PREVIEW / futures_30min / 2017-12-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-14.parquet
  size:    79 KB
  rows:    3,046

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
2017-12-14 00:00:00	ES	Futures	2918.6	2919.14	2917.78	2918.05	1729.0
2017-12-14 00:30:00	ES	Futures	2918.05	2918.6	2917.78	2918.32	1662.0
2017-12-14 01:00:00	ES	Futures	2918.32	2918.87	2917.23	2918.6	2808.0
2017-12-14 01:30:00	ES	Futures	2918.87	2919.69	2918.6	2919.14	1851.0
2017-12-14 02:00:00	ES	Futures	2919.42	2921.06	2919.14	2920.78	4591.0
2017-12-14 02:30:00	ES	Futures	2920.78	2921.33	2920.24	2920.78	2063.0
2017-12-14 03:00:00	ES	Futures	2920.78	2922.15	2920.51	2921.88	5477.0
2017-12-14 03:30:00	ES	Futures	2922.15	2922.42	2920.78	2921.88	4795.0
2017-12-14 04:00:00	ES	Futures	2921.88	2922.97	2921.06	2922.15	5042.0
2017-12-14 04:30:00	ES	Futures	2921.88	2922.7	2921.6	2922.42	4814.0
2017-12-14 05:00:00	ES	Futures	2922.42	2922.97	2920.24	2921.06	7019.0
2017-12-14 05:30:00	ES	Futures	2921.06	2921.88	2920.24	2920.51	5030.0
2017-12-14 06:00:00	ES	Futures	2920.51	2921.6	2920.24	2921.06	3876.0
2017-12-14 06:30:00	ES	Futures	2921.06	2921.33	2919.69	2919.69	3618.0
2017-12-14 07:00:00	ES	Futures	2919.96	2921.06	2919.42	2920.24	6883.0
2017-12-14 07:30:00	ES	Futures	2920.24	2920.24	2919.14	2919.69	4455.0
2017-12-14 08:00:00	ES	Futures	2919.96	2920.78	2919.14	2919.69	6681.0
2017-12-14 08:30:00	ES	Futures	2920.24	2921.06	2919.14	2921.06	15205.0
2017-12-14 09:00:00	ES	Futures	2921.06	2921.33	2918.6	2919.69	11690.0
2017-12-14 09:30:00	ES	Futures	2919.42	2920.51	2916.41	2919.42	106415.0
2017-12-14 10:00:00	ES	Futures	2919.42	2920.51	2917.78	2918.87	57042.0
2017-12-14 10:30:00	ES	Futures	2918.87	2920.51	2917.5	2918.05	50573.0
2017-12-14 11:00:00	ES	Futures	2917.78	2918.87	2913.13	2915.86	108494.0
2017-12-14 11:30:00	ES	Futures	2916.14	2917.5	2915.04	2916.68	45118.0
2017-12-14 12:00:00	ES	Futures	2916.68	2916.96	2914.5	2914.5	37313.0
2017-12-14 12:30:00	ES	Futures	2914.5	2915.59	2911.76	2912.86	45209.0
2017-12-14 13:00:00	ES	Futures	2912.58	2913.13	2909.58	2912.31	65025.0
2017-12-14 13:30:00	ES	Futures	2912.31	2912.31	2908.48	2908.76	73218.0
2017-12-14 14:00:00	ES	Futures	2909.03	2910.4	2902.47	2902.74	84858.0
2017-12-14 14:30:00	ES	Futures	2902.47	2907.94	2902.47	2907.39	90034.0
2017-12-14 15:00:00	ES	Futures	2907.39	2907.66	2903.56	2905.75	57620.0
2017-12-14 15:30:00	ES	Futures	2905.75	2910.12	2902.47	2903.02	138892.0
2017-12-14 16:00:00	ES	Futures	2903.29	2906.3	2901.92	2904.11	86273.0
2017-12-14 16:30:00	ES	Futures	2904.11	2904.38	2899.19	2900.28	14747.0
2017-12-14 18:00:00	ES	Futures	2900.28	2901.92	2900.01	2900.28	6809.0
2017-12-14 18:30:00	ES	Futures	2900.56	2902.47	2900.56	2901.92	1994.0
2017-12-14 19:00:00	ES	Futures	2901.92	2902.47	2900.56	2901.92	4452.0
2017-12-14 19:30:00	ES	Futures	2902.2	2903.29	2901.92	2903.02	2594.0
2017-12-14 20:00:00	ES	Futures	2903.02	2903.29	2901.92	2903.02	2886.0
2017-12-14 20:30:00	ES	Futures	2903.02	2903.29	2901.92	2903.02	2535.0
2017-12-14 21:00:00	ES	Futures	2903.02	2903.29	2901.38	2902.2	1899.0
2017-12-14 21:30:00	ES	Futures	2902.2	2903.84	2901.65	2903.56	2476.0
2017-12-14 22:00:00	ES	Futures	2903.84	2904.38	2903.29	2903.84	2272.0
2017-12-14 22:30:00	ES	Futures	2904.11	2904.38	2903.56	2903.84	1957.0
2017-12-14 23:00:00	ES	Futures	2904.11	2907.39	2903.56	2907.12	5479.0
2017-12-14 23:30:00	ES	Futures	2906.84	2907.94	2906.3	2907.12	2492.0
2017-12-14 00:00:00	NQ	Futures	7617.43	7617.73	7613.28	7614.46	491.0
2017-12-14 00:30:00	NQ	Futures	7614.46	7615.65	7613.28	7615.06	380.0
2017-12-14 01:00:00	NQ	Futures	7614.17	7617.43	7610.91	7617.13	568.0
2017-12-14 01:30:00	NQ	Futures	7617.13	7618.91	7616.84	7617.73	281.0

> showing 50 of 3,046 rows — these rows as CSV

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