PREVIEW / futures_30min / 2016-04-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-04.parquet
  size:    82 KB
  rows:    3,015

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
2016-04-04 00:00:00	ES	Futures	2231.11	2232.19	2230.3	2230.3	1952.0
2016-04-04 00:30:00	ES	Futures	2230.3	2231.92	2230.03	2231.65	2360.0
2016-04-04 01:00:00	ES	Futures	2231.65	2231.92	2229.22	2229.76	3148.0
2016-04-04 01:30:00	ES	Futures	2230.03	2233.0	2228.95	2232.46	4876.0
2016-04-04 02:00:00	ES	Futures	2232.46	2232.73	2229.49	2230.03	6580.0
2016-04-04 02:30:00	ES	Futures	2230.03	2230.57	2228.68	2229.22	5870.0
2016-04-04 03:00:00	ES	Futures	2229.22	2231.92	2226.25	2231.11	27754.0
2016-04-04 03:30:00	ES	Futures	2231.11	2234.35	2227.87	2232.46	18761.0
2016-04-04 04:00:00	ES	Futures	2232.46	2234.62	2231.38	2234.62	18988.0
2016-04-04 04:30:00	ES	Futures	2234.35	2235.43	2233.54	2233.54	13747.0
2016-04-04 05:00:00	ES	Futures	2233.81	2235.43	2233.0	2235.16	11425.0
2016-04-04 05:30:00	ES	Futures	2234.89	2237.05	2234.08	2234.62	14370.0
2016-04-04 06:00:00	ES	Futures	2234.62	2235.43	2233.54	2234.62	10015.0
2016-04-04 06:30:00	ES	Futures	2234.62	2235.97	2233.54	2235.97	9547.0
2016-04-04 07:00:00	ES	Futures	2236.24	2237.05	2235.7	2235.97	13665.0
2016-04-04 07:30:00	ES	Futures	2235.97	2236.78	2234.35	2234.89	10938.0
2016-04-04 08:00:00	ES	Futures	2234.62	2234.89	2231.92	2233.54	28158.0
2016-04-04 08:30:00	ES	Futures	2233.81	2234.08	2231.92	2232.19	19477.0
2016-04-04 09:00:00	ES	Futures	2232.19	2232.19	2228.95	2229.22	28131.0
2016-04-04 09:30:00	ES	Futures	2229.22	2230.3	2225.72	2229.76	188939.0
2016-04-04 10:00:00	ES	Futures	2229.76	2231.65	2227.33	2228.95	132671.0
2016-04-04 10:30:00	ES	Futures	2228.95	2230.57	2222.75	2223.02	100215.0
2016-04-04 11:00:00	ES	Futures	2223.29	2224.37	2221.4	2223.83	79194.0
2016-04-04 11:30:00	ES	Futures	2223.83	2225.72	2223.02	2224.64	64879.0
2016-04-04 12:00:00	ES	Futures	2224.91	2229.22	2224.64	2227.33	54184.0
2016-04-04 12:30:00	ES	Futures	2227.33	2228.95	2226.79	2227.87	33983.0
2016-04-04 13:00:00	ES	Futures	2227.87	2228.14	2225.18	2225.72	33139.0
2016-04-04 13:30:00	ES	Futures	2225.98	2226.25	2221.94	2222.48	37579.0
2016-04-04 14:00:00	ES	Futures	2222.75	2222.75	2218.97	2221.13	62081.0
2016-04-04 14:30:00	ES	Futures	2221.13	2223.56	2220.86	2221.94	38708.0
2016-04-04 15:00:00	ES	Futures	2221.94	2224.1	2218.43	2218.97	65126.0
2016-04-04 15:30:00	ES	Futures	2218.97	2222.75	2218.43	2222.48	139084.0
2016-04-04 16:00:00	ES	Futures	2222.48	2223.29	2221.4	2221.4	51418.0
2016-04-04 16:30:00	ES	Futures	2221.4	2221.67	2220.32	2221.13	4221.0
2016-04-04 18:00:00	ES	Futures	2219.78	2219.78	2216.81	2218.16	8463.0
2016-04-04 18:30:00	ES	Futures	2218.16	2218.7	2217.89	2218.16	1535.0
2016-04-04 19:00:00	ES	Futures	2218.16	2219.78	2217.89	2218.7	2306.0
2016-04-04 19:30:00	ES	Futures	2218.43	2218.7	2217.08	2217.35	2515.0
2016-04-04 20:00:00	ES	Futures	2217.62	2218.7	2215.19	2215.73	6126.0
2016-04-04 20:30:00	ES	Futures	2216.0	2216.27	2214.38	2215.46	4361.0
2016-04-04 21:00:00	ES	Futures	2215.19	2216.54	2213.3	2214.11	5943.0
2016-04-04 21:30:00	ES	Futures	2213.84	2214.65	2212.22	2213.03	5582.0
2016-04-04 22:00:00	ES	Futures	2212.76	2214.65	2212.22	2214.65	5170.0
2016-04-04 22:30:00	ES	Futures	2214.38	2215.19	2213.57	2213.57	3745.0
2016-04-04 23:00:00	ES	Futures	2213.57	2215.73	2212.49	2215.46	2609.0
2016-04-04 23:30:00	ES	Futures	2215.46	2216.54	2215.19	2215.46	3016.0
2016-04-04 00:00:00	NQ	Futures	5391.24	5393.32	5388.86	5389.16	202.0
2016-04-04 00:30:00	NQ	Futures	5388.86	5393.32	5387.37	5393.02	507.0
2016-04-04 01:00:00	NQ	Futures	5392.43	5392.43	5384.69	5387.37	490.0
2016-04-04 01:30:00	NQ	Futures	5387.07	5396.89	5384.4	5395.4	682.0

> showing 50 of 3,015 rows — these rows as CSV

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