PREVIEW / futures_30min / 2017-12-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-15.parquet
  size:    70 KB
  rows:    2,525

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
2017-12-15 00:00:00	ES	Futures	2907.12	2908.21	2907.12	2907.66	2098.0
2017-12-15 00:30:00	ES	Futures	2907.66	2908.21	2906.84	2907.12	2614.0
2017-12-15 01:00:00	ES	Futures	2906.84	2907.66	2906.3	2907.12	2105.0
2017-12-15 01:30:00	ES	Futures	2907.39	2908.21	2906.84	2908.21	1118.0
2017-12-15 02:00:00	ES	Futures	2908.21	2909.03	2907.94	2908.76	5447.0
2017-12-15 02:30:00	ES	Futures	2908.76	2909.03	2907.39	2907.94	4370.0
2017-12-15 03:00:00	ES	Futures	2907.94	2908.48	2906.84	2907.94	8981.0
2017-12-15 03:30:00	ES	Futures	2907.94	2908.76	2907.12	2908.48	6947.0
2017-12-15 04:00:00	ES	Futures	2908.21	2909.3	2907.66	2907.66	5596.0
2017-12-15 04:30:00	ES	Futures	2907.66	2908.48	2906.84	2907.39	5460.0
2017-12-15 05:00:00	ES	Futures	2907.39	2908.76	2907.12	2908.48	5938.0
2017-12-15 05:30:00	ES	Futures	2908.21	2908.48	2906.57	2907.94	5872.0
2017-12-15 06:00:00	ES	Futures	2907.94	2909.3	2907.66	2907.94	6783.0
2017-12-15 06:30:00	ES	Futures	2907.94	2909.3	2907.12	2909.3	6584.0
2017-12-15 07:00:00	ES	Futures	2909.03	2910.12	2908.48	2909.85	7885.0
2017-12-15 07:30:00	ES	Futures	2910.12	2912.04	2909.58	2911.22	12473.0
2017-12-15 08:00:00	ES	Futures	2910.94	2913.95	2910.67	2912.86	13724.0
2017-12-15 08:30:00	ES	Futures	2912.58	2913.13	2911.22	2912.31	14032.0
2017-12-15 09:00:00	ES	Futures	2912.04	2916.68	2909.85	2915.59	68796.0
2017-12-15 09:30:00	ES	Futures	2915.59	2918.05	2914.77	2915.59	149883.0
2017-12-15 10:00:00	ES	Futures	2915.86	2925.16	2915.59	2922.7	121697.0
2017-12-15 10:30:00	ES	Futures	2922.97	2922.97	2919.69	2920.24	68117.0
2017-12-15 11:00:00	ES	Futures	2920.51	2926.8	2920.24	2926.25	64026.0
2017-12-15 11:30:00	ES	Futures	2926.25	2928.16	2924.61	2926.8	79805.0
2017-12-15 12:00:00	ES	Futures	2926.8	2928.44	2925.7	2928.16	36901.0
2017-12-15 12:30:00	ES	Futures	2928.16	2928.98	2927.07	2928.16	35788.0
2017-12-15 13:00:00	ES	Futures	2928.16	2928.71	2926.8	2927.34	26046.0
2017-12-15 13:30:00	ES	Futures	2927.34	2930.35	2927.07	2930.08	30917.0
2017-12-15 14:00:00	ES	Futures	2930.08	2932.54	2929.8	2930.62	57577.0
2017-12-15 14:30:00	ES	Futures	2930.62	2932.26	2929.53	2930.62	40556.0
2017-12-15 15:00:00	ES	Futures	2930.62	2933.08	2930.35	2931.99	42011.0
2017-12-15 15:30:00	ES	Futures	2931.99	2932.54	2923.79	2927.34	238250.0
2017-12-15 16:00:00	ES	Futures	2927.07	2933.08	2926.52	2932.26	117860.0
2017-12-15 16:30:00	ES	Futures	2932.26	2933.63	2931.72	2933.36	12577.0
2017-12-15 00:00:00	NQ	Futures	7612.98	7616.54	7612.98	7613.28	588.0
2017-12-15 00:30:00	NQ	Futures	7612.98	7614.17	7610.61	7611.5	467.0
2017-12-15 01:00:00	NQ	Futures	7611.2	7612.98	7608.83	7611.2	391.0
2017-12-15 01:30:00	NQ	Futures	7610.91	7615.06	7610.61	7614.76	330.0
2017-12-15 02:00:00	NQ	Futures	7615.06	7622.18	7615.06	7621.29	1769.0
2017-12-15 02:30:00	NQ	Futures	7621.58	7621.88	7616.54	7617.13	793.0
2017-12-15 03:00:00	NQ	Futures	7617.43	7621.58	7615.06	7617.43	1318.0
2017-12-15 03:30:00	NQ	Futures	7618.02	7620.99	7616.84	7619.51	649.0
2017-12-15 04:00:00	NQ	Futures	7619.51	7622.47	7617.73	7617.73	814.0
2017-12-15 04:30:00	NQ	Futures	7617.73	7620.4	7615.65	7617.13	897.0
2017-12-15 05:00:00	NQ	Futures	7616.84	7621.29	7616.84	7619.8	620.0
2017-12-15 05:30:00	NQ	Futures	7619.51	7622.47	7615.65	7621.29	941.0
2017-12-15 06:00:00	NQ	Futures	7620.99	7624.25	7620.1	7620.1	916.0
2017-12-15 06:30:00	NQ	Futures	7620.4	7621.58	7617.13	7620.69	1284.0
2017-12-15 07:00:00	NQ	Futures	7620.69	7621.88	7617.73	7620.99	883.0
2017-12-15 07:30:00	NQ	Futures	7620.99	7627.22	7620.4	7626.03	2056.0

> showing 50 of 2,525 rows — these rows as CSV

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