PREVIEW / futures_30min / 2017-06-12

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-12.parquet
  size:    75 KB
  rows:    2,905

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
2017-06-12 00:00:00	ES	Futures	2652.22	2652.22	2651.4	2651.67	460.0
2017-06-12 00:30:00	ES	Futures	2651.67	2652.22	2651.4	2651.95	860.0
2017-06-12 01:00:00	ES	Futures	2651.95	2651.95	2651.4	2651.67	693.0
2017-06-12 01:30:00	ES	Futures	2651.95	2652.22	2651.67	2651.95	494.0
2017-06-12 02:00:00	ES	Futures	2651.95	2653.04	2651.4	2651.95	2772.0
2017-06-12 02:30:00	ES	Futures	2651.95	2652.76	2650.85	2652.49	2310.0
2017-06-12 03:00:00	ES	Futures	2652.49	2653.31	2650.58	2651.67	5487.0
2017-06-12 03:30:00	ES	Futures	2651.67	2651.95	2649.76	2651.95	2630.0
2017-06-12 04:00:00	ES	Futures	2651.67	2652.22	2648.39	2648.94	4857.0
2017-06-12 04:30:00	ES	Futures	2648.94	2649.49	2646.76	2647.3	5309.0
2017-06-12 05:00:00	ES	Futures	2647.3	2650.31	2647.03	2650.03	4432.0
2017-06-12 05:30:00	ES	Futures	2650.03	2650.03	2646.21	2648.67	5643.0
2017-06-12 06:00:00	ES	Futures	2648.67	2649.49	2647.3	2649.21	3471.0
2017-06-12 06:30:00	ES	Futures	2649.21	2650.58	2648.67	2649.76	3703.0
2017-06-12 07:00:00	ES	Futures	2649.49	2650.03	2647.3	2649.21	4972.0
2017-06-12 07:30:00	ES	Futures	2649.49	2650.31	2647.57	2648.39	2791.0
2017-06-12 08:00:00	ES	Futures	2648.39	2651.95	2648.12	2651.67	5278.0
2017-06-12 08:30:00	ES	Futures	2651.4	2652.76	2651.13	2651.4	4909.0
2017-06-12 09:00:00	ES	Futures	2651.13	2651.95	2649.49	2651.13	5467.0
2017-06-12 09:30:00	ES	Futures	2651.13	2654.4	2644.02	2645.66	61015.0
2017-06-12 10:00:00	ES	Futures	2645.94	2650.03	2642.93	2647.85	43473.0
2017-06-12 10:30:00	ES	Futures	2647.85	2651.67	2645.12	2650.85	28360.0
2017-06-12 11:00:00	ES	Futures	2650.85	2652.76	2649.76	2650.85	22742.0
2017-06-12 11:30:00	ES	Futures	2650.58	2652.22	2647.57	2649.21	24869.0
2017-06-12 12:00:00	ES	Futures	2649.49	2650.03	2646.21	2646.48	11943.0
2017-06-12 12:30:00	ES	Futures	2646.76	2648.39	2644.3	2644.3	11920.0
2017-06-12 13:00:00	ES	Futures	2644.57	2648.39	2644.02	2648.12	13244.0
2017-06-12 13:30:00	ES	Futures	2648.39	2649.21	2644.57	2644.57	12188.0
2017-06-12 14:00:00	ES	Futures	2644.57	2648.39	2644.3	2646.76	10986.0
2017-06-12 14:30:00	ES	Futures	2646.48	2650.85	2646.21	2649.49	12210.0
2017-06-12 15:00:00	ES	Futures	2649.21	2651.67	2647.85	2648.39	15820.0
2017-06-12 15:30:00	ES	Futures	2648.39	2654.13	2647.85	2653.31	45062.0
2017-06-12 16:00:00	ES	Futures	2653.58	2654.4	2653.04	2653.86	18512.0
2017-06-12 16:30:00	ES	Futures	2653.86	2654.68	2652.49	2654.4	3665.0
2017-06-12 18:00:00	ES	Futures	2653.58	2653.86	2651.95	2653.31	981.0
2017-06-12 18:30:00	ES	Futures	2653.31	2653.86	2653.04	2653.31	591.0
2017-06-12 19:00:00	ES	Futures	2653.31	2653.86	2652.76	2652.76	542.0
2017-06-12 19:30:00	ES	Futures	2652.76	2654.13	2652.76	2654.13	584.0
2017-06-12 20:00:00	ES	Futures	2654.13	2657.95	2654.13	2656.32	3125.0
2017-06-12 20:30:00	ES	Futures	2656.32	2656.86	2655.77	2656.04	507.0
2017-06-12 21:00:00	ES	Futures	2656.04	2657.68	2656.04	2657.13	573.0
2017-06-12 21:30:00	ES	Futures	2657.13	2657.13	2655.5	2656.32	624.0
2017-06-12 22:00:00	ES	Futures	2656.32	2657.41	2656.32	2656.86	392.0
2017-06-12 22:30:00	ES	Futures	2656.86	2657.13	2655.77	2656.04	1129.0
2017-06-12 23:00:00	ES	Futures	2656.04	2657.13	2655.77	2657.13	654.0
2017-06-12 23:30:00	ES	Futures	2657.13	2657.68	2656.59	2656.86	1038.0
2017-06-12 00:00:00	NQ	Futures	6830.39	6830.69	6828.01	6828.3	201.0
2017-06-12 00:30:00	NQ	Futures	6828.01	6829.8	6827.41	6829.2	229.0
2017-06-12 01:00:00	NQ	Futures	6828.6	6829.2	6827.71	6828.6	157.0
2017-06-12 01:30:00	NQ	Futures	6828.3	6828.9	6825.62	6825.92	236.0

> showing 50 of 2,905 rows — these rows as CSV

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