PREVIEW / futures_30min / 2016-03-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-11.parquet
  size:    68 KB
  rows:    2,421

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
2016-03-11 00:00:00	ES	Futures	2152.09	2153.43	2150.75	2152.9	2183.0
2016-03-11 00:30:00	ES	Futures	2153.17	2153.17	2149.94	2151.82	2109.0
2016-03-11 01:00:00	ES	Futures	2151.82	2151.82	2149.67	2151.55	1319.0
2016-03-11 01:30:00	ES	Futures	2151.28	2153.17	2150.48	2152.9	1835.0
2016-03-11 02:00:00	ES	Futures	2152.9	2159.08	2152.09	2158.81	11716.0
2016-03-11 02:30:00	ES	Futures	2158.81	2159.08	2155.05	2156.39	7013.0
2016-03-11 03:00:00	ES	Futures	2156.39	2162.03	2153.97	2155.85	19856.0
2016-03-11 03:30:00	ES	Futures	2155.85	2159.88	2154.51	2156.93	8567.0
2016-03-11 04:00:00	ES	Futures	2156.93	2160.15	2154.51	2155.58	7836.0
2016-03-11 04:30:00	ES	Futures	2155.58	2158.27	2154.24	2157.46	6070.0
2016-03-11 05:00:00	ES	Futures	2157.46	2162.03	2157.2	2160.96	8885.0
2016-03-11 05:30:00	ES	Futures	2160.69	2161.5	2158.27	2160.96	6275.0
2016-03-11 06:00:00	ES	Futures	2160.96	2161.76	2158.81	2161.23	4924.0
2016-03-11 06:30:00	ES	Futures	2161.5	2162.03	2156.93	2157.73	6186.0
2016-03-11 07:00:00	ES	Futures	2157.46	2158.27	2156.93	2158.0	5324.0
2016-03-11 07:30:00	ES	Futures	2158.0	2158.81	2156.12	2157.46	7133.0
2016-03-11 08:00:00	ES	Futures	2157.2	2159.61	2155.58	2156.66	10826.0
2016-03-11 08:30:00	ES	Futures	2156.66	2157.2	2154.51	2156.39	12358.0
2016-03-11 09:00:00	ES	Futures	2156.39	2159.08	2156.12	2156.93	11448.0
2016-03-11 09:30:00	ES	Futures	2156.93	2161.23	2155.32	2159.35	86870.0
2016-03-11 10:00:00	ES	Futures	2159.35	2160.69	2155.58	2159.35	46009.0
2016-03-11 10:30:00	ES	Futures	2159.35	2165.53	2159.35	2162.57	62045.0
2016-03-11 11:00:00	ES	Futures	2162.57	2167.94	2162.03	2167.41	40961.0
2016-03-11 11:30:00	ES	Futures	2167.41	2168.75	2166.06	2167.41	34471.0
2016-03-11 12:00:00	ES	Futures	2167.41	2169.56	2166.33	2168.75	20672.0
2016-03-11 12:30:00	ES	Futures	2168.75	2170.09	2166.33	2166.6	22090.0
2016-03-11 13:00:00	ES	Futures	2166.6	2166.87	2163.11	2165.79	21325.0
2016-03-11 13:30:00	ES	Futures	2165.79	2168.21	2162.84	2167.14	17376.0
2016-03-11 14:00:00	ES	Futures	2167.14	2168.48	2165.79	2166.6	19214.0
2016-03-11 14:30:00	ES	Futures	2166.87	2168.21	2164.18	2166.06	16165.0
2016-03-11 15:00:00	ES	Futures	2166.06	2172.24	2165.53	2171.44	37466.0
2016-03-11 15:30:00	ES	Futures	2171.17	2173.59	2169.56	2172.78	60787.0
2016-03-11 16:00:00	ES	Futures	2172.51	2173.05	2170.09	2171.44	32945.0
2016-03-11 16:30:00	ES	Futures	2171.71	2172.24	2170.9	2172.24	3320.0
2016-03-11 00:00:00	NQ	Futures	5132.46	5134.83	5128.9	5133.94	180.0
2016-03-11 00:30:00	NQ	Futures	5133.35	5133.35	5125.03	5129.79	269.0
2016-03-11 01:00:00	NQ	Futures	5130.97	5131.57	5125.63	5131.27	180.0
2016-03-11 01:30:00	NQ	Futures	5131.27	5136.32	5129.79	5135.13	481.0
2016-03-11 02:00:00	NQ	Futures	5135.13	5152.06	5133.05	5150.87	1348.0
2016-03-11 02:30:00	NQ	Futures	5150.87	5151.46	5141.96	5144.63	600.0
2016-03-11 03:00:00	NQ	Futures	5144.93	5162.45	5139.29	5144.63	2571.0
2016-03-11 03:30:00	NQ	Futures	5144.04	5156.51	5141.96	5149.38	622.0
2016-03-11 04:00:00	NQ	Futures	5148.49	5155.32	5141.37	5143.74	957.0
2016-03-11 04:30:00	NQ	Futures	5143.74	5151.46	5140.48	5147.9	739.0
2016-03-11 05:00:00	NQ	Futures	5148.49	5158.29	5147.6	5155.62	735.0
2016-03-11 05:30:00	NQ	Futures	5155.92	5157.4	5149.09	5155.03	628.0
2016-03-11 06:00:00	NQ	Futures	5154.43	5156.51	5150.57	5155.92	351.0
2016-03-11 06:30:00	NQ	Futures	5155.32	5157.7	5144.93	5145.52	594.0
2016-03-11 07:00:00	NQ	Futures	5145.23	5147.3	5143.15	5146.71	819.0
2016-03-11 07:30:00	NQ	Futures	5146.41	5148.49	5142.26	5145.52	1078.0

> showing 50 of 2,421 rows — these rows as CSV

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