PREVIEW / futures_30min / 2017-06-19

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-19.parquet
  size:    80 KB
  rows:    3,059

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
2017-06-19 00:00:00	ES	Futures	2663.42	2663.69	2662.6	2662.6	942.0
2017-06-19 00:30:00	ES	Futures	2662.87	2663.69	2662.87	2663.14	1004.0
2017-06-19 01:00:00	ES	Futures	2663.42	2663.69	2662.87	2663.69	664.0
2017-06-19 01:30:00	ES	Futures	2663.42	2663.69	2662.87	2663.42	1047.0
2017-06-19 02:00:00	ES	Futures	2663.42	2665.33	2663.14	2665.06	6376.0
2017-06-19 02:30:00	ES	Futures	2665.06	2665.6	2664.78	2665.33	7274.0
2017-06-19 03:00:00	ES	Futures	2665.33	2668.06	2665.06	2667.52	18539.0
2017-06-19 03:30:00	ES	Futures	2667.52	2668.06	2665.33	2665.33	11705.0
2017-06-19 04:00:00	ES	Futures	2665.33	2666.97	2665.06	2665.33	6294.0
2017-06-19 04:30:00	ES	Futures	2665.33	2665.88	2664.78	2665.6	5088.0
2017-06-19 05:00:00	ES	Futures	2665.6	2666.7	2665.06	2666.15	3395.0
2017-06-19 05:30:00	ES	Futures	2666.15	2666.97	2664.24	2665.06	9291.0
2017-06-19 06:00:00	ES	Futures	2665.06	2665.06	2664.24	2664.51	3082.0
2017-06-19 06:30:00	ES	Futures	2664.78	2665.88	2664.51	2665.6	2411.0
2017-06-19 07:00:00	ES	Futures	2665.88	2666.7	2665.6	2666.15	5595.0
2017-06-19 07:30:00	ES	Futures	2666.42	2666.97	2665.88	2666.42	5579.0
2017-06-19 08:00:00	ES	Futures	2666.7	2667.52	2665.33	2665.88	11798.0
2017-06-19 08:30:00	ES	Futures	2665.88	2667.24	2665.06	2666.15	15365.0
2017-06-19 09:00:00	ES	Futures	2666.15	2667.79	2665.88	2667.52	16494.0
2017-06-19 09:30:00	ES	Futures	2667.79	2671.07	2666.15	2670.8	148511.0
2017-06-19 10:00:00	ES	Futures	2670.8	2676.54	2670.52	2676.26	162466.0
2017-06-19 10:30:00	ES	Futures	2676.26	2678.72	2674.08	2674.08	103614.0
2017-06-19 11:00:00	ES	Futures	2674.08	2675.44	2672.98	2673.8	68387.0
2017-06-19 11:30:00	ES	Futures	2673.8	2675.99	2673.8	2675.17	43789.0
2017-06-19 12:00:00	ES	Futures	2675.44	2677.36	2675.17	2676.81	32350.0
2017-06-19 12:30:00	ES	Futures	2676.81	2677.36	2675.17	2676.54	35736.0
2017-06-19 13:00:00	ES	Futures	2676.54	2678.18	2676.54	2677.63	27418.0
2017-06-19 13:30:00	ES	Futures	2677.63	2679.54	2676.81	2676.81	47338.0
2017-06-19 14:00:00	ES	Futures	2676.81	2677.36	2674.62	2675.44	46117.0
2017-06-19 14:30:00	ES	Futures	2675.17	2676.54	2673.8	2674.9	39001.0
2017-06-19 15:00:00	ES	Futures	2674.62	2677.08	2674.62	2676.54	33696.0
2017-06-19 15:30:00	ES	Futures	2676.54	2680.36	2676.26	2679.0	152372.0
2017-06-19 16:00:00	ES	Futures	2679.0	2679.82	2675.44	2675.99	98553.0
2017-06-19 16:30:00	ES	Futures	2676.26	2677.08	2675.99	2675.99	8611.0
2017-06-19 18:00:00	ES	Futures	2676.26	2677.08	2675.99	2676.81	2392.0
2017-06-19 18:30:00	ES	Futures	2676.81	2677.63	2676.54	2677.08	1083.0
2017-06-19 19:00:00	ES	Futures	2677.08	2677.08	2676.26	2677.08	1545.0
2017-06-19 19:30:00	ES	Futures	2676.81	2678.18	2676.81	2677.36	2633.0
2017-06-19 20:00:00	ES	Futures	2677.63	2679.27	2677.63	2677.9	5297.0
2017-06-19 20:30:00	ES	Futures	2677.9	2678.45	2677.63	2677.9	1471.0
2017-06-19 21:00:00	ES	Futures	2677.9	2678.72	2677.9	2678.45	2062.0
2017-06-19 21:30:00	ES	Futures	2678.18	2679.82	2677.63	2678.18	4953.0
2017-06-19 22:00:00	ES	Futures	2678.18	2678.72	2677.63	2677.63	1495.0
2017-06-19 22:30:00	ES	Futures	2677.63	2678.45	2677.63	2677.9	1319.0
2017-06-19 23:00:00	ES	Futures	2678.18	2678.72	2678.18	2678.18	814.0
2017-06-19 23:30:00	ES	Futures	2678.18	2678.72	2678.18	2678.45	292.0
2017-06-19 00:00:00	NQ	Futures	6798.55	6799.15	6796.17	6796.77	304.0
2017-06-19 00:30:00	NQ	Futures	6797.36	6800.04	6796.77	6798.85	299.0
2017-06-19 01:00:00	NQ	Futures	6798.85	6799.15	6797.36	6797.66	394.0
2017-06-19 01:30:00	NQ	Futures	6797.66	6798.26	6795.28	6796.17	339.0

> showing 50 of 3,059 rows — these rows as CSV

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