PREVIEW / futures_30min / 2016-04-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-07.parquet
  size:    88 KB
  rows:    3,032

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
2016-04-07 00:00:00	ES	Futures	2223.29	2223.56	2222.21	2223.29	1631.0
2016-04-07 00:30:00	ES	Futures	2223.29	2223.29	2221.67	2222.75	1407.0
2016-04-07 01:00:00	ES	Futures	2222.48	2223.83	2222.48	2223.29	2385.0
2016-04-07 01:30:00	ES	Futures	2223.29	2224.1	2223.02	2223.56	2493.0
2016-04-07 02:00:00	ES	Futures	2223.56	2225.72	2223.02	2224.37	5461.0
2016-04-07 02:30:00	ES	Futures	2224.1	2224.37	2222.48	2223.56	5782.0
2016-04-07 03:00:00	ES	Futures	2223.29	2224.37	2219.78	2223.29	24576.0
2016-04-07 03:30:00	ES	Futures	2223.02	2224.1	2218.16	2220.05	18608.0
2016-04-07 04:00:00	ES	Futures	2220.05	2222.21	2219.24	2221.94	13155.0
2016-04-07 04:30:00	ES	Futures	2221.94	2222.48	2218.7	2218.7	10620.0
2016-04-07 05:00:00	ES	Futures	2218.7	2219.24	2214.38	2214.38	17032.0
2016-04-07 05:30:00	ES	Futures	2214.65	2214.65	2211.14	2213.84	21913.0
2016-04-07 06:00:00	ES	Futures	2213.57	2215.46	2211.95	2213.57	12674.0
2016-04-07 06:30:00	ES	Futures	2213.3	2214.65	2212.22	2213.57	10359.0
2016-04-07 07:00:00	ES	Futures	2213.57	2216.27	2213.57	2214.11	13352.0
2016-04-07 07:30:00	ES	Futures	2214.11	2214.92	2210.87	2212.49	17485.0
2016-04-07 08:00:00	ES	Futures	2212.49	2216.27	2211.95	2214.65	19773.0
2016-04-07 08:30:00	ES	Futures	2214.38	2214.92	2212.22	2213.3	16218.0
2016-04-07 09:00:00	ES	Futures	2213.3	2214.65	2209.52	2210.6	31667.0
2016-04-07 09:30:00	ES	Futures	2210.6	2214.11	2208.98	2212.22	197019.0
2016-04-07 10:00:00	ES	Futures	2211.95	2214.92	2203.31	2203.85	196018.0
2016-04-07 10:30:00	ES	Futures	2203.58	2206.28	2202.5	2205.2	135643.0
2016-04-07 11:00:00	ES	Futures	2205.2	2205.2	2199.8	2202.5	129255.0
2016-04-07 11:30:00	ES	Futures	2202.5	2205.47	2202.23	2203.58	96643.0
2016-04-07 12:00:00	ES	Futures	2203.58	2204.12	2198.45	2200.34	82944.0
2016-04-07 12:30:00	ES	Futures	2200.34	2203.31	2198.45	2202.23	63947.0
2016-04-07 13:00:00	ES	Futures	2202.23	2206.28	2201.96	2203.31	53757.0
2016-04-07 13:30:00	ES	Futures	2203.58	2204.93	2195.21	2195.75	101295.0
2016-04-07 14:00:00	ES	Futures	2196.02	2196.02	2189.54	2192.51	138274.0
2016-04-07 14:30:00	ES	Futures	2192.51	2194.94	2188.19	2188.73	120199.0
2016-04-07 15:00:00	ES	Futures	2188.73	2195.75	2187.92	2194.67	118087.0
2016-04-07 15:30:00	ES	Futures	2194.94	2198.72	2192.78	2197.37	213920.0
2016-04-07 16:00:00	ES	Futures	2197.37	2200.34	2196.83	2197.37	97488.0
2016-04-07 16:30:00	ES	Futures	2197.1	2197.91	2196.56	2197.91	6394.0
2016-04-07 18:00:00	ES	Futures	2197.1	2197.1	2193.59	2194.13	5544.0
2016-04-07 18:30:00	ES	Futures	2194.13	2194.94	2193.32	2194.4	2390.0
2016-04-07 19:00:00	ES	Futures	2194.67	2195.21	2193.86	2194.4	1391.0
2016-04-07 19:30:00	ES	Futures	2194.4	2194.67	2192.51	2192.51	4390.0
2016-04-07 20:00:00	ES	Futures	2192.78	2197.37	2192.51	2196.02	7863.0
2016-04-07 20:30:00	ES	Futures	2196.02	2196.83	2194.4	2196.02	3398.0
2016-04-07 21:00:00	ES	Futures	2196.29	2198.72	2196.02	2197.1	5355.0
2016-04-07 21:30:00	ES	Futures	2197.37	2200.88	2196.83	2200.07	6814.0
2016-04-07 22:00:00	ES	Futures	2200.07	2200.61	2198.72	2199.53	3658.0
2016-04-07 22:30:00	ES	Futures	2199.53	2200.61	2197.64	2198.18	2534.0
2016-04-07 23:00:00	ES	Futures	2198.45	2198.99	2197.1	2198.18	2222.0
2016-04-07 23:30:00	ES	Futures	2198.45	2200.07	2197.64	2199.53	2514.0
2016-04-07 00:00:00	NQ	Futures	5392.43	5393.92	5389.75	5393.92	230.0
2016-04-07 00:30:00	NQ	Futures	5392.43	5392.43	5388.86	5391.83	335.0
2016-04-07 01:00:00	NQ	Futures	5392.13	5395.11	5391.54	5393.62	257.0
2016-04-07 01:30:00	NQ	Futures	5393.02	5396.0	5392.13	5394.81	317.0

> showing 50 of 3,032 rows — these rows as CSV

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