PREVIEW / futures_30min / 2017-12-26

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-26.parquet
  size:    58 KB
  rows:    2,270

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
2017-12-26 00:00:00	ES	Futures	2936.36	2936.64	2935.82	2935.82	471.0
2017-12-26 00:30:00	ES	Futures	2936.09	2936.64	2935.82	2936.36	284.0
2017-12-26 01:00:00	ES	Futures	2936.36	2936.91	2936.36	2936.36	342.0
2017-12-26 01:30:00	ES	Futures	2936.36	2936.91	2936.36	2936.64	126.0
2017-12-26 02:00:00	ES	Futures	2936.36	2936.91	2936.36	2936.91	168.0
2017-12-26 02:30:00	ES	Futures	2936.91	2937.18	2936.91	2937.18	267.0
2017-12-26 03:00:00	ES	Futures	2936.91	2937.46	2936.64	2936.91	610.0
2017-12-26 03:30:00	ES	Futures	2936.91	2937.18	2936.64	2937.18	209.0
2017-12-26 04:00:00	ES	Futures	2937.18	2937.46	2936.91	2936.91	140.0
2017-12-26 04:30:00	ES	Futures	2936.91	2937.46	2936.91	2936.91	132.0
2017-12-26 05:00:00	ES	Futures	2936.91	2936.91	2936.64	2936.64	110.0
2017-12-26 05:30:00	ES	Futures	2936.64	2936.91	2936.36	2936.64	191.0
2017-12-26 06:00:00	ES	Futures	2936.64	2936.64	2935.54	2935.82	620.0
2017-12-26 06:30:00	ES	Futures	2935.82	2936.64	2935.54	2935.54	485.0
2017-12-26 07:00:00	ES	Futures	2935.54	2936.09	2935.0	2935.54	2037.0
2017-12-26 07:30:00	ES	Futures	2935.54	2935.54	2934.45	2935.27	1712.0
2017-12-26 08:00:00	ES	Futures	2935.27	2935.82	2933.9	2934.72	2095.0
2017-12-26 08:30:00	ES	Futures	2935.0	2936.91	2934.45	2935.82	3881.0
2017-12-26 09:00:00	ES	Futures	2935.82	2936.09	2934.18	2936.09	6870.0
2017-12-26 09:30:00	ES	Futures	2936.09	2939.1	2934.72	2937.18	64555.0
2017-12-26 10:00:00	ES	Futures	2937.18	2939.1	2936.09	2938.28	22430.0
2017-12-26 10:30:00	ES	Futures	2938.0	2939.1	2935.82	2936.09	19989.0
2017-12-26 11:00:00	ES	Futures	2936.09	2937.73	2935.54	2937.46	17077.0
2017-12-26 11:30:00	ES	Futures	2937.18	2937.73	2936.36	2937.18	12895.0
2017-12-26 12:00:00	ES	Futures	2937.18	2938.0	2936.36	2937.18	11901.0
2017-12-26 12:30:00	ES	Futures	2937.18	2938.0	2936.09	2936.64	12587.0
2017-12-26 13:00:00	ES	Futures	2936.64	2937.46	2936.09	2936.91	12270.0
2017-12-26 13:30:00	ES	Futures	2937.18	2937.73	2935.82	2936.36	14155.0
2017-12-26 14:00:00	ES	Futures	2936.64	2936.91	2935.82	2936.64	13254.0
2017-12-26 14:30:00	ES	Futures	2936.64	2937.73	2936.36	2937.73	9157.0
2017-12-26 15:00:00	ES	Futures	2937.46	2937.73	2935.27	2935.27	11339.0
2017-12-26 15:30:00	ES	Futures	2935.54	2938.28	2934.72	2937.73	68103.0
2017-12-26 16:00:00	ES	Futures	2938.0	2938.28	2936.64	2938.0	31879.0
2017-12-26 16:30:00	ES	Futures	2938.0	2938.55	2937.46	2938.28	3594.0
2017-12-26 18:00:00	ES	Futures	2938.28	2939.1	2938.0	2938.28	2337.0
2017-12-26 18:30:00	ES	Futures	2938.28	2939.1	2938.28	2938.82	602.0
2017-12-26 19:00:00	ES	Futures	2939.1	2939.37	2938.28	2939.37	1323.0
2017-12-26 19:30:00	ES	Futures	2939.37	2939.64	2938.82	2939.1	1001.0
2017-12-26 20:00:00	ES	Futures	2939.37	2939.92	2938.82	2939.92	2120.0
2017-12-26 20:30:00	ES	Futures	2939.64	2939.64	2938.0	2938.55	2203.0
2017-12-26 21:00:00	ES	Futures	2938.55	2939.37	2938.28	2938.55	940.0
2017-12-26 21:30:00	ES	Futures	2938.55	2939.37	2938.55	2939.37	797.0
2017-12-26 22:00:00	ES	Futures	2939.37	2940.46	2939.37	2939.37	1680.0
2017-12-26 22:30:00	ES	Futures	2939.64	2940.19	2939.37	2939.37	1115.0
2017-12-26 23:00:00	ES	Futures	2939.64	2939.92	2939.37	2939.64	648.0
2017-12-26 23:30:00	ES	Futures	2939.64	2940.74	2939.37	2940.74	1934.0
2017-12-26 00:00:00	NQ	Futures	7684.16	7685.05	7682.98	7683.57	132.0
2017-12-26 00:30:00	NQ	Futures	7683.57	7685.35	7683.27	7684.76	153.0
2017-12-26 01:00:00	NQ	Futures	7684.76	7686.24	7684.46	7685.65	149.0
2017-12-26 01:30:00	NQ	Futures	7685.65	7685.94	7684.76	7684.76	99.0

> showing 50 of 2,270 rows — these rows as CSV

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