PREVIEW / futures_30min / 2016-04-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-15.parquet
  size:    69 KB
  rows:    2,438

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
2016-04-15 00:00:00	ES	Futures	2241.64	2242.45	2241.37	2242.18	1041.0
2016-04-15 00:30:00	ES	Futures	2241.91	2242.99	2241.64	2242.99	712.0
2016-04-15 01:00:00	ES	Futures	2242.99	2243.53	2242.45	2242.72	1226.0
2016-04-15 01:30:00	ES	Futures	2242.99	2243.53	2242.45	2242.99	1402.0
2016-04-15 02:00:00	ES	Futures	2242.99	2243.53	2242.18	2242.45	4477.0
2016-04-15 02:30:00	ES	Futures	2242.45	2242.45	2240.83	2241.1	5176.0
2016-04-15 03:00:00	ES	Futures	2241.1	2242.18	2240.02	2240.83	15291.0
2016-04-15 03:30:00	ES	Futures	2240.83	2241.91	2238.94	2239.75	10629.0
2016-04-15 04:00:00	ES	Futures	2239.75	2240.02	2238.4	2239.21	9087.0
2016-04-15 04:30:00	ES	Futures	2238.94	2239.21	2237.86	2238.67	7497.0
2016-04-15 05:00:00	ES	Futures	2238.94	2240.56	2238.67	2239.21	8060.0
2016-04-15 05:30:00	ES	Futures	2238.94	2240.29	2238.67	2239.75	6353.0
2016-04-15 06:00:00	ES	Futures	2240.02	2240.02	2238.13	2238.13	6494.0
2016-04-15 06:30:00	ES	Futures	2238.4	2239.21	2237.32	2238.13	6873.0
2016-04-15 07:00:00	ES	Futures	2238.13	2239.21	2237.05	2237.86	9374.0
2016-04-15 07:30:00	ES	Futures	2237.59	2238.4	2237.05	2237.59	7271.0
2016-04-15 08:00:00	ES	Futures	2237.59	2238.94	2236.78	2238.67	13197.0
2016-04-15 08:30:00	ES	Futures	2238.67	2240.02	2237.59	2239.21	20277.0
2016-04-15 09:00:00	ES	Futures	2239.21	2242.45	2238.13	2241.91	39551.0
2016-04-15 09:30:00	ES	Futures	2241.91	2242.99	2239.48	2240.83	145945.0
2016-04-15 10:00:00	ES	Futures	2240.83	2240.83	2236.78	2239.75	108473.0
2016-04-15 10:30:00	ES	Futures	2239.75	2242.18	2239.21	2239.75	79324.0
2016-04-15 11:00:00	ES	Futures	2239.75	2242.45	2239.48	2241.37	59507.0
2016-04-15 11:30:00	ES	Futures	2241.64	2241.91	2240.29	2240.83	39632.0
2016-04-15 12:00:00	ES	Futures	2240.56	2241.64	2240.02	2241.1	35398.0
2016-04-15 12:30:00	ES	Futures	2241.1	2241.37	2238.4	2238.4	48374.0
2016-04-15 13:00:00	ES	Futures	2238.67	2239.21	2237.05	2237.86	49685.0
2016-04-15 13:30:00	ES	Futures	2237.86	2237.86	2235.16	2236.51	54624.0
2016-04-15 14:00:00	ES	Futures	2236.78	2238.13	2234.89	2237.86	55814.0
2016-04-15 14:30:00	ES	Futures	2237.86	2240.29	2237.32	2240.02	41757.0
2016-04-15 15:00:00	ES	Futures	2240.29	2240.83	2238.67	2239.75	49350.0
2016-04-15 15:30:00	ES	Futures	2240.02	2240.83	2237.86	2239.21	140313.0
2016-04-15 16:00:00	ES	Futures	2239.21	2241.37	2238.13	2240.56	78064.0
2016-04-15 16:30:00	ES	Futures	2240.83	2241.1	2240.29	2240.56	7570.0
2016-04-15 00:00:00	NQ	Futures	5408.49	5410.58	5408.2	5409.69	155.0
2016-04-15 00:30:00	NQ	Futures	5409.69	5413.55	5408.49	5412.36	316.0
2016-04-15 01:00:00	NQ	Futures	5412.07	5414.74	5411.17	5414.15	191.0
2016-04-15 01:30:00	NQ	Futures	5413.85	5414.15	5411.17	5412.66	195.0
2016-04-15 02:00:00	NQ	Futures	5412.36	5414.45	5410.88	5411.77	510.0
2016-04-15 02:30:00	NQ	Futures	5411.47	5411.47	5407.01	5407.9	490.0
2016-04-15 03:00:00	NQ	Futures	5407.9	5411.17	5404.33	5408.49	1370.0
2016-04-15 03:30:00	NQ	Futures	5408.49	5411.17	5403.14	5406.11	849.0
2016-04-15 04:00:00	NQ	Futures	5405.82	5406.41	5400.76	5401.95	632.0
2016-04-15 04:30:00	NQ	Futures	5401.65	5403.73	5398.97	5403.14	605.0
2016-04-15 05:00:00	NQ	Futures	5403.14	5407.3	5401.65	5403.73	480.0
2016-04-15 05:30:00	NQ	Futures	5403.14	5406.41	5400.76	5405.22	288.0
2016-04-15 06:00:00	NQ	Futures	5405.22	5405.52	5398.38	5398.97	647.0
2016-04-15 06:30:00	NQ	Futures	5399.27	5401.35	5397.19	5398.97	847.0
2016-04-15 07:00:00	NQ	Futures	5399.27	5401.95	5397.19	5398.68	1092.0
2016-04-15 07:30:00	NQ	Futures	5398.68	5401.06	5397.49	5398.08	608.0

> showing 50 of 2,438 rows — these rows as CSV

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