PREVIEW / futures_30min / 2017-12-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-21.parquet
  size:    77 KB
  rows:    3,064

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
2017-12-21 00:00:00	ES	Futures	2933.08	2933.36	2932.26	2932.26	986.0
2017-12-21 00:30:00	ES	Futures	2932.26	2933.36	2932.26	2932.54	1013.0
2017-12-21 01:00:00	ES	Futures	2932.81	2933.08	2932.26	2932.54	767.0
2017-12-21 01:30:00	ES	Futures	2932.54	2933.08	2932.54	2932.54	489.0
2017-12-21 02:00:00	ES	Futures	2932.54	2934.18	2931.99	2934.18	2850.0
2017-12-21 02:30:00	ES	Futures	2934.18	2934.18	2932.54	2932.81	2143.0
2017-12-21 03:00:00	ES	Futures	2932.81	2932.81	2930.9	2931.17	8506.0
2017-12-21 03:30:00	ES	Futures	2931.17	2933.63	2930.9	2933.08	5758.0
2017-12-21 04:00:00	ES	Futures	2933.08	2933.63	2932.54	2932.54	4176.0
2017-12-21 04:30:00	ES	Futures	2932.81	2933.63	2932.54	2933.36	3698.0
2017-12-21 05:00:00	ES	Futures	2933.63	2934.72	2933.36	2934.18	4794.0
2017-12-21 05:30:00	ES	Futures	2934.18	2935.82	2933.9	2935.54	4985.0
2017-12-21 06:00:00	ES	Futures	2935.27	2937.18	2935.27	2937.18	5498.0
2017-12-21 06:30:00	ES	Futures	2936.91	2938.0	2936.09	2937.73	7202.0
2017-12-21 07:00:00	ES	Futures	2937.73	2938.0	2937.18	2937.73	3429.0
2017-12-21 07:30:00	ES	Futures	2937.73	2938.0	2936.91	2936.91	4026.0
2017-12-21 08:00:00	ES	Futures	2936.91	2938.0	2936.91	2937.46	4767.0
2017-12-21 08:30:00	ES	Futures	2937.18	2940.46	2936.91	2939.64	12565.0
2017-12-21 09:00:00	ES	Futures	2939.37	2940.74	2939.37	2939.92	14675.0
2017-12-21 09:30:00	ES	Futures	2940.19	2941.56	2935.27	2936.36	104135.0
2017-12-21 10:00:00	ES	Futures	2936.36	2939.64	2936.09	2939.37	49193.0
2017-12-21 10:30:00	ES	Futures	2939.1	2944.02	2939.1	2941.83	69807.0
2017-12-21 11:00:00	ES	Futures	2941.83	2943.47	2940.74	2943.2	43499.0
2017-12-21 11:30:00	ES	Futures	2943.2	2945.11	2942.65	2943.47	39872.0
2017-12-21 12:00:00	ES	Futures	2943.47	2943.74	2942.38	2943.2	30279.0
2017-12-21 12:30:00	ES	Futures	2943.47	2945.66	2942.38	2945.38	23817.0
2017-12-21 13:00:00	ES	Futures	2945.38	2947.57	2945.11	2947.3	33100.0
2017-12-21 13:30:00	ES	Futures	2947.3	2947.57	2945.66	2945.93	22321.0
2017-12-21 14:00:00	ES	Futures	2945.66	2945.93	2944.02	2944.56	29025.0
2017-12-21 14:30:00	ES	Futures	2944.84	2945.11	2942.92	2945.11	25761.0
2017-12-21 15:00:00	ES	Futures	2944.84	2945.11	2941.28	2943.47	44610.0
2017-12-21 15:30:00	ES	Futures	2943.47	2944.29	2937.46	2939.1	118670.0
2017-12-21 16:00:00	ES	Futures	2939.37	2940.74	2938.0	2938.28	53346.0
2017-12-21 16:30:00	ES	Futures	2938.82	2938.82	2937.18	2938.0	7114.0
2017-12-21 18:00:00	ES	Futures	2937.46	2940.74	2937.18	2940.74	4129.0
2017-12-21 18:30:00	ES	Futures	2940.46	2941.28	2939.92	2940.19	2356.0
2017-12-21 19:00:00	ES	Futures	2940.19	2940.74	2938.55	2939.1	2907.0
2017-12-21 19:30:00	ES	Futures	2939.1	2940.74	2939.1	2940.46	1624.0
2017-12-21 20:00:00	ES	Futures	2940.74	2940.74	2940.19	2940.46	1326.0
2017-12-21 20:30:00	ES	Futures	2940.19	2941.56	2940.19	2940.46	2175.0
2017-12-21 21:00:00	ES	Futures	2940.46	2941.01	2939.92	2940.19	668.0
2017-12-21 21:30:00	ES	Futures	2940.46	2941.01	2940.46	2940.46	802.0
2017-12-21 22:00:00	ES	Futures	2940.46	2940.74	2939.92	2939.92	393.0
2017-12-21 22:30:00	ES	Futures	2940.19	2941.01	2939.92	2940.74	643.0
2017-12-21 23:00:00	ES	Futures	2941.01	2941.01	2940.19	2941.01	934.0
2017-12-21 23:30:00	ES	Futures	2941.01	2942.1	2941.01	2942.1	1672.0
2017-12-21 00:00:00	NQ	Futures	7695.43	7695.43	7690.69	7691.88	408.0
2017-12-21 00:30:00	NQ	Futures	7691.88	7695.73	7691.28	7695.14	327.0
2017-12-21 01:00:00	NQ	Futures	7695.14	7696.92	7692.17	7694.84	311.0
2017-12-21 01:30:00	NQ	Futures	7694.84	7695.43	7693.65	7694.54	136.0

> showing 50 of 3,064 rows — these rows as CSV

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