PREVIEW / futures_30min / 2016-04-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-13.parquet
  size:    86 KB
  rows:    3,058

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
2016-04-13 00:00:00	ES	Futures	2225.72	2225.72	2224.37	2224.64	1782.0
2016-04-13 00:30:00	ES	Futures	2224.64	2225.72	2224.37	2225.18	1142.0
2016-04-13 01:00:00	ES	Futures	2225.18	2225.98	2224.91	2224.91	1648.0
2016-04-13 01:30:00	ES	Futures	2225.18	2226.25	2224.37	2225.45	4337.0
2016-04-13 02:00:00	ES	Futures	2225.45	2227.87	2225.45	2226.79	11078.0
2016-04-13 02:30:00	ES	Futures	2226.52	2226.79	2223.83	2224.1	10742.0
2016-04-13 03:00:00	ES	Futures	2223.83	2227.6	2222.21	2227.06	22677.0
2016-04-13 03:30:00	ES	Futures	2227.06	2230.03	2226.52	2229.76	15295.0
2016-04-13 04:00:00	ES	Futures	2229.76	2230.84	2228.41	2228.95	14241.0
2016-04-13 04:30:00	ES	Futures	2228.95	2230.57	2228.41	2230.3	9515.0
2016-04-13 05:00:00	ES	Futures	2230.03	2234.62	2230.03	2233.81	25623.0
2016-04-13 05:30:00	ES	Futures	2233.81	2234.08	2231.11	2231.65	10461.0
2016-04-13 06:00:00	ES	Futures	2231.65	2232.46	2229.76	2230.84	9087.0
2016-04-13 06:30:00	ES	Futures	2231.11	2233.27	2230.57	2233.0	11029.0
2016-04-13 07:00:00	ES	Futures	2233.27	2234.08	2231.38	2231.38	13515.0
2016-04-13 07:30:00	ES	Futures	2231.65	2233.81	2231.38	2232.19	14871.0
2016-04-13 08:00:00	ES	Futures	2232.46	2232.46	2230.84	2231.92	15004.0
2016-04-13 08:30:00	ES	Futures	2232.19	2232.73	2228.41	2229.76	33826.0
2016-04-13 09:00:00	ES	Futures	2229.76	2232.19	2229.76	2230.84	23317.0
2016-04-13 09:30:00	ES	Futures	2230.84	2235.97	2230.03	2234.08	192582.0
2016-04-13 10:00:00	ES	Futures	2233.81	2235.16	2232.46	2234.35	85946.0
2016-04-13 10:30:00	ES	Futures	2234.35	2235.7	2228.95	2231.38	150220.0
2016-04-13 11:00:00	ES	Futures	2231.38	2235.97	2230.84	2235.7	101520.0
2016-04-13 11:30:00	ES	Futures	2235.7	2239.48	2235.7	2237.05	131199.0
2016-04-13 12:00:00	ES	Futures	2236.78	2237.59	2233.0	2235.43	79159.0
2016-04-13 12:30:00	ES	Futures	2235.16	2236.78	2233.27	2235.43	47644.0
2016-04-13 13:00:00	ES	Futures	2235.43	2235.7	2232.19	2234.89	57595.0
2016-04-13 13:30:00	ES	Futures	2234.89	2238.67	2234.35	2238.13	51502.0
2016-04-13 14:00:00	ES	Futures	2238.13	2240.29	2236.24	2236.51	81244.0
2016-04-13 14:30:00	ES	Futures	2236.78	2239.21	2236.51	2237.32	51156.0
2016-04-13 15:00:00	ES	Futures	2237.05	2240.56	2236.78	2239.75	71446.0
2016-04-13 15:30:00	ES	Futures	2240.02	2242.99	2239.21	2241.91	159884.0
2016-04-13 16:00:00	ES	Futures	2241.64	2242.18	2240.83	2241.91	75902.0
2016-04-13 16:30:00	ES	Futures	2241.91	2242.18	2241.1	2241.64	6358.0
2016-04-13 18:00:00	ES	Futures	2242.18	2242.45	2240.83	2240.83	3484.0
2016-04-13 18:30:00	ES	Futures	2240.83	2241.91	2240.83	2241.37	1735.0
2016-04-13 19:00:00	ES	Futures	2241.1	2242.18	2241.1	2241.91	1022.0
2016-04-13 19:30:00	ES	Futures	2241.91	2242.45	2240.56	2241.91	2980.0
2016-04-13 20:00:00	ES	Futures	2241.91	2242.18	2239.48	2239.75	4767.0
2016-04-13 20:30:00	ES	Futures	2239.48	2240.02	2238.94	2239.21	3189.0
2016-04-13 21:00:00	ES	Futures	2239.21	2241.1	2238.67	2238.94	4439.0
2016-04-13 21:30:00	ES	Futures	2238.67	2239.75	2237.86	2238.13	4603.0
2016-04-13 22:00:00	ES	Futures	2238.13	2239.21	2237.59	2238.13	3086.0
2016-04-13 22:30:00	ES	Futures	2238.13	2240.02	2237.86	2239.75	2132.0
2016-04-13 23:00:00	ES	Futures	2239.75	2240.02	2238.13	2238.94	1462.0
2016-04-13 23:30:00	ES	Futures	2238.94	2239.21	2237.86	2238.94	2195.0
2016-04-13 00:00:00	NQ	Futures	5364.16	5364.46	5360.89	5360.89	284.0
2016-04-13 00:30:00	NQ	Futures	5361.19	5362.68	5360.59	5361.78	320.0
2016-04-13 01:00:00	NQ	Futures	5361.49	5364.46	5360.3	5360.3	277.0
2016-04-13 01:30:00	NQ	Futures	5360.89	5364.16	5359.11	5360.89	395.0

> showing 50 of 3,058 rows — these rows as CSV

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