PREVIEW / futures_30min / 2016-03-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-04.parquet
  size:    73 KB
  rows:    2,490

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
2016-03-04 00:00:00	ES	Futures	2140.54	2141.34	2138.66	2139.19	3346.0
2016-03-04 00:30:00	ES	Futures	2138.92	2140.0	2138.66	2139.19	2475.0
2016-03-04 01:00:00	ES	Futures	2138.92	2139.73	2138.66	2138.92	1461.0
2016-03-04 01:30:00	ES	Futures	2138.92	2139.73	2138.39	2139.46	1699.0
2016-03-04 02:00:00	ES	Futures	2139.46	2140.8	2138.66	2140.0	3864.0
2016-03-04 02:30:00	ES	Futures	2139.73	2141.07	2139.19	2139.19	4365.0
2016-03-04 03:00:00	ES	Futures	2139.19	2140.54	2135.7	2136.51	16368.0
2016-03-04 03:30:00	ES	Futures	2136.51	2138.66	2136.24	2137.58	7631.0
2016-03-04 04:00:00	ES	Futures	2137.85	2138.12	2135.7	2137.04	13271.0
2016-03-04 04:30:00	ES	Futures	2137.31	2140.0	2137.04	2138.92	9859.0
2016-03-04 05:00:00	ES	Futures	2138.66	2140.54	2138.39	2139.73	5560.0
2016-03-04 05:30:00	ES	Futures	2139.73	2141.07	2138.92	2140.54	6140.0
2016-03-04 06:00:00	ES	Futures	2140.8	2143.76	2140.8	2141.07	13189.0
2016-03-04 06:30:00	ES	Futures	2141.34	2143.22	2141.34	2143.22	8755.0
2016-03-04 07:00:00	ES	Futures	2143.49	2143.76	2141.34	2142.15	10618.0
2016-03-04 07:30:00	ES	Futures	2142.15	2145.1	2142.15	2144.03	14288.0
2016-03-04 08:00:00	ES	Futures	2143.76	2144.84	2141.88	2143.49	23020.0
2016-03-04 08:30:00	ES	Futures	2143.49	2152.09	2139.46	2139.73	137418.0
2016-03-04 09:00:00	ES	Futures	2139.73	2144.3	2136.77	2143.22	63017.0
2016-03-04 09:30:00	ES	Futures	2143.49	2144.57	2132.47	2135.16	269020.0
2016-03-04 10:00:00	ES	Futures	2135.16	2140.8	2132.74	2139.19	191763.0
2016-03-04 10:30:00	ES	Futures	2139.46	2147.25	2138.66	2145.37	149797.0
2016-03-04 11:00:00	ES	Futures	2145.1	2153.7	2145.1	2148.87	177363.0
2016-03-04 11:30:00	ES	Futures	2148.6	2151.28	2146.72	2151.02	110957.0
2016-03-04 12:00:00	ES	Futures	2151.02	2152.09	2147.79	2148.87	88423.0
2016-03-04 12:30:00	ES	Futures	2149.13	2153.17	2148.06	2151.28	73248.0
2016-03-04 13:00:00	ES	Futures	2151.28	2153.17	2148.87	2153.17	65195.0
2016-03-04 13:30:00	ES	Futures	2153.17	2157.73	2151.28	2156.39	93529.0
2016-03-04 14:00:00	ES	Futures	2156.39	2156.66	2148.33	2149.13	95425.0
2016-03-04 14:30:00	ES	Futures	2149.4	2150.48	2140.54	2143.49	128325.0
2016-03-04 15:00:00	ES	Futures	2143.49	2148.33	2139.73	2147.52	124008.0
2016-03-04 15:30:00	ES	Futures	2147.52	2150.21	2145.1	2146.99	168541.0
2016-03-04 16:00:00	ES	Futures	2146.99	2148.06	2143.76	2144.03	65014.0
2016-03-04 16:30:00	ES	Futures	2143.76	2144.3	2142.15	2144.03	8236.0
2016-03-04 00:00:00	NQ	Futures	5136.32	5137.51	5129.49	5132.16	387.0
2016-03-04 00:30:00	NQ	Futures	5131.57	5133.35	5129.79	5131.27	349.0
2016-03-04 01:00:00	NQ	Futures	5131.57	5132.76	5129.79	5130.97	126.0
2016-03-04 01:30:00	NQ	Futures	5130.97	5135.43	5128.6	5135.13	551.0
2016-03-04 02:00:00	NQ	Futures	5135.43	5139.58	5133.05	5137.8	1039.0
2016-03-04 02:30:00	NQ	Futures	5137.8	5140.48	5135.13	5136.02	574.0
2016-03-04 03:00:00	NQ	Futures	5136.02	5139.58	5125.63	5126.82	2094.0
2016-03-04 03:30:00	NQ	Futures	5126.82	5133.35	5125.93	5130.38	599.0
2016-03-04 04:00:00	NQ	Futures	5130.38	5130.38	5123.55	5125.63	1673.0
2016-03-04 04:30:00	NQ	Futures	5125.93	5133.65	5125.33	5130.38	907.0
2016-03-04 05:00:00	NQ	Futures	5129.49	5134.83	5128.6	5132.46	421.0
2016-03-04 05:30:00	NQ	Futures	5132.76	5136.91	5130.97	5136.02	574.0
2016-03-04 06:00:00	NQ	Futures	5136.02	5147.3	5136.02	5140.77	1779.0
2016-03-04 06:30:00	NQ	Futures	5141.37	5148.2	5141.07	5148.2	1491.0
2016-03-04 07:00:00	NQ	Futures	5147.3	5149.68	5143.15	5147.01	1205.0
2016-03-04 07:30:00	NQ	Futures	5146.71	5153.54	5146.41	5151.16	1436.0

> showing 50 of 2,490 rows — these rows as CSV

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