PREVIEW / futures_30min / 2016-03-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-30.parquet
  size:    82 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
2016-03-30 00:00:00	ES	Futures	2212.49	2212.76	2211.68	2211.95	1061.0
2016-03-30 00:30:00	ES	Futures	2211.95	2212.22	2211.14	2211.95	1546.0
2016-03-30 01:00:00	ES	Futures	2211.95	2212.49	2211.14	2211.95	2220.0
2016-03-30 01:30:00	ES	Futures	2211.95	2212.49	2211.68	2212.22	1687.0
2016-03-30 02:00:00	ES	Futures	2211.95	2213.03	2211.41	2212.22	4512.0
2016-03-30 02:30:00	ES	Futures	2212.22	2214.65	2211.68	2213.3	5247.0
2016-03-30 03:00:00	ES	Futures	2213.3	2219.51	2213.3	2218.7	27828.0
2016-03-30 03:30:00	ES	Futures	2218.97	2221.67	2218.97	2221.4	19814.0
2016-03-30 04:00:00	ES	Futures	2221.4	2222.75	2220.59	2221.4	16139.0
2016-03-30 04:30:00	ES	Futures	2221.67	2222.48	2220.86	2221.4	11054.0
2016-03-30 05:00:00	ES	Futures	2221.4	2223.29	2220.86	2223.29	10759.0
2016-03-30 05:30:00	ES	Futures	2223.29	2223.56	2221.13	2222.48	9124.0
2016-03-30 06:00:00	ES	Futures	2222.48	2225.45	2222.21	2225.45	12275.0
2016-03-30 06:30:00	ES	Futures	2225.18	2226.25	2223.02	2223.83	13249.0
2016-03-30 07:00:00	ES	Futures	2224.1	2224.91	2222.75	2224.1	10335.0
2016-03-30 07:30:00	ES	Futures	2224.37	2224.91	2223.02	2223.02	10429.0
2016-03-30 08:00:00	ES	Futures	2223.02	2223.83	2220.86	2221.13	20362.0
2016-03-30 08:30:00	ES	Futures	2221.13	2224.37	2220.59	2224.1	20370.0
2016-03-30 09:00:00	ES	Futures	2224.1	2224.37	2221.67	2222.75	22350.0
2016-03-30 09:30:00	ES	Futures	2222.75	2228.14	2220.32	2225.98	224317.0
2016-03-30 10:00:00	ES	Futures	2225.72	2226.52	2223.56	2223.83	114596.0
2016-03-30 10:30:00	ES	Futures	2223.83	2228.41	2223.83	2226.79	120061.0
2016-03-30 11:00:00	ES	Futures	2226.79	2229.49	2221.94	2222.21	130648.0
2016-03-30 11:30:00	ES	Futures	2222.48	2222.48	2218.7	2221.67	121680.0
2016-03-30 12:00:00	ES	Futures	2221.94	2223.29	2219.24	2219.78	62699.0
2016-03-30 12:30:00	ES	Futures	2219.78	2221.4	2217.62	2218.97	67440.0
2016-03-30 13:00:00	ES	Futures	2219.24	2220.05	2216.27	2217.08	68223.0
2016-03-30 13:30:00	ES	Futures	2217.08	2221.13	2215.46	2219.78	65868.0
2016-03-30 14:00:00	ES	Futures	2219.78	2222.21	2218.97	2221.94	76120.0
2016-03-30 14:30:00	ES	Futures	2221.94	2223.02	2219.51	2221.94	50669.0
2016-03-30 15:00:00	ES	Futures	2221.67	2225.45	2221.4	2224.64	71654.0
2016-03-30 15:30:00	ES	Futures	2224.64	2224.91	2218.97	2220.59	121173.0
2016-03-30 16:00:00	ES	Futures	2220.59	2220.86	2218.97	2219.24	64558.0
2016-03-30 16:30:00	ES	Futures	2219.51	2220.59	2218.97	2219.78	4514.0
2016-03-30 18:00:00	ES	Futures	2219.78	2220.32	2218.7	2218.97	2573.0
2016-03-30 18:30:00	ES	Futures	2218.7	2219.24	2218.43	2218.97	896.0
2016-03-30 19:00:00	ES	Futures	2218.7	2219.24	2217.62	2218.43	1828.0
2016-03-30 19:30:00	ES	Futures	2218.43	2218.7	2217.89	2218.43	1203.0
2016-03-30 20:00:00	ES	Futures	2218.7	2218.97	2217.62	2218.16	1881.0
2016-03-30 20:30:00	ES	Futures	2218.43	2219.78	2217.89	2218.7	2678.0
2016-03-30 21:00:00	ES	Futures	2218.7	2218.97	2216.81	2217.62	3356.0
2016-03-30 21:30:00	ES	Futures	2217.35	2218.16	2216.27	2216.54	3446.0
2016-03-30 22:00:00	ES	Futures	2217.08	2217.62	2216.27	2217.08	1802.0
2016-03-30 22:30:00	ES	Futures	2217.08	2218.16	2215.73	2215.73	2611.0
2016-03-30 23:00:00	ES	Futures	2216.0	2216.0	2214.11	2215.73	4378.0
2016-03-30 23:30:00	ES	Futures	2216.0	2217.89	2215.46	2216.54	2502.0
2016-03-30 00:00:00	NQ	Futures	5308.52	5308.52	5306.14	5307.33	188.0
2016-03-30 00:30:00	NQ	Futures	5307.04	5307.04	5304.36	5305.85	356.0
2016-03-30 01:00:00	NQ	Futures	5305.85	5306.74	5303.76	5305.55	412.0
2016-03-30 01:30:00	NQ	Futures	5306.14	5307.04	5304.95	5305.25	251.0

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

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