PREVIEW / futures_30min / 2016-03-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-15.parquet
  size:    78 KB
  rows:    2,959

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
2016-03-15 00:00:00	ES	Futures	2165.51	2165.78	2163.62	2164.43	2843.0
2016-03-15 00:30:00	ES	Futures	2164.7	2165.24	2163.89	2164.97	2175.0
2016-03-15 01:00:00	ES	Futures	2165.24	2165.24	2163.62	2163.89	1907.0
2016-03-15 01:30:00	ES	Futures	2164.16	2165.51	2163.62	2164.7	1701.0
2016-03-15 02:00:00	ES	Futures	2164.7	2165.51	2164.16	2165.24	1827.0
2016-03-15 02:30:00	ES	Futures	2165.24	2165.24	2164.43	2164.7	1164.0
2016-03-15 03:00:00	ES	Futures	2164.7	2166.05	2161.73	2162.27	7503.0
2016-03-15 03:30:00	ES	Futures	2162.27	2162.81	2159.84	2160.11	7642.0
2016-03-15 04:00:00	ES	Futures	2160.11	2162.54	2159.03	2159.3	18195.0
2016-03-15 04:30:00	ES	Futures	2159.03	2160.38	2157.14	2157.68	15793.0
2016-03-15 05:00:00	ES	Futures	2157.68	2161.19	2157.14	2159.3	10293.0
2016-03-15 05:30:00	ES	Futures	2159.57	2160.11	2157.14	2158.22	7981.0
2016-03-15 06:00:00	ES	Futures	2158.49	2159.3	2156.33	2156.87	8296.0
2016-03-15 06:30:00	ES	Futures	2156.6	2160.11	2156.06	2158.76	9096.0
2016-03-15 07:00:00	ES	Futures	2158.76	2159.3	2157.14	2158.49	6651.0
2016-03-15 07:30:00	ES	Futures	2158.49	2159.84	2157.68	2158.76	9457.0
2016-03-15 08:00:00	ES	Futures	2158.49	2159.84	2157.41	2157.68	15071.0
2016-03-15 08:30:00	ES	Futures	2158.22	2159.03	2155.25	2157.68	25736.0
2016-03-15 09:00:00	ES	Futures	2157.95	2159.57	2157.14	2157.41	29365.0
2016-03-15 09:30:00	ES	Futures	2157.68	2160.38	2154.98	2156.33	162878.0
2016-03-15 10:00:00	ES	Futures	2156.6	2161.19	2154.44	2161.19	115584.0
2016-03-15 10:30:00	ES	Futures	2161.19	2162.81	2157.41	2158.76	98632.0
2016-03-15 11:00:00	ES	Futures	2158.76	2162.54	2157.41	2161.46	63608.0
2016-03-15 11:30:00	ES	Futures	2161.46	2162.54	2158.22	2158.49	59799.0
2016-03-15 12:00:00	ES	Futures	2158.49	2160.92	2157.41	2160.92	51182.0
2016-03-15 12:30:00	ES	Futures	2160.65	2160.92	2157.95	2158.76	39474.0
2016-03-15 13:00:00	ES	Futures	2158.76	2162.27	2158.22	2161.73	36970.0
2016-03-15 13:30:00	ES	Futures	2161.46	2164.16	2161.46	2163.62	49648.0
2016-03-15 14:00:00	ES	Futures	2163.35	2165.78	2162.0	2163.62	51172.0
2016-03-15 14:30:00	ES	Futures	2163.62	2164.7	2160.92	2162.0	45636.0
2016-03-15 15:00:00	ES	Futures	2162.0	2166.86	2161.46	2165.24	61314.0
2016-03-15 15:30:00	ES	Futures	2165.24	2167.13	2163.08	2167.13	104915.0
2016-03-15 16:00:00	ES	Futures	2166.86	2167.4	2165.51	2166.32	50777.0
2016-03-15 16:30:00	ES	Futures	2166.32	2167.94	2166.05	2167.13	6891.0
2016-03-15 18:00:00	ES	Futures	2167.13	2167.94	2166.59	2166.86	1830.0
2016-03-15 18:30:00	ES	Futures	2166.86	2167.94	2166.86	2167.67	909.0
2016-03-15 19:00:00	ES	Futures	2167.4	2168.75	2166.86	2168.48	1232.0
2016-03-15 19:30:00	ES	Futures	2168.75	2169.83	2168.21	2169.56	2942.0
2016-03-15 20:00:00	ES	Futures	2169.56	2170.1	2169.02	2169.56	3249.0
2016-03-15 20:30:00	ES	Futures	2169.56	2172.53	2169.02	2171.45	3891.0
2016-03-15 21:00:00	ES	Futures	2171.72	2171.72	2169.83	2170.37	2910.0
2016-03-15 21:30:00	ES	Futures	2170.64	2171.18	2168.75	2169.56	2655.0
2016-03-15 22:00:00	ES	Futures	2169.83	2169.83	2167.94	2167.94	1974.0
2016-03-15 22:30:00	ES	Futures	2168.21	2168.75	2166.59	2167.4	2274.0
2016-03-15 23:00:00	ES	Futures	2167.67	2168.21	2166.05	2166.59	2021.0
2016-03-15 23:30:00	ES	Futures	2166.32	2166.86	2165.24	2166.32	2512.0
2016-03-15 00:00:00	NQ	Futures	5171.66	5172.55	5168.09	5169.88	219.0
2016-03-15 00:30:00	NQ	Futures	5168.39	5170.77	5167.5	5170.47	196.0
2016-03-15 01:00:00	NQ	Futures	5170.47	5170.47	5167.79	5168.69	158.0
2016-03-15 01:30:00	NQ	Futures	5168.69	5173.45	5167.2	5171.07	317.0

> showing 50 of 2,959 rows — these rows as CSV

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