PREVIEW / futures_30min / 2017-06-05

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-05.parquet
  size:    71 KB
  rows:    2,904

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
2017-06-05 00:00:00	ES	Futures	2660.69	2661.51	2660.69	2660.69	1390.0
2017-06-05 00:30:00	ES	Futures	2660.69	2661.23	2660.69	2660.96	577.0
2017-06-05 01:00:00	ES	Futures	2660.96	2661.51	2660.69	2661.51	3207.0
2017-06-05 01:30:00	ES	Futures	2661.51	2662.05	2660.96	2661.78	1737.0
2017-06-05 02:00:00	ES	Futures	2661.78	2661.78	2659.87	2661.51	3652.0
2017-06-05 02:30:00	ES	Futures	2661.23	2661.51	2660.41	2661.23	3481.0
2017-06-05 03:00:00	ES	Futures	2661.23	2661.78	2660.41	2660.41	4308.0
2017-06-05 03:30:00	ES	Futures	2660.69	2661.51	2660.14	2661.23	3642.0
2017-06-05 04:00:00	ES	Futures	2661.23	2662.05	2660.69	2660.96	4618.0
2017-06-05 04:30:00	ES	Futures	2660.96	2662.32	2660.69	2661.51	3530.0
2017-06-05 05:00:00	ES	Futures	2661.51	2663.14	2661.23	2662.6	3510.0
2017-06-05 05:30:00	ES	Futures	2662.6	2662.6	2661.78	2661.78	1715.0
2017-06-05 06:00:00	ES	Futures	2662.05	2662.05	2661.78	2662.05	819.0
2017-06-05 06:30:00	ES	Futures	2661.78	2662.05	2660.69	2660.69	1448.0
2017-06-05 07:00:00	ES	Futures	2660.69	2661.51	2659.87	2660.41	9038.0
2017-06-05 07:30:00	ES	Futures	2660.69	2660.69	2659.87	2659.87	3012.0
2017-06-05 08:00:00	ES	Futures	2660.14	2660.96	2659.87	2660.96	5330.0
2017-06-05 08:30:00	ES	Futures	2660.96	2661.23	2659.87	2660.69	6045.0
2017-06-05 09:00:00	ES	Futures	2660.41	2661.78	2660.14	2660.96	11282.0
2017-06-05 09:30:00	ES	Futures	2661.23	2663.14	2658.77	2662.32	124852.0
2017-06-05 10:00:00	ES	Futures	2662.32	2664.78	2662.05	2662.87	70675.0
2017-06-05 10:30:00	ES	Futures	2662.87	2664.51	2662.32	2662.6	46315.0
2017-06-05 11:00:00	ES	Futures	2662.6	2663.14	2660.14	2660.69	75888.0
2017-06-05 11:30:00	ES	Futures	2660.41	2662.87	2659.87	2662.6	57504.0
2017-06-05 12:00:00	ES	Futures	2662.6	2664.24	2662.6	2663.14	37974.0
2017-06-05 12:30:00	ES	Futures	2663.14	2663.42	2661.51	2662.6	33886.0
2017-06-05 13:00:00	ES	Futures	2662.87	2664.51	2662.6	2663.96	31360.0
2017-06-05 13:30:00	ES	Futures	2663.96	2663.96	2662.05	2662.32	25572.0
2017-06-05 14:00:00	ES	Futures	2662.6	2663.14	2661.78	2662.6	27794.0
2017-06-05 14:30:00	ES	Futures	2662.6	2663.42	2662.05	2662.32	20651.0
2017-06-05 15:00:00	ES	Futures	2662.6	2663.42	2661.78	2662.87	31199.0
2017-06-05 15:30:00	ES	Futures	2662.87	2663.69	2660.41	2661.23	114946.0
2017-06-05 16:00:00	ES	Futures	2660.96	2661.23	2659.32	2660.14	42949.0
2017-06-05 16:30:00	ES	Futures	2659.87	2660.96	2659.59	2660.69	5020.0
2017-06-05 18:00:00	ES	Futures	2659.59	2659.87	2659.32	2659.59	1602.0
2017-06-05 18:30:00	ES	Futures	2659.87	2660.41	2659.59	2660.41	605.0
2017-06-05 19:00:00	ES	Futures	2660.41	2660.69	2659.87	2659.87	981.0
2017-06-05 19:30:00	ES	Futures	2659.87	2660.41	2659.87	2660.41	625.0
2017-06-05 20:00:00	ES	Futures	2660.41	2660.41	2659.05	2660.14	3487.0
2017-06-05 20:30:00	ES	Futures	2660.14	2660.14	2657.68	2657.95	3520.0
2017-06-05 21:00:00	ES	Futures	2658.23	2658.5	2656.86	2657.95	4868.0
2017-06-05 21:30:00	ES	Futures	2658.23	2658.5	2657.68	2658.5	1950.0
2017-06-05 22:00:00	ES	Futures	2658.5	2658.5	2657.41	2657.68	1718.0
2017-06-05 22:30:00	ES	Futures	2657.68	2658.23	2657.41	2657.95	1284.0
2017-06-05 23:00:00	ES	Futures	2657.95	2657.95	2657.13	2657.41	1317.0
2017-06-05 23:30:00	ES	Futures	2657.68	2658.23	2657.41	2657.95	1242.0
2017-06-05 00:00:00	NQ	Futures	7012.85	7014.34	7012.56	7013.15	240.0
2017-06-05 00:30:00	NQ	Futures	7012.85	7013.15	7011.96	7012.56	236.0
2017-06-05 01:00:00	NQ	Futures	7012.26	7015.84	7012.26	7015.84	525.0
2017-06-05 01:30:00	NQ	Futures	7015.54	7017.03	7013.75	7015.84	463.0

> showing 50 of 2,904 rows — these rows as CSV

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