PREVIEW / futures_30min / 2016-03-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-17.parquet
  size:    87 KB
  rows:    3,064

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
2016-03-17 00:00:00	ES	Futures	2185.49	2186.03	2183.87	2184.68	2018.0
2016-03-17 00:30:00	ES	Futures	2184.41	2185.49	2180.36	2180.9	4757.0
2016-03-17 01:00:00	ES	Futures	2180.9	2182.79	2180.36	2180.63	4160.0
2016-03-17 01:30:00	ES	Futures	2180.9	2182.52	2180.63	2182.25	2582.0
2016-03-17 02:00:00	ES	Futures	2182.25	2184.14	2182.25	2182.52	2850.0
2016-03-17 02:30:00	ES	Futures	2182.52	2182.79	2180.9	2182.25	1842.0
2016-03-17 03:00:00	ES	Futures	2182.52	2187.11	2182.52	2186.84	8097.0
2016-03-17 03:30:00	ES	Futures	2186.84	2188.73	2185.49	2186.84	10250.0
2016-03-17 04:00:00	ES	Futures	2186.84	2189.0	2184.68	2187.11	18544.0
2016-03-17 04:30:00	ES	Futures	2186.84	2189.27	2186.03	2186.84	17855.0
2016-03-17 05:00:00	ES	Futures	2186.84	2187.11	2181.17	2183.33	17351.0
2016-03-17 05:30:00	ES	Futures	2183.06	2184.14	2174.15	2176.04	27138.0
2016-03-17 06:00:00	ES	Futures	2176.31	2176.85	2170.37	2170.64	40956.0
2016-03-17 06:30:00	ES	Futures	2170.37	2171.99	2166.05	2170.91	35189.0
2016-03-17 07:00:00	ES	Futures	2170.64	2172.53	2168.75	2171.99	18185.0
2016-03-17 07:30:00	ES	Futures	2172.26	2172.8	2168.75	2169.56	19551.0
2016-03-17 08:00:00	ES	Futures	2169.29	2174.15	2168.21	2171.18	40465.0
2016-03-17 08:30:00	ES	Futures	2170.91	2175.23	2170.91	2173.07	30961.0
2016-03-17 09:00:00	ES	Futures	2173.07	2179.01	2172.26	2178.2	38362.0
2016-03-17 09:30:00	ES	Futures	2177.93	2180.63	2173.34	2175.77	171881.0
2016-03-17 10:00:00	ES	Futures	2175.77	2178.74	2172.8	2178.47	128800.0
2016-03-17 10:30:00	ES	Futures	2178.2	2184.95	2177.39	2184.68	112912.0
2016-03-17 11:00:00	ES	Futures	2184.68	2187.65	2183.06	2186.57	105980.0
2016-03-17 11:30:00	ES	Futures	2186.3	2187.11	2184.14	2186.84	78521.0
2016-03-17 12:00:00	ES	Futures	2186.84	2190.89	2184.95	2190.62	86364.0
2016-03-17 12:30:00	ES	Futures	2190.89	2193.32	2190.62	2191.43	95823.0
2016-03-17 13:00:00	ES	Futures	2191.7	2192.78	2188.73	2190.89	69958.0
2016-03-17 13:30:00	ES	Futures	2190.62	2196.02	2189.54	2195.75	78422.0
2016-03-17 14:00:00	ES	Futures	2195.75	2199.53	2194.4	2196.83	106575.0
2016-03-17 14:30:00	ES	Futures	2196.83	2197.1	2193.86	2194.13	62416.0
2016-03-17 15:00:00	ES	Futures	2194.13	2198.18	2193.86	2197.64	65446.0
2016-03-17 15:30:00	ES	Futures	2197.37	2199.26	2193.05	2193.59	175814.0
2016-03-17 16:00:00	ES	Futures	2193.32	2195.75	2191.97	2192.51	81852.0
2016-03-17 16:30:00	ES	Futures	2193.05	2194.67	2192.78	2193.86	6919.0
2016-03-17 18:00:00	ES	Futures	2193.59	2195.21	2193.05	2194.94	2866.0
2016-03-17 18:30:00	ES	Futures	2194.67	2194.94	2193.59	2194.94	1392.0
2016-03-17 19:00:00	ES	Futures	2194.94	2194.94	2193.32	2194.4	2281.0
2016-03-17 19:30:00	ES	Futures	2194.4	2196.83	2194.4	2196.02	2716.0
2016-03-17 20:00:00	ES	Futures	2195.75	2196.83	2194.4	2195.48	5209.0
2016-03-17 20:30:00	ES	Futures	2195.48	2195.48	2192.24	2192.51	5206.0
2016-03-17 21:00:00	ES	Futures	2192.78	2193.86	2191.43	2192.51	3662.0
2016-03-17 21:30:00	ES	Futures	2192.51	2193.32	2190.89	2191.97	4809.0
2016-03-17 22:00:00	ES	Futures	2191.97	2193.86	2191.16	2193.32	3109.0
2016-03-17 22:30:00	ES	Futures	2193.59	2193.86	2192.24	2192.78	1781.0
2016-03-17 23:00:00	ES	Futures	2193.05	2193.86	2192.51	2193.86	1375.0
2016-03-17 23:30:00	ES	Futures	2193.86	2194.13	2193.05	2193.32	1646.0
2016-03-17 00:00:00	NQ	Futures	5242.18	5243.07	5236.52	5238.61	272.0
2016-03-17 00:30:00	NQ	Futures	5238.01	5241.28	5228.79	5230.27	682.0
2016-03-17 01:00:00	NQ	Futures	5229.68	5234.14	5227.6	5227.89	468.0
2016-03-17 01:30:00	NQ	Futures	5228.19	5232.65	5227.6	5232.06	275.0

> showing 50 of 3,064 rows — these rows as CSV

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