PREVIEW / futures_30min / 2016-04-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-01.parquet
  size:    74 KB
  rows:    2,552

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
2016-04-01 00:00:00	ES	Futures	2210.87	2211.95	2209.52	2210.33	4328.0
2016-04-01 00:30:00	ES	Futures	2210.6	2210.87	2208.71	2210.33	4240.0
2016-04-01 01:00:00	ES	Futures	2210.33	2211.41	2209.52	2210.06	2413.0
2016-04-01 01:30:00	ES	Futures	2210.06	2210.87	2208.98	2210.6	2548.0
2016-04-01 02:00:00	ES	Futures	2210.6	2210.6	2208.71	2210.06	8756.0
2016-04-01 02:30:00	ES	Futures	2210.06	2211.41	2209.79	2210.06	6058.0
2016-04-01 03:00:00	ES	Futures	2210.06	2210.06	2205.47	2207.09	29058.0
2016-04-01 03:30:00	ES	Futures	2207.09	2210.06	2205.74	2207.09	17540.0
2016-04-01 04:00:00	ES	Futures	2207.09	2210.33	2206.01	2208.71	15626.0
2016-04-01 04:30:00	ES	Futures	2208.98	2213.3	2208.44	2211.14	13940.0
2016-04-01 05:00:00	ES	Futures	2211.41	2213.03	2210.87	2211.41	10210.0
2016-04-01 05:30:00	ES	Futures	2211.68	2211.95	2207.09	2208.17	14860.0
2016-04-01 06:00:00	ES	Futures	2208.17	2210.06	2206.82	2208.71	10533.0
2016-04-01 06:30:00	ES	Futures	2208.98	2209.25	2204.39	2206.82	21239.0
2016-04-01 07:00:00	ES	Futures	2206.82	2208.71	2205.74	2206.82	14485.0
2016-04-01 07:30:00	ES	Futures	2206.82	2207.36	2204.39	2206.28	16996.0
2016-04-01 08:00:00	ES	Futures	2206.28	2207.36	2203.58	2207.09	35721.0
2016-04-01 08:30:00	ES	Futures	2206.82	2209.79	2201.15	2201.96	91023.0
2016-04-01 09:00:00	ES	Futures	2201.96	2202.5	2199.26	2201.96	53595.0
2016-04-01 09:30:00	ES	Futures	2201.96	2203.85	2197.91	2203.58	222435.0
2016-04-01 10:00:00	ES	Futures	2203.85	2213.03	2202.5	2210.6	210555.0
2016-04-01 10:30:00	ES	Futures	2210.87	2218.43	2209.79	2218.43	161416.0
2016-04-01 11:00:00	ES	Futures	2218.43	2219.78	2216.54	2217.08	116527.0
2016-04-01 11:30:00	ES	Futures	2217.08	2221.67	2216.27	2217.62	103912.0
2016-04-01 12:00:00	ES	Futures	2217.89	2219.24	2214.38	2216.0	64231.0
2016-04-01 12:30:00	ES	Futures	2216.0	2218.97	2214.92	2217.62	57265.0
2016-04-01 13:00:00	ES	Futures	2217.62	2223.02	2217.08	2221.94	67018.0
2016-04-01 13:30:00	ES	Futures	2221.94	2224.91	2221.4	2223.29	63216.0
2016-04-01 14:00:00	ES	Futures	2223.56	2225.72	2222.48	2223.29	67520.0
2016-04-01 14:30:00	ES	Futures	2223.29	2227.6	2222.75	2225.72	74113.0
2016-04-01 15:00:00	ES	Futures	2225.98	2228.41	2225.45	2227.6	69999.0
2016-04-01 15:30:00	ES	Futures	2227.6	2232.19	2227.06	2229.49	237085.0
2016-04-01 16:00:00	ES	Futures	2229.49	2230.84	2228.41	2230.57	91933.0
2016-04-01 16:30:00	ES	Futures	2230.03	2230.3	2229.22	2229.76	7316.0
2016-04-01 00:00:00	NQ	Futures	5309.42	5312.1	5306.14	5307.04	611.0
2016-04-01 00:30:00	NQ	Futures	5307.33	5308.82	5303.76	5307.63	672.0
2016-04-01 01:00:00	NQ	Futures	5307.33	5310.61	5306.14	5307.93	345.0
2016-04-01 01:30:00	NQ	Futures	5307.63	5309.42	5304.66	5308.52	646.0
2016-04-01 02:00:00	NQ	Futures	5308.23	5309.12	5304.06	5308.23	728.0
2016-04-01 02:30:00	NQ	Futures	5307.93	5311.8	5307.63	5307.63	627.0
2016-04-01 03:00:00	NQ	Futures	5307.63	5307.63	5293.95	5297.81	3425.0
2016-04-01 03:30:00	NQ	Futures	5297.22	5305.85	5294.54	5298.11	1723.0
2016-04-01 04:00:00	NQ	Futures	5298.11	5306.44	5296.62	5304.06	2003.0
2016-04-01 04:30:00	NQ	Futures	5304.36	5315.67	5303.17	5311.5	1582.0
2016-04-01 05:00:00	NQ	Futures	5311.8	5316.26	5310.61	5312.1	895.0
2016-04-01 05:30:00	NQ	Futures	5312.99	5312.99	5301.98	5304.95	1312.0
2016-04-01 06:00:00	NQ	Futures	5304.36	5309.42	5301.68	5307.93	1170.0
2016-04-01 06:30:00	NQ	Futures	5307.93	5310.01	5297.22	5301.68	1662.0
2016-04-01 07:00:00	NQ	Futures	5302.28	5308.23	5300.19	5306.14	1413.0
2016-04-01 07:30:00	NQ	Futures	5305.55	5307.63	5299.9	5305.85	1702.0

> showing 50 of 2,552 rows — these rows as CSV

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