PREVIEW / futures_30min / 2017-06-15

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-15.parquet
  size:    83 KB
  rows:    3,097

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
2017-06-15 00:00:00	ES	Futures	2655.76	2657.13	2655.49	2656.58	2166.0
2017-06-15 00:30:00	ES	Futures	2656.31	2657.13	2656.31	2656.86	1295.0
2017-06-15 01:00:00	ES	Futures	2656.86	2657.68	2656.31	2656.31	1059.0
2017-06-15 01:30:00	ES	Futures	2656.58	2657.68	2656.31	2657.4	2534.0
2017-06-15 02:00:00	ES	Futures	2657.4	2657.68	2656.04	2657.13	4386.0
2017-06-15 02:30:00	ES	Futures	2656.86	2657.13	2655.22	2656.04	3750.0
2017-06-15 03:00:00	ES	Futures	2655.76	2656.58	2650.02	2651.39	28393.0
2017-06-15 03:30:00	ES	Futures	2651.66	2652.48	2649.75	2650.84	14528.0
2017-06-15 04:00:00	ES	Futures	2651.12	2652.76	2650.3	2651.66	11268.0
2017-06-15 04:30:00	ES	Futures	2651.66	2652.48	2648.11	2648.38	13961.0
2017-06-15 05:00:00	ES	Futures	2648.38	2651.39	2648.11	2649.75	9988.0
2017-06-15 05:30:00	ES	Futures	2650.02	2650.84	2645.65	2645.92	16758.0
2017-06-15 06:00:00	ES	Futures	2645.92	2646.74	2642.1	2644.01	27274.0
2017-06-15 06:30:00	ES	Futures	2644.01	2646.47	2643.46	2646.2	11484.0
2017-06-15 07:00:00	ES	Futures	2646.2	2647.29	2645.1	2646.47	16114.0
2017-06-15 07:30:00	ES	Futures	2646.47	2646.47	2644.83	2645.38	11943.0
2017-06-15 08:00:00	ES	Futures	2645.65	2646.47	2642.92	2644.28	24659.0
2017-06-15 08:30:00	ES	Futures	2644.56	2647.56	2644.28	2647.02	21943.0
2017-06-15 09:00:00	ES	Futures	2647.29	2648.38	2645.1	2645.65	28470.0
2017-06-15 09:30:00	ES	Futures	2645.38	2650.3	2643.74	2649.2	235190.0
2017-06-15 10:00:00	ES	Futures	2648.93	2651.39	2641.82	2644.56	187621.0
2017-06-15 10:30:00	ES	Futures	2644.56	2648.93	2644.01	2648.66	114729.0
2017-06-15 11:00:00	ES	Futures	2648.66	2654.4	2648.11	2654.12	135271.0
2017-06-15 11:30:00	ES	Futures	2654.12	2654.94	2650.57	2650.84	88802.0
2017-06-15 12:00:00	ES	Futures	2651.12	2652.21	2649.48	2650.3	56232.0
2017-06-15 12:30:00	ES	Futures	2650.02	2653.58	2649.75	2653.3	49514.0
2017-06-15 13:00:00	ES	Futures	2653.3	2655.76	2651.94	2652.48	57536.0
2017-06-15 13:30:00	ES	Futures	2652.48	2654.67	2651.12	2652.76	45117.0
2017-06-15 14:00:00	ES	Futures	2652.48	2657.4	2651.94	2655.49	51085.0
2017-06-15 14:30:00	ES	Futures	2655.49	2657.4	2654.67	2656.04	36482.0
2017-06-15 15:00:00	ES	Futures	2656.04	2659.04	2655.49	2658.22	52259.0
2017-06-15 15:30:00	ES	Futures	2658.22	2658.5	2653.3	2657.68	132120.0
2017-06-15 16:00:00	ES	Futures	2657.95	2659.59	2657.4	2659.32	60162.0
2017-06-15 16:30:00	ES	Futures	2659.59	2660.41	2658.5	2658.77	10169.0
2017-06-15 18:00:00	ES	Futures	2658.22	2659.04	2657.13	2657.4	4875.0
2017-06-15 18:30:00	ES	Futures	2657.13	2658.22	2656.58	2657.4	1821.0
2017-06-15 19:00:00	ES	Futures	2657.4	2657.95	2656.86	2657.4	1021.0
2017-06-15 19:30:00	ES	Futures	2657.4	2658.77	2657.4	2658.77	1433.0
2017-06-15 20:00:00	ES	Futures	2658.77	2662.05	2658.5	2661.23	7593.0
2017-06-15 20:30:00	ES	Futures	2661.23	2661.5	2660.41	2660.68	3818.0
2017-06-15 21:00:00	ES	Futures	2660.96	2660.96	2660.68	2660.96	634.0
2017-06-15 21:30:00	ES	Futures	2660.96	2662.6	2660.68	2662.05	2098.0
2017-06-15 22:00:00	ES	Futures	2662.32	2662.6	2661.5	2661.78	1612.0
2017-06-15 22:30:00	ES	Futures	2661.78	2662.05	2661.23	2661.78	666.0
2017-06-15 23:00:00	ES	Futures	2661.78	2662.87	2661.78	2662.87	2259.0
2017-06-15 23:30:00	ES	Futures	2662.6	2663.69	2662.32	2662.6	2476.0
2017-06-15 00:00:00	NQ	Futures	6793.19	6799.15	6792.6	6797.36	761.0
2017-06-15 00:30:00	NQ	Futures	6797.36	6797.96	6794.68	6795.28	358.0
2017-06-15 01:00:00	NQ	Futures	6795.28	6796.47	6790.81	6791.71	427.0
2017-06-15 01:30:00	NQ	Futures	6792.3	6799.45	6792.0	6799.15	796.0

> showing 50 of 3,097 rows — these rows as CSV

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