PREVIEW / futures_30min / 2017-06-14

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-14.parquet
  size:    84 KB
  rows:    3,055

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
2017-06-14 00:00:00	ES	Futures	2662.87	2663.14	2662.32	2662.87	2209.0
2017-06-14 00:30:00	ES	Futures	2662.87	2664.24	2662.87	2663.96	1262.0
2017-06-14 01:00:00	ES	Futures	2663.69	2663.96	2662.87	2663.42	1429.0
2017-06-14 01:30:00	ES	Futures	2663.42	2663.69	2662.87	2662.87	1043.0
2017-06-14 02:00:00	ES	Futures	2663.14	2663.69	2662.6	2663.14	2480.0
2017-06-14 02:30:00	ES	Futures	2663.14	2664.51	2662.87	2663.96	2497.0
2017-06-14 03:00:00	ES	Futures	2664.24	2665.88	2663.96	2665.88	6220.0
2017-06-14 03:30:00	ES	Futures	2665.88	2666.7	2664.51	2665.6	5875.0
2017-06-14 04:00:00	ES	Futures	2665.88	2667.52	2665.33	2666.97	6498.0
2017-06-14 04:30:00	ES	Futures	2667.24	2667.52	2665.6	2666.15	4735.0
2017-06-14 05:00:00	ES	Futures	2665.88	2668.61	2665.88	2667.52	8562.0
2017-06-14 05:30:00	ES	Futures	2667.52	2668.34	2666.97	2667.24	3048.0
2017-06-14 06:00:00	ES	Futures	2667.52	2668.61	2666.97	2667.24	3844.0
2017-06-14 06:30:00	ES	Futures	2667.52	2668.88	2666.97	2668.61	5010.0
2017-06-14 07:00:00	ES	Futures	2668.34	2669.16	2668.06	2668.61	4426.0
2017-06-14 07:30:00	ES	Futures	2668.61	2670.25	2667.52	2668.61	14812.0
2017-06-14 08:00:00	ES	Futures	2668.34	2668.61	2666.97	2667.52	10027.0
2017-06-14 08:30:00	ES	Futures	2667.24	2671.34	2665.88	2669.16	35549.0
2017-06-14 09:00:00	ES	Futures	2669.16	2670.8	2668.61	2669.43	25086.0
2017-06-14 09:30:00	ES	Futures	2669.43	2669.98	2663.69	2666.15	142923.0
2017-06-14 10:00:00	ES	Futures	2666.15	2666.97	2662.6	2663.42	105298.0
2017-06-14 10:30:00	ES	Futures	2663.69	2664.78	2659.32	2661.23	108884.0
2017-06-14 11:00:00	ES	Futures	2661.5	2663.96	2660.41	2663.14	73115.0
2017-06-14 11:30:00	ES	Futures	2663.14	2663.96	2660.96	2663.69	50792.0
2017-06-14 12:00:00	ES	Futures	2663.69	2664.24	2661.23	2662.87	39026.0
2017-06-14 12:30:00	ES	Futures	2663.14	2665.33	2662.87	2663.42	31459.0
2017-06-14 13:00:00	ES	Futures	2663.69	2665.88	2663.14	2663.42	31085.0
2017-06-14 13:30:00	ES	Futures	2663.69	2664.51	2662.32	2663.69	23787.0
2017-06-14 14:00:00	ES	Futures	2663.69	2668.61	2660.96	2664.78	92090.0
2017-06-14 14:30:00	ES	Futures	2665.06	2666.15	2655.22	2656.86	148695.0
2017-06-14 15:00:00	ES	Futures	2657.13	2659.04	2652.21	2658.22	135261.0
2017-06-14 15:30:00	ES	Futures	2658.22	2664.78	2656.04	2662.87	164917.0
2017-06-14 16:00:00	ES	Futures	2663.14	2664.24	2662.05	2662.6	53479.0
2017-06-14 16:30:00	ES	Futures	2662.6	2662.87	2660.96	2661.78	5926.0
2017-06-14 18:00:00	ES	Futures	2660.96	2661.78	2660.41	2660.96	2605.0
2017-06-14 18:30:00	ES	Futures	2660.68	2660.96	2654.4	2656.31	8440.0
2017-06-14 19:00:00	ES	Futures	2656.31	2657.13	2654.94	2655.76	3317.0
2017-06-14 19:30:00	ES	Futures	2655.76	2657.13	2653.85	2656.58	5447.0
2017-06-14 20:00:00	ES	Futures	2656.86	2659.86	2655.76	2659.04	5829.0
2017-06-14 20:30:00	ES	Futures	2659.32	2660.14	2656.86	2657.13	4204.0
2017-06-14 21:00:00	ES	Futures	2657.4	2657.4	2656.31	2657.4	4713.0
2017-06-14 21:30:00	ES	Futures	2657.13	2657.95	2654.4	2656.04	7456.0
2017-06-14 22:00:00	ES	Futures	2656.04	2656.04	2653.85	2655.22	5485.0
2017-06-14 22:30:00	ES	Futures	2655.22	2656.04	2654.67	2654.94	1446.0
2017-06-14 23:00:00	ES	Futures	2655.22	2656.04	2654.94	2656.04	1390.0
2017-06-14 23:30:00	ES	Futures	2655.76	2656.31	2655.22	2655.76	2401.0
2017-06-14 00:00:00	NQ	Futures	6846.79	6847.39	6845.0	6847.09	417.0
2017-06-14 00:30:00	NQ	Futures	6847.09	6853.04	6846.79	6852.15	529.0
2017-06-14 01:00:00	NQ	Futures	6851.85	6853.04	6847.39	6849.17	459.0
2017-06-14 01:30:00	NQ	Futures	6849.17	6850.66	6847.68	6847.68	303.0

> showing 50 of 3,055 rows — these rows as CSV

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