PREVIEW / futures_30min / 2016-03-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-22.parquet
  size:    81 KB
  rows:    3,000

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
2016-03-22 00:00:00	ES	Futures	2202.23	2203.58	2201.15	2203.04	2080.0
2016-03-22 00:30:00	ES	Futures	2203.04	2204.12	2203.04	2204.12	797.0
2016-03-22 01:00:00	ES	Futures	2204.12	2205.47	2203.85	2205.2	1679.0
2016-03-22 01:30:00	ES	Futures	2204.93	2205.2	2203.58	2203.85	1766.0
2016-03-22 02:00:00	ES	Futures	2204.12	2206.01	2203.58	2204.66	2244.0
2016-03-22 02:30:00	ES	Futures	2204.66	2204.66	2202.5	2203.31	2010.0
2016-03-22 03:00:00	ES	Futures	2203.58	2204.39	2201.42	2201.69	6345.0
2016-03-22 03:30:00	ES	Futures	2201.69	2202.5	2197.1	2197.91	13523.0
2016-03-22 04:00:00	ES	Futures	2197.91	2199.26	2191.7	2192.24	37177.0
2016-03-22 04:30:00	ES	Futures	2192.24	2196.83	2190.89	2196.56	26755.0
2016-03-22 05:00:00	ES	Futures	2196.56	2200.34	2196.02	2198.72	19929.0
2016-03-22 05:30:00	ES	Futures	2198.72	2203.31	2197.1	2200.61	18916.0
2016-03-22 06:00:00	ES	Futures	2200.61	2201.96	2194.4	2196.02	18374.0
2016-03-22 06:30:00	ES	Futures	2196.02	2198.72	2195.48	2197.64	12938.0
2016-03-22 07:00:00	ES	Futures	2197.37	2200.88	2197.37	2199.53	10162.0
2016-03-22 07:30:00	ES	Futures	2199.53	2200.07	2195.21	2196.29	12892.0
2016-03-22 08:00:00	ES	Futures	2196.56	2197.64	2194.67	2197.1	19613.0
2016-03-22 08:30:00	ES	Futures	2197.1	2198.72	2196.83	2197.64	14523.0
2016-03-22 09:00:00	ES	Futures	2197.37	2198.18	2192.78	2194.94	38914.0
2016-03-22 09:30:00	ES	Futures	2194.67	2200.07	2192.78	2199.26	185151.0
2016-03-22 10:00:00	ES	Futures	2199.26	2202.5	2197.91	2201.69	124379.0
2016-03-22 10:30:00	ES	Futures	2201.69	2204.93	2200.61	2203.04	98589.0
2016-03-22 11:00:00	ES	Futures	2203.31	2206.28	2202.23	2204.66	80697.0
2016-03-22 11:30:00	ES	Futures	2204.66	2205.2	2200.61	2201.42	80689.0
2016-03-22 12:00:00	ES	Futures	2201.42	2206.82	2201.15	2206.01	71060.0
2016-03-22 12:30:00	ES	Futures	2206.01	2210.33	2204.93	2209.79	86553.0
2016-03-22 13:00:00	ES	Futures	2209.79	2210.6	2208.44	2210.33	47385.0
2016-03-22 13:30:00	ES	Futures	2210.33	2211.14	2207.9	2208.71	45314.0
2016-03-22 14:00:00	ES	Futures	2208.71	2210.87	2207.09	2210.06	63294.0
2016-03-22 14:30:00	ES	Futures	2210.06	2211.14	2205.74	2205.74	51286.0
2016-03-22 15:00:00	ES	Futures	2205.74	2206.82	2201.15	2203.58	97483.0
2016-03-22 15:30:00	ES	Futures	2203.58	2205.74	2202.5	2204.39	118289.0
2016-03-22 16:00:00	ES	Futures	2204.39	2206.28	2203.58	2206.01	44574.0
2016-03-22 16:30:00	ES	Futures	2206.01	2206.55	2204.93	2206.55	5898.0
2016-03-22 18:00:00	ES	Futures	2206.28	2206.55	2204.39	2204.93	2092.0
2016-03-22 18:30:00	ES	Futures	2204.66	2205.2	2203.58	2203.85	1460.0
2016-03-22 19:00:00	ES	Futures	2204.12	2204.39	2203.31	2203.85	2025.0
2016-03-22 19:30:00	ES	Futures	2203.85	2205.47	2203.04	2205.2	1360.0
2016-03-22 20:00:00	ES	Futures	2205.2	2206.55	2204.66	2204.93	3256.0
2016-03-22 20:30:00	ES	Futures	2205.2	2205.2	2202.77	2203.58	3058.0
2016-03-22 21:00:00	ES	Futures	2203.85	2205.2	2203.31	2204.39	2328.0
2016-03-22 21:30:00	ES	Futures	2204.66	2206.28	2204.12	2204.93	2465.0
2016-03-22 22:00:00	ES	Futures	2204.93	2204.93	2203.31	2203.85	1634.0
2016-03-22 22:30:00	ES	Futures	2203.85	2204.39	2203.31	2204.12	836.0
2016-03-22 23:00:00	ES	Futures	2204.12	2204.93	2203.58	2203.85	1113.0
2016-03-22 23:30:00	ES	Futures	2203.85	2204.39	2202.77	2203.85	1678.0
2016-03-22 00:00:00	NQ	Futures	5245.15	5249.02	5243.37	5246.64	303.0
2016-03-22 00:30:00	NQ	Futures	5246.34	5249.32	5246.34	5249.32	141.0
2016-03-22 01:00:00	NQ	Futures	5249.61	5254.37	5249.61	5253.18	188.0
2016-03-22 01:30:00	NQ	Futures	5252.59	5252.89	5249.61	5250.51	151.0

> showing 50 of 3,000 rows — these rows as CSV

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