PREVIEW / futures_30min / 2017-12-27

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-27.parquet
  size:    79 KB
  rows:    3,112

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
2017-12-27 00:00:00	ES	Futures	2940.46	2940.74	2939.64	2939.64	2121.0
2017-12-27 00:30:00	ES	Futures	2939.92	2939.92	2939.1	2939.37	1903.0
2017-12-27 01:00:00	ES	Futures	2939.64	2939.64	2939.1	2939.1	678.0
2017-12-27 01:30:00	ES	Futures	2939.1	2939.37	2938.28	2938.55	637.0
2017-12-27 02:00:00	ES	Futures	2938.28	2938.82	2938.28	2938.82	1622.0
2017-12-27 02:30:00	ES	Futures	2938.55	2939.37	2938.55	2938.55	1213.0
2017-12-27 03:00:00	ES	Futures	2938.55	2940.74	2938.55	2940.74	6056.0
2017-12-27 03:30:00	ES	Futures	2940.46	2941.01	2939.92	2940.46	3214.0
2017-12-27 04:00:00	ES	Futures	2940.46	2940.46	2938.55	2939.37	5127.0
2017-12-27 04:30:00	ES	Futures	2939.1	2939.92	2938.55	2938.82	4291.0
2017-12-27 05:00:00	ES	Futures	2938.82	2939.64	2938.55	2939.37	3986.0
2017-12-27 05:30:00	ES	Futures	2939.1	2941.01	2939.1	2940.46	3458.0
2017-12-27 06:00:00	ES	Futures	2940.19	2941.28	2939.92	2940.74	6093.0
2017-12-27 06:30:00	ES	Futures	2940.74	2941.01	2939.37	2939.92	4404.0
2017-12-27 07:00:00	ES	Futures	2940.19	2940.46	2939.37	2939.64	2837.0
2017-12-27 07:30:00	ES	Futures	2939.64	2939.64	2938.55	2938.55	3089.0
2017-12-27 08:00:00	ES	Futures	2938.82	2941.01	2938.0	2940.74	8069.0
2017-12-27 08:30:00	ES	Futures	2940.74	2941.83	2939.92	2941.83	7716.0
2017-12-27 09:00:00	ES	Futures	2941.83	2941.83	2938.55	2939.1	12722.0
2017-12-27 09:30:00	ES	Futures	2939.1	2939.92	2937.18	2938.55	61195.0
2017-12-27 10:00:00	ES	Futures	2938.55	2941.01	2938.55	2940.74	39984.0
2017-12-27 10:30:00	ES	Futures	2940.74	2941.56	2940.19	2941.28	34106.0
2017-12-27 11:00:00	ES	Futures	2941.28	2942.1	2940.19	2940.19	34745.0
2017-12-27 11:30:00	ES	Futures	2940.46	2940.46	2936.91	2937.46	50952.0
2017-12-27 12:00:00	ES	Futures	2937.18	2937.46	2935.27	2935.54	40892.0
2017-12-27 12:30:00	ES	Futures	2935.54	2936.64	2934.72	2934.72	23407.0
2017-12-27 13:00:00	ES	Futures	2935.0	2935.82	2933.36	2934.18	28917.0
2017-12-27 13:30:00	ES	Futures	2934.18	2935.27	2933.63	2935.27	23440.0
2017-12-27 14:00:00	ES	Futures	2935.27	2935.27	2933.08	2934.45	19909.0
2017-12-27 14:30:00	ES	Futures	2934.72	2934.72	2932.26	2933.63	23298.0
2017-12-27 15:00:00	ES	Futures	2933.9	2934.45	2932.26	2932.81	26169.0
2017-12-27 15:30:00	ES	Futures	2932.54	2935.82	2931.72	2935.27	82322.0
2017-12-27 16:00:00	ES	Futures	2935.54	2936.91	2935.0	2935.54	35671.0
2017-12-27 16:30:00	ES	Futures	2935.82	2936.36	2935.27	2935.82	4127.0
2017-12-27 18:00:00	ES	Futures	2934.45	2936.36	2934.45	2936.36	3098.0
2017-12-27 18:30:00	ES	Futures	2936.36	2936.64	2936.09	2936.36	783.0
2017-12-27 19:00:00	ES	Futures	2936.36	2936.64	2936.09	2936.64	871.0
2017-12-27 19:30:00	ES	Futures	2936.64	2936.91	2936.36	2936.64	719.0
2017-12-27 20:00:00	ES	Futures	2936.64	2936.91	2936.64	2936.64	903.0
2017-12-27 20:30:00	ES	Futures	2936.91	2936.91	2936.36	2936.64	728.0
2017-12-27 21:00:00	ES	Futures	2936.91	2937.73	2936.64	2937.73	1624.0
2017-12-27 21:30:00	ES	Futures	2937.46	2938.0	2937.46	2938.0	787.0
2017-12-27 22:00:00	ES	Futures	2938.0	2938.0	2937.46	2937.73	725.0
2017-12-27 22:30:00	ES	Futures	2937.73	2938.28	2937.46	2938.0	1752.0
2017-12-27 23:00:00	ES	Futures	2938.0	2938.0	2936.91	2937.18	1753.0
2017-12-27 23:30:00	ES	Futures	2937.18	2937.73	2936.64	2937.18	997.0
2017-12-27 00:00:00	NQ	Futures	7673.19	7673.19	7671.41	7671.71	345.0
2017-12-27 00:30:00	NQ	Futures	7671.41	7671.71	7669.33	7670.52	399.0
2017-12-27 01:00:00	NQ	Futures	7670.52	7670.82	7667.26	7667.85	240.0
2017-12-27 01:30:00	NQ	Futures	7667.85	7669.04	7666.37	7666.66	311.0

> showing 50 of 3,112 rows — these rows as CSV

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