PREVIEW / futures_30min / 2016-03-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-28.parquet
  size:    64 KB
  rows:    2,333

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
2016-03-28 00:00:00	ES	Futures	2197.91	2198.18	2195.75	2195.75	1640.0
2016-03-28 00:30:00	ES	Futures	2196.02	2196.29	2194.94	2196.02	1905.0
2016-03-28 01:00:00	ES	Futures	2196.02	2196.56	2195.48	2196.29	756.0
2016-03-28 01:30:00	ES	Futures	2196.29	2197.37	2196.02	2197.37	915.0
2016-03-28 02:00:00	ES	Futures	2197.37	2197.64	2196.56	2197.37	1346.0
2016-03-28 02:30:00	ES	Futures	2197.37	2197.37	2196.29	2196.83	579.0
2016-03-28 03:00:00	ES	Futures	2196.83	2200.61	2196.56	2200.07	3437.0
2016-03-28 03:30:00	ES	Futures	2200.07	2202.77	2199.8	2202.5	4298.0
2016-03-28 04:00:00	ES	Futures	2202.23	2202.5	2200.88	2200.88	2016.0
2016-03-28 04:30:00	ES	Futures	2200.88	2200.88	2199.26	2199.26	2625.0
2016-03-28 05:00:00	ES	Futures	2199.53	2199.8	2198.99	2198.99	1760.0
2016-03-28 05:30:00	ES	Futures	2198.99	2199.26	2198.18	2198.18	1065.0
2016-03-28 06:00:00	ES	Futures	2198.18	2198.72	2197.37	2197.64	1179.0
2016-03-28 06:30:00	ES	Futures	2197.37	2197.64	2196.56	2196.56	1400.0
2016-03-28 07:00:00	ES	Futures	2196.56	2197.37	2196.29	2196.56	2661.0
2016-03-28 07:30:00	ES	Futures	2196.56	2196.83	2194.94	2195.21	3761.0
2016-03-28 08:00:00	ES	Futures	2195.21	2196.02	2194.4	2194.94	6263.0
2016-03-28 08:30:00	ES	Futures	2195.21	2196.02	2193.59	2194.4	8964.0
2016-03-28 09:00:00	ES	Futures	2194.4	2195.75	2193.32	2193.32	14040.0
2016-03-28 09:30:00	ES	Futures	2193.59	2194.94	2187.65	2189.54	109400.0
2016-03-28 10:00:00	ES	Futures	2189.0	2191.97	2187.11	2190.35	79889.0
2016-03-28 10:30:00	ES	Futures	2190.35	2190.62	2183.6	2187.11	75732.0
2016-03-28 11:00:00	ES	Futures	2187.38	2189.0	2184.68	2187.92	61921.0
2016-03-28 11:30:00	ES	Futures	2187.92	2190.62	2187.38	2190.08	39594.0
2016-03-28 12:00:00	ES	Futures	2190.08	2190.89	2187.38	2189.54	42838.0
2016-03-28 12:30:00	ES	Futures	2189.54	2194.4	2189.27	2193.86	40824.0
2016-03-28 13:00:00	ES	Futures	2194.13	2194.4	2191.43	2191.7	30985.0
2016-03-28 13:30:00	ES	Futures	2191.97	2194.4	2191.7	2193.32	29123.0
2016-03-28 14:00:00	ES	Futures	2193.59	2196.56	2192.24	2193.32	42939.0
2016-03-28 14:30:00	ES	Futures	2193.05	2193.05	2188.46	2190.08	59683.0
2016-03-28 15:00:00	ES	Futures	2189.81	2194.4	2189.54	2191.43	60458.0
2016-03-28 15:30:00	ES	Futures	2191.43	2192.78	2188.19	2189.81	93337.0
2016-03-28 16:00:00	ES	Futures	2190.08	2191.97	2189.27	2190.35	45687.0
2016-03-28 16:30:00	ES	Futures	2190.08	2190.89	2189.81	2190.08	3303.0
2016-03-28 18:00:00	ES	Futures	2189.81	2191.7	2188.73	2191.16	1824.0
2016-03-28 18:30:00	ES	Futures	2191.43	2192.24	2191.16	2192.24	1572.0
2016-03-28 19:00:00	ES	Futures	2192.24	2192.24	2190.89	2190.89	1098.0
2016-03-28 19:30:00	ES	Futures	2191.16	2191.97	2189.0	2189.54	1636.0
2016-03-28 20:00:00	ES	Futures	2189.54	2193.05	2189.27	2191.16	2978.0
2016-03-28 20:30:00	ES	Futures	2191.16	2192.78	2190.62	2191.97	2284.0
2016-03-28 21:00:00	ES	Futures	2191.97	2194.94	2191.7	2194.94	4552.0
2016-03-28 21:30:00	ES	Futures	2195.21	2196.02	2193.05	2194.94	4509.0
2016-03-28 22:00:00	ES	Futures	2194.94	2196.02	2193.86	2195.21	2698.0
2016-03-28 22:30:00	ES	Futures	2194.94	2195.21	2191.97	2193.05	2221.0
2016-03-28 23:00:00	ES	Futures	2193.32	2193.86	2191.97	2191.97	1250.0
2016-03-28 23:30:00	ES	Futures	2191.97	2193.05	2191.16	2192.78	2998.0
2016-03-28 00:00:00	NQ	Futures	5254.08	5254.67	5247.83	5248.42	361.0
2016-03-28 00:30:00	NQ	Futures	5248.42	5249.02	5245.45	5247.83	485.0
2016-03-28 01:00:00	NQ	Futures	5247.83	5249.32	5247.53	5248.72	161.0
2016-03-28 01:30:00	NQ	Futures	5248.72	5251.99	5248.72	5251.7	96.0

> showing 50 of 2,333 rows — these rows as CSV

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