PREVIEW / futures_30min / 2017-06-13

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-13.parquet
  size:    74 KB
  rows:    2,976

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
2017-06-13 00:00:00	ES	Futures	2656.86	2657.68	2656.59	2657.68	297.0
2017-06-13 00:30:00	ES	Futures	2657.68	2657.68	2656.86	2656.86	84.0
2017-06-13 01:00:00	ES	Futures	2657.13	2657.41	2657.13	2657.13	209.0
2017-06-13 01:30:00	ES	Futures	2657.13	2657.41	2656.86	2657.41	380.0
2017-06-13 02:00:00	ES	Futures	2657.13	2659.32	2656.32	2659.05	2220.0
2017-06-13 02:30:00	ES	Futures	2659.05	2659.32	2657.95	2657.95	1091.0
2017-06-13 03:00:00	ES	Futures	2657.95	2659.32	2657.41	2658.23	3262.0
2017-06-13 03:30:00	ES	Futures	2658.23	2661.23	2658.23	2659.59	3898.0
2017-06-13 04:00:00	ES	Futures	2659.32	2660.14	2658.77	2658.77	1544.0
2017-06-13 04:30:00	ES	Futures	2658.77	2660.14	2658.5	2659.59	2587.0
2017-06-13 05:00:00	ES	Futures	2659.32	2659.59	2657.68	2658.23	1856.0
2017-06-13 05:30:00	ES	Futures	2658.23	2658.5	2657.13	2658.23	1469.0
2017-06-13 06:00:00	ES	Futures	2658.23	2658.5	2657.68	2658.23	1092.0
2017-06-13 06:30:00	ES	Futures	2658.23	2658.23	2657.41	2657.95	1243.0
2017-06-13 07:00:00	ES	Futures	2657.68	2657.95	2657.13	2657.41	1267.0
2017-06-13 07:30:00	ES	Futures	2657.13	2657.95	2657.13	2657.41	1572.0
2017-06-13 08:00:00	ES	Futures	2657.41	2658.5	2657.13	2658.5	2309.0
2017-06-13 08:30:00	ES	Futures	2658.23	2659.87	2658.23	2659.59	2698.0
2017-06-13 09:00:00	ES	Futures	2659.59	2660.69	2659.32	2660.41	4693.0
2017-06-13 09:30:00	ES	Futures	2660.69	2663.69	2659.87	2661.23	36543.0
2017-06-13 10:00:00	ES	Futures	2661.23	2661.78	2659.32	2661.23	16332.0
2017-06-13 10:30:00	ES	Futures	2661.23	2662.32	2656.86	2656.86	18117.0
2017-06-13 11:00:00	ES	Futures	2656.86	2660.69	2656.04	2660.14	14351.0
2017-06-13 11:30:00	ES	Futures	2660.41	2663.14	2659.32	2662.32	12512.0
2017-06-13 12:00:00	ES	Futures	2662.05	2662.87	2660.96	2661.78	6131.0
2017-06-13 12:30:00	ES	Futures	2661.51	2664.78	2661.51	2664.51	8478.0
2017-06-13 13:00:00	ES	Futures	2664.51	2665.88	2663.69	2665.06	6368.0
2017-06-13 13:30:00	ES	Futures	2665.06	2665.33	2662.05	2664.24	6421.0
2017-06-13 14:00:00	ES	Futures	2663.96	2666.42	2663.96	2664.51	8711.0
2017-06-13 14:30:00	ES	Futures	2664.78	2665.6	2663.14	2664.24	8247.0
2017-06-13 15:00:00	ES	Futures	2663.96	2666.97	2663.69	2666.69	12185.0
2017-06-13 15:30:00	ES	Futures	2666.97	2667.51	2663.14	2666.15	32006.0
2017-06-13 16:00:00	ES	Futures	2666.15	2666.69	2664.78	2666.15	11377.0
2017-06-13 16:30:00	ES	Futures	2666.15	2666.97	2665.6	2666.15	2201.0
2017-06-13 18:00:00	ES	Futures	2666.15	2666.42	2665.88	2666.42	671.0
2017-06-13 18:30:00	ES	Futures	2666.15	2666.42	2665.88	2665.88	150.0
2017-06-13 19:00:00	ES	Futures	2666.15	2666.15	2665.6	2665.88	305.0
2017-06-13 19:30:00	ES	Futures	2665.88	2665.88	2665.6	2665.88	250.0
2017-06-13 20:00:00	ES	Futures	2665.6	2666.15	2665.06	2665.6	1073.0
2017-06-13 20:30:00	ES	Futures	2665.6	2665.6	2665.06	2665.06	156.0
2017-06-13 21:00:00	ES	Futures	2665.06	2665.06	2664.51	2665.06	700.0
2017-06-13 21:30:00	ES	Futures	2665.06	2665.06	2664.24	2664.24	347.0
2017-06-13 22:00:00	ES	Futures	2664.51	2665.06	2663.42	2663.69	574.0
2017-06-13 22:30:00	ES	Futures	2663.69	2663.69	2662.87	2663.69	415.0
2017-06-13 23:00:00	ES	Futures	2663.42	2664.24	2663.14	2663.96	217.0
2017-06-13 23:30:00	ES	Futures	2663.96	2664.24	2662.87	2662.87	319.0
2017-06-13 00:00:00	NQ	Futures	6823.24	6830.39	6822.64	6830.39	404.0
2017-06-13 00:30:00	NQ	Futures	6830.39	6830.39	6826.22	6827.11	249.0
2017-06-13 01:00:00	NQ	Futures	6827.41	6829.8	6827.11	6829.2	60.0
2017-06-13 01:30:00	NQ	Futures	6828.9	6829.8	6827.41	6829.5	172.0

> showing 50 of 2,976 rows — these rows as CSV

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