PREVIEW / futures_30min / 2016-03-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-07.parquet
  size:    80 KB
  rows:    2,934

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
2016-03-07 00:00:00	ES	Futures	2141.88	2142.15	2140.0	2140.27	1574.0
2016-03-07 00:30:00	ES	Futures	2140.27	2141.34	2140.0	2140.8	1273.0
2016-03-07 01:00:00	ES	Futures	2140.54	2142.69	2139.73	2142.15	2217.0
2016-03-07 01:30:00	ES	Futures	2141.88	2142.69	2141.34	2142.42	995.0
2016-03-07 02:00:00	ES	Futures	2142.42	2144.3	2141.88	2141.88	4338.0
2016-03-07 02:30:00	ES	Futures	2142.15	2142.69	2140.0	2141.07	6944.0
2016-03-07 03:00:00	ES	Futures	2141.07	2145.64	2139.19	2141.61	19014.0
2016-03-07 03:30:00	ES	Futures	2141.61	2141.88	2137.31	2140.0	19227.0
2016-03-07 04:00:00	ES	Futures	2140.0	2143.76	2139.73	2142.95	10713.0
2016-03-07 04:30:00	ES	Futures	2143.22	2144.03	2136.24	2136.77	12325.0
2016-03-07 05:00:00	ES	Futures	2136.77	2138.12	2133.82	2135.7	13999.0
2016-03-07 05:30:00	ES	Futures	2135.7	2136.51	2133.82	2134.89	9834.0
2016-03-07 06:00:00	ES	Futures	2134.89	2137.31	2134.89	2136.51	6067.0
2016-03-07 06:30:00	ES	Futures	2136.77	2137.04	2134.89	2135.16	10021.0
2016-03-07 07:00:00	ES	Futures	2135.16	2137.85	2134.89	2137.04	9783.0
2016-03-07 07:30:00	ES	Futures	2137.04	2138.12	2135.43	2137.58	10962.0
2016-03-07 08:00:00	ES	Futures	2137.31	2138.39	2135.7	2136.51	11785.0
2016-03-07 08:30:00	ES	Futures	2136.77	2136.77	2133.01	2134.36	24857.0
2016-03-07 09:00:00	ES	Futures	2134.36	2136.77	2134.36	2135.7	21158.0
2016-03-07 09:30:00	ES	Futures	2135.97	2141.34	2134.62	2137.31	189756.0
2016-03-07 10:00:00	ES	Futures	2137.04	2144.03	2135.7	2140.54	151226.0
2016-03-07 10:30:00	ES	Futures	2140.8	2147.79	2140.27	2143.49	137573.0
2016-03-07 11:00:00	ES	Futures	2143.49	2147.25	2141.88	2145.64	96500.0
2016-03-07 11:30:00	ES	Futures	2145.64	2153.43	2145.37	2149.94	107198.0
2016-03-07 12:00:00	ES	Futures	2149.67	2151.28	2147.52	2149.4	51629.0
2016-03-07 12:30:00	ES	Futures	2149.4	2152.36	2149.13	2150.75	33567.0
2016-03-07 13:00:00	ES	Futures	2151.02	2154.51	2148.06	2148.33	65907.0
2016-03-07 13:30:00	ES	Futures	2148.06	2148.6	2144.57	2146.99	63084.0
2016-03-07 14:00:00	ES	Futures	2146.99	2148.6	2140.8	2141.88	77795.0
2016-03-07 14:30:00	ES	Futures	2141.88	2142.15	2137.04	2140.8	84839.0
2016-03-07 15:00:00	ES	Futures	2140.54	2146.99	2137.04	2145.64	95505.0
2016-03-07 15:30:00	ES	Futures	2145.64	2149.94	2144.3	2149.4	112114.0
2016-03-07 16:00:00	ES	Futures	2149.4	2151.55	2148.33	2148.33	57361.0
2016-03-07 16:30:00	ES	Futures	2148.6	2150.21	2147.79	2149.4	7139.0
2016-03-07 18:00:00	ES	Futures	2148.6	2148.6	2146.72	2148.33	2570.0
2016-03-07 18:30:00	ES	Futures	2148.33	2149.94	2147.79	2149.67	1494.0
2016-03-07 19:00:00	ES	Futures	2149.67	2149.67	2146.72	2146.72	3996.0
2016-03-07 19:30:00	ES	Futures	2146.72	2147.25	2144.84	2145.37	4231.0
2016-03-07 20:00:00	ES	Futures	2145.1	2145.37	2143.22	2143.22	4952.0
2016-03-07 20:30:00	ES	Futures	2143.22	2143.76	2139.19	2139.73	7896.0
2016-03-07 21:00:00	ES	Futures	2139.73	2140.8	2137.31	2139.19	9506.0
2016-03-07 21:30:00	ES	Futures	2139.19	2140.0	2137.58	2139.19	5115.0
2016-03-07 22:00:00	ES	Futures	2139.19	2140.27	2137.04	2138.39	3863.0
2016-03-07 22:30:00	ES	Futures	2138.12	2139.46	2137.04	2137.85	3177.0
2016-03-07 23:00:00	ES	Futures	2138.12	2140.0	2137.85	2139.46	2385.0
2016-03-07 23:30:00	ES	Futures	2139.46	2143.76	2138.66	2143.49	6122.0
2016-03-07 00:00:00	NQ	Futures	5125.03	5125.33	5120.58	5121.17	280.0
2016-03-07 00:30:00	NQ	Futures	5120.88	5122.96	5119.69	5119.69	422.0
2016-03-07 01:00:00	NQ	Futures	5120.28	5126.52	5117.61	5124.14	265.0
2016-03-07 01:30:00	NQ	Futures	5123.55	5125.63	5122.66	5125.63	86.0

> showing 50 of 2,934 rows — these rows as CSV

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