PREVIEW / futures_30min / 2016-03-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-18.parquet
  size:    71 KB
  rows:    2,491

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
2016-03-18 00:00:00	ES	Futures	2193.32	2194.94	2193.05	2194.67	1858.0
2016-03-18 00:30:00	ES	Futures	2194.67	2194.94	2194.13	2194.94	1547.0
2016-03-18 01:00:00	ES	Futures	2194.67	2195.48	2192.51	2192.78	3239.0
2016-03-18 01:30:00	ES	Futures	2192.78	2195.21	2192.51	2194.4	3453.0
2016-03-18 02:00:00	ES	Futures	2194.4	2194.67	2190.89	2190.89	3544.0
2016-03-18 02:30:00	ES	Futures	2190.89	2192.78	2190.89	2191.16	2743.0
2016-03-18 03:00:00	ES	Futures	2191.16	2196.56	2191.16	2194.67	9974.0
2016-03-18 03:30:00	ES	Futures	2194.67	2194.94	2192.51	2193.59	7010.0
2016-03-18 04:00:00	ES	Futures	2193.59	2195.48	2189.0	2193.86	28458.0
2016-03-18 04:30:00	ES	Futures	2194.13	2196.56	2192.51	2194.67	16350.0
2016-03-18 05:00:00	ES	Futures	2194.4	2198.45	2193.86	2196.83	16364.0
2016-03-18 05:30:00	ES	Futures	2196.83	2197.64	2194.67	2195.21	8598.0
2016-03-18 06:00:00	ES	Futures	2195.21	2197.64	2194.94	2197.37	8704.0
2016-03-18 06:30:00	ES	Futures	2197.1	2199.53	2197.1	2198.72	12432.0
2016-03-18 07:00:00	ES	Futures	2198.45	2199.26	2197.64	2198.72	8974.0
2016-03-18 07:30:00	ES	Futures	2198.45	2198.99	2196.83	2197.1	7713.0
2016-03-18 08:00:00	ES	Futures	2197.1	2199.26	2196.56	2198.72	15251.0
2016-03-18 08:30:00	ES	Futures	2198.72	2200.07	2197.64	2198.18	17926.0
2016-03-18 09:00:00	ES	Futures	2198.18	2200.88	2195.48	2199.26	65215.0
2016-03-18 09:30:00	ES	Futures	2199.53	2201.69	2196.83	2200.88	243702.0
2016-03-18 10:00:00	ES	Futures	2200.61	2203.85	2199.53	2199.8	148982.0
2016-03-18 10:30:00	ES	Futures	2199.8	2203.04	2198.72	2202.23	121074.0
2016-03-18 11:00:00	ES	Futures	2202.23	2206.01	2201.96	2202.77	128579.0
2016-03-18 11:30:00	ES	Futures	2203.04	2204.12	2200.61	2203.04	95055.0
2016-03-18 12:00:00	ES	Futures	2202.77	2204.93	2201.96	2203.85	64276.0
2016-03-18 12:30:00	ES	Futures	2204.12	2204.12	2201.15	2202.77	57024.0
2016-03-18 13:00:00	ES	Futures	2202.77	2203.31	2197.1	2198.99	75537.0
2016-03-18 13:30:00	ES	Futures	2198.99	2199.53	2195.48	2198.99	69606.0
2016-03-18 14:00:00	ES	Futures	2199.26	2201.15	2197.91	2199.26	74320.0
2016-03-18 14:30:00	ES	Futures	2199.53	2200.61	2198.18	2198.45	49090.0
2016-03-18 15:00:00	ES	Futures	2198.45	2204.93	2198.45	2203.85	75549.0
2016-03-18 15:30:00	ES	Futures	2203.85	2204.39	2201.42	2202.23	159729.0
2016-03-18 16:00:00	ES	Futures	2201.96	2202.5	2199.26	2200.34	80156.0
2016-03-18 16:30:00	ES	Futures	2200.34	2202.77	2199.26	2201.69	11779.0
2016-03-18 00:00:00	NQ	Futures	5230.87	5233.55	5229.68	5233.55	216.0
2016-03-18 00:30:00	NQ	Futures	5233.25	5234.44	5231.17	5233.85	115.0
2016-03-18 01:00:00	NQ	Futures	5234.14	5235.93	5228.19	5228.79	332.0
2016-03-18 01:30:00	NQ	Futures	5228.79	5235.33	5227.89	5233.25	260.0
2016-03-18 02:00:00	NQ	Futures	5233.25	5234.14	5223.43	5224.03	261.0
2016-03-18 02:30:00	NQ	Futures	5223.73	5228.49	5223.13	5224.92	461.0
2016-03-18 03:00:00	NQ	Futures	5225.22	5239.2	5224.92	5234.44	742.0
2016-03-18 03:30:00	NQ	Futures	5234.14	5234.14	5227.89	5231.17	575.0
2016-03-18 04:00:00	NQ	Futures	5231.46	5233.25	5217.78	5229.08	3160.0
2016-03-18 04:30:00	NQ	Futures	5229.68	5235.93	5225.22	5230.57	1606.0
2016-03-18 05:00:00	NQ	Futures	5230.57	5240.99	5229.98	5236.82	1397.0
2016-03-18 05:30:00	NQ	Futures	5236.82	5239.2	5229.98	5231.46	808.0
2016-03-18 06:00:00	NQ	Futures	5230.57	5238.31	5230.27	5236.82	828.0
2016-03-18 06:30:00	NQ	Futures	5236.23	5240.99	5236.23	5238.61	1406.0
2016-03-18 07:00:00	NQ	Futures	5238.31	5243.37	5237.42	5240.99	1799.0
2016-03-18 07:30:00	NQ	Futures	5240.99	5241.58	5236.82	5236.82	830.0

> showing 50 of 2,491 rows — these rows as CSV

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