PREVIEW / futures_30min / 2017-06-23

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-23.parquet
  size:    64 KB
  rows:    2,446

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
2017-06-23 00:00:00	ES	Futures	2661.5	2661.78	2661.23	2661.78	760.0
2017-06-23 00:30:00	ES	Futures	2661.5	2662.32	2661.5	2661.78	832.0
2017-06-23 01:00:00	ES	Futures	2661.78	2662.05	2661.78	2661.78	497.0
2017-06-23 01:30:00	ES	Futures	2661.78	2662.05	2661.5	2661.78	857.0
2017-06-23 02:00:00	ES	Futures	2661.78	2662.05	2661.23	2661.78	1554.0
2017-06-23 02:30:00	ES	Futures	2661.5	2662.32	2661.23	2661.5	2540.0
2017-06-23 03:00:00	ES	Futures	2661.5	2663.42	2660.96	2661.78	8514.0
2017-06-23 03:30:00	ES	Futures	2661.78	2663.14	2661.23	2661.78	4745.0
2017-06-23 04:00:00	ES	Futures	2661.78	2663.42	2661.5	2663.42	3498.0
2017-06-23 04:30:00	ES	Futures	2663.14	2664.24	2662.05	2662.6	4965.0
2017-06-23 05:00:00	ES	Futures	2662.32	2663.14	2661.78	2662.32	3321.0
2017-06-23 05:30:00	ES	Futures	2662.32	2663.14	2659.86	2660.68	6942.0
2017-06-23 06:00:00	ES	Futures	2660.41	2661.5	2656.86	2658.22	12582.0
2017-06-23 06:30:00	ES	Futures	2658.22	2658.5	2656.86	2658.5	7187.0
2017-06-23 07:00:00	ES	Futures	2658.22	2659.32	2658.22	2658.22	4691.0
2017-06-23 07:30:00	ES	Futures	2658.5	2659.86	2658.22	2659.59	4989.0
2017-06-23 08:00:00	ES	Futures	2659.32	2660.68	2659.04	2660.41	5323.0
2017-06-23 08:30:00	ES	Futures	2660.41	2661.5	2659.59	2661.5	6239.0
2017-06-23 09:00:00	ES	Futures	2661.23	2662.32	2659.86	2659.86	16903.0
2017-06-23 09:30:00	ES	Futures	2659.86	2660.41	2654.94	2658.5	138106.0
2017-06-23 10:00:00	ES	Futures	2658.5	2660.96	2657.95	2660.14	89348.0
2017-06-23 10:30:00	ES	Futures	2660.41	2665.06	2660.14	2663.69	92822.0
2017-06-23 11:00:00	ES	Futures	2663.69	2664.78	2662.6	2663.96	46779.0
2017-06-23 11:30:00	ES	Futures	2664.24	2664.78	2662.87	2664.24	34793.0
2017-06-23 12:00:00	ES	Futures	2663.96	2665.33	2663.69	2665.33	30380.0
2017-06-23 12:30:00	ES	Futures	2665.33	2666.42	2664.24	2664.51	36774.0
2017-06-23 13:00:00	ES	Futures	2664.51	2664.78	2663.14	2664.78	34012.0
2017-06-23 13:30:00	ES	Futures	2664.78	2666.42	2664.51	2665.06	35760.0
2017-06-23 14:00:00	ES	Futures	2665.06	2665.6	2663.42	2663.69	28149.0
2017-06-23 14:30:00	ES	Futures	2663.69	2664.51	2662.05	2662.32	53655.0
2017-06-23 15:00:00	ES	Futures	2662.32	2662.32	2657.95	2658.22	86288.0
2017-06-23 15:30:00	ES	Futures	2658.22	2664.51	2657.95	2662.87	268802.0
2017-06-23 16:00:00	ES	Futures	2662.87	2663.69	2660.41	2661.78	85919.0
2017-06-23 16:30:00	ES	Futures	2661.78	2662.05	2658.5	2659.04	9910.0
2017-06-23 00:00:00	NQ	Futures	6900.09	6901.28	6898.6	6898.9	151.0
2017-06-23 00:30:00	NQ	Futures	6899.19	6900.68	6898.9	6900.39	125.0
2017-06-23 01:00:00	NQ	Futures	6900.09	6901.28	6898.9	6899.49	174.0
2017-06-23 01:30:00	NQ	Futures	6899.49	6900.68	6898.3	6899.19	190.0
2017-06-23 02:00:00	NQ	Futures	6898.6	6901.58	6896.22	6897.41	378.0
2017-06-23 02:30:00	NQ	Futures	6897.41	6900.98	6896.22	6899.79	255.0
2017-06-23 03:00:00	NQ	Futures	6899.49	6908.42	6897.11	6903.36	1462.0
2017-06-23 03:30:00	NQ	Futures	6903.06	6907.23	6899.19	6903.96	607.0
2017-06-23 04:00:00	NQ	Futures	6903.96	6907.53	6901.58	6906.94	627.0
2017-06-23 04:30:00	NQ	Futures	6906.94	6908.13	6899.49	6901.87	759.0
2017-06-23 05:00:00	NQ	Futures	6901.28	6904.85	6899.79	6903.06	485.0
2017-06-23 05:30:00	NQ	Futures	6903.06	6905.15	6891.45	6896.81	1235.0
2017-06-23 06:00:00	NQ	Futures	6896.22	6898.9	6878.35	6883.12	2013.0
2017-06-23 06:30:00	NQ	Futures	6882.82	6885.8	6878.05	6885.5	4335.0
2017-06-23 07:00:00	NQ	Futures	6885.2	6886.09	6881.33	6882.52	2167.0
2017-06-23 07:30:00	NQ	Futures	6882.82	6885.2	6880.44	6882.22	1457.0

> showing 50 of 2,446 rows — these rows as CSV

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