PREVIEW / futures_30min / 2017-06-01

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-01.parquet
  size:    81 KB
  rows:    3,126

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
2017-06-01 00:00:00	ES	Futures	2636.38	2636.38	2635.28	2636.38	1367.0
2017-06-01 00:30:00	ES	Futures	2636.38	2636.92	2635.83	2636.65	804.0
2017-06-01 01:00:00	ES	Futures	2636.65	2636.92	2635.56	2635.83	895.0
2017-06-01 01:30:00	ES	Futures	2635.83	2636.1	2635.56	2635.83	843.0
2017-06-01 02:00:00	ES	Futures	2635.83	2636.65	2635.56	2636.1	4091.0
2017-06-01 02:30:00	ES	Futures	2636.1	2636.65	2635.28	2635.28	2448.0
2017-06-01 03:00:00	ES	Futures	2635.56	2637.2	2634.74	2635.83	10756.0
2017-06-01 03:30:00	ES	Futures	2635.83	2637.2	2635.28	2636.1	5564.0
2017-06-01 04:00:00	ES	Futures	2635.83	2638.01	2635.56	2637.2	8578.0
2017-06-01 04:30:00	ES	Futures	2637.47	2638.01	2636.92	2637.47	6699.0
2017-06-01 05:00:00	ES	Futures	2637.47	2637.74	2636.38	2636.92	4107.0
2017-06-01 05:30:00	ES	Futures	2636.92	2637.2	2635.28	2635.83	4206.0
2017-06-01 06:00:00	ES	Futures	2635.83	2636.38	2635.28	2636.1	4090.0
2017-06-01 06:30:00	ES	Futures	2636.1	2636.92	2635.83	2636.65	4208.0
2017-06-01 07:00:00	ES	Futures	2636.38	2636.92	2635.28	2635.83	5894.0
2017-06-01 07:30:00	ES	Futures	2635.56	2636.1	2634.46	2635.01	5309.0
2017-06-01 08:00:00	ES	Futures	2635.28	2638.29	2634.74	2637.74	19391.0
2017-06-01 08:30:00	ES	Futures	2637.74	2638.56	2636.92	2638.56	11342.0
2017-06-01 09:00:00	ES	Futures	2638.56	2640.2	2638.29	2639.38	18580.0
2017-06-01 09:30:00	ES	Futures	2639.38	2641.29	2636.1	2639.11	137618.0
2017-06-01 10:00:00	ES	Futures	2639.38	2640.75	2637.2	2639.11	141550.0
2017-06-01 10:30:00	ES	Futures	2638.83	2639.11	2636.65	2638.01	72098.0
2017-06-01 11:00:00	ES	Futures	2638.29	2640.75	2637.47	2639.93	75332.0
2017-06-01 11:30:00	ES	Futures	2639.93	2643.75	2639.65	2643.75	82327.0
2017-06-01 12:00:00	ES	Futures	2643.75	2645.12	2643.2	2644.3	74258.0
2017-06-01 12:30:00	ES	Futures	2644.3	2647.85	2644.02	2647.3	53872.0
2017-06-01 13:00:00	ES	Futures	2647.3	2650.03	2647.03	2649.76	61675.0
2017-06-01 13:30:00	ES	Futures	2649.76	2650.31	2648.39	2649.21	43861.0
2017-06-01 14:00:00	ES	Futures	2648.94	2651.13	2648.39	2650.31	48169.0
2017-06-01 14:30:00	ES	Futures	2650.31	2650.31	2648.67	2648.67	41311.0
2017-06-01 15:00:00	ES	Futures	2648.67	2650.58	2647.85	2649.76	62170.0
2017-06-01 15:30:00	ES	Futures	2649.76	2654.68	2648.94	2654.4	211571.0
2017-06-01 16:00:00	ES	Futures	2654.68	2655.5	2653.04	2654.68	134746.0
2017-06-01 16:30:00	ES	Futures	2654.4	2654.95	2653.58	2654.13	9349.0
2017-06-01 18:00:00	ES	Futures	2654.13	2656.04	2653.86	2655.22	4679.0
2017-06-01 18:30:00	ES	Futures	2655.22	2656.59	2654.4	2654.68	3200.0
2017-06-01 19:00:00	ES	Futures	2654.68	2654.95	2653.58	2653.58	1464.0
2017-06-01 19:30:00	ES	Futures	2653.86	2655.22	2653.86	2654.95	1153.0
2017-06-01 20:00:00	ES	Futures	2654.95	2659.05	2654.68	2657.41	11160.0
2017-06-01 20:30:00	ES	Futures	2657.41	2659.05	2657.13	2658.5	3807.0
2017-06-01 21:00:00	ES	Futures	2658.5	2658.77	2657.95	2658.23	3249.0
2017-06-01 21:30:00	ES	Futures	2657.95	2660.14	2657.68	2659.32	7019.0
2017-06-01 22:00:00	ES	Futures	2659.32	2661.23	2659.05	2660.14	6909.0
2017-06-01 22:30:00	ES	Futures	2660.14	2660.41	2659.32	2659.87	4219.0
2017-06-01 23:00:00	ES	Futures	2660.14	2660.69	2659.59	2659.59	4069.0
2017-06-01 23:30:00	ES	Futures	2659.59	2661.23	2659.59	2659.87	3514.0
2017-06-01 00:00:00	NQ	Futures	6921.92	6923.11	6919.83	6923.11	384.0
2017-06-01 00:30:00	NQ	Futures	6923.11	6924.6	6921.92	6924.31	264.0
2017-06-01 01:00:00	NQ	Futures	6924.01	6924.31	6921.92	6923.11	274.0
2017-06-01 01:30:00	NQ	Futures	6922.82	6923.11	6921.92	6922.52	264.0

> showing 50 of 3,126 rows — these rows as CSV

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