PREVIEW / futures_30min / 2017-07-06

all futures 30-min files

  file:    by_date/futures_30min/2017/2017-07-06.parquet
  size:    82 KB
  rows:    3,041

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
2017-07-06 00:00:00	ES	Futures	2653.58	2654.12	2653.3	2653.58	954.0
2017-07-06 00:30:00	ES	Futures	2653.58	2654.12	2653.58	2653.58	865.0
2017-07-06 01:00:00	ES	Futures	2653.85	2654.12	2653.03	2653.58	1666.0
2017-07-06 01:30:00	ES	Futures	2653.58	2653.85	2652.76	2653.3	2437.0
2017-07-06 02:00:00	ES	Futures	2653.58	2653.58	2652.48	2653.3	3386.0
2017-07-06 02:30:00	ES	Futures	2653.3	2654.12	2652.48	2652.76	3389.0
2017-07-06 03:00:00	ES	Futures	2652.76	2653.85	2649.75	2650.57	14805.0
2017-07-06 03:30:00	ES	Futures	2650.3	2651.39	2650.02	2650.84	7831.0
2017-07-06 04:00:00	ES	Futures	2650.84	2653.03	2650.57	2652.21	6575.0
2017-07-06 04:30:00	ES	Futures	2652.21	2652.48	2651.66	2651.94	4105.0
2017-07-06 05:00:00	ES	Futures	2651.94	2652.21	2647.02	2647.29	15910.0
2017-07-06 05:30:00	ES	Futures	2647.29	2648.11	2645.92	2645.92	13872.0
2017-07-06 06:00:00	ES	Futures	2646.2	2646.47	2641.55	2643.74	21216.0
2017-07-06 06:30:00	ES	Futures	2643.46	2646.2	2642.64	2645.92	11695.0
2017-07-06 07:00:00	ES	Futures	2645.92	2645.92	2643.46	2645.1	10776.0
2017-07-06 07:30:00	ES	Futures	2645.38	2645.65	2641.82	2642.64	18511.0
2017-07-06 08:00:00	ES	Futures	2642.64	2646.47	2642.64	2645.38	20792.0
2017-07-06 08:30:00	ES	Futures	2645.38	2646.74	2644.28	2646.2	17226.0
2017-07-06 09:00:00	ES	Futures	2646.47	2648.11	2645.92	2646.47	23701.0
2017-07-06 09:30:00	ES	Futures	2646.74	2648.38	2639.36	2640.18	208876.0
2017-07-06 10:00:00	ES	Futures	2640.46	2642.64	2635.26	2639.09	190468.0
2017-07-06 10:30:00	ES	Futures	2639.09	2641.28	2637.18	2639.64	84676.0
2017-07-06 11:00:00	ES	Futures	2639.64	2644.28	2639.64	2642.37	95676.0
2017-07-06 11:30:00	ES	Futures	2642.64	2645.38	2642.37	2645.1	58710.0
2017-07-06 12:00:00	ES	Futures	2644.83	2645.92	2641.0	2641.82	45322.0
2017-07-06 12:30:00	ES	Futures	2641.55	2645.65	2641.28	2644.28	37673.0
2017-07-06 13:00:00	ES	Futures	2644.28	2647.56	2643.46	2646.2	39213.0
2017-07-06 13:30:00	ES	Futures	2646.2	2646.47	2640.46	2641.28	55446.0
2017-07-06 14:00:00	ES	Futures	2641.28	2641.28	2636.63	2638.82	63717.0
2017-07-06 14:30:00	ES	Futures	2638.82	2638.82	2635.54	2638.27	67793.0
2017-07-06 15:00:00	ES	Futures	2638.27	2638.54	2632.8	2632.8	86002.0
2017-07-06 15:30:00	ES	Futures	2633.08	2634.17	2629.8	2632.8	230000.0
2017-07-06 16:00:00	ES	Futures	2632.53	2634.72	2632.53	2633.08	92760.0
2017-07-06 16:30:00	ES	Futures	2633.08	2634.44	2632.8	2633.35	5771.0
2017-07-06 18:00:00	ES	Futures	2634.17	2635.26	2633.9	2634.72	4141.0
2017-07-06 18:30:00	ES	Futures	2634.72	2635.81	2634.44	2635.26	1927.0
2017-07-06 19:00:00	ES	Futures	2634.99	2635.54	2634.99	2635.26	1012.0
2017-07-06 19:30:00	ES	Futures	2635.26	2635.54	2633.62	2634.44	1776.0
2017-07-06 20:00:00	ES	Futures	2634.44	2635.81	2634.17	2634.44	3894.0
2017-07-06 20:30:00	ES	Futures	2634.72	2635.26	2634.44	2635.26	1397.0
2017-07-06 21:00:00	ES	Futures	2635.26	2635.81	2634.72	2635.81	3368.0
2017-07-06 21:30:00	ES	Futures	2635.81	2636.63	2634.99	2635.54	3566.0
2017-07-06 22:00:00	ES	Futures	2635.26	2636.36	2635.26	2636.36	1761.0
2017-07-06 22:30:00	ES	Futures	2636.36	2636.36	2635.26	2635.54	1579.0
2017-07-06 23:00:00	ES	Futures	2635.54	2635.81	2635.26	2635.81	750.0
2017-07-06 23:30:00	ES	Futures	2635.54	2635.81	2634.44	2634.72	1448.0
2017-07-06 00:00:00	NQ	Futures	6714.89	6717.27	6713.7	6716.08	253.0
2017-07-06 00:30:00	NQ	Futures	6715.48	6718.76	6715.48	6718.76	218.0
2017-07-06 01:00:00	NQ	Futures	6718.46	6725.61	6716.08	6724.71	794.0
2017-07-06 01:30:00	NQ	Futures	6724.41	6726.2	6722.33	6723.82	477.0

> showing 50 of 3,041 rows — these rows as CSV

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