PREVIEW / futures_30min / 2017-06-21

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-21.parquet
  size:    80 KB
  rows:    3,048

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
2017-06-21 00:00:00	ES	Futures	2660.68	2661.5	2660.41	2661.23	1409.0
2017-06-21 00:30:00	ES	Futures	2661.23	2661.5	2660.41	2661.23	1278.0
2017-06-21 01:00:00	ES	Futures	2661.5	2662.6	2661.23	2661.78	2243.0
2017-06-21 01:30:00	ES	Futures	2661.5	2661.78	2660.68	2660.68	1829.0
2017-06-21 02:00:00	ES	Futures	2660.68	2661.5	2659.59	2660.14	4567.0
2017-06-21 02:30:00	ES	Futures	2660.14	2661.78	2660.14	2661.5	4141.0
2017-06-21 03:00:00	ES	Futures	2661.78	2661.78	2656.04	2656.86	21169.0
2017-06-21 03:30:00	ES	Futures	2656.58	2659.04	2656.31	2657.4	11582.0
2017-06-21 04:00:00	ES	Futures	2657.68	2657.68	2655.49	2657.4	14166.0
2017-06-21 04:30:00	ES	Futures	2657.4	2660.68	2657.13	2658.77	13884.0
2017-06-21 05:00:00	ES	Futures	2659.04	2660.14	2656.31	2657.95	10089.0
2017-06-21 05:30:00	ES	Futures	2658.22	2658.77	2656.31	2658.77	7044.0
2017-06-21 06:00:00	ES	Futures	2658.5	2659.59	2658.5	2659.59	4725.0
2017-06-21 06:30:00	ES	Futures	2659.59	2662.05	2659.32	2661.78	9507.0
2017-06-21 07:00:00	ES	Futures	2661.78	2662.6	2659.04	2659.32	11168.0
2017-06-21 07:30:00	ES	Futures	2659.32	2660.96	2659.04	2660.14	7886.0
2017-06-21 08:00:00	ES	Futures	2660.14	2664.51	2659.59	2663.69	18088.0
2017-06-21 08:30:00	ES	Futures	2663.69	2664.51	2663.14	2663.96	12966.0
2017-06-21 09:00:00	ES	Futures	2663.69	2666.42	2663.69	2666.15	29158.0
2017-06-21 09:30:00	ES	Futures	2665.88	2666.15	2661.78	2662.05	156561.0
2017-06-21 10:00:00	ES	Futures	2662.32	2664.51	2661.78	2663.14	91068.0
2017-06-21 10:30:00	ES	Futures	2663.42	2667.79	2663.14	2663.69	120463.0
2017-06-21 11:00:00	ES	Futures	2663.69	2663.69	2657.4	2659.32	124596.0
2017-06-21 11:30:00	ES	Futures	2659.59	2663.42	2659.04	2662.87	67954.0
2017-06-21 12:00:00	ES	Futures	2663.14	2663.42	2660.41	2662.32	44832.0
2017-06-21 12:30:00	ES	Futures	2662.32	2663.14	2657.4	2657.4	86360.0
2017-06-21 13:00:00	ES	Futures	2657.68	2659.59	2656.86	2658.5	46138.0
2017-06-21 13:30:00	ES	Futures	2658.77	2659.86	2654.67	2656.04	51255.0
2017-06-21 14:00:00	ES	Futures	2656.04	2658.77	2654.94	2656.31	48656.0
2017-06-21 14:30:00	ES	Futures	2656.58	2661.78	2656.31	2660.14	51185.0
2017-06-21 15:00:00	ES	Futures	2660.41	2661.23	2659.04	2660.41	45452.0
2017-06-21 15:30:00	ES	Futures	2660.41	2661.5	2657.4	2660.41	133529.0
2017-06-21 16:00:00	ES	Futures	2660.41	2661.23	2659.32	2660.41	55952.0
2017-06-21 16:30:00	ES	Futures	2659.86	2660.14	2658.22	2659.59	9642.0
2017-06-21 18:00:00	ES	Futures	2658.77	2659.32	2656.04	2656.31	7451.0
2017-06-21 18:30:00	ES	Futures	2656.58	2657.68	2656.31	2656.86	2435.0
2017-06-21 19:00:00	ES	Futures	2657.13	2658.22	2656.58	2657.68	1613.0
2017-06-21 19:30:00	ES	Futures	2657.95	2658.5	2657.13	2657.13	1320.0
2017-06-21 20:00:00	ES	Futures	2657.13	2658.22	2656.86	2658.22	2478.0
2017-06-21 20:30:00	ES	Futures	2658.22	2658.22	2656.86	2657.4	1084.0
2017-06-21 21:00:00	ES	Futures	2657.13	2657.68	2656.31	2657.13	2330.0
2017-06-21 21:30:00	ES	Futures	2657.13	2658.5	2657.13	2658.22	1837.0
2017-06-21 22:00:00	ES	Futures	2658.22	2658.77	2657.13	2657.68	2165.0
2017-06-21 22:30:00	ES	Futures	2657.68	2657.95	2656.58	2657.13	1810.0
2017-06-21 23:00:00	ES	Futures	2657.4	2659.04	2656.86	2658.5	2271.0
2017-06-21 23:30:00	ES	Futures	2658.77	2661.23	2658.77	2660.68	3885.0
2017-06-21 00:00:00	NQ	Futures	6811.95	6815.82	6811.06	6814.33	406.0
2017-06-21 00:30:00	NQ	Futures	6813.74	6816.12	6809.87	6813.74	431.0
2017-06-21 01:00:00	NQ	Futures	6813.74	6819.1	6813.44	6816.42	513.0
2017-06-21 01:30:00	NQ	Futures	6816.72	6817.31	6812.25	6812.85	428.0

> showing 50 of 3,048 rows — these rows as CSV

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