PREVIEW / futures_30min / 2016-03-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-29.parquet
  size:    86 KB
  rows:    3,024

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
2016-03-29 00:00:00	ES	Futures	2192.78	2193.86	2192.78	2193.32	1334.0
2016-03-29 00:30:00	ES	Futures	2193.59	2194.13	2192.78	2193.32	1125.0
2016-03-29 01:00:00	ES	Futures	2193.59	2194.94	2193.05	2193.86	1770.0
2016-03-29 01:30:00	ES	Futures	2194.13	2195.21	2193.05	2194.13	2030.0
2016-03-29 02:00:00	ES	Futures	2194.13	2194.67	2193.05	2193.59	4839.0
2016-03-29 02:30:00	ES	Futures	2193.59	2193.59	2191.7	2191.97	4509.0
2016-03-29 03:00:00	ES	Futures	2191.7	2196.02	2191.7	2193.05	15814.0
2016-03-29 03:30:00	ES	Futures	2193.32	2194.94	2192.51	2194.4	10710.0
2016-03-29 04:00:00	ES	Futures	2194.4	2194.67	2190.35	2193.32	11471.0
2016-03-29 04:30:00	ES	Futures	2193.59	2194.67	2191.97	2193.32	7992.0
2016-03-29 05:00:00	ES	Futures	2193.32	2193.59	2187.38	2187.65	11083.0
2016-03-29 05:30:00	ES	Futures	2187.65	2188.46	2185.22	2186.57	11794.0
2016-03-29 06:00:00	ES	Futures	2186.3	2187.92	2184.95	2187.11	11721.0
2016-03-29 06:30:00	ES	Futures	2187.38	2187.65	2183.87	2184.68	17282.0
2016-03-29 07:00:00	ES	Futures	2184.68	2184.95	2182.25	2183.33	13854.0
2016-03-29 07:30:00	ES	Futures	2183.33	2185.49	2182.52	2184.95	10495.0
2016-03-29 08:00:00	ES	Futures	2185.22	2186.03	2183.6	2183.87	17009.0
2016-03-29 08:30:00	ES	Futures	2184.14	2184.68	2182.25	2184.14	20587.0
2016-03-29 09:00:00	ES	Futures	2184.14	2186.03	2182.52	2184.95	23207.0
2016-03-29 09:30:00	ES	Futures	2184.68	2185.49	2180.63	2184.95	165589.0
2016-03-29 10:00:00	ES	Futures	2185.22	2188.73	2185.22	2186.03	114512.0
2016-03-29 10:30:00	ES	Futures	2186.03	2187.92	2184.95	2186.84	70822.0
2016-03-29 11:00:00	ES	Futures	2186.84	2188.73	2185.49	2187.65	82944.0
2016-03-29 11:30:00	ES	Futures	2187.38	2190.08	2186.3	2188.46	63422.0
2016-03-29 12:00:00	ES	Futures	2188.46	2199.26	2187.38	2198.45	115841.0
2016-03-29 12:30:00	ES	Futures	2198.45	2202.77	2197.64	2199.53	109865.0
2016-03-29 13:00:00	ES	Futures	2199.26	2200.61	2196.02	2198.99	78207.0
2016-03-29 13:30:00	ES	Futures	2198.99	2202.23	2197.64	2201.15	57132.0
2016-03-29 14:00:00	ES	Futures	2201.15	2208.71	2200.88	2208.17	109840.0
2016-03-29 14:30:00	ES	Futures	2208.44	2209.79	2206.82	2207.63	68048.0
2016-03-29 15:00:00	ES	Futures	2207.9	2211.14	2206.82	2210.87	65267.0
2016-03-29 15:30:00	ES	Futures	2210.87	2211.14	2207.63	2210.87	125951.0
2016-03-29 16:00:00	ES	Futures	2210.6	2211.68	2210.06	2211.14	80205.0
2016-03-29 16:30:00	ES	Futures	2211.14	2213.03	2210.87	2212.49	8706.0
2016-03-29 18:00:00	ES	Futures	2212.22	2213.03	2211.14	2211.68	4529.0
2016-03-29 18:30:00	ES	Futures	2211.68	2211.95	2210.33	2211.95	1922.0
2016-03-29 19:00:00	ES	Futures	2211.68	2216.27	2211.68	2213.84	7240.0
2016-03-29 19:30:00	ES	Futures	2214.11	2215.19	2213.57	2214.38	3000.0
2016-03-29 20:00:00	ES	Futures	2214.38	2214.65	2213.03	2213.3	3694.0
2016-03-29 20:30:00	ES	Futures	2213.57	2213.84	2212.76	2213.3	1903.0
2016-03-29 21:00:00	ES	Futures	2213.3	2213.84	2212.49	2213.03	2551.0
2016-03-29 21:30:00	ES	Futures	2213.3	2215.46	2213.03	2213.84	3735.0
2016-03-29 22:00:00	ES	Futures	2214.38	2214.65	2213.3	2213.57	1969.0
2016-03-29 22:30:00	ES	Futures	2213.84	2214.11	2213.3	2213.3	938.0
2016-03-29 23:00:00	ES	Futures	2213.3	2213.57	2212.49	2212.49	1493.0
2016-03-29 23:30:00	ES	Futures	2212.49	2213.03	2211.95	2212.49	1751.0
2016-03-29 00:00:00	NQ	Futures	5230.57	5234.74	5230.57	5234.14	231.0
2016-03-29 00:30:00	NQ	Futures	5234.44	5236.23	5233.55	5234.74	274.0
2016-03-29 01:00:00	NQ	Futures	5234.74	5237.42	5232.36	5235.93	312.0
2016-03-29 01:30:00	NQ	Futures	5235.33	5238.9	5232.65	5235.04	365.0

> showing 50 of 3,024 rows — these rows as CSV

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