PREVIEW / futures_30min / 2016-03-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-23.parquet
  size:    84 KB
  rows:    3,001

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
2016-03-23 00:00:00	ES	Futures	2203.58	2204.66	2203.58	2203.58	1170.0
2016-03-23 00:30:00	ES	Futures	2203.58	2204.93	2202.77	2204.12	1918.0
2016-03-23 01:00:00	ES	Futures	2204.12	2204.39	2201.69	2201.69	3264.0
2016-03-23 01:30:00	ES	Futures	2201.69	2203.04	2200.61	2202.5	3260.0
2016-03-23 02:00:00	ES	Futures	2202.5	2204.12	2201.15	2203.58	3958.0
2016-03-23 02:30:00	ES	Futures	2203.85	2203.85	2201.96	2202.5	1868.0
2016-03-23 03:00:00	ES	Futures	2202.5	2204.93	2202.23	2203.85	4330.0
2016-03-23 03:30:00	ES	Futures	2203.58	2204.93	2203.04	2203.85	6570.0
2016-03-23 04:00:00	ES	Futures	2204.12	2208.71	2203.31	2207.9	19373.0
2016-03-23 04:30:00	ES	Futures	2207.9	2208.17	2205.47	2206.55	8477.0
2016-03-23 05:00:00	ES	Futures	2206.55	2208.17	2204.66	2205.47	8966.0
2016-03-23 05:30:00	ES	Futures	2205.2	2207.63	2205.2	2205.74	6595.0
2016-03-23 06:00:00	ES	Futures	2205.74	2206.82	2205.2	2206.01	6897.0
2016-03-23 06:30:00	ES	Futures	2206.01	2206.55	2204.66	2204.93	7112.0
2016-03-23 07:00:00	ES	Futures	2205.2	2206.82	2204.66	2206.55	5403.0
2016-03-23 07:30:00	ES	Futures	2206.28	2207.9	2206.28	2207.09	7125.0
2016-03-23 08:00:00	ES	Futures	2207.09	2208.17	2205.2	2205.47	15355.0
2016-03-23 08:30:00	ES	Futures	2205.47	2205.74	2203.31	2203.85	14791.0
2016-03-23 09:00:00	ES	Futures	2203.85	2203.85	2197.64	2199.26	45579.0
2016-03-23 09:30:00	ES	Futures	2199.26	2200.07	2194.94	2196.29	201794.0
2016-03-23 10:00:00	ES	Futures	2196.56	2198.99	2194.13	2198.18	132453.0
2016-03-23 10:30:00	ES	Futures	2197.91	2201.42	2193.86	2196.29	156156.0
2016-03-23 11:00:00	ES	Futures	2196.29	2198.45	2193.05	2194.13	114708.0
2016-03-23 11:30:00	ES	Futures	2193.86	2194.67	2190.89	2193.05	101126.0
2016-03-23 12:00:00	ES	Futures	2192.78	2197.37	2192.24	2197.37	72951.0
2016-03-23 12:30:00	ES	Futures	2197.1	2198.45	2195.48	2196.83	61945.0
2016-03-23 13:00:00	ES	Futures	2196.56	2197.91	2194.94	2196.02	43362.0
2016-03-23 13:30:00	ES	Futures	2196.02	2196.29	2193.86	2195.75	36801.0
2016-03-23 14:00:00	ES	Futures	2195.75	2198.72	2194.4	2194.94	57591.0
2016-03-23 14:30:00	ES	Futures	2194.67	2196.56	2188.46	2189.27	88449.0
2016-03-23 15:00:00	ES	Futures	2189.27	2190.62	2187.11	2189.0	89266.0
2016-03-23 15:30:00	ES	Futures	2189.27	2192.24	2188.46	2189.81	137654.0
2016-03-23 16:00:00	ES	Futures	2189.81	2192.51	2189.0	2191.16	57569.0
2016-03-23 16:30:00	ES	Futures	2191.43	2191.43	2189.54	2190.35	4830.0
2016-03-23 18:00:00	ES	Futures	2190.08	2190.35	2189.0	2190.08	2015.0
2016-03-23 18:30:00	ES	Futures	2190.08	2190.35	2188.73	2189.81	1612.0
2016-03-23 19:00:00	ES	Futures	2189.81	2190.35	2188.73	2189.81	1654.0
2016-03-23 19:30:00	ES	Futures	2189.81	2190.35	2188.73	2190.08	1605.0
2016-03-23 20:00:00	ES	Futures	2190.35	2190.35	2187.38	2187.65	3352.0
2016-03-23 20:30:00	ES	Futures	2187.92	2188.73	2186.57	2188.46	3630.0
2016-03-23 21:00:00	ES	Futures	2188.46	2189.27	2187.11	2187.65	2903.0
2016-03-23 21:30:00	ES	Futures	2187.92	2189.27	2186.84	2189.0	2952.0
2016-03-23 22:00:00	ES	Futures	2189.0	2190.89	2188.73	2189.0	5327.0
2016-03-23 22:30:00	ES	Futures	2189.0	2189.81	2187.38	2187.38	4865.0
2016-03-23 23:00:00	ES	Futures	2187.65	2187.92	2186.03	2186.03	4072.0
2016-03-23 23:30:00	ES	Futures	2186.3	2186.84	2185.76	2186.3	4814.0
2016-03-23 00:00:00	NQ	Futures	5271.33	5273.71	5270.44	5271.04	112.0
2016-03-23 00:30:00	NQ	Futures	5269.85	5273.12	5267.76	5271.33	244.0
2016-03-23 01:00:00	NQ	Futures	5270.44	5270.74	5265.09	5265.38	330.0
2016-03-23 01:30:00	NQ	Futures	5265.09	5269.55	5262.71	5268.06	386.0

> showing 50 of 3,001 rows — these rows as CSV

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