PREVIEW / futures_30min / 2016-03-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-16.parquet
  size:    83 KB
  rows:    2,979

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
2016-03-16 00:00:00	ES	Futures	2166.59	2167.67	2166.32	2167.13	723.0
2016-03-16 00:30:00	ES	Futures	2167.4	2168.48	2167.13	2167.94	1194.0
2016-03-16 01:00:00	ES	Futures	2167.94	2169.56	2166.86	2169.56	2049.0
2016-03-16 01:30:00	ES	Futures	2169.56	2170.91	2169.02	2169.29	2140.0
2016-03-16 02:00:00	ES	Futures	2169.02	2169.56	2166.59	2167.94	3208.0
2016-03-16 02:30:00	ES	Futures	2167.67	2168.75	2166.86	2167.94	874.0
2016-03-16 03:00:00	ES	Futures	2167.94	2169.02	2166.05	2168.75	3106.0
2016-03-16 03:30:00	ES	Futures	2168.75	2169.02	2166.86	2168.48	3918.0
2016-03-16 04:00:00	ES	Futures	2168.48	2170.91	2167.13	2169.02	9573.0
2016-03-16 04:30:00	ES	Futures	2169.02	2170.37	2168.21	2170.37	6873.0
2016-03-16 05:00:00	ES	Futures	2170.1	2170.37	2169.02	2169.29	5879.0
2016-03-16 05:30:00	ES	Futures	2169.56	2170.64	2167.94	2169.02	7420.0
2016-03-16 06:00:00	ES	Futures	2169.02	2169.83	2166.32	2167.94	10852.0
2016-03-16 06:30:00	ES	Futures	2167.94	2168.75	2166.32	2166.59	7305.0
2016-03-16 07:00:00	ES	Futures	2166.59	2167.4	2165.78	2166.05	7754.0
2016-03-16 07:30:00	ES	Futures	2165.78	2166.59	2164.43	2165.24	10918.0
2016-03-16 08:00:00	ES	Futures	2165.24	2166.59	2163.89	2164.7	14410.0
2016-03-16 08:30:00	ES	Futures	2164.7	2166.05	2157.95	2158.76	41026.0
2016-03-16 09:00:00	ES	Futures	2158.76	2160.38	2156.6	2160.38	32690.0
2016-03-16 09:30:00	ES	Futures	2160.11	2169.29	2160.11	2166.32	190620.0
2016-03-16 10:00:00	ES	Futures	2166.32	2168.48	2165.78	2166.32	70530.0
2016-03-16 10:30:00	ES	Futures	2166.32	2169.83	2165.51	2167.94	74631.0
2016-03-16 11:00:00	ES	Futures	2167.67	2169.56	2167.13	2168.21	61571.0
2016-03-16 11:30:00	ES	Futures	2167.94	2169.56	2166.59	2167.13	53101.0
2016-03-16 12:00:00	ES	Futures	2167.13	2169.02	2167.13	2167.67	50527.0
2016-03-16 12:30:00	ES	Futures	2167.4	2167.94	2162.81	2163.62	59668.0
2016-03-16 13:00:00	ES	Futures	2163.62	2164.7	2159.57	2160.92	51396.0
2016-03-16 13:30:00	ES	Futures	2160.92	2163.89	2160.38	2162.27	35591.0
2016-03-16 14:00:00	ES	Futures	2162.0	2179.28	2161.73	2177.12	287410.0
2016-03-16 14:30:00	ES	Futures	2177.12	2183.33	2172.8	2173.61	158495.0
2016-03-16 15:00:00	ES	Futures	2173.88	2182.25	2173.07	2180.09	159003.0
2016-03-16 15:30:00	ES	Futures	2180.36	2184.41	2177.66	2179.82	149507.0
2016-03-16 16:00:00	ES	Futures	2180.09	2180.36	2177.12	2177.66	61122.0
2016-03-16 16:30:00	ES	Futures	2178.2	2179.55	2177.66	2178.47	6439.0
2016-03-16 17:00:00	ES	Futures	2178.47	2178.47	2178.2	2178.2	64.0
2016-03-16 18:00:00	ES	Futures	2178.2	2179.01	2177.12	2178.47	3119.0
2016-03-16 18:30:00	ES	Futures	2178.47	2179.28	2177.66	2178.47	1321.0
2016-03-16 19:00:00	ES	Futures	2178.47	2179.55	2177.93	2179.28	1890.0
2016-03-16 19:30:00	ES	Futures	2179.55	2181.71	2179.28	2181.44	4008.0
2016-03-16 20:00:00	ES	Futures	2181.17	2184.41	2180.63	2183.6	7081.0
2016-03-16 20:30:00	ES	Futures	2183.87	2187.38	2182.79	2186.84	8754.0
2016-03-16 21:00:00	ES	Futures	2186.84	2187.92	2186.03	2186.84	5782.0
2016-03-16 21:30:00	ES	Futures	2186.84	2186.84	2184.68	2185.76	5002.0
2016-03-16 22:00:00	ES	Futures	2185.49	2186.57	2184.41	2184.68	3401.0
2016-03-16 22:30:00	ES	Futures	2184.68	2185.22	2183.6	2183.87	1886.0
2016-03-16 23:00:00	ES	Futures	2183.87	2187.65	2183.6	2187.38	3818.0
2016-03-16 23:30:00	ES	Futures	2187.38	2187.38	2185.22	2185.22	2619.0
2016-03-16 00:00:00	NQ	Futures	5183.56	5186.24	5182.97	5185.65	85.0
2016-03-16 00:30:00	NQ	Futures	5185.65	5189.22	5185.35	5187.43	257.0
2016-03-16 01:00:00	NQ	Futures	5186.54	5191.89	5184.75	5191.89	262.0

> showing 50 of 2,979 rows — these rows as CSV

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