PREVIEW / futures_30min / 2016-03-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-10.parquet
  size:    86 KB
  rows:    2,876

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
2016-03-10 00:00:00	ES	Futures	2139.73	2140.54	2137.58	2140.27	1872.0
2016-03-10 00:30:00	ES	Futures	2140.27	2140.54	2137.85	2138.12	1588.0
2016-03-10 01:00:00	ES	Futures	2138.39	2140.27	2137.58	2140.27	2430.0
2016-03-10 01:30:00	ES	Futures	2140.27	2140.27	2137.31	2137.85	1506.0
2016-03-10 02:00:00	ES	Futures	2137.85	2139.19	2134.89	2136.51	5089.0
2016-03-10 02:30:00	ES	Futures	2136.51	2139.46	2135.7	2138.92	6155.0
2016-03-10 03:00:00	ES	Futures	2138.92	2143.76	2135.97	2142.95	18410.0
2016-03-10 03:30:00	ES	Futures	2143.22	2145.64	2141.07	2143.22	14406.0
2016-03-10 04:00:00	ES	Futures	2143.22	2144.84	2141.61	2143.22	9020.0
2016-03-10 04:30:00	ES	Futures	2142.95	2143.49	2138.66	2138.66	9567.0
2016-03-10 05:00:00	ES	Futures	2138.66	2141.88	2138.66	2140.54	5816.0
2016-03-10 05:30:00	ES	Futures	2140.8	2142.42	2140.0	2141.07	6089.0
2016-03-10 06:00:00	ES	Futures	2141.07	2144.57	2140.0	2144.3	8126.0
2016-03-10 06:30:00	ES	Futures	2144.57	2145.91	2142.69	2143.76	7069.0
2016-03-10 07:00:00	ES	Futures	2143.49	2148.33	2143.49	2146.99	18625.0
2016-03-10 07:30:00	ES	Futures	2146.99	2160.69	2145.91	2158.27	106314.0
2016-03-10 08:00:00	ES	Futures	2158.27	2159.35	2153.7	2155.32	60412.0
2016-03-10 08:30:00	ES	Futures	2155.32	2159.08	2147.52	2151.02	72541.0
2016-03-10 09:00:00	ES	Futures	2151.02	2152.36	2142.15	2142.42	109310.0
2016-03-10 09:30:00	ES	Futures	2142.42	2153.17	2138.66	2151.82	280344.0
2016-03-10 10:00:00	ES	Futures	2151.82	2154.78	2145.1	2145.91	168906.0
2016-03-10 10:30:00	ES	Futures	2145.64	2145.64	2132.21	2133.28	207692.0
2016-03-10 11:00:00	ES	Futures	2133.28	2135.43	2122.53	2126.56	225563.0
2016-03-10 11:30:00	ES	Futures	2126.56	2130.06	2121.46	2127.64	136029.0
2016-03-10 12:00:00	ES	Futures	2127.64	2131.4	2122.8	2125.22	84034.0
2016-03-10 12:30:00	ES	Futures	2125.22	2126.03	2115.28	2120.11	124942.0
2016-03-10 13:00:00	ES	Futures	2120.11	2125.22	2114.47	2123.61	72643.0
2016-03-10 13:30:00	ES	Futures	2123.88	2125.49	2121.46	2122.26	56195.0
2016-03-10 14:00:00	ES	Futures	2122.26	2127.64	2118.5	2126.56	65052.0
2016-03-10 14:30:00	ES	Futures	2126.56	2135.43	2125.22	2131.67	98744.0
2016-03-10 15:00:00	ES	Futures	2131.94	2141.34	2129.52	2139.46	106310.0
2016-03-10 15:30:00	ES	Futures	2139.73	2140.54	2132.74	2137.85	125889.0
2016-03-10 16:00:00	ES	Futures	2137.85	2138.92	2136.77	2138.12	41577.0
2016-03-10 16:30:00	ES	Futures	2138.12	2140.8	2137.85	2138.66	6000.0
2016-03-10 18:00:00	ES	Futures	2137.31	2139.46	2136.24	2138.66	2391.0
2016-03-10 18:30:00	ES	Futures	2138.66	2141.61	2137.58	2137.85	2288.0
2016-03-10 19:00:00	ES	Futures	2137.85	2139.73	2137.31	2138.92	2893.0
2016-03-10 19:30:00	ES	Futures	2139.19	2139.19	2137.31	2138.39	1706.0
2016-03-10 20:00:00	ES	Futures	2138.66	2140.0	2137.31	2139.19	1665.0
2016-03-10 20:30:00	ES	Futures	2139.46	2148.6	2138.12	2145.37	7021.0
2016-03-10 21:00:00	ES	Futures	2145.37	2146.18	2141.61	2142.15	2736.0
2016-03-10 21:30:00	ES	Futures	2142.15	2144.3	2141.61	2143.76	738.0
2016-03-10 22:00:00	ES	Futures	2143.49	2146.99	2143.22	2146.18	1721.0
2016-03-10 22:30:00	ES	Futures	2146.18	2151.02	2145.64	2150.75	5756.0
2016-03-10 23:00:00	ES	Futures	2150.75	2153.43	2149.94	2153.17	4571.0
2016-03-10 23:30:00	ES	Futures	2153.17	2153.7	2152.09	2152.09	2264.0
2016-03-10 00:00:00	NQ	Futures	5102.17	5104.25	5096.23	5103.06	243.0
2016-03-10 00:30:00	NQ	Futures	5103.06	5103.66	5095.34	5096.53	572.0
2016-03-10 01:00:00	NQ	Futures	5096.23	5103.95	5095.64	5103.06	487.0
2016-03-10 01:30:00	NQ	Futures	5102.47	5102.77	5095.04	5095.94	286.0

> showing 50 of 2,876 rows — these rows as CSV

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