PREVIEW / futures_30min / 2016-04-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-11.parquet
  size:    81 KB
  rows:    2,986

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
2016-04-11 00:00:00	ES	Futures	2202.77	2203.04	2200.07	2201.42	3022.0
2016-04-11 00:30:00	ES	Futures	2201.42	2203.58	2200.34	2202.77	2038.0
2016-04-11 01:00:00	ES	Futures	2203.04	2204.66	2202.23	2204.12	2947.0
2016-04-11 01:30:00	ES	Futures	2204.39	2204.66	2201.96	2203.04	2999.0
2016-04-11 02:00:00	ES	Futures	2203.31	2204.12	2200.34	2200.61	5609.0
2016-04-11 02:30:00	ES	Futures	2200.61	2203.85	2200.07	2203.31	6417.0
2016-04-11 03:00:00	ES	Futures	2203.04	2203.31	2194.94	2198.99	23545.0
2016-04-11 03:30:00	ES	Futures	2198.72	2215.46	2195.75	2212.76	45552.0
2016-04-11 04:00:00	ES	Futures	2212.49	2216.0	2210.06	2210.87	27732.0
2016-04-11 04:30:00	ES	Futures	2210.87	2213.57	2210.33	2210.87	11624.0
2016-04-11 05:00:00	ES	Futures	2210.87	2211.41	2208.98	2210.06	7472.0
2016-04-11 05:30:00	ES	Futures	2210.06	2212.22	2209.79	2210.87	6589.0
2016-04-11 06:00:00	ES	Futures	2210.6	2211.41	2209.79	2210.33	4905.0
2016-04-11 06:30:00	ES	Futures	2210.33	2214.11	2210.06	2212.49	11728.0
2016-04-11 07:00:00	ES	Futures	2212.49	2213.3	2210.87	2211.14	8107.0
2016-04-11 07:30:00	ES	Futures	2211.41	2213.84	2211.14	2211.41	10726.0
2016-04-11 08:00:00	ES	Futures	2211.68	2212.22	2210.06	2210.87	11159.0
2016-04-11 08:30:00	ES	Futures	2210.87	2214.65	2210.6	2214.38	18234.0
2016-04-11 09:00:00	ES	Futures	2214.11	2215.46	2211.68	2211.95	33869.0
2016-04-11 09:30:00	ES	Futures	2211.95	2217.35	2210.6	2216.0	200915.0
2016-04-11 10:00:00	ES	Futures	2216.0	2220.86	2215.73	2217.62	144551.0
2016-04-11 10:30:00	ES	Futures	2217.62	2218.43	2208.71	2208.98	120036.0
2016-04-11 11:00:00	ES	Futures	2209.25	2211.95	2207.09	2210.6	107390.0
2016-04-11 11:30:00	ES	Futures	2210.6	2211.14	2204.93	2209.52	94150.0
2016-04-11 12:00:00	ES	Futures	2209.52	2211.95	2207.63	2210.06	59395.0
2016-04-11 12:30:00	ES	Futures	2210.06	2213.57	2207.63	2213.03	54311.0
2016-04-11 13:00:00	ES	Futures	2213.03	2215.19	2210.6	2210.87	46257.0
2016-04-11 13:30:00	ES	Futures	2211.14	2213.03	2208.44	2209.79	51947.0
2016-04-11 14:00:00	ES	Futures	2209.79	2211.95	2206.82	2208.17	85653.0
2016-04-11 14:30:00	ES	Futures	2208.17	2212.49	2206.82	2211.14	72188.0
2016-04-11 15:00:00	ES	Futures	2211.41	2211.68	2201.96	2202.23	83423.0
2016-04-11 15:30:00	ES	Futures	2202.23	2203.31	2197.1	2197.91	184838.0
2016-04-11 16:00:00	ES	Futures	2197.91	2198.45	2196.02	2197.37	65905.0
2016-04-11 16:30:00	ES	Futures	2197.1	2197.37	2194.94	2195.48	7787.0
2016-04-11 18:00:00	ES	Futures	2194.94	2195.21	2191.43	2192.78	6666.0
2016-04-11 18:30:00	ES	Futures	2192.78	2193.59	2192.24	2193.32	1702.0
2016-04-11 19:00:00	ES	Futures	2193.59	2193.86	2193.05	2193.86	1061.0
2016-04-11 19:30:00	ES	Futures	2193.86	2195.21	2193.59	2194.67	2429.0
2016-04-11 20:00:00	ES	Futures	2194.4	2198.45	2193.86	2197.37	7525.0
2016-04-11 20:30:00	ES	Futures	2197.37	2198.72	2196.56	2197.37	3265.0
2016-04-11 21:00:00	ES	Futures	2197.37	2197.91	2195.21	2197.1	4121.0
2016-04-11 21:30:00	ES	Futures	2197.1	2200.07	2197.1	2198.45	6320.0
2016-04-11 22:00:00	ES	Futures	2198.45	2198.99	2197.1	2197.91	3105.0
2016-04-11 22:30:00	ES	Futures	2197.64	2198.99	2197.37	2197.91	1695.0
2016-04-11 23:00:00	ES	Futures	2198.18	2199.26	2197.64	2198.45	1730.0
2016-04-11 23:30:00	ES	Futures	2198.72	2198.99	2197.64	2197.91	2112.0
2016-04-11 00:00:00	NQ	Futures	5313.29	5314.48	5306.14	5310.01	264.0
2016-04-11 00:30:00	NQ	Futures	5308.52	5316.56	5306.74	5314.48	322.0
2016-04-11 01:00:00	NQ	Futures	5314.77	5321.02	5313.58	5319.24	681.0
2016-04-11 01:30:00	NQ	Futures	5319.53	5320.43	5315.67	5318.94	902.0

> showing 50 of 2,986 rows — these rows as CSV

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