PREVIEW / futures_30min / 2017-06-22

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-22.parquet
  size:    76 KB
  rows:    3,040

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
2017-06-22 00:00:00	ES	Futures	2660.96	2661.23	2660.41	2660.68	1399.0
2017-06-22 00:30:00	ES	Futures	2660.41	2660.68	2659.32	2659.59	1573.0
2017-06-22 01:00:00	ES	Futures	2659.59	2660.68	2659.59	2660.68	993.0
2017-06-22 01:30:00	ES	Futures	2660.41	2661.23	2659.59	2660.14	2065.0
2017-06-22 02:00:00	ES	Futures	2660.14	2661.78	2659.32	2659.32	4621.0
2017-06-22 02:30:00	ES	Futures	2659.59	2660.14	2658.5	2659.86	2881.0
2017-06-22 03:00:00	ES	Futures	2659.86	2659.86	2656.58	2657.13	16594.0
2017-06-22 03:30:00	ES	Futures	2657.13	2657.4	2655.22	2655.76	8092.0
2017-06-22 04:00:00	ES	Futures	2655.49	2657.13	2655.22	2656.31	5725.0
2017-06-22 04:30:00	ES	Futures	2656.31	2657.13	2655.22	2655.76	5084.0
2017-06-22 05:00:00	ES	Futures	2655.76	2656.86	2654.94	2655.22	5128.0
2017-06-22 05:30:00	ES	Futures	2655.22	2657.95	2654.67	2657.4	10331.0
2017-06-22 06:00:00	ES	Futures	2657.4	2659.59	2656.58	2659.32	10427.0
2017-06-22 06:30:00	ES	Futures	2659.32	2660.14	2658.5	2659.59	6303.0
2017-06-22 07:00:00	ES	Futures	2659.32	2660.41	2658.22	2660.14	5623.0
2017-06-22 07:30:00	ES	Futures	2659.86	2660.14	2659.04	2659.32	3875.0
2017-06-22 08:00:00	ES	Futures	2659.59	2659.59	2657.95	2658.5	7551.0
2017-06-22 08:30:00	ES	Futures	2658.5	2659.86	2658.22	2658.5	10452.0
2017-06-22 09:00:00	ES	Futures	2658.5	2661.23	2657.95	2660.41	16017.0
2017-06-22 09:30:00	ES	Futures	2660.68	2661.23	2656.86	2659.86	133135.0
2017-06-22 10:00:00	ES	Futures	2659.86	2660.68	2657.4	2659.04	75407.0
2017-06-22 10:30:00	ES	Futures	2659.04	2663.69	2657.13	2662.6	107490.0
2017-06-22 11:00:00	ES	Futures	2662.87	2666.15	2662.32	2665.6	91314.0
2017-06-22 11:30:00	ES	Futures	2665.88	2665.88	2663.14	2665.06	47175.0
2017-06-22 12:00:00	ES	Futures	2665.06	2665.6	2662.6	2663.69	45163.0
2017-06-22 12:30:00	ES	Futures	2663.69	2666.42	2663.42	2665.33	35120.0
2017-06-22 13:00:00	ES	Futures	2665.33	2666.7	2663.96	2665.6	37458.0
2017-06-22 13:30:00	ES	Futures	2665.6	2665.88	2664.51	2665.33	23776.0
2017-06-22 14:00:00	ES	Futures	2665.06	2666.15	2663.69	2664.51	28548.0
2017-06-22 14:30:00	ES	Futures	2664.24	2665.06	2663.42	2664.78	26335.0
2017-06-22 15:00:00	ES	Futures	2665.06	2666.15	2663.69	2664.24	42378.0
2017-06-22 15:30:00	ES	Futures	2663.96	2664.24	2658.5	2659.04	136989.0
2017-06-22 16:00:00	ES	Futures	2659.04	2659.32	2657.4	2658.77	58568.0
2017-06-22 16:30:00	ES	Futures	2658.5	2659.32	2658.22	2658.77	3819.0
2017-06-22 18:00:00	ES	Futures	2658.22	2659.59	2657.95	2659.32	1543.0
2017-06-22 18:30:00	ES	Futures	2659.59	2660.14	2659.32	2659.86	1302.0
2017-06-22 19:00:00	ES	Futures	2659.86	2660.41	2659.59	2660.14	849.0
2017-06-22 19:30:00	ES	Futures	2660.14	2660.41	2659.86	2660.14	765.0
2017-06-22 20:00:00	ES	Futures	2660.41	2660.41	2659.04	2660.14	2727.0
2017-06-22 20:30:00	ES	Futures	2660.14	2661.23	2659.86	2661.23	1343.0
2017-06-22 21:00:00	ES	Futures	2661.23	2662.05	2660.68	2660.96	3428.0
2017-06-22 21:30:00	ES	Futures	2660.96	2661.23	2659.59	2660.41	1823.0
2017-06-22 22:00:00	ES	Futures	2660.14	2661.23	2660.14	2661.23	1355.0
2017-06-22 22:30:00	ES	Futures	2661.23	2661.78	2660.96	2661.78	1002.0
2017-06-22 23:00:00	ES	Futures	2661.5	2662.05	2661.23	2661.5	1562.0
2017-06-22 23:30:00	ES	Futures	2661.5	2661.78	2661.23	2661.5	664.0
2017-06-22 00:00:00	NQ	Futures	6913.49	6914.68	6910.81	6912.89	644.0
2017-06-22 00:30:00	NQ	Futures	6912.59	6913.49	6908.42	6910.21	536.0
2017-06-22 01:00:00	NQ	Futures	6910.21	6914.38	6909.62	6913.19	407.0
2017-06-22 01:30:00	NQ	Futures	6913.78	6921.23	6912.3	6917.06	1230.0

> showing 50 of 3,040 rows — these rows as CSV

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