PREVIEW / futures_30min / 2017-06-07

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-07.parquet
  size:    80 KB
  rows:    3,046

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
2017-06-07 00:00:00	ES	Futures	2657.41	2657.95	2657.41	2657.68	707.0
2017-06-07 00:30:00	ES	Futures	2657.68	2658.5	2657.68	2657.95	1027.0
2017-06-07 01:00:00	ES	Futures	2657.95	2658.23	2657.41	2657.41	1087.0
2017-06-07 01:30:00	ES	Futures	2657.68	2657.68	2656.86	2657.68	1712.0
2017-06-07 02:00:00	ES	Futures	2657.41	2657.68	2655.77	2655.77	3009.0
2017-06-07 02:30:00	ES	Futures	2655.77	2656.86	2655.5	2655.77	2494.0
2017-06-07 03:00:00	ES	Futures	2656.04	2656.32	2653.04	2653.58	14916.0
2017-06-07 03:30:00	ES	Futures	2653.58	2656.86	2653.31	2656.32	8647.0
2017-06-07 04:00:00	ES	Futures	2656.32	2656.59	2653.86	2653.86	6463.0
2017-06-07 04:30:00	ES	Futures	2654.13	2655.77	2653.86	2654.95	3651.0
2017-06-07 05:00:00	ES	Futures	2654.68	2655.22	2654.13	2655.22	4694.0
2017-06-07 05:30:00	ES	Futures	2655.22	2655.5	2654.13	2655.22	3125.0
2017-06-07 06:00:00	ES	Futures	2655.22	2657.41	2654.95	2657.13	7747.0
2017-06-07 06:30:00	ES	Futures	2657.13	2657.68	2655.77	2656.04	8299.0
2017-06-07 07:00:00	ES	Futures	2655.77	2656.86	2655.77	2656.32	5980.0
2017-06-07 07:30:00	ES	Futures	2656.32	2657.95	2655.5	2657.95	9544.0
2017-06-07 08:00:00	ES	Futures	2657.95	2658.23	2656.59	2656.86	6761.0
2017-06-07 08:30:00	ES	Futures	2656.59	2657.41	2656.04	2657.13	4745.0
2017-06-07 09:00:00	ES	Futures	2657.13	2658.23	2656.86	2656.86	13328.0
2017-06-07 09:30:00	ES	Futures	2656.86	2659.05	2655.5	2658.5	140163.0
2017-06-07 10:00:00	ES	Futures	2658.5	2659.87	2656.59	2656.59	72758.0
2017-06-07 10:30:00	ES	Futures	2656.59	2656.86	2652.22	2655.5	137580.0
2017-06-07 11:00:00	ES	Futures	2655.5	2657.13	2653.31	2653.31	74002.0
2017-06-07 11:30:00	ES	Futures	2653.58	2656.04	2653.31	2654.95	63032.0
2017-06-07 12:00:00	ES	Futures	2654.95	2655.22	2653.31	2654.13	32898.0
2017-06-07 12:30:00	ES	Futures	2654.13	2654.4	2648.39	2651.4	87862.0
2017-06-07 13:00:00	ES	Futures	2651.4	2654.4	2650.85	2653.58	68745.0
2017-06-07 13:30:00	ES	Futures	2653.31	2656.32	2652.22	2655.5	48145.0
2017-06-07 14:00:00	ES	Futures	2655.5	2658.23	2654.95	2656.59	65147.0
2017-06-07 14:30:00	ES	Futures	2656.86	2659.05	2656.59	2657.41	45152.0
2017-06-07 15:00:00	ES	Futures	2657.41	2658.5	2656.32	2658.23	45159.0
2017-06-07 15:30:00	ES	Futures	2657.95	2660.41	2655.77	2657.41	162954.0
2017-06-07 16:00:00	ES	Futures	2657.13	2657.68	2655.5	2657.13	67334.0
2017-06-07 16:30:00	ES	Futures	2656.86	2657.41	2656.32	2656.86	4405.0
2017-06-07 18:00:00	ES	Futures	2656.59	2657.41	2656.04	2656.86	2722.0
2017-06-07 18:30:00	ES	Futures	2656.86	2657.41	2656.32	2656.32	549.0
2017-06-07 19:00:00	ES	Futures	2656.59	2656.59	2655.5	2656.04	1322.0
2017-06-07 19:30:00	ES	Futures	2655.77	2657.13	2655.77	2656.86	836.0
2017-06-07 20:00:00	ES	Futures	2657.13	2657.41	2655.77	2656.59	2612.0
2017-06-07 20:30:00	ES	Futures	2656.32	2657.41	2656.04	2656.59	1281.0
2017-06-07 21:00:00	ES	Futures	2656.32	2656.86	2656.04	2656.86	1446.0
2017-06-07 21:30:00	ES	Futures	2656.59	2656.86	2656.04	2656.86	857.0
2017-06-07 22:00:00	ES	Futures	2656.86	2657.41	2656.32	2657.13	1162.0
2017-06-07 22:30:00	ES	Futures	2657.41	2657.95	2657.13	2657.41	895.0
2017-06-07 23:00:00	ES	Futures	2657.68	2659.87	2657.41	2659.05	2160.0
2017-06-07 23:30:00	ES	Futures	2658.77	2659.87	2658.77	2659.32	1569.0
2017-06-07 00:00:00	NQ	Futures	6997.65	6999.14	6997.65	6998.54	152.0
2017-06-07 00:30:00	NQ	Futures	6998.54	7000.03	6998.54	6998.54	238.0
2017-06-07 01:00:00	NQ	Futures	6998.54	6999.44	6997.95	6997.95	267.0
2017-06-07 01:30:00	NQ	Futures	6997.95	6999.44	6996.46	6997.95	522.0

> showing 50 of 3,046 rows — these rows as CSV

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