PREVIEW / futures_30min / 2016-03-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-21.parquet
  size:    80 KB
  rows:    2,984

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
2016-03-21 00:00:00	ES	Futures	2196.56	2197.1	2196.02	2196.29	523.0
2016-03-21 00:30:00	ES	Futures	2196.56	2196.56	2195.48	2195.75	573.0
2016-03-21 01:00:00	ES	Futures	2195.75	2197.1	2195.21	2196.83	1024.0
2016-03-21 01:30:00	ES	Futures	2196.83	2196.83	2195.48	2195.48	1199.0
2016-03-21 02:00:00	ES	Futures	2195.48	2196.02	2194.94	2195.21	1337.0
2016-03-21 02:30:00	ES	Futures	2195.48	2195.75	2194.94	2195.21	765.0
2016-03-21 03:00:00	ES	Futures	2194.94	2196.29	2194.67	2195.75	3172.0
2016-03-21 03:30:00	ES	Futures	2195.48	2196.02	2194.13	2195.48	5311.0
2016-03-21 04:00:00	ES	Futures	2195.48	2198.45	2193.32	2195.48	16841.0
2016-03-21 04:30:00	ES	Futures	2195.21	2200.34	2194.4	2197.64	14453.0
2016-03-21 05:00:00	ES	Futures	2197.64	2203.58	2197.1	2202.5	19419.0
2016-03-21 05:30:00	ES	Futures	2202.5	2207.63	2202.5	2204.39	16405.0
2016-03-21 06:00:00	ES	Futures	2204.39	2205.47	2202.5	2202.77	9173.0
2016-03-21 06:30:00	ES	Futures	2202.77	2204.39	2201.69	2201.69	6338.0
2016-03-21 07:00:00	ES	Futures	2201.69	2201.96	2200.07	2201.69	8705.0
2016-03-21 07:30:00	ES	Futures	2201.69	2203.31	2201.42	2202.77	6791.0
2016-03-21 08:00:00	ES	Futures	2202.5	2203.04	2196.83	2197.64	18697.0
2016-03-21 08:30:00	ES	Futures	2197.64	2198.99	2196.02	2198.18	20003.0
2016-03-21 09:00:00	ES	Futures	2198.45	2199.53	2197.37	2198.45	15574.0
2016-03-21 09:30:00	ES	Futures	2198.45	2204.66	2197.91	2203.04	152240.0
2016-03-21 10:00:00	ES	Futures	2203.04	2204.66	2196.83	2198.18	125128.0
2016-03-21 10:30:00	ES	Futures	2198.18	2200.61	2195.21	2196.83	125414.0
2016-03-21 11:00:00	ES	Futures	2196.83	2203.31	2196.56	2202.5	78978.0
2016-03-21 11:30:00	ES	Futures	2202.23	2204.39	2200.88	2201.69	61265.0
2016-03-21 12:00:00	ES	Futures	2201.69	2202.77	2199.26	2200.88	59989.0
2016-03-21 12:30:00	ES	Futures	2200.88	2202.23	2198.99	2201.42	54285.0
2016-03-21 13:00:00	ES	Futures	2201.69	2206.28	2200.88	2205.74	61360.0
2016-03-21 13:30:00	ES	Futures	2206.01	2206.28	2203.04	2204.93	48233.0
2016-03-21 14:00:00	ES	Futures	2204.93	2207.36	2203.31	2206.28	58292.0
2016-03-21 14:30:00	ES	Futures	2206.28	2207.9	2205.2	2206.82	57483.0
2016-03-21 15:00:00	ES	Futures	2207.09	2207.09	2204.66	2205.2	45266.0
2016-03-21 15:30:00	ES	Futures	2205.2	2205.74	2202.5	2204.93	104016.0
2016-03-21 16:00:00	ES	Futures	2204.93	2206.28	2203.85	2205.74	40891.0
2016-03-21 16:30:00	ES	Futures	2205.74	2207.09	2205.47	2206.55	4715.0
2016-03-21 18:00:00	ES	Futures	2206.55	2207.36	2206.01	2206.55	2070.0
2016-03-21 18:30:00	ES	Futures	2206.55	2206.55	2205.47	2205.74	1107.0
2016-03-21 19:00:00	ES	Futures	2205.74	2205.74	2203.31	2204.93	2732.0
2016-03-21 19:30:00	ES	Futures	2204.93	2205.47	2204.12	2205.2	1412.0
2016-03-21 20:00:00	ES	Futures	2205.2	2208.17	2204.93	2206.82	5473.0
2016-03-21 20:30:00	ES	Futures	2206.82	2207.09	2206.01	2206.28	1494.0
2016-03-21 21:00:00	ES	Futures	2206.28	2206.28	2204.93	2204.93	2905.0
2016-03-21 21:30:00	ES	Futures	2205.2	2206.01	2204.39	2205.47	2300.0
2016-03-21 22:00:00	ES	Futures	2205.2	2205.47	2204.66	2205.2	1275.0
2016-03-21 22:30:00	ES	Futures	2204.93	2206.01	2204.39	2204.66	1141.0
2016-03-21 23:00:00	ES	Futures	2204.39	2204.93	2203.04	2204.66	2460.0
2016-03-21 23:30:00	ES	Futures	2204.39	2204.66	2201.96	2202.5	2912.0
2016-03-21 00:00:00	NQ	Futures	5216.89	5218.37	5215.7	5216.89	156.0
2016-03-21 00:30:00	NQ	Futures	5216.89	5216.89	5213.91	5214.21	202.0
2016-03-21 01:00:00	NQ	Futures	5214.51	5218.97	5212.72	5217.48	356.0
2016-03-21 01:30:00	NQ	Futures	5217.48	5217.78	5213.02	5213.61	270.0

> showing 50 of 2,984 rows — these rows as CSV

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