PREVIEW / futures_30min / 2017-12-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-19.parquet
  size:    81 KB
  rows:    3,094

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
2017-12-19 00:00:00	ES	Futures	2947.57	2947.84	2947.3	2947.84	1837.0
2017-12-19 00:30:00	ES	Futures	2947.57	2948.12	2947.57	2947.57	1126.0
2017-12-19 01:00:00	ES	Futures	2947.57	2947.57	2946.48	2946.48	1719.0
2017-12-19 01:30:00	ES	Futures	2946.48	2947.3	2946.48	2946.48	1683.0
2017-12-19 02:00:00	ES	Futures	2946.48	2947.3	2946.48	2947.3	1068.0
2017-12-19 02:30:00	ES	Futures	2947.3	2947.57	2946.48	2946.75	1910.0
2017-12-19 03:00:00	ES	Futures	2946.75	2949.48	2946.75	2949.21	7866.0
2017-12-19 03:30:00	ES	Futures	2949.21	2949.76	2948.66	2949.48	4145.0
2017-12-19 04:00:00	ES	Futures	2949.48	2949.76	2948.66	2949.21	2922.0
2017-12-19 04:30:00	ES	Futures	2949.21	2949.21	2948.66	2948.94	2615.0
2017-12-19 05:00:00	ES	Futures	2948.94	2949.21	2948.12	2948.39	3416.0
2017-12-19 05:30:00	ES	Futures	2948.66	2948.94	2947.84	2948.94	2981.0
2017-12-19 06:00:00	ES	Futures	2948.66	2948.66	2947.3	2947.84	3923.0
2017-12-19 06:30:00	ES	Futures	2947.84	2948.39	2947.3	2947.84	2542.0
2017-12-19 07:00:00	ES	Futures	2947.57	2948.12	2947.3	2947.84	4146.0
2017-12-19 07:30:00	ES	Futures	2947.57	2948.94	2947.3	2948.66	3294.0
2017-12-19 08:00:00	ES	Futures	2948.94	2949.76	2948.39	2949.21	6584.0
2017-12-19 08:30:00	ES	Futures	2949.21	2949.76	2948.12	2948.39	9021.0
2017-12-19 09:00:00	ES	Futures	2948.39	2948.94	2947.84	2948.66	12417.0
2017-12-19 09:30:00	ES	Futures	2948.94	2949.21	2941.01	2942.38	123178.0
2017-12-19 10:00:00	ES	Futures	2942.38	2944.29	2940.46	2941.56	82023.0
2017-12-19 10:30:00	ES	Futures	2941.83	2943.2	2938.82	2940.74	72652.0
2017-12-19 11:00:00	ES	Futures	2940.74	2942.38	2938.82	2941.56	65038.0
2017-12-19 11:30:00	ES	Futures	2941.56	2942.1	2937.18	2937.46	70393.0
2017-12-19 12:00:00	ES	Futures	2937.46	2938.82	2936.09	2937.18	57647.0
2017-12-19 12:30:00	ES	Futures	2937.18	2939.37	2936.09	2939.1	33937.0
2017-12-19 13:00:00	ES	Futures	2939.37	2941.01	2938.28	2938.82	31519.0
2017-12-19 13:30:00	ES	Futures	2939.1	2941.01	2938.55	2939.1	29178.0
2017-12-19 14:00:00	ES	Futures	2939.1	2941.28	2937.46	2940.19	39487.0
2017-12-19 14:30:00	ES	Futures	2940.46	2940.46	2935.54	2936.91	39533.0
2017-12-19 15:00:00	ES	Futures	2936.91	2938.55	2933.63	2937.18	56675.0
2017-12-19 15:30:00	ES	Futures	2937.46	2938.55	2933.36	2934.72	104453.0
2017-12-19 16:00:00	ES	Futures	2934.72	2937.46	2934.18	2934.45	57882.0
2017-12-19 16:30:00	ES	Futures	2934.72	2935.54	2932.81	2935.0	8347.0
2017-12-19 18:00:00	ES	Futures	2935.27	2936.36	2934.72	2936.09	2802.0
2017-12-19 18:30:00	ES	Futures	2936.09	2938.82	2935.82	2938.55	4126.0
2017-12-19 19:00:00	ES	Futures	2938.55	2939.64	2938.0	2939.1	4315.0
2017-12-19 19:30:00	ES	Futures	2939.1	2939.92	2938.55	2939.37	2174.0
2017-12-19 20:00:00	ES	Futures	2939.1	2941.56	2939.1	2941.28	3240.0
2017-12-19 20:30:00	ES	Futures	2941.01	2941.83	2939.92	2941.01	6203.0
2017-12-19 21:00:00	ES	Futures	2941.01	2941.01	2939.92	2940.46	1453.0
2017-12-19 21:30:00	ES	Futures	2940.46	2941.28	2940.46	2940.46	1894.0
2017-12-19 22:00:00	ES	Futures	2940.46	2941.01	2940.19	2940.74	675.0
2017-12-19 22:30:00	ES	Futures	2940.74	2941.83	2940.46	2941.83	3376.0
2017-12-19 23:00:00	ES	Futures	2941.83	2942.38	2941.01	2941.28	3014.0
2017-12-19 23:30:00	ES	Futures	2941.28	2941.56	2940.46	2941.01	2334.0
2017-12-19 00:00:00	NQ	Futures	7758.02	7759.5	7757.72	7759.2	334.0
2017-12-19 00:30:00	NQ	Futures	7759.5	7759.8	7757.72	7758.91	326.0
2017-12-19 01:00:00	NQ	Futures	7758.31	7759.5	7755.64	7756.53	338.0
2017-12-19 01:30:00	NQ	Futures	7756.53	7758.91	7756.53	7756.83	421.0

> showing 50 of 3,094 rows — these rows as CSV

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