PREVIEW / futures_30min / 2017-12-29

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-12-29.parquet
  size:    68 KB
  rows:    2,466

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
2017-12-29 00:00:00	ES	Futures	2938.28	2938.55	2938.28	2938.28	1145.0
2017-12-29 00:30:00	ES	Futures	2938.28	2938.82	2938.28	2938.82	1004.0
2017-12-29 01:00:00	ES	Futures	2938.82	2938.82	2938.28	2938.82	754.0
2017-12-29 01:30:00	ES	Futures	2938.55	2939.1	2938.55	2938.82	396.0
2017-12-29 02:00:00	ES	Futures	2938.82	2940.46	2938.82	2939.92	3221.0
2017-12-29 02:30:00	ES	Futures	2939.92	2940.19	2939.64	2939.92	738.0
2017-12-29 03:00:00	ES	Futures	2939.64	2940.46	2938.55	2939.37	5592.0
2017-12-29 03:30:00	ES	Futures	2939.1	2940.19	2938.82	2940.19	3190.0
2017-12-29 04:00:00	ES	Futures	2939.92	2940.74	2939.64	2940.74	4044.0
2017-12-29 04:30:00	ES	Futures	2940.74	2942.1	2940.46	2942.1	3800.0
2017-12-29 05:00:00	ES	Futures	2942.1	2944.56	2941.83	2943.2	8948.0
2017-12-29 05:30:00	ES	Futures	2943.2	2945.66	2942.92	2945.38	5274.0
2017-12-29 06:00:00	ES	Futures	2945.11	2946.2	2944.84	2945.66	3656.0
2017-12-29 06:30:00	ES	Futures	2945.38	2946.75	2945.38	2945.93	8386.0
2017-12-29 07:00:00	ES	Futures	2945.93	2950.03	2945.66	2949.21	13565.0
2017-12-29 07:30:00	ES	Futures	2949.21	2949.21	2946.75	2947.02	9597.0
2017-12-29 08:00:00	ES	Futures	2946.75	2948.12	2946.2	2946.2	6733.0
2017-12-29 08:30:00	ES	Futures	2946.48	2946.75	2944.84	2945.38	9248.0
2017-12-29 09:00:00	ES	Futures	2945.11	2946.48	2944.29	2945.11	11993.0
2017-12-29 09:30:00	ES	Futures	2945.11	2945.38	2937.73	2938.55	112216.0
2017-12-29 10:00:00	ES	Futures	2938.82	2939.1	2935.0	2938.28	48520.0
2017-12-29 10:30:00	ES	Futures	2938.55	2939.1	2933.63	2935.82	45137.0
2017-12-29 11:00:00	ES	Futures	2936.09	2936.64	2933.63	2935.54	39970.0
2017-12-29 11:30:00	ES	Futures	2935.54	2937.73	2934.45	2936.64	28317.0
2017-12-29 12:00:00	ES	Futures	2936.64	2937.46	2935.27	2935.27	21934.0
2017-12-29 12:30:00	ES	Futures	2935.27	2936.64	2934.45	2935.27	19720.0
2017-12-29 13:00:00	ES	Futures	2935.0	2936.09	2934.18	2935.0	18072.0
2017-12-29 13:30:00	ES	Futures	2935.27	2935.27	2931.44	2932.81	34321.0
2017-12-29 14:00:00	ES	Futures	2933.08	2934.45	2932.26	2933.63	27405.0
2017-12-29 14:30:00	ES	Futures	2933.9	2934.18	2932.54	2933.63	16681.0
2017-12-29 15:00:00	ES	Futures	2933.63	2937.18	2932.81	2935.54	37265.0
2017-12-29 15:30:00	ES	Futures	2935.82	2935.82	2923.79	2927.34	291264.0
2017-12-29 16:00:00	ES	Futures	2927.34	2930.62	2917.78	2922.42	172612.0
2017-12-29 16:30:00	ES	Futures	2921.6	2922.7	2916.68	2917.23	18184.0
2017-12-29 00:00:00	NQ	Futures	7648.87	7650.95	7648.87	7650.06	216.0
2017-12-29 00:30:00	NQ	Futures	7650.06	7650.95	7649.76	7650.06	194.0
2017-12-29 01:00:00	NQ	Futures	7650.06	7650.65	7648.87	7650.65	213.0
2017-12-29 01:30:00	NQ	Futures	7650.65	7651.84	7649.76	7651.24	132.0
2017-12-29 02:00:00	NQ	Futures	7651.54	7655.99	7651.54	7654.8	451.0
2017-12-29 02:30:00	NQ	Futures	7654.8	7655.39	7651.54	7651.84	385.0
2017-12-29 03:00:00	NQ	Futures	7652.13	7655.1	7648.57	7652.13	875.0
2017-12-29 03:30:00	NQ	Futures	7651.84	7654.5	7650.95	7653.32	386.0
2017-12-29 04:00:00	NQ	Futures	7653.32	7656.28	7652.72	7655.69	560.0
2017-12-29 04:30:00	NQ	Futures	7655.99	7657.77	7654.5	7657.77	409.0
2017-12-29 05:00:00	NQ	Futures	7657.47	7662.81	7657.47	7659.25	1803.0
2017-12-29 05:30:00	NQ	Futures	7659.25	7662.51	7657.47	7661.62	883.0
2017-12-29 06:00:00	NQ	Futures	7661.92	7666.07	7660.73	7664.59	1313.0
2017-12-29 06:30:00	NQ	Futures	7664.89	7671.41	7663.11	7667.55	1985.0
2017-12-29 07:00:00	NQ	Futures	7667.55	7673.19	7667.26	7672.6	1713.0
2017-12-29 07:30:00	NQ	Futures	7672.6	7673.19	7670.52	7670.82	1053.0

> showing 50 of 2,466 rows — these rows as CSV

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