PREVIEW / futures_30min / 2017-12-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-20.parquet
  size:    80 KB
  rows:    3,072

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
2017-12-20 00:00:00	ES	Futures	2941.28	2941.56	2941.01	2941.28	1534.0
2017-12-20 00:30:00	ES	Futures	2941.28	2941.83	2940.46	2941.28	2306.0
2017-12-20 01:00:00	ES	Futures	2941.56	2942.1	2941.01	2941.28	1496.0
2017-12-20 01:30:00	ES	Futures	2941.56	2941.56	2940.46	2940.74	890.0
2017-12-20 02:00:00	ES	Futures	2940.74	2941.83	2940.19	2941.83	2895.0
2017-12-20 02:30:00	ES	Futures	2941.83	2943.2	2941.56	2942.92	3008.0
2017-12-20 03:00:00	ES	Futures	2942.65	2943.74	2941.56	2942.38	8042.0
2017-12-20 03:30:00	ES	Futures	2942.65	2943.47	2939.92	2942.92	9605.0
2017-12-20 04:00:00	ES	Futures	2943.2	2943.74	2942.38	2943.47	3725.0
2017-12-20 04:30:00	ES	Futures	2943.74	2944.29	2942.65	2943.2	5429.0
2017-12-20 05:00:00	ES	Futures	2942.92	2943.74	2942.38	2943.47	4037.0
2017-12-20 05:30:00	ES	Futures	2943.47	2944.56	2943.2	2944.02	2769.0
2017-12-20 06:00:00	ES	Futures	2944.02	2944.29	2941.56	2942.1	4637.0
2017-12-20 06:30:00	ES	Futures	2942.1	2943.47	2942.1	2943.47	2748.0
2017-12-20 07:00:00	ES	Futures	2943.47	2944.56	2942.92	2943.47	5409.0
2017-12-20 07:30:00	ES	Futures	2943.47	2944.02	2942.92	2943.74	3383.0
2017-12-20 08:00:00	ES	Futures	2943.74	2944.84	2943.47	2944.02	7015.0
2017-12-20 08:30:00	ES	Futures	2944.29	2944.56	2943.2	2944.29	6476.0
2017-12-20 09:00:00	ES	Futures	2944.02	2946.48	2943.74	2945.93	14497.0
2017-12-20 09:30:00	ES	Futures	2945.93	2947.02	2933.36	2937.73	187213.0
2017-12-20 10:00:00	ES	Futures	2937.46	2939.37	2934.45	2935.82	74310.0
2017-12-20 10:30:00	ES	Futures	2935.82	2936.09	2928.98	2932.81	100429.0
2017-12-20 11:00:00	ES	Futures	2932.81	2936.36	2930.9	2935.27	59575.0
2017-12-20 11:30:00	ES	Futures	2935.0	2936.91	2933.9	2934.18	31547.0
2017-12-20 12:00:00	ES	Futures	2934.45	2936.91	2933.9	2935.54	30770.0
2017-12-20 12:30:00	ES	Futures	2935.82	2936.36	2932.26	2935.27	36998.0
2017-12-20 13:00:00	ES	Futures	2935.27	2938.55	2934.72	2938.55	31681.0
2017-12-20 13:30:00	ES	Futures	2938.55	2939.1	2936.91	2937.18	19356.0
2017-12-20 14:00:00	ES	Futures	2937.18	2938.0	2933.9	2934.45	27092.0
2017-12-20 14:30:00	ES	Futures	2934.72	2935.27	2931.99	2933.9	29632.0
2017-12-20 15:00:00	ES	Futures	2933.9	2935.27	2933.08	2934.18	35714.0
2017-12-20 15:30:00	ES	Futures	2934.18	2936.36	2931.99	2933.08	84529.0
2017-12-20 16:00:00	ES	Futures	2933.08	2934.45	2931.44	2931.99	52457.0
2017-12-20 16:30:00	ES	Futures	2931.99	2932.54	2931.44	2931.72	5667.0
2017-12-20 18:00:00	ES	Futures	2931.72	2933.63	2931.72	2933.08	3099.0
2017-12-20 18:30:00	ES	Futures	2933.08	2933.63	2931.72	2933.36	3031.0
2017-12-20 19:00:00	ES	Futures	2933.36	2934.72	2933.08	2934.18	3010.0
2017-12-20 19:30:00	ES	Futures	2934.18	2934.18	2931.99	2932.81	2568.0
2017-12-20 20:00:00	ES	Futures	2932.81	2933.63	2932.26	2933.08	1775.0
2017-12-20 20:30:00	ES	Futures	2933.36	2934.45	2932.81	2934.18	1875.0
2017-12-20 21:00:00	ES	Futures	2933.9	2934.72	2932.81	2933.08	1803.0
2017-12-20 21:30:00	ES	Futures	2933.36	2934.18	2932.81	2933.36	1143.0
2017-12-20 22:00:00	ES	Futures	2933.63	2934.18	2933.08	2933.08	1213.0
2017-12-20 22:30:00	ES	Futures	2933.08	2934.18	2932.81	2933.36	1267.0
2017-12-20 23:00:00	ES	Futures	2933.36	2933.63	2932.54	2933.08	1069.0
2017-12-20 23:30:00	ES	Futures	2933.08	2933.63	2932.26	2933.36	1396.0
2017-12-20 00:00:00	NQ	Futures	7730.73	7732.21	7729.54	7731.92	352.0
2017-12-20 00:30:00	NQ	Futures	7732.21	7732.51	7728.36	7731.32	546.0
2017-12-20 01:00:00	NQ	Futures	7731.32	7732.51	7730.14	7730.14	248.0
2017-12-20 01:30:00	NQ	Futures	7730.14	7731.32	7728.36	7729.84	282.0

> showing 50 of 3,072 rows — these rows as CSV

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