PREVIEW / futures_30min / 2016-04-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-05.parquet
  size:    82 KB
  rows:    3,046

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
2016-04-05 00:00:00	ES	Futures	2215.46	2216.54	2215.46	2216.0	2597.0
2016-04-05 00:30:00	ES	Futures	2216.0	2216.27	2215.19	2215.46	1600.0
2016-04-05 01:00:00	ES	Futures	2215.73	2215.73	2212.49	2213.3	3580.0
2016-04-05 01:30:00	ES	Futures	2213.3	2215.19	2213.03	2213.84	2997.0
2016-04-05 02:00:00	ES	Futures	2213.84	2216.54	2212.76	2214.65	7985.0
2016-04-05 02:30:00	ES	Futures	2214.65	2215.46	2211.68	2211.68	11013.0
2016-04-05 03:00:00	ES	Futures	2211.68	2213.84	2207.09	2208.71	36421.0
2016-04-05 03:30:00	ES	Futures	2208.71	2208.98	2203.31	2206.55	33942.0
2016-04-05 04:00:00	ES	Futures	2206.28	2208.17	2204.12	2204.93	17191.0
2016-04-05 04:30:00	ES	Futures	2204.93	2206.55	2202.23	2206.55	21709.0
2016-04-05 05:00:00	ES	Futures	2206.55	2207.09	2203.85	2205.2	15346.0
2016-04-05 05:30:00	ES	Futures	2205.47	2205.74	2200.61	2202.23	22854.0
2016-04-05 06:00:00	ES	Futures	2201.96	2203.85	2201.42	2202.5	13334.0
2016-04-05 06:30:00	ES	Futures	2202.5	2205.74	2201.42	2205.2	14596.0
2016-04-05 07:00:00	ES	Futures	2205.2	2207.9	2204.39	2207.36	14797.0
2016-04-05 07:30:00	ES	Futures	2207.36	2207.9	2203.04	2204.93	21422.0
2016-04-05 08:00:00	ES	Futures	2204.93	2206.82	2203.04	2205.74	23008.0
2016-04-05 08:30:00	ES	Futures	2205.47	2205.47	2201.96	2204.39	24116.0
2016-04-05 09:00:00	ES	Futures	2204.39	2206.01	2202.23	2205.47	30696.0
2016-04-05 09:30:00	ES	Futures	2205.2	2208.98	2199.53	2204.39	224849.0
2016-04-05 10:00:00	ES	Futures	2204.39	2211.68	2204.12	2209.52	206533.0
2016-04-05 10:30:00	ES	Futures	2209.25	2209.52	2201.96	2202.77	121328.0
2016-04-05 11:00:00	ES	Futures	2202.77	2208.17	2202.23	2206.55	87852.0
2016-04-05 11:30:00	ES	Futures	2206.55	2208.44	2202.23	2204.12	85846.0
2016-04-05 12:00:00	ES	Futures	2204.12	2206.55	2200.07	2201.69	76030.0
2016-04-05 12:30:00	ES	Futures	2201.69	2204.39	2200.34	2201.42	58618.0
2016-04-05 13:00:00	ES	Futures	2201.42	2204.39	2198.99	2204.12	72401.0
2016-04-05 13:30:00	ES	Futures	2204.39	2206.01	2201.42	2204.12	54265.0
2016-04-05 14:00:00	ES	Futures	2204.12	2207.09	2203.04	2206.55	52971.0
2016-04-05 14:30:00	ES	Futures	2206.55	2209.52	2206.28	2208.17	59507.0
2016-04-05 15:00:00	ES	Futures	2207.9	2208.71	2202.77	2203.31	71689.0
2016-04-05 15:30:00	ES	Futures	2203.31	2204.93	2196.83	2200.34	180791.0
2016-04-05 16:00:00	ES	Futures	2200.34	2203.85	2200.07	2201.96	74465.0
2016-04-05 16:30:00	ES	Futures	2202.23	2205.47	2201.96	2204.93	10141.0
2016-04-05 18:00:00	ES	Futures	2205.2	2206.28	2204.66	2205.2	2651.0
2016-04-05 18:30:00	ES	Futures	2205.47	2206.28	2204.93	2205.2	1186.0
2016-04-05 19:00:00	ES	Futures	2205.2	2206.82	2204.93	2206.28	1442.0
2016-04-05 19:30:00	ES	Futures	2206.28	2207.09	2205.47	2206.01	3610.0
2016-04-05 20:00:00	ES	Futures	2206.01	2208.98	2206.01	2207.9	6193.0
2016-04-05 20:30:00	ES	Futures	2208.17	2208.98	2206.01	2206.01	3689.0
2016-04-05 21:00:00	ES	Futures	2206.01	2206.82	2205.2	2206.82	4136.0
2016-04-05 21:30:00	ES	Futures	2206.82	2210.33	2206.55	2209.79	6473.0
2016-04-05 22:00:00	ES	Futures	2209.52	2211.68	2208.98	2210.6	6426.0
2016-04-05 22:30:00	ES	Futures	2210.33	2213.3	2210.33	2212.49	6317.0
2016-04-05 23:00:00	ES	Futures	2212.49	2212.76	2211.95	2212.22	2136.0
2016-04-05 23:30:00	ES	Futures	2212.22	2213.03	2211.14	2212.49	3015.0
2016-04-05 00:00:00	NQ	Futures	5345.12	5348.39	5345.12	5346.61	297.0
2016-04-05 00:30:00	NQ	Futures	5345.72	5348.1	5344.53	5345.42	229.0
2016-04-05 01:00:00	NQ	Futures	5345.72	5345.72	5337.09	5338.28	461.0
2016-04-05 01:30:00	NQ	Futures	5338.28	5343.34	5337.39	5340.06	307.0

> showing 50 of 3,046 rows — these rows as CSV

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