PREVIEW / futures_30min / 2016-03-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-31.parquet
  size:    84 KB
  rows:    3,040

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
2016-03-31 00:00:00	ES	Futures	2216.81	2218.16	2216.54	2218.16	1545.0
2016-03-31 00:30:00	ES	Futures	2218.16	2218.16	2216.81	2217.35	1686.0
2016-03-31 01:00:00	ES	Futures	2217.62	2218.7	2216.54	2218.16	2294.0
2016-03-31 01:30:00	ES	Futures	2218.43	2218.43	2215.73	2216.0	3155.0
2016-03-31 02:00:00	ES	Futures	2216.0	2216.54	2214.65	2215.46	6607.0
2016-03-31 02:30:00	ES	Futures	2215.73	2216.81	2215.46	2216.0	3503.0
2016-03-31 03:00:00	ES	Futures	2216.0	2217.89	2213.84	2214.38	19711.0
2016-03-31 03:30:00	ES	Futures	2214.38	2215.46	2212.22	2212.76	20090.0
2016-03-31 04:00:00	ES	Futures	2212.76	2214.92	2210.87	2214.11	15432.0
2016-03-31 04:30:00	ES	Futures	2214.11	2217.08	2214.11	2216.27	11275.0
2016-03-31 05:00:00	ES	Futures	2216.27	2216.54	2214.11	2216.0	10679.0
2016-03-31 05:30:00	ES	Futures	2216.0	2216.81	2214.92	2215.73	8883.0
2016-03-31 06:00:00	ES	Futures	2215.73	2216.54	2214.65	2215.19	8324.0
2016-03-31 06:30:00	ES	Futures	2215.46	2218.43	2213.84	2217.89	12740.0
2016-03-31 07:00:00	ES	Futures	2217.62	2220.59	2217.62	2219.78	14609.0
2016-03-31 07:30:00	ES	Futures	2219.78	2221.94	2218.16	2219.78	22009.0
2016-03-31 08:00:00	ES	Futures	2219.78	2221.4	2217.89	2220.59	23479.0
2016-03-31 08:30:00	ES	Futures	2220.05	2220.86	2218.7	2219.24	17604.0
2016-03-31 09:00:00	ES	Futures	2219.24	2220.05	2217.08	2218.97	25347.0
2016-03-31 09:30:00	ES	Futures	2218.7	2223.02	2218.43	2219.78	179730.0
2016-03-31 10:00:00	ES	Futures	2219.78	2223.83	2218.7	2220.32	134105.0
2016-03-31 10:30:00	ES	Futures	2220.32	2223.29	2219.51	2221.4	94543.0
2016-03-31 11:00:00	ES	Futures	2221.13	2224.1	2220.86	2221.94	89618.0
2016-03-31 11:30:00	ES	Futures	2221.67	2223.83	2220.05	2223.56	65973.0
2016-03-31 12:00:00	ES	Futures	2223.56	2224.37	2222.75	2224.1	41615.0
2016-03-31 12:30:00	ES	Futures	2224.1	2224.1	2221.67	2221.67	41021.0
2016-03-31 13:00:00	ES	Futures	2221.94	2222.21	2220.32	2220.86	39077.0
2016-03-31 13:30:00	ES	Futures	2220.86	2221.13	2216.54	2217.89	67438.0
2016-03-31 14:00:00	ES	Futures	2217.89	2218.16	2214.38	2214.92	70068.0
2016-03-31 14:30:00	ES	Futures	2214.92	2216.27	2212.49	2214.38	101722.0
2016-03-31 15:00:00	ES	Futures	2214.38	2217.62	2213.57	2217.08	88567.0
2016-03-31 15:30:00	ES	Futures	2217.08	2220.05	2213.3	2214.92	330942.0
2016-03-31 16:00:00	ES	Futures	2214.92	2218.16	2214.11	2217.89	105150.0
2016-03-31 16:30:00	ES	Futures	2217.62	2217.62	2216.0	2216.27	5340.0
2016-03-31 18:00:00	ES	Futures	2216.81	2217.35	2215.46	2216.81	4804.0
2016-03-31 18:30:00	ES	Futures	2216.81	2218.16	2216.81	2217.62	1249.0
2016-03-31 19:00:00	ES	Futures	2217.89	2217.89	2216.27	2216.54	2281.0
2016-03-31 19:30:00	ES	Futures	2216.27	2217.62	2216.27	2216.81	1707.0
2016-03-31 20:00:00	ES	Futures	2216.81	2217.08	2213.84	2215.46	7701.0
2016-03-31 20:30:00	ES	Futures	2215.19	2217.62	2214.11	2217.08	5891.0
2016-03-31 21:00:00	ES	Futures	2217.08	2220.32	2216.27	2218.16	8221.0
2016-03-31 21:30:00	ES	Futures	2218.16	2218.43	2212.49	2213.84	10173.0
2016-03-31 22:00:00	ES	Futures	2213.84	2213.84	2211.41	2212.76	5886.0
2016-03-31 22:30:00	ES	Futures	2213.03	2213.03	2211.95	2212.49	1672.0
2016-03-31 23:00:00	ES	Futures	2212.22	2212.49	2210.06	2210.06	4581.0
2016-03-31 23:30:00	ES	Futures	2210.33	2211.68	2209.79	2210.87	3427.0
2016-03-31 00:00:00	NQ	Futures	5322.51	5325.48	5322.51	5325.48	191.0
2016-03-31 00:30:00	NQ	Futures	5324.89	5324.89	5322.51	5323.7	391.0
2016-03-31 01:00:00	NQ	Futures	5323.4	5327.57	5321.62	5326.67	254.0
2016-03-31 01:30:00	NQ	Futures	5325.78	5325.78	5320.13	5320.72	325.0

> showing 50 of 3,040 rows — these rows as CSV

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