PREVIEW / futures_30min / 2016-03-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-03.parquet
  size:    81 KB
  rows:    2,959

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
2016-03-03 00:00:00	ES	Futures	2134.89	2135.7	2134.62	2135.16	3424.0
2016-03-03 00:30:00	ES	Futures	2135.16	2135.7	2133.55	2135.16	2897.0
2016-03-03 01:00:00	ES	Futures	2135.43	2135.97	2134.09	2135.7	2718.0
2016-03-03 01:30:00	ES	Futures	2135.7	2136.51	2132.47	2133.28	3643.0
2016-03-03 02:00:00	ES	Futures	2133.28	2133.55	2130.06	2131.4	7199.0
2016-03-03 02:30:00	ES	Futures	2131.13	2132.21	2129.52	2131.94	6268.0
2016-03-03 03:00:00	ES	Futures	2131.94	2132.74	2127.64	2128.18	16731.0
2016-03-03 03:30:00	ES	Futures	2128.18	2129.79	2126.56	2128.71	10742.0
2016-03-03 04:00:00	ES	Futures	2128.98	2132.74	2128.98	2132.47	8803.0
2016-03-03 04:30:00	ES	Futures	2132.47	2134.36	2130.86	2133.28	10069.0
2016-03-03 05:00:00	ES	Futures	2133.55	2134.36	2131.94	2132.21	8919.0
2016-03-03 05:30:00	ES	Futures	2132.21	2134.89	2131.94	2134.89	7379.0
2016-03-03 06:00:00	ES	Futures	2134.62	2135.16	2132.74	2133.28	7263.0
2016-03-03 06:30:00	ES	Futures	2133.28	2133.55	2130.59	2131.67	9978.0
2016-03-03 07:00:00	ES	Futures	2131.4	2131.94	2130.86	2131.4	6914.0
2016-03-03 07:30:00	ES	Futures	2131.4	2131.94	2128.71	2130.59	12251.0
2016-03-03 08:00:00	ES	Futures	2130.59	2131.67	2129.25	2130.33	14538.0
2016-03-03 08:30:00	ES	Futures	2130.33	2131.13	2128.44	2130.33	11497.0
2016-03-03 09:00:00	ES	Futures	2130.33	2130.86	2128.71	2130.59	15901.0
2016-03-03 09:30:00	ES	Futures	2130.59	2130.59	2123.61	2125.76	146812.0
2016-03-03 10:00:00	ES	Futures	2125.76	2128.18	2122.53	2127.64	147322.0
2016-03-03 10:30:00	ES	Futures	2127.64	2132.21	2127.37	2130.33	121628.0
2016-03-03 11:00:00	ES	Futures	2130.33	2131.4	2122.53	2123.34	127546.0
2016-03-03 11:30:00	ES	Futures	2123.34	2127.37	2122.53	2126.56	97714.0
2016-03-03 12:00:00	ES	Futures	2126.56	2128.44	2124.14	2124.95	69511.0
2016-03-03 12:30:00	ES	Futures	2124.95	2128.98	2124.41	2128.71	44708.0
2016-03-03 13:00:00	ES	Futures	2128.44	2131.94	2128.44	2129.52	50365.0
2016-03-03 13:30:00	ES	Futures	2129.52	2134.89	2129.52	2134.09	65348.0
2016-03-03 14:00:00	ES	Futures	2133.82	2136.24	2131.67	2134.09	63550.0
2016-03-03 14:30:00	ES	Futures	2134.09	2137.58	2131.94	2135.97	73919.0
2016-03-03 15:00:00	ES	Futures	2136.24	2138.39	2134.36	2136.77	87135.0
2016-03-03 15:30:00	ES	Futures	2136.77	2140.8	2135.97	2140.54	138502.0
2016-03-03 16:00:00	ES	Futures	2140.54	2140.8	2138.39	2140.0	54234.0
2016-03-03 16:30:00	ES	Futures	2139.73	2141.61	2139.46	2140.54	8357.0
2016-03-03 18:00:00	ES	Futures	2140.0	2140.27	2138.39	2138.92	4417.0
2016-03-03 18:30:00	ES	Futures	2138.92	2139.46	2138.12	2138.92	2911.0
2016-03-03 19:00:00	ES	Futures	2138.92	2139.46	2138.12	2139.19	2802.0
2016-03-03 19:30:00	ES	Futures	2138.92	2139.73	2138.66	2139.46	2101.0
2016-03-03 20:00:00	ES	Futures	2139.19	2140.54	2138.39	2138.92	3285.0
2016-03-03 20:30:00	ES	Futures	2138.66	2140.27	2138.39	2138.92	3113.0
2016-03-03 21:00:00	ES	Futures	2138.92	2141.34	2138.66	2140.54	2229.0
2016-03-03 21:30:00	ES	Futures	2140.8	2141.34	2140.0	2140.8	2394.0
2016-03-03 22:00:00	ES	Futures	2140.54	2141.88	2140.27	2141.88	2605.0
2016-03-03 22:30:00	ES	Futures	2141.61	2142.15	2140.54	2140.54	2440.0
2016-03-03 23:00:00	ES	Futures	2140.8	2141.07	2139.19	2140.0	1417.0
2016-03-03 23:30:00	ES	Futures	2140.0	2140.8	2139.19	2140.27	2173.0
2016-03-03 00:00:00	NQ	Futures	5155.03	5158.59	5155.03	5157.7	681.0
2016-03-03 00:30:00	NQ	Futures	5157.1	5158.89	5153.84	5157.7	661.0
2016-03-03 01:00:00	NQ	Futures	5157.99	5159.48	5154.73	5158.59	527.0
2016-03-03 01:30:00	NQ	Futures	5158.59	5160.07	5150.27	5152.65	489.0

> showing 50 of 2,959 rows — these rows as CSV

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