PREVIEW / futures_30min / 2016-04-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-14.parquet
  size:    80 KB
  rows:    3,017

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
2016-04-14 00:00:00	ES	Futures	2238.67	2240.56	2238.67	2240.29	1587.0
2016-04-14 00:30:00	ES	Futures	2240.29	2240.56	2238.94	2239.21	1783.0
2016-04-14 01:00:00	ES	Futures	2239.21	2239.75	2238.13	2238.67	2878.0
2016-04-14 01:30:00	ES	Futures	2238.67	2241.64	2238.4	2240.83	4597.0
2016-04-14 02:00:00	ES	Futures	2240.56	2242.18	2238.13	2238.4	9230.0
2016-04-14 02:30:00	ES	Futures	2238.4	2239.48	2237.05	2237.59	5183.0
2016-04-14 03:00:00	ES	Futures	2237.32	2238.13	2235.16	2235.43	24331.0
2016-04-14 03:30:00	ES	Futures	2235.43	2236.78	2233.81	2235.97	18331.0
2016-04-14 04:00:00	ES	Futures	2235.97	2237.86	2234.35	2237.05	15484.0
2016-04-14 04:30:00	ES	Futures	2237.05	2238.13	2235.43	2237.32	10394.0
2016-04-14 05:00:00	ES	Futures	2237.32	2238.13	2235.43	2238.13	9938.0
2016-04-14 05:30:00	ES	Futures	2238.13	2241.1	2237.86	2240.29	15419.0
2016-04-14 06:00:00	ES	Futures	2240.29	2241.37	2238.67	2240.29	6450.0
2016-04-14 06:30:00	ES	Futures	2240.02	2241.91	2239.21	2241.1	8224.0
2016-04-14 07:00:00	ES	Futures	2240.83	2241.37	2238.67	2241.1	12727.0
2016-04-14 07:30:00	ES	Futures	2241.1	2241.91	2240.56	2241.37	8167.0
2016-04-14 08:00:00	ES	Futures	2241.37	2242.72	2240.29	2241.1	15887.0
2016-04-14 08:30:00	ES	Futures	2240.83	2245.69	2240.56	2244.61	36214.0
2016-04-14 09:00:00	ES	Futures	2244.61	2244.88	2241.91	2242.45	25145.0
2016-04-14 09:30:00	ES	Futures	2242.45	2243.53	2237.32	2238.13	167957.0
2016-04-14 10:00:00	ES	Futures	2238.13	2242.18	2237.32	2241.64	125086.0
2016-04-14 10:30:00	ES	Futures	2241.64	2243.53	2239.21	2242.18	92897.0
2016-04-14 11:00:00	ES	Futures	2241.91	2243.8	2240.56	2242.45	67153.0
2016-04-14 11:30:00	ES	Futures	2242.45	2245.69	2241.91	2245.15	74223.0
2016-04-14 12:00:00	ES	Futures	2245.15	2245.96	2243.8	2244.88	45800.0
2016-04-14 12:30:00	ES	Futures	2244.88	2247.31	2243.26	2246.5	63294.0
2016-04-14 13:00:00	ES	Futures	2246.5	2248.12	2243.8	2244.61	65322.0
2016-04-14 13:30:00	ES	Futures	2244.61	2245.15	2242.18	2242.45	39767.0
2016-04-14 14:00:00	ES	Futures	2242.18	2244.88	2241.1	2243.26	62134.0
2016-04-14 14:30:00	ES	Futures	2243.26	2244.07	2240.29	2242.45	57732.0
2016-04-14 15:00:00	ES	Futures	2242.45	2244.34	2241.1	2242.45	53717.0
2016-04-14 15:30:00	ES	Futures	2242.45	2244.61	2240.83	2241.91	111023.0
2016-04-14 16:00:00	ES	Futures	2241.64	2243.26	2241.1	2242.99	61535.0
2016-04-14 16:30:00	ES	Futures	2242.72	2244.07	2242.72	2243.8	4398.0
2016-04-14 18:00:00	ES	Futures	2243.8	2243.8	2241.37	2242.18	3772.0
2016-04-14 18:30:00	ES	Futures	2242.18	2242.72	2241.91	2242.45	520.0
2016-04-14 19:00:00	ES	Futures	2242.45	2242.99	2242.18	2242.45	722.0
2016-04-14 19:30:00	ES	Futures	2242.45	2242.72	2242.18	2242.18	876.0
2016-04-14 20:00:00	ES	Futures	2242.45	2246.23	2241.64	2245.42	6045.0
2016-04-14 20:30:00	ES	Futures	2245.42	2245.69	2242.99	2242.99	2975.0
2016-04-14 21:00:00	ES	Futures	2242.99	2243.8	2241.91	2242.99	3342.0
2016-04-14 21:30:00	ES	Futures	2242.72	2244.07	2242.18	2244.07	3080.0
2016-04-14 22:00:00	ES	Futures	2244.07	2245.42	2241.64	2242.45	4300.0
2016-04-14 22:30:00	ES	Futures	2242.45	2243.8	2242.18	2243.26	1143.0
2016-04-14 23:00:00	ES	Futures	2243.53	2243.53	2242.18	2242.45	1047.0
2016-04-14 23:30:00	ES	Futures	2242.18	2242.72	2241.1	2241.37	2017.0
2016-04-14 00:00:00	NQ	Futures	5407.01	5411.77	5406.41	5410.28	168.0
2016-04-14 00:30:00	NQ	Futures	5410.28	5410.88	5406.71	5408.49	320.0
2016-04-14 01:00:00	NQ	Futures	5408.49	5409.09	5403.73	5405.82	333.0
2016-04-14 01:30:00	NQ	Futures	5405.22	5411.77	5404.63	5410.28	446.0

> showing 50 of 3,017 rows — these rows as CSV

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