	382.0
2017-12-13 22:30:00	ES	Futures	2919.69	2920.24	2918.87	2919.42	546.0
2017-12-13 23:00:00	ES	Futures	2919.14	2919.42	2917.5	2917.78	437.0
2017-12-13 23:30:00	ES	Futures	2918.05	2918.87	2916.68	2918.6	500.0
2017-12-13 00:00:00	NQ	Futures	7585.9	7587.09	7584.42	7586.5	119.0
2017-12-13 00:30:00	NQ	Futures	7586.2	7595.42	7586.2	7591.85	175.0
2017-12-13 01:00:00	NQ	Futures	7591.55	7598.99	7590.66	7596.02	181.0
2017-12-13 01:30:00	NQ	Futures	7596.02	7597.21	7593.93	7594.23	82.0

> showing 50 of 3,020 rows — these rows as CSV

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