PREVIEW / futures_30min / 2017-06-08

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-08.parquet
  size:    82 KB
  rows:    3,080

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
2017-06-08 00:00:00	ES	Futures	2659.32	2659.59	2659.05	2659.05	437.0
2017-06-08 00:30:00	ES	Futures	2659.05	2659.59	2658.23	2659.32	1682.0
2017-06-08 01:00:00	ES	Futures	2659.32	2659.32	2657.95	2657.95	2149.0
2017-06-08 01:30:00	ES	Futures	2658.23	2658.77	2657.68	2657.68	2201.0
2017-06-08 02:00:00	ES	Futures	2657.95	2659.32	2657.41	2658.5	2531.0
2017-06-08 02:30:00	ES	Futures	2658.5	2659.32	2658.23	2658.77	1918.0
2017-06-08 03:00:00	ES	Futures	2658.5	2660.69	2658.23	2659.87	8698.0
2017-06-08 03:30:00	ES	Futures	2659.87	2660.41	2658.23	2659.32	5286.0
2017-06-08 04:00:00	ES	Futures	2659.59	2659.59	2657.68	2658.5	4215.0
2017-06-08 04:30:00	ES	Futures	2658.77	2659.32	2657.95	2658.77	2745.0
2017-06-08 05:00:00	ES	Futures	2658.5	2660.69	2658.5	2659.59	6438.0
2017-06-08 05:30:00	ES	Futures	2659.87	2659.87	2659.05	2659.59	2983.0
2017-06-08 06:00:00	ES	Futures	2659.59	2660.96	2659.05	2660.41	6693.0
2017-06-08 06:30:00	ES	Futures	2660.69	2662.32	2660.41	2661.51	5288.0
2017-06-08 07:00:00	ES	Futures	2661.51	2662.05	2660.14	2660.69	7943.0
2017-06-08 07:30:00	ES	Futures	2660.41	2660.96	2659.32	2659.87	7910.0
2017-06-08 08:00:00	ES	Futures	2659.59	2659.87	2658.77	2659.59	6081.0
2017-06-08 08:30:00	ES	Futures	2659.32	2659.87	2657.95	2658.77	10215.0
2017-06-08 09:00:00	ES	Futures	2658.5	2659.87	2658.23	2658.77	13843.0
2017-06-08 09:30:00	ES	Futures	2658.5	2661.51	2653.58	2656.59	147732.0
2017-06-08 10:00:00	ES	Futures	2656.59	2659.05	2651.95	2653.58	128836.0
2017-06-08 10:30:00	ES	Futures	2653.86	2657.68	2653.31	2656.32	64204.0
2017-06-08 11:00:00	ES	Futures	2656.32	2660.14	2656.32	2657.68	57493.0
2017-06-08 11:30:00	ES	Futures	2657.95	2659.59	2656.86	2659.59	48706.0
2017-06-08 12:00:00	ES	Futures	2659.32	2664.78	2659.32	2662.05	63396.0
2017-06-08 12:30:00	ES	Futures	2662.32	2663.42	2661.23	2662.87	34597.0
2017-06-08 13:00:00	ES	Futures	2663.14	2663.14	2657.13	2658.23	39790.0
2017-06-08 13:30:00	ES	Futures	2657.95	2661.23	2657.68	2661.23	35568.0
2017-06-08 14:00:00	ES	Futures	2660.96	2661.23	2654.68	2655.5	42552.0
2017-06-08 14:30:00	ES	Futures	2655.22	2657.13	2652.49	2653.86	47646.0
2017-06-08 15:00:00	ES	Futures	2653.86	2657.68	2653.86	2657.13	44902.0
2017-06-08 15:30:00	ES	Futures	2657.41	2659.87	2655.5	2658.5	103939.0
2017-06-08 16:00:00	ES	Futures	2658.5	2658.77	2656.86	2657.68	42535.0
2017-06-08 16:30:00	ES	Futures	2657.41	2660.14	2657.41	2659.59	6177.0
2017-06-08 18:00:00	ES	Futures	2651.95	2655.77	2650.03	2654.95	12179.0
2017-06-08 18:30:00	ES	Futures	2655.22	2655.5	2653.86	2654.4	1943.0
2017-06-08 19:00:00	ES	Futures	2654.4	2654.68	2653.04	2653.31	1491.0
2017-06-08 19:30:00	ES	Futures	2653.31	2653.86	2652.22	2652.49	2180.0
2017-06-08 20:00:00	ES	Futures	2652.49	2655.22	2651.95	2655.22	4427.0
2017-06-08 20:30:00	ES	Futures	2655.22	2656.59	2654.4	2654.95	3156.0
2017-06-08 21:00:00	ES	Futures	2654.95	2659.32	2654.95	2657.95	5302.0
2017-06-08 21:30:00	ES	Futures	2657.95	2659.59	2657.41	2659.59	2702.0
2017-06-08 22:00:00	ES	Futures	2659.32	2662.05	2659.05	2661.51	2978.0
2017-06-08 22:30:00	ES	Futures	2661.78	2662.05	2660.69	2661.23	1544.0
2017-06-08 23:00:00	ES	Futures	2660.96	2661.51	2660.14	2661.23	1112.0
2017-06-08 23:30:00	ES	Futures	2661.23	2661.23	2659.87	2660.14	1226.0
2017-06-08 00:00:00	NQ	Futures	7020.31	7020.61	7018.22	7018.52	193.0
2017-06-08 00:30:00	NQ	Futures	7018.52	7019.71	7017.03	7018.82	437.0
2017-06-08 01:00:00	NQ	Futures	7019.11	7019.41	7016.43	7017.03	499.0
2017-06-08 01:30:00	NQ	Futures	7017.03	7019.41	7016.13	7017.92	786.0

> showing 50 of 3,080 rows — these rows as CSV

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