PREVIEW / futures_30min / 2016-03-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-09.parquet
  size:    81 KB
  rows:    2,984

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
2016-03-09 00:00:00	ES	Futures	2131.13	2134.62	2131.13	2133.55	6121.0
2016-03-09 00:30:00	ES	Futures	2133.82	2134.09	2133.01	2133.55	1251.0
2016-03-09 01:00:00	ES	Futures	2133.82	2134.09	2132.21	2133.01	1943.0
2016-03-09 01:30:00	ES	Futures	2133.01	2133.82	2132.21	2132.74	1109.0
2016-03-09 02:00:00	ES	Futures	2133.01	2135.7	2132.74	2133.28	5663.0
2016-03-09 02:30:00	ES	Futures	2133.55	2133.55	2130.06	2131.4	6942.0
2016-03-09 03:00:00	ES	Futures	2131.4	2136.24	2129.79	2134.89	19714.0
2016-03-09 03:30:00	ES	Futures	2134.89	2138.12	2131.94	2132.47	15539.0
2016-03-09 04:00:00	ES	Futures	2132.21	2138.39	2132.21	2137.58	9352.0
2016-03-09 04:30:00	ES	Futures	2137.58	2138.12	2134.62	2135.7	7464.0
2016-03-09 05:00:00	ES	Futures	2135.43	2135.97	2133.01	2133.28	6932.0
2016-03-09 05:30:00	ES	Futures	2133.28	2137.58	2132.21	2137.31	9334.0
2016-03-09 06:00:00	ES	Futures	2137.31	2140.54	2136.24	2139.46	12215.0
2016-03-09 06:30:00	ES	Futures	2139.46	2140.54	2138.12	2139.19	8114.0
2016-03-09 07:00:00	ES	Futures	2138.92	2143.22	2138.92	2140.8	13467.0
2016-03-09 07:30:00	ES	Futures	2141.07	2141.07	2138.66	2138.66	10348.0
2016-03-09 08:00:00	ES	Futures	2138.92	2140.54	2138.12	2138.12	12215.0
2016-03-09 08:30:00	ES	Futures	2138.12	2138.92	2136.24	2137.85	13808.0
2016-03-09 09:00:00	ES	Futures	2137.85	2138.66	2135.43	2136.24	20482.0
2016-03-09 09:30:00	ES	Futures	2136.24	2137.31	2130.86	2134.62	180461.0
2016-03-09 10:00:00	ES	Futures	2134.62	2135.97	2130.06	2133.01	141769.0
2016-03-09 10:30:00	ES	Futures	2133.01	2140.0	2126.03	2129.52	241385.0
2016-03-09 11:00:00	ES	Futures	2129.25	2138.66	2128.98	2137.58	121146.0
2016-03-09 11:30:00	ES	Futures	2137.58	2140.8	2135.97	2140.27	90290.0
2016-03-09 12:00:00	ES	Futures	2140.0	2140.27	2137.04	2138.39	50932.0
2016-03-09 12:30:00	ES	Futures	2138.39	2139.19	2131.94	2132.47	61468.0
2016-03-09 13:00:00	ES	Futures	2132.47	2133.82	2130.59	2131.67	44441.0
2016-03-09 13:30:00	ES	Futures	2131.94	2137.58	2131.67	2136.77	48039.0
2016-03-09 14:00:00	ES	Futures	2136.77	2138.12	2134.62	2137.04	43703.0
2016-03-09 14:30:00	ES	Futures	2137.04	2137.31	2133.55	2135.43	38306.0
2016-03-09 15:00:00	ES	Futures	2135.43	2136.24	2130.59	2133.28	54224.0
2016-03-09 15:30:00	ES	Futures	2133.28	2137.31	2131.94	2136.77	99979.0
2016-03-09 16:00:00	ES	Futures	2136.77	2139.73	2135.97	2137.85	56895.0
2016-03-09 16:30:00	ES	Futures	2137.85	2139.46	2137.85	2138.12	3651.0
2016-03-09 18:00:00	ES	Futures	2138.92	2139.73	2138.92	2138.92	3215.0
2016-03-09 18:30:00	ES	Futures	2138.92	2139.19	2137.04	2137.58	1816.0
2016-03-09 19:00:00	ES	Futures	2137.58	2138.92	2136.24	2136.51	3151.0
2016-03-09 19:30:00	ES	Futures	2136.77	2137.58	2135.97	2136.77	2344.0
2016-03-09 20:00:00	ES	Futures	2136.77	2139.46	2136.24	2139.46	2334.0
2016-03-09 20:30:00	ES	Futures	2139.46	2144.57	2139.19	2141.61	5891.0
2016-03-09 21:00:00	ES	Futures	2141.88	2142.15	2140.54	2141.88	1967.0
2016-03-09 21:30:00	ES	Futures	2141.88	2142.69	2141.34	2141.61	1600.0
2016-03-09 22:00:00	ES	Futures	2141.61	2142.15	2141.07	2142.15	1282.0
2016-03-09 22:30:00	ES	Futures	2141.88	2142.95	2141.07	2141.61	1621.0
2016-03-09 23:00:00	ES	Futures	2141.61	2141.88	2140.27	2140.27	1154.0
2016-03-09 23:30:00	ES	Futures	2140.27	2140.8	2138.12	2139.46	2199.0
2016-03-09 00:00:00	NQ	Futures	5076.04	5087.03	5075.74	5083.76	891.0
2016-03-09 00:30:00	NQ	Futures	5084.36	5085.84	5081.39	5083.76	171.0
2016-03-09 01:00:00	NQ	Futures	5084.36	5085.25	5080.2	5083.46	209.0
2016-03-09 01:30:00	NQ	Futures	5083.17	5085.84	5082.57	5084.06	474.0

> showing 50 of 2,984 rows — these rows as CSV

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