PREVIEW / futures_30min / 2017-06-09

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-09.parquet
  size:    72 KB
  rows:    2,549

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
2017-06-09 00:00:00	ES	Futures	2660.41	2660.41	2659.05	2659.59	1230.0
2017-06-09 00:30:00	ES	Futures	2659.32	2660.14	2659.05	2659.87	1134.0
2017-06-09 01:00:00	ES	Futures	2659.87	2659.87	2659.32	2659.32	346.0
2017-06-09 01:30:00	ES	Futures	2659.59	2660.14	2659.05	2659.59	1234.0
2017-06-09 02:00:00	ES	Futures	2659.87	2660.14	2658.77	2658.77	2603.0
2017-06-09 02:30:00	ES	Futures	2658.77	2660.69	2658.77	2659.32	2864.0
2017-06-09 03:00:00	ES	Futures	2659.32	2663.96	2658.77	2662.32	13179.0
2017-06-09 03:30:00	ES	Futures	2662.32	2662.87	2659.05	2659.32	6554.0
2017-06-09 04:00:00	ES	Futures	2659.32	2661.51	2658.77	2659.59	3539.0
2017-06-09 04:30:00	ES	Futures	2659.32	2662.32	2659.05	2661.23	3295.0
2017-06-09 05:00:00	ES	Futures	2661.51	2662.6	2661.23	2662.32	1983.0
2017-06-09 05:30:00	ES	Futures	2662.05	2662.6	2660.96	2661.23	1465.0
2017-06-09 06:00:00	ES	Futures	2661.51	2662.05	2661.23	2662.05	1518.0
2017-06-09 06:30:00	ES	Futures	2661.78	2662.32	2659.59	2660.14	3068.0
2017-06-09 07:00:00	ES	Futures	2660.41	2660.41	2659.05	2659.87	5167.0
2017-06-09 07:30:00	ES	Futures	2659.87	2662.32	2659.59	2662.05	6661.0
2017-06-09 08:00:00	ES	Futures	2662.05	2662.6	2660.14	2660.41	6743.0
2017-06-09 08:30:00	ES	Futures	2660.69	2662.05	2660.69	2660.69	4672.0
2017-06-09 09:00:00	ES	Futures	2660.96	2662.87	2660.14	2662.32	9058.0
2017-06-09 09:30:00	ES	Futures	2662.32	2667.79	2661.78	2666.15	55872.0
2017-06-09 10:00:00	ES	Futures	2666.42	2671.07	2665.33	2670.79	56341.0
2017-06-09 10:30:00	ES	Futures	2670.79	2672.16	2669.7	2669.97	43347.0
2017-06-09 11:00:00	ES	Futures	2669.97	2671.88	2668.33	2669.97	34978.0
2017-06-09 11:30:00	ES	Futures	2670.25	2671.34	2668.33	2668.33	25418.0
2017-06-09 12:00:00	ES	Futures	2668.61	2669.7	2662.87	2664.51	43196.0
2017-06-09 12:30:00	ES	Futures	2664.78	2665.06	2660.41	2663.96	50456.0
2017-06-09 13:00:00	ES	Futures	2663.96	2665.33	2658.23	2661.51	45447.0
2017-06-09 13:30:00	ES	Futures	2661.51	2661.51	2653.04	2653.04	57893.0
2017-06-09 14:00:00	ES	Futures	2653.04	2658.23	2652.76	2654.68	45207.0
2017-06-09 14:30:00	ES	Futures	2654.68	2655.77	2638.29	2644.02	140170.0
2017-06-09 15:00:00	ES	Futures	2644.02	2655.77	2643.75	2655.22	84390.0
2017-06-09 15:30:00	ES	Futures	2655.22	2656.59	2647.03	2654.95	97641.0
2017-06-09 16:00:00	ES	Futures	2654.68	2656.32	2653.31	2656.04	37173.0
2017-06-09 16:30:00	ES	Futures	2655.5	2656.86	2654.95	2655.77	6698.0
2017-06-09 00:00:00	NQ	Futures	7017.62	7019.11	7014.34	7016.73	277.0
2017-06-09 00:30:00	NQ	Futures	7016.73	7017.92	7014.34	7017.03	243.0
2017-06-09 01:00:00	NQ	Futures	7017.03	7017.92	7014.94	7017.62	273.0
2017-06-09 01:30:00	NQ	Futures	7017.62	7019.41	7015.84	7018.82	279.0
2017-06-09 02:00:00	NQ	Futures	7018.82	7020.01	7015.24	7016.13	446.0
2017-06-09 02:30:00	NQ	Futures	7016.43	7020.31	7016.13	7018.82	386.0
2017-06-09 03:00:00	NQ	Futures	7019.11	7030.74	7017.03	7025.67	1628.0
2017-06-09 03:30:00	NQ	Futures	7025.38	7028.36	7019.11	7019.41	859.0
2017-06-09 04:00:00	NQ	Futures	7019.41	7024.78	7016.73	7019.71	743.0
2017-06-09 04:30:00	NQ	Futures	7019.71	7027.46	7018.52	7024.48	568.0
2017-06-09 05:00:00	NQ	Futures	7023.59	7026.87	7023.29	7025.97	569.0
2017-06-09 05:30:00	NQ	Futures	7025.97	7027.46	7023.88	7025.08	356.0
2017-06-09 06:00:00	NQ	Futures	7025.08	7027.46	7024.48	7025.67	237.0
2017-06-09 06:30:00	NQ	Futures	7025.67	7025.97	7018.22	7019.41	848.0
2017-06-09 07:00:00	NQ	Futures	7019.11	7020.01	7017.03	7019.41	703.0
2017-06-09 07:30:00	NQ	Futures	7019.41	7026.27	7017.03	7024.48	1351.0

> showing 50 of 2,549 rows — these rows as CSV

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