PREVIEW / futures_30min / 2017-06-20

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-20.parquet
  size:    81 KB
  rows:    3,078

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
2017-06-20 00:00:00	ES	Futures	2678.72	2679.0	2678.45	2678.45	760.0
2017-06-20 00:30:00	ES	Futures	2678.45	2678.72	2678.45	2678.72	443.0
2017-06-20 01:00:00	ES	Futures	2678.45	2678.72	2678.18	2678.18	1012.0
2017-06-20 01:30:00	ES	Futures	2678.45	2678.72	2677.63	2677.9	1975.0
2017-06-20 02:00:00	ES	Futures	2677.9	2678.72	2676.26	2676.54	6046.0
2017-06-20 02:30:00	ES	Futures	2676.54	2678.18	2676.54	2677.36	5021.0
2017-06-20 03:00:00	ES	Futures	2677.36	2678.45	2676.26	2677.9	9784.0
2017-06-20 03:30:00	ES	Futures	2677.9	2678.18	2677.08	2677.36	6024.0
2017-06-20 04:00:00	ES	Futures	2677.36	2677.9	2676.54	2677.08	3991.0
2017-06-20 04:30:00	ES	Futures	2676.81	2677.08	2676.26	2677.08	4140.0
2017-06-20 05:00:00	ES	Futures	2676.81	2677.08	2676.54	2677.08	2497.0
2017-06-20 05:30:00	ES	Futures	2676.81	2677.08	2676.26	2676.26	2870.0
2017-06-20 06:00:00	ES	Futures	2676.54	2676.81	2675.99	2676.54	5477.0
2017-06-20 06:30:00	ES	Futures	2676.54	2677.36	2676.26	2676.54	3352.0
2017-06-20 07:00:00	ES	Futures	2676.54	2676.54	2675.44	2675.44	7452.0
2017-06-20 07:30:00	ES	Futures	2675.72	2677.08	2675.44	2675.99	7279.0
2017-06-20 08:00:00	ES	Futures	2675.99	2676.26	2673.26	2673.8	20629.0
2017-06-20 08:30:00	ES	Futures	2673.8	2674.62	2672.98	2673.8	14028.0
2017-06-20 09:00:00	ES	Futures	2673.53	2675.44	2673.53	2674.62	16345.0
2017-06-20 09:30:00	ES	Futures	2674.62	2675.17	2669.98	2670.52	148790.0
2017-06-20 10:00:00	ES	Futures	2670.52	2673.26	2669.16	2670.52	102624.0
2017-06-20 10:30:00	ES	Futures	2670.8	2673.8	2670.25	2672.98	82707.0
2017-06-20 11:00:00	ES	Futures	2672.98	2672.98	2669.16	2669.7	75447.0
2017-06-20 11:30:00	ES	Futures	2669.43	2671.34	2668.88	2669.16	66799.0
2017-06-20 12:00:00	ES	Futures	2669.43	2670.52	2664.78	2665.88	89255.0
2017-06-20 12:30:00	ES	Futures	2665.88	2669.7	2665.6	2669.7	62177.0
2017-06-20 13:00:00	ES	Futures	2669.43	2670.8	2668.34	2668.88	42631.0
2017-06-20 13:30:00	ES	Futures	2668.88	2669.43	2668.06	2669.16	27518.0
2017-06-20 14:00:00	ES	Futures	2668.88	2670.25	2666.15	2666.42	40031.0
2017-06-20 14:30:00	ES	Futures	2666.42	2667.79	2665.33	2666.7	57655.0
2017-06-20 15:00:00	ES	Futures	2666.97	2669.16	2665.33	2667.24	64621.0
2017-06-20 15:30:00	ES	Futures	2666.97	2666.97	2661.23	2662.05	210376.0
2017-06-20 16:00:00	ES	Futures	2661.78	2665.6	2661.78	2665.6	98087.0
2017-06-20 16:30:00	ES	Futures	2665.33	2665.6	2663.42	2663.96	8268.0
2017-06-20 18:00:00	ES	Futures	2663.14	2664.51	2662.87	2664.24	3265.0
2017-06-20 18:30:00	ES	Futures	2664.24	2664.51	2663.14	2663.42	1332.0
2017-06-20 19:00:00	ES	Futures	2663.42	2664.51	2663.42	2663.96	707.0
2017-06-20 19:30:00	ES	Futures	2663.96	2664.51	2663.42	2663.69	1328.0
2017-06-20 20:00:00	ES	Futures	2663.96	2664.78	2661.23	2661.23	8503.0
2017-06-20 20:30:00	ES	Futures	2661.23	2662.05	2659.59	2661.5	7824.0
2017-06-20 21:00:00	ES	Futures	2661.78	2662.05	2660.68	2660.68	2879.0
2017-06-20 21:30:00	ES	Futures	2660.68	2662.05	2660.14	2661.78	3746.0
2017-06-20 22:00:00	ES	Futures	2661.5	2663.42	2661.5	2663.14	3420.0
2017-06-20 22:30:00	ES	Futures	2663.14	2663.14	2660.68	2660.68	3048.0
2017-06-20 23:00:00	ES	Futures	2660.68	2661.23	2659.59	2660.41	3043.0
2017-06-20 23:30:00	ES	Futures	2660.14	2660.96	2659.59	2660.68	2349.0
2017-06-20 00:00:00	NQ	Futures	6883.71	6884.6	6882.82	6884.6	141.0
2017-06-20 00:30:00	NQ	Futures	6884.6	6885.8	6884.31	6884.9	243.0
2017-06-20 01:00:00	NQ	Futures	6885.2	6885.8	6882.52	6882.82	309.0
2017-06-20 01:30:00	NQ	Futures	6882.82	6884.31	6881.33	6882.52	423.0

> showing 50 of 3,078 rows — these rows as CSV

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