PREVIEW / futures_30min / 2016-03-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-08.parquet
  size:    84 KB
  rows:    2,969

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
2016-03-08 00:00:00	ES	Futures	2143.76	2143.76	2140.54	2141.34	3433.0
2016-03-08 00:30:00	ES	Futures	2141.61	2142.95	2140.54	2141.88	1798.0
2016-03-08 01:00:00	ES	Futures	2141.88	2141.88	2138.66	2139.73	2789.0
2016-03-08 01:30:00	ES	Futures	2140.0	2140.27	2137.85	2140.0	3033.0
2016-03-08 02:00:00	ES	Futures	2140.0	2141.34	2136.24	2136.24	5823.0
2016-03-08 02:30:00	ES	Futures	2136.51	2138.12	2135.7	2136.24	7167.0
2016-03-08 03:00:00	ES	Futures	2136.24	2137.85	2131.4	2132.47	25446.0
2016-03-08 03:30:00	ES	Futures	2132.21	2137.04	2131.67	2133.01	18118.0
2016-03-08 04:00:00	ES	Futures	2133.01	2137.58	2132.21	2136.51	11172.0
2016-03-08 04:30:00	ES	Futures	2136.24	2137.31	2132.74	2132.74	10101.0
2016-03-08 05:00:00	ES	Futures	2132.74	2132.74	2128.98	2131.13	14714.0
2016-03-08 05:30:00	ES	Futures	2130.86	2133.55	2130.06	2131.94	10513.0
2016-03-08 06:00:00	ES	Futures	2131.94	2135.43	2130.59	2134.36	11159.0
2016-03-08 06:30:00	ES	Futures	2134.36	2136.51	2134.09	2135.97	10333.0
2016-03-08 07:00:00	ES	Futures	2135.97	2143.22	2135.7	2139.19	30862.0
2016-03-08 07:30:00	ES	Futures	2139.46	2142.42	2138.92	2140.8	13326.0
2016-03-08 08:00:00	ES	Futures	2140.54	2141.61	2137.04	2138.12	21591.0
2016-03-08 08:30:00	ES	Futures	2138.12	2142.95	2137.31	2139.73	26399.0
2016-03-08 09:00:00	ES	Futures	2140.0	2140.27	2134.89	2135.43	28908.0
2016-03-08 09:30:00	ES	Futures	2135.43	2137.04	2130.06	2132.74	244204.0
2016-03-08 10:00:00	ES	Futures	2132.74	2135.97	2127.91	2128.18	173149.0
2016-03-08 10:30:00	ES	Futures	2128.18	2132.47	2125.49	2127.64	145264.0
2016-03-08 11:00:00	ES	Futures	2127.37	2134.62	2127.1	2132.47	122491.0
2016-03-08 11:30:00	ES	Futures	2132.21	2137.04	2130.33	2135.16	91936.0
2016-03-08 12:00:00	ES	Futures	2135.16	2140.8	2133.28	2138.92	79117.0
2016-03-08 12:30:00	ES	Futures	2139.19	2140.27	2134.89	2136.77	59753.0
2016-03-08 13:00:00	ES	Futures	2137.04	2140.0	2134.36	2138.92	52631.0
2016-03-08 13:30:00	ES	Futures	2139.19	2142.15	2138.12	2139.46	46295.0
2016-03-08 14:00:00	ES	Futures	2139.46	2142.15	2135.16	2135.97	58434.0
2016-03-08 14:30:00	ES	Futures	2135.7	2136.51	2131.94	2133.82	69955.0
2016-03-08 15:00:00	ES	Futures	2133.82	2135.16	2127.37	2127.37	90303.0
2016-03-08 15:30:00	ES	Futures	2127.37	2130.06	2123.88	2125.22	181058.0
2016-03-08 16:00:00	ES	Futures	2125.49	2131.4	2124.95	2129.79	84936.0
2016-03-08 16:30:00	ES	Futures	2130.59	2131.13	2129.25	2130.86	6525.0
2016-03-08 18:00:00	ES	Futures	2130.06	2131.94	2127.91	2128.98	4162.0
2016-03-08 18:30:00	ES	Futures	2128.98	2131.4	2128.71	2129.79	2860.0
2016-03-08 19:00:00	ES	Futures	2129.79	2130.86	2126.83	2130.59	4844.0
2016-03-08 19:30:00	ES	Futures	2130.33	2130.86	2128.44	2128.71	2914.0
2016-03-08 20:00:00	ES	Futures	2128.71	2131.67	2128.44	2130.33	4267.0
2016-03-08 20:30:00	ES	Futures	2130.06	2131.4	2128.18	2130.59	4293.0
2016-03-08 21:00:00	ES	Futures	2130.33	2130.86	2129.52	2129.52	1474.0
2016-03-08 21:30:00	ES	Futures	2129.52	2130.86	2128.98	2129.79	1605.0
2016-03-08 22:00:00	ES	Futures	2129.79	2130.86	2129.25	2129.79	1226.0
2016-03-08 22:30:00	ES	Futures	2129.79	2131.13	2128.98	2130.59	2238.0
2016-03-08 23:00:00	ES	Futures	2130.86	2131.67	2129.79	2131.4	1411.0
2016-03-08 23:30:00	ES	Futures	2131.13	2132.47	2130.59	2131.13	2412.0
2016-03-08 00:00:00	NQ	Futures	5092.08	5092.37	5084.36	5086.43	492.0
2016-03-08 00:30:00	NQ	Futures	5087.62	5092.08	5084.95	5088.51	496.0
2016-03-08 01:00:00	NQ	Futures	5087.92	5087.92	5080.79	5083.76	283.0
2016-03-08 01:30:00	NQ	Futures	5083.76	5084.36	5077.53	5084.06	512.0

> showing 50 of 2,969 rows — these rows as CSV

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