PREVIEW / futures_30min / 2017-12-28

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-28.parquet
  size:    76 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
2017-12-28 00:00:00	ES	Futures	2937.18	2938.28	2937.18	2937.73	1692.0
2017-12-28 00:30:00	ES	Futures	2938.0	2938.0	2936.64	2936.91	1035.0
2017-12-28 01:00:00	ES	Futures	2936.91	2937.73	2936.91	2937.46	840.0
2017-12-28 01:30:00	ES	Futures	2937.46	2937.73	2937.18	2937.73	491.0
2017-12-28 02:00:00	ES	Futures	2937.73	2937.73	2937.46	2937.46	701.0
2017-12-28 02:30:00	ES	Futures	2937.46	2938.55	2937.46	2938.28	1854.0
2017-12-28 03:00:00	ES	Futures	2938.55	2938.55	2938.0	2938.28	4281.0
2017-12-28 03:30:00	ES	Futures	2938.28	2938.55	2937.73	2938.0	2354.0
2017-12-28 04:00:00	ES	Futures	2938.0	2938.82	2937.73	2938.55	5004.0
2017-12-28 04:30:00	ES	Futures	2938.55	2939.1	2937.73	2938.0	2487.0
2017-12-28 05:00:00	ES	Futures	2938.0	2938.82	2937.73	2938.55	2375.0
2017-12-28 05:30:00	ES	Futures	2938.55	2938.82	2938.0	2938.0	2134.0
2017-12-28 06:00:00	ES	Futures	2938.0	2939.37	2938.0	2938.55	2885.0
2017-12-28 06:30:00	ES	Futures	2938.55	2939.37	2938.55	2939.1	1466.0
2017-12-28 07:00:00	ES	Futures	2939.1	2939.37	2938.55	2938.82	3317.0
2017-12-28 07:30:00	ES	Futures	2938.82	2939.1	2938.28	2938.55	2060.0
2017-12-28 08:00:00	ES	Futures	2938.28	2938.82	2937.46	2938.28	4233.0
2017-12-28 08:30:00	ES	Futures	2938.55	2939.37	2937.73	2939.1	8279.0
2017-12-28 09:00:00	ES	Futures	2939.37	2939.37	2938.28	2938.82	6734.0
2017-12-28 09:30:00	ES	Futures	2939.1	2939.92	2934.72	2935.82	76790.0
2017-12-28 10:00:00	ES	Futures	2935.82	2936.36	2934.18	2934.45	45272.0
2017-12-28 10:30:00	ES	Futures	2934.45	2936.09	2933.63	2935.54	33347.0
2017-12-28 11:00:00	ES	Futures	2935.54	2936.36	2934.18	2934.72	33674.0
2017-12-28 11:30:00	ES	Futures	2934.72	2936.36	2933.9	2935.82	25362.0
2017-12-28 12:00:00	ES	Futures	2935.82	2935.82	2935.0	2935.27	15068.0
2017-12-28 12:30:00	ES	Futures	2935.27	2935.54	2934.72	2935.27	11776.0
2017-12-28 13:00:00	ES	Futures	2935.0	2935.54	2933.9	2933.9	13232.0
2017-12-28 13:30:00	ES	Futures	2933.9	2934.72	2933.63	2934.45	15064.0
2017-12-28 14:00:00	ES	Futures	2934.18	2934.45	2933.36	2933.9	11714.0
2017-12-28 14:30:00	ES	Futures	2933.9	2935.54	2933.63	2935.0	18712.0
2017-12-28 15:00:00	ES	Futures	2935.0	2935.54	2934.72	2934.72	22712.0
2017-12-28 15:30:00	ES	Futures	2934.72	2938.28	2934.45	2937.46	83569.0
2017-12-28 16:00:00	ES	Futures	2937.73	2937.73	2935.54	2936.36	38231.0
2017-12-28 16:30:00	ES	Futures	2936.09	2936.36	2935.54	2935.82	3619.0
2017-12-28 18:00:00	ES	Futures	2935.27	2938.0	2935.27	2937.73	3812.0
2017-12-28 18:30:00	ES	Futures	2938.0	2938.28	2936.64	2937.18	2221.0
2017-12-28 19:00:00	ES	Futures	2937.18	2938.55	2936.91	2938.0	2318.0
2017-12-28 19:30:00	ES	Futures	2938.0	2938.28	2937.73	2938.0	642.0
2017-12-28 20:00:00	ES	Futures	2938.28	2938.55	2937.73	2938.0	1195.0
2017-12-28 20:30:00	ES	Futures	2938.0	2939.1	2937.73	2938.55	1476.0
2017-12-28 21:00:00	ES	Futures	2938.28	2938.55	2938.0	2938.28	930.0
2017-12-28 21:30:00	ES	Futures	2938.0	2938.55	2937.18	2938.28	1703.0
2017-12-28 22:00:00	ES	Futures	2938.55	2938.55	2938.0	2938.28	307.0
2017-12-28 22:30:00	ES	Futures	2938.55	2938.82	2938.28	2938.55	734.0
2017-12-28 23:00:00	ES	Futures	2938.55	2938.82	2938.28	2938.28	418.0
2017-12-28 23:30:00	ES	Futures	2938.55	2938.82	2938.28	2938.28	646.0
2017-12-28 00:00:00	NQ	Futures	7663.7	7666.37	7663.7	7664.89	341.0
2017-12-28 00:30:00	NQ	Futures	7664.59	7664.89	7661.62	7663.7	418.0
2017-12-28 01:00:00	NQ	Futures	7663.7	7665.18	7661.92	7664.59	299.0
2017-12-28 01:30:00	NQ	Futures	7664.89	7664.89	7662.51	7662.81	201.0

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

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