PREVIEW / futures_30min / 2017-12-18

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-18.parquet
  size:    78 KB
  rows:    3,062

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
2017-12-18 00:00:00	ES	Futures	2938.82	2939.1	2938.28	2938.55	1150.0
2017-12-18 00:30:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	1527.0
2017-12-18 01:00:00	ES	Futures	2938.82	2938.82	2938.28	2938.55	1158.0
2017-12-18 01:30:00	ES	Futures	2938.82	2939.37	2938.28	2939.1	1544.0
2017-12-18 02:00:00	ES	Futures	2939.1	2940.46	2938.82	2939.92	4670.0
2017-12-18 02:30:00	ES	Futures	2939.64	2940.46	2939.37	2939.64	3768.0
2017-12-18 03:00:00	ES	Futures	2939.64	2942.38	2939.37	2939.92	14166.0
2017-12-18 03:30:00	ES	Futures	2940.19	2941.28	2939.64	2939.92	6806.0
2017-12-18 04:00:00	ES	Futures	2939.92	2941.01	2939.1	2941.01	7282.0
2017-12-18 04:30:00	ES	Futures	2941.01	2942.92	2940.46	2942.65	6310.0
2017-12-18 05:00:00	ES	Futures	2942.38	2943.2	2941.56	2941.83	4518.0
2017-12-18 05:30:00	ES	Futures	2941.83	2942.65	2941.56	2942.1	4897.0
2017-12-18 06:00:00	ES	Futures	2942.38	2943.47	2942.1	2942.92	5387.0
2017-12-18 06:30:00	ES	Futures	2942.92	2943.47	2941.56	2941.56	5995.0
2017-12-18 07:00:00	ES	Futures	2941.56	2944.02	2941.56	2943.2	6816.0
2017-12-18 07:30:00	ES	Futures	2942.92	2943.47	2942.38	2942.65	5700.0
2017-12-18 08:00:00	ES	Futures	2942.92	2944.84	2942.65	2944.56	11445.0
2017-12-18 08:30:00	ES	Futures	2944.56	2944.84	2942.92	2943.2	12762.0
2017-12-18 09:00:00	ES	Futures	2943.2	2944.02	2942.38	2943.74	12546.0
2017-12-18 09:30:00	ES	Futures	2943.74	2949.76	2942.65	2947.84	171410.0
2017-12-18 10:00:00	ES	Futures	2948.12	2948.94	2946.48	2946.75	83555.0
2017-12-18 10:30:00	ES	Futures	2946.75	2947.02	2944.84	2946.48	59403.0
2017-12-18 11:00:00	ES	Futures	2946.48	2947.02	2944.56	2945.66	56236.0
2017-12-18 11:30:00	ES	Futures	2945.38	2949.21	2945.11	2948.66	55374.0
2017-12-18 12:00:00	ES	Futures	2948.39	2949.48	2947.84	2948.39	33553.0
2017-12-18 12:30:00	ES	Futures	2948.39	2948.94	2947.3	2948.12	27129.0
2017-12-18 13:00:00	ES	Futures	2948.12	2948.12	2945.93	2947.84	34389.0
2017-12-18 13:30:00	ES	Futures	2947.84	2947.84	2945.66	2946.2	30284.0
2017-12-18 14:00:00	ES	Futures	2946.2	2946.75	2945.11	2945.93	23433.0
2017-12-18 14:30:00	ES	Futures	2946.2	2947.84	2945.66	2947.84	27001.0
2017-12-18 15:00:00	ES	Futures	2947.84	2948.39	2945.11	2945.11	35080.0
2017-12-18 15:30:00	ES	Futures	2945.38	2946.48	2943.47	2946.2	132988.0
2017-12-18 16:00:00	ES	Futures	2946.2	2947.3	2944.29	2946.2	69246.0
2017-12-18 16:30:00	ES	Futures	2946.2	2947.3	2945.93	2947.3	6187.0
2017-12-18 18:00:00	ES	Futures	2946.48	2947.57	2946.2	2947.3	2996.0
2017-12-18 18:30:00	ES	Futures	2947.3	2947.3	2946.48	2946.75	1544.0
2017-12-18 19:00:00	ES	Futures	2947.02	2947.02	2945.93	2945.93	1992.0
2017-12-18 19:30:00	ES	Futures	2945.93	2947.02	2945.93	2946.2	1418.0
2017-12-18 20:00:00	ES	Futures	2946.2	2947.02	2945.93	2946.48	1208.0
2017-12-18 20:30:00	ES	Futures	2946.75	2947.02	2945.93	2946.75	1678.0
2017-12-18 21:00:00	ES	Futures	2947.02	2947.02	2945.93	2946.48	1322.0
2017-12-18 21:30:00	ES	Futures	2946.48	2946.75	2945.93	2946.75	1577.0
2017-12-18 22:00:00	ES	Futures	2946.48	2947.02	2946.48	2947.02	547.0
2017-12-18 22:30:00	ES	Futures	2946.75	2947.3	2946.48	2946.75	785.0
2017-12-18 23:00:00	ES	Futures	2947.02	2947.3	2946.75	2947.02	561.0
2017-12-18 23:30:00	ES	Futures	2947.02	2947.57	2946.75	2947.3	777.0
2017-12-18 00:00:00	NQ	Futures	7736.36	7736.96	7735.47	7735.77	359.0
2017-12-18 00:30:00	NQ	Futures	7736.07	7737.25	7735.77	7736.07	309.0
2017-12-18 01:00:00	NQ	Futures	7736.36	7736.66	7734.29	7735.47	381.0
2017-12-18 01:30:00	NQ	Futures	7735.47	7738.44	7734.88	7736.36	443.0

> showing 50 of 3,062 rows — these rows as CSV

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