PREVIEW / futures_30min / 2016-04-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-06.parquet
  size:    83 KB
  rows:    3,028

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
2016-04-06 00:00:00	ES	Futures	2212.76	2212.76	2210.33	2210.6	2661.0
2016-04-06 00:30:00	ES	Futures	2210.6	2211.14	2210.33	2210.6	1201.0
2016-04-06 01:00:00	ES	Futures	2210.6	2211.14	2207.9	2208.71	3178.0
2016-04-06 01:30:00	ES	Futures	2208.71	2209.52	2207.63	2209.25	2389.0
2016-04-06 02:00:00	ES	Futures	2209.25	2211.95	2209.25	2211.95	5462.0
2016-04-06 02:30:00	ES	Futures	2211.68	2211.95	2209.79	2209.79	5264.0
2016-04-06 03:00:00	ES	Futures	2209.79	2211.68	2206.82	2211.68	22716.0
2016-04-06 03:30:00	ES	Futures	2211.68	2212.49	2209.25	2209.52	16083.0
2016-04-06 04:00:00	ES	Futures	2209.52	2209.79	2203.58	2206.28	21575.0
2016-04-06 04:30:00	ES	Futures	2206.55	2209.79	2206.01	2209.79	11727.0
2016-04-06 05:00:00	ES	Futures	2209.52	2210.6	2208.98	2209.79	11167.0
2016-04-06 05:30:00	ES	Futures	2209.79	2210.6	2208.98	2209.25	7046.0
2016-04-06 06:00:00	ES	Futures	2209.25	2209.25	2206.28	2206.55	9400.0
2016-04-06 06:30:00	ES	Futures	2206.28	2207.36	2204.66	2205.2	11018.0
2016-04-06 07:00:00	ES	Futures	2205.47	2206.55	2204.93	2205.47	8990.0
2016-04-06 07:30:00	ES	Futures	2205.47	2207.9	2204.66	2206.55	11420.0
2016-04-06 08:00:00	ES	Futures	2206.82	2207.36	2203.58	2204.66	16509.0
2016-04-06 08:30:00	ES	Futures	2204.66	2205.47	2201.96	2202.77	22145.0
2016-04-06 09:00:00	ES	Futures	2202.77	2203.85	2200.88	2201.42	22128.0
2016-04-06 09:30:00	ES	Futures	2201.15	2204.93	2197.64	2201.96	206726.0
2016-04-06 10:00:00	ES	Futures	2201.69	2204.66	2198.99	2200.61	135313.0
2016-04-06 10:30:00	ES	Futures	2200.61	2210.87	2198.18	2210.87	203986.0
2016-04-06 11:00:00	ES	Futures	2210.6	2213.84	2210.06	2213.84	131465.0
2016-04-06 11:30:00	ES	Futures	2213.57	2216.27	2212.49	2215.46	110382.0
2016-04-06 12:00:00	ES	Futures	2215.46	2216.0	2212.76	2214.38	69898.0
2016-04-06 12:30:00	ES	Futures	2214.65	2216.0	2213.84	2214.38	55026.0
2016-04-06 13:00:00	ES	Futures	2214.38	2218.7	2214.11	2216.81	59220.0
2016-04-06 13:30:00	ES	Futures	2217.08	2218.7	2215.19	2215.73	35223.0
2016-04-06 14:00:00	ES	Futures	2216.0	2216.54	2211.14	2213.03	141893.0
2016-04-06 14:30:00	ES	Futures	2213.03	2216.54	2209.25	2216.0	101769.0
2016-04-06 15:00:00	ES	Futures	2215.73	2222.48	2214.65	2220.86	135992.0
2016-04-06 15:30:00	ES	Futures	2220.86	2225.18	2219.78	2224.37	173577.0
2016-04-06 16:00:00	ES	Futures	2224.1	2225.18	2222.75	2224.91	63464.0
2016-04-06 16:30:00	ES	Futures	2224.91	2225.18	2223.56	2223.83	7253.0
2016-04-06 18:00:00	ES	Futures	2224.37	2224.37	2222.21	2223.02	2674.0
2016-04-06 18:30:00	ES	Futures	2223.02	2223.83	2222.21	2222.48	1885.0
2016-04-06 19:00:00	ES	Futures	2222.48	2223.56	2222.21	2223.02	1159.0
2016-04-06 19:30:00	ES	Futures	2223.02	2223.56	2222.21	2223.02	1728.0
2016-04-06 20:00:00	ES	Futures	2223.29	2223.83	2221.13	2223.56	4953.0
2016-04-06 20:30:00	ES	Futures	2223.56	2224.37	2222.75	2223.02	4171.0
2016-04-06 21:00:00	ES	Futures	2223.02	2226.25	2222.75	2225.72	6209.0
2016-04-06 21:30:00	ES	Futures	2225.98	2226.79	2224.37	2224.64	4716.0
2016-04-06 22:00:00	ES	Futures	2224.64	2224.91	2222.75	2223.29	4321.0
2016-04-06 22:30:00	ES	Futures	2223.29	2223.56	2221.4	2221.94	4229.0
2016-04-06 23:00:00	ES	Futures	2221.67	2223.02	2220.59	2222.75	3681.0
2016-04-06 23:30:00	ES	Futures	2222.75	2223.56	2221.4	2223.02	3196.0
2016-04-06 00:00:00	NQ	Futures	5348.99	5349.29	5341.25	5341.85	736.0
2016-04-06 00:30:00	NQ	Futures	5341.85	5343.04	5340.96	5341.85	254.0
2016-04-06 01:00:00	NQ	Futures	5342.15	5342.74	5335.6	5336.49	377.0
2016-04-06 01:30:00	NQ	Futures	5336.79	5339.17	5334.11	5337.68	633.0

> showing 50 of 3,028 rows — these rows as CSV

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