PREVIEW / futures_30min / 2017-06-30

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-06-30.parquet
  size:    72 KB
  rows:    2,529

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
2017-06-30 00:00:00	ES	Futures	2644.28	2645.1	2644.01	2644.83	1479.0
2017-06-30 00:30:00	ES	Futures	2645.1	2646.2	2644.83	2646.2	1361.0
2017-06-30 01:00:00	ES	Futures	2646.2	2646.47	2645.38	2646.2	2113.0
2017-06-30 01:30:00	ES	Futures	2646.2	2646.74	2645.65	2646.74	1962.0
2017-06-30 02:00:00	ES	Futures	2647.02	2648.11	2645.65	2645.65	7918.0
2017-06-30 02:30:00	ES	Futures	2645.92	2647.02	2644.83	2645.1	6830.0
2017-06-30 03:00:00	ES	Futures	2645.1	2645.65	2640.46	2642.92	28250.0
2017-06-30 03:30:00	ES	Futures	2642.92	2646.2	2642.64	2645.65	14896.0
2017-06-30 04:00:00	ES	Futures	2645.92	2646.2	2644.28	2645.1	9339.0
2017-06-30 04:30:00	ES	Futures	2645.1	2646.74	2643.46	2646.47	8785.0
2017-06-30 05:00:00	ES	Futures	2646.74	2648.93	2645.92	2648.93	11630.0
2017-06-30 05:30:00	ES	Futures	2648.93	2650.84	2648.38	2650.57	11248.0
2017-06-30 06:00:00	ES	Futures	2650.84	2653.3	2650.3	2652.48	15375.0
2017-06-30 06:30:00	ES	Futures	2652.21	2652.76	2651.39	2652.21	9582.0
2017-06-30 07:00:00	ES	Futures	2652.21	2653.3	2651.66	2652.21	8879.0
2017-06-30 07:30:00	ES	Futures	2652.21	2652.76	2651.39	2652.48	11603.0
2017-06-30 08:00:00	ES	Futures	2652.48	2652.48	2649.48	2650.02	17498.0
2017-06-30 08:30:00	ES	Futures	2650.3	2651.39	2648.66	2649.2	21986.0
2017-06-30 09:00:00	ES	Futures	2649.2	2652.21	2648.38	2651.66	27724.0
2017-06-30 09:30:00	ES	Futures	2651.94	2654.94	2649.48	2650.3	199214.0
2017-06-30 10:00:00	ES	Futures	2650.02	2650.57	2644.28	2648.11	141118.0
2017-06-30 10:30:00	ES	Futures	2648.11	2649.2	2644.28	2647.84	94323.0
2017-06-30 11:00:00	ES	Futures	2647.84	2648.93	2644.83	2645.65	69475.0
2017-06-30 11:30:00	ES	Futures	2645.38	2650.57	2644.28	2649.48	65678.0
2017-06-30 12:00:00	ES	Futures	2649.75	2650.57	2648.66	2649.48	36048.0
2017-06-30 12:30:00	ES	Futures	2649.2	2650.3	2647.02	2648.38	36683.0
2017-06-30 13:00:00	ES	Futures	2648.38	2651.12	2648.11	2650.84	26918.0
2017-06-30 13:30:00	ES	Futures	2650.84	2651.12	2649.48	2650.02	31343.0
2017-06-30 14:00:00	ES	Futures	2649.75	2652.76	2648.93	2652.21	45375.0
2017-06-30 14:30:00	ES	Futures	2652.21	2654.94	2651.66	2654.4	49884.0
2017-06-30 15:00:00	ES	Futures	2654.4	2654.94	2652.21	2654.12	61828.0
2017-06-30 15:30:00	ES	Futures	2654.12	2656.58	2645.65	2646.47	325840.0
2017-06-30 16:00:00	ES	Futures	2646.47	2647.84	2645.1	2647.29	156797.0
2017-06-30 16:30:00	ES	Futures	2647.56	2649.75	2644.28	2647.56	14300.0
2017-06-30 00:00:00	NQ	Futures	6705.36	6713.4	6705.36	6712.8	654.0
2017-06-30 00:30:00	NQ	Futures	6712.8	6720.54	6712.8	6718.16	674.0
2017-06-30 01:00:00	NQ	Futures	6718.46	6719.95	6714.89	6718.46	712.0
2017-06-30 01:30:00	NQ	Futures	6718.16	6719.65	6715.78	6719.65	530.0
2017-06-30 02:00:00	NQ	Futures	6719.05	6724.41	6718.76	6721.44	1439.0
2017-06-30 02:30:00	NQ	Futures	6721.73	6731.26	6721.14	6725.31	1652.0
2017-06-30 03:00:00	NQ	Futures	6725.31	6728.58	6702.38	6707.44	4259.0
2017-06-30 03:30:00	NQ	Futures	6707.14	6723.52	6706.25	6723.52	2641.0
2017-06-30 04:00:00	NQ	Futures	6723.52	6728.28	6719.35	6722.03	1952.0
2017-06-30 04:30:00	NQ	Futures	6722.33	6744.07	6718.76	6742.58	3383.0
2017-06-30 05:00:00	NQ	Futures	6741.98	6747.64	6736.32	6746.45	2256.0
2017-06-30 05:30:00	NQ	Futures	6745.85	6757.17	6745.85	6753.89	2352.0
2017-06-30 06:00:00	NQ	Futures	6753.59	6763.42	6750.62	6755.98	3467.0
2017-06-30 06:30:00	NQ	Futures	6755.68	6766.1	6749.43	6759.55	3539.0
2017-06-30 07:00:00	NQ	Futures	6759.85	6762.53	6753.89	6753.89	3053.0
2017-06-30 07:30:00	NQ	Futures	6754.49	6758.66	6749.43	6753.59	1932.0

> showing 50 of 2,529 rows — these rows as CSV

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