PREVIEW / futures_30min / 2016-03-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-24.parquet
  size:    70 KB
  rows:    2,467

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
2016-03-24 00:00:00	ES	Futures	2186.57	2186.84	2186.03	2186.03	2227.0
2016-03-24 00:30:00	ES	Futures	2186.03	2187.38	2186.03	2186.57	954.0
2016-03-24 01:00:00	ES	Futures	2186.84	2187.92	2186.57	2187.65	1369.0
2016-03-24 01:30:00	ES	Futures	2187.65	2187.65	2186.3	2186.3	1103.0
2016-03-24 02:00:00	ES	Futures	2186.57	2186.84	2183.87	2184.14	4964.0
2016-03-24 02:30:00	ES	Futures	2184.14	2185.49	2183.87	2184.14	2456.0
2016-03-24 03:00:00	ES	Futures	2184.14	2185.76	2183.6	2184.14	6177.0
2016-03-24 03:30:00	ES	Futures	2183.87	2186.03	2183.87	2184.68	5297.0
2016-03-24 04:00:00	ES	Futures	2184.41	2187.38	2183.06	2184.95	20065.0
2016-03-24 04:30:00	ES	Futures	2184.95	2185.22	2181.44	2184.68	16829.0
2016-03-24 05:00:00	ES	Futures	2184.41	2184.68	2180.63	2182.25	11667.0
2016-03-24 05:30:00	ES	Futures	2182.25	2183.06	2180.9	2182.52	10645.0
2016-03-24 06:00:00	ES	Futures	2182.52	2182.52	2179.28	2180.63	14868.0
2016-03-24 06:30:00	ES	Futures	2180.9	2181.98	2178.47	2179.01	20902.0
2016-03-24 07:00:00	ES	Futures	2179.01	2179.55	2177.93	2179.28	13887.0
2016-03-24 07:30:00	ES	Futures	2179.28	2179.55	2177.39	2178.47	14925.0
2016-03-24 08:00:00	ES	Futures	2178.2	2180.09	2178.2	2179.28	21251.0
2016-03-24 08:30:00	ES	Futures	2179.28	2179.82	2174.15	2176.58	40252.0
2016-03-24 09:00:00	ES	Futures	2176.31	2177.12	2174.42	2176.04	29852.0
2016-03-24 09:30:00	ES	Futures	2175.77	2179.28	2173.07	2178.47	203862.0
2016-03-24 10:00:00	ES	Futures	2178.74	2179.55	2175.23	2176.04	119662.0
2016-03-24 10:30:00	ES	Futures	2176.04	2181.98	2175.5	2181.17	122088.0
2016-03-24 11:00:00	ES	Futures	2180.9	2183.06	2178.2	2178.2	90213.0
2016-03-24 11:30:00	ES	Futures	2178.2	2180.09	2177.12	2179.28	68268.0
2016-03-24 12:00:00	ES	Futures	2179.01	2183.33	2176.85	2178.74	96229.0
2016-03-24 12:30:00	ES	Futures	2178.47	2179.28	2175.77	2178.2	61373.0
2016-03-24 13:00:00	ES	Futures	2178.47	2181.98	2177.93	2181.71	58903.0
2016-03-24 13:30:00	ES	Futures	2181.71	2183.06	2180.09	2181.98	33872.0
2016-03-24 14:00:00	ES	Futures	2181.98	2183.33	2179.82	2182.79	48253.0
2016-03-24 14:30:00	ES	Futures	2182.79	2186.3	2181.98	2184.68	72710.0
2016-03-24 15:00:00	ES	Futures	2184.95	2188.19	2183.33	2187.11	63471.0
2016-03-24 15:30:00	ES	Futures	2187.38	2188.73	2185.76	2188.73	135301.0
2016-03-24 16:00:00	ES	Futures	2188.73	2191.16	2188.19	2190.62	58231.0
2016-03-24 16:30:00	ES	Futures	2190.62	2192.51	2190.08	2192.51	7643.0
2016-03-24 00:00:00	NQ	Futures	5219.86	5222.24	5219.56	5220.16	311.0
2016-03-24 00:30:00	NQ	Futures	5220.75	5224.62	5220.46	5222.24	348.0
2016-03-24 01:00:00	NQ	Futures	5221.94	5225.81	5221.65	5224.03	172.0
2016-03-24 01:30:00	NQ	Futures	5224.03	5225.22	5221.94	5222.24	148.0
2016-03-24 02:00:00	NQ	Futures	5222.24	5222.84	5215.1	5215.4	510.0
2016-03-24 02:30:00	NQ	Futures	5215.4	5218.97	5215.1	5215.7	298.0
2016-03-24 03:00:00	NQ	Futures	5215.99	5219.56	5213.91	5214.8	521.0
2016-03-24 03:30:00	NQ	Futures	5214.51	5221.05	5213.32	5215.1	1011.0
2016-03-24 04:00:00	NQ	Futures	5215.7	5222.24	5209.75	5215.7	2523.0
2016-03-24 04:30:00	NQ	Futures	5215.99	5215.99	5204.98	5213.91	2082.0
2016-03-24 05:00:00	NQ	Futures	5213.32	5213.32	5202.01	5205.88	1472.0
2016-03-24 05:30:00	NQ	Futures	5204.98	5209.45	5203.79	5208.85	1084.0
2016-03-24 06:00:00	NQ	Futures	5208.85	5208.85	5199.03	5204.39	1354.0
2016-03-24 06:30:00	NQ	Futures	5204.39	5208.56	5199.63	5202.01	1986.0
2016-03-24 07:00:00	NQ	Futures	5201.71	5204.98	5200.82	5203.79	949.0
2016-03-24 07:30:00	NQ	Futures	5203.79	5204.98	5198.14	5201.71	1437.0

> showing 50 of 2,467 rows — these rows as CSV

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