PREVIEW / futures_30min / 2016-04-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-12.parquet
  size:    87 KB
  rows:    3,036

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
2016-04-12 00:00:00	ES	Futures	2197.91	2199.53	2197.64	2198.99	1879.0
2016-04-12 00:30:00	ES	Futures	2198.99	2200.07	2198.99	2199.26	2257.0
2016-04-12 01:00:00	ES	Futures	2199.53	2200.07	2198.72	2200.07	1493.0
2016-04-12 01:30:00	ES	Futures	2199.8	2201.42	2199.26	2200.07	4008.0
2016-04-12 02:00:00	ES	Futures	2200.07	2201.15	2198.18	2199.26	5748.0
2016-04-12 02:30:00	ES	Futures	2199.26	2203.58	2198.99	2203.04	9447.0
2016-04-12 03:00:00	ES	Futures	2203.04	2204.12	2198.18	2198.18	22400.0
2016-04-12 03:30:00	ES	Futures	2198.45	2201.15	2196.83	2199.26	16269.0
2016-04-12 04:00:00	ES	Futures	2199.26	2200.07	2194.94	2197.1	14804.0
2016-04-12 04:30:00	ES	Futures	2197.37	2201.96	2195.75	2200.61	12133.0
2016-04-12 05:00:00	ES	Futures	2200.61	2203.58	2200.34	2202.5	10627.0
2016-04-12 05:30:00	ES	Futures	2202.77	2205.2	2202.5	2204.12	10365.0
2016-04-12 06:00:00	ES	Futures	2204.12	2206.28	2203.85	2204.12	9601.0
2016-04-12 06:30:00	ES	Futures	2204.12	2205.2	2203.31	2204.93	7079.0
2016-04-12 07:00:00	ES	Futures	2204.66	2206.01	2200.88	2202.23	12641.0
2016-04-12 07:30:00	ES	Futures	2201.96	2204.12	2201.69	2203.04	14482.0
2016-04-12 08:00:00	ES	Futures	2203.04	2204.12	2201.69	2202.23	13819.0
2016-04-12 08:30:00	ES	Futures	2202.23	2204.66	2200.07	2201.15	22478.0
2016-04-12 09:00:00	ES	Futures	2200.88	2201.42	2198.72	2200.61	27585.0
2016-04-12 09:30:00	ES	Futures	2200.61	2206.82	2198.99	2203.58	209846.0
2016-04-12 10:00:00	ES	Futures	2203.31	2205.2	2194.94	2196.83	159852.0
2016-04-12 10:30:00	ES	Futures	2196.56	2210.06	2196.56	2208.98	271601.0
2016-04-12 11:00:00	ES	Futures	2209.25	2215.19	2207.63	2213.57	144316.0
2016-04-12 11:30:00	ES	Futures	2213.3	2215.19	2211.95	2212.49	74894.0
2016-04-12 12:00:00	ES	Futures	2212.49	2213.57	2210.87	2213.57	43406.0
2016-04-12 12:30:00	ES	Futures	2213.57	2217.08	2213.3	2215.73	70036.0
2016-04-12 13:00:00	ES	Futures	2216.0	2216.54	2213.03	2213.84	53676.0
2016-04-12 13:30:00	ES	Futures	2213.84	2216.81	2212.49	2216.54	57057.0
2016-04-12 14:00:00	ES	Futures	2216.54	2219.24	2215.19	2217.08	64364.0
2016-04-12 14:30:00	ES	Futures	2217.35	2220.32	2216.81	2219.51	59056.0
2016-04-12 15:00:00	ES	Futures	2219.78	2223.02	2218.7	2220.05	108667.0
2016-04-12 15:30:00	ES	Futures	2220.05	2221.94	2216.0	2219.51	166281.0
2016-04-12 16:00:00	ES	Futures	2219.51	2220.32	2217.35	2220.32	67114.0
2016-04-12 16:30:00	ES	Futures	2220.32	2220.86	2218.16	2219.78	7508.0
2016-04-12 18:00:00	ES	Futures	2219.51	2219.78	2218.16	2218.97	2222.0
2016-04-12 18:30:00	ES	Futures	2218.7	2219.78	2218.7	2219.51	534.0
2016-04-12 19:00:00	ES	Futures	2219.78	2220.32	2218.7	2220.32	1423.0
2016-04-12 19:30:00	ES	Futures	2220.05	2221.13	2218.97	2220.59	2311.0
2016-04-12 20:00:00	ES	Futures	2220.32	2221.94	2219.78	2220.86	2996.0
2016-04-12 20:30:00	ES	Futures	2220.86	2221.13	2219.24	2219.78	2177.0
2016-04-12 21:00:00	ES	Futures	2219.51	2221.4	2219.24	2220.86	2137.0
2016-04-12 21:30:00	ES	Futures	2220.59	2223.83	2220.05	2223.02	4878.0
2016-04-12 22:00:00	ES	Futures	2223.02	2226.25	2222.75	2225.45	8130.0
2016-04-12 22:30:00	ES	Futures	2225.45	2226.25	2223.02	2223.56	4412.0
2016-04-12 23:00:00	ES	Futures	2223.56	2224.64	2223.29	2224.64	1798.0
2016-04-12 23:30:00	ES	Futures	2224.37	2225.98	2224.37	2225.72	3309.0
2016-04-12 00:00:00	NQ	Futures	5296.92	5302.28	5296.92	5301.68	445.0
2016-04-12 00:30:00	NQ	Futures	5301.98	5305.25	5301.38	5304.06	672.0
2016-04-12 01:00:00	NQ	Futures	5304.06	5306.14	5301.68	5305.55	329.0
2016-04-12 01:30:00	NQ	Futures	5305.25	5310.61	5304.66	5305.55	531.0

> showing 50 of 3,036 rows — these rows as CSV

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