PREVIEW / futures_30min / 2017-06-02

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-02.parquet
  size:    71 KB
  rows:    2,551

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
2017-06-02 00:00:00	ES	Futures	2659.87	2660.14	2659.32	2659.87	2329.0
2017-06-02 00:30:00	ES	Futures	2660.14	2660.96	2659.87	2660.14	2259.0
2017-06-02 01:00:00	ES	Futures	2660.14	2660.96	2659.32	2660.69	3098.0
2017-06-02 01:30:00	ES	Futures	2660.41	2661.23	2660.14	2660.41	3850.0
2017-06-02 02:00:00	ES	Futures	2660.14	2661.23	2659.05	2659.32	8147.0
2017-06-02 02:30:00	ES	Futures	2659.32	2660.41	2659.05	2660.14	5376.0
2017-06-02 03:00:00	ES	Futures	2660.14	2661.51	2659.32	2660.41	16047.0
2017-06-02 03:30:00	ES	Futures	2660.41	2660.69	2658.23	2658.23	8480.0
2017-06-02 04:00:00	ES	Futures	2658.5	2659.32	2657.68	2659.05	7696.0
2017-06-02 04:30:00	ES	Futures	2659.05	2659.32	2658.23	2659.05	6297.0
2017-06-02 05:00:00	ES	Futures	2658.77	2659.32	2658.23	2659.05	6610.0
2017-06-02 05:30:00	ES	Futures	2659.05	2660.41	2658.23	2660.14	7046.0
2017-06-02 06:00:00	ES	Futures	2660.14	2660.96	2659.59	2660.14	6140.0
2017-06-02 06:30:00	ES	Futures	2660.14	2662.87	2660.14	2662.6	10904.0
2017-06-02 07:00:00	ES	Futures	2662.6	2662.87	2660.41	2660.41	9813.0
2017-06-02 07:30:00	ES	Futures	2660.69	2660.96	2659.87	2660.14	7369.0
2017-06-02 08:00:00	ES	Futures	2660.14	2660.69	2659.05	2659.59	16851.0
2017-06-02 08:30:00	ES	Futures	2659.87	2660.14	2653.31	2656.86	85758.0
2017-06-02 09:00:00	ES	Futures	2656.86	2657.95	2654.95	2655.22	41215.0
2017-06-02 09:30:00	ES	Futures	2655.22	2658.5	2651.67	2653.58	202691.0
2017-06-02 10:00:00	ES	Futures	2653.86	2656.04	2653.04	2655.77	102671.0
2017-06-02 10:30:00	ES	Futures	2656.04	2659.32	2655.22	2658.23	102279.0
2017-06-02 11:00:00	ES	Futures	2658.23	2659.32	2657.13	2658.5	71180.0
2017-06-02 11:30:00	ES	Futures	2658.23	2662.32	2658.23	2661.78	79884.0
2017-06-02 12:00:00	ES	Futures	2661.78	2662.6	2660.14	2662.32	80295.0
2017-06-02 12:30:00	ES	Futures	2662.6	2662.6	2660.69	2661.78	46734.0
2017-06-02 13:00:00	ES	Futures	2661.78	2662.6	2660.69	2662.32	62248.0
2017-06-02 13:30:00	ES	Futures	2662.32	2664.78	2662.05	2663.69	72402.0
2017-06-02 14:00:00	ES	Futures	2663.96	2664.51	2660.96	2661.23	64217.0
2017-06-02 14:30:00	ES	Futures	2661.23	2663.42	2661.23	2663.14	55093.0
2017-06-02 15:00:00	ES	Futures	2663.14	2664.24	2662.6	2663.42	50370.0
2017-06-02 15:30:00	ES	Futures	2663.14	2665.6	2660.41	2662.87	271300.0
2017-06-02 16:00:00	ES	Futures	2662.87	2663.96	2662.32	2663.42	110315.0
2017-06-02 16:30:00	ES	Futures	2662.87	2663.42	2662.05	2662.87	8709.0
2017-06-02 00:00:00	NQ	Futures	6963.96	6964.85	6962.47	6964.56	412.0
2017-06-02 00:30:00	NQ	Futures	6964.56	6966.94	6963.66	6964.26	492.0
2017-06-02 01:00:00	NQ	Futures	6964.56	6966.34	6962.77	6966.05	564.0
2017-06-02 01:30:00	NQ	Futures	6965.75	6967.54	6965.15	6965.15	520.0
2017-06-02 02:00:00	NQ	Futures	6965.15	6966.94	6961.87	6963.66	994.0
2017-06-02 02:30:00	NQ	Futures	6963.36	6966.05	6963.06	6965.15	544.0
2017-06-02 03:00:00	NQ	Futures	6965.45	6969.92	6962.47	6965.75	2749.0
2017-06-02 03:30:00	NQ	Futures	6966.05	6967.24	6961.28	6961.57	1302.0
2017-06-02 04:00:00	NQ	Futures	6961.87	6962.17	6957.4	6959.78	1689.0
2017-06-02 04:30:00	NQ	Futures	6960.08	6961.87	6958.0	6960.98	1033.0
2017-06-02 05:00:00	NQ	Futures	6960.98	6962.17	6960.08	6961.57	648.0
2017-06-02 05:30:00	NQ	Futures	6961.87	6965.45	6960.38	6964.85	828.0
2017-06-02 06:00:00	NQ	Futures	6965.15	6967.24	6963.66	6965.45	762.0
2017-06-02 06:30:00	NQ	Futures	6965.45	6969.92	6965.15	6969.33	1601.0
2017-06-02 07:00:00	NQ	Futures	6969.33	6969.62	6964.26	6965.45	1239.0
2017-06-02 07:30:00	NQ	Futures	6965.75	6966.94	6963.66	6965.45	1034.0

> showing 50 of 2,551 rows — these rows as CSV

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