PREVIEW / futures_30min / 2016-04-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-18.parquet
  size:    86 KB
  rows:    2,996

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
2016-04-18 00:00:00	ES	Futures	2227.6	2227.87	2227.06	2227.33	1311.0
2016-04-18 00:30:00	ES	Futures	2227.33	2227.6	2226.79	2227.6	942.0
2016-04-18 01:00:00	ES	Futures	2227.6	2227.6	2225.18	2225.45	2850.0
2016-04-18 01:30:00	ES	Futures	2225.18	2227.06	2225.18	2226.52	3208.0
2016-04-18 02:00:00	ES	Futures	2226.52	2227.6	2224.91	2226.25	9517.0
2016-04-18 02:30:00	ES	Futures	2226.52	2226.52	2223.02	2224.37	13175.0
2016-04-18 03:00:00	ES	Futures	2224.37	2230.03	2223.83	2227.87	25125.0
2016-04-18 03:30:00	ES	Futures	2228.14	2232.73	2227.6	2231.38	19773.0
2016-04-18 04:00:00	ES	Futures	2231.38	2233.27	2229.76	2230.03	13388.0
2016-04-18 04:30:00	ES	Futures	2230.03	2235.43	2229.49	2234.89	17669.0
2016-04-18 05:00:00	ES	Futures	2234.62	2237.05	2233.54	2233.54	14642.0
2016-04-18 05:30:00	ES	Futures	2233.27	2236.24	2232.73	2235.7	9948.0
2016-04-18 06:00:00	ES	Futures	2235.97	2238.4	2235.16	2236.78	15000.0
2016-04-18 06:30:00	ES	Futures	2236.78	2236.78	2233.0	2233.81	13467.0
2016-04-18 07:00:00	ES	Futures	2234.08	2234.89	2233.0	2234.35	8376.0
2016-04-18 07:30:00	ES	Futures	2234.08	2234.62	2232.19	2233.27	9954.0
2016-04-18 08:00:00	ES	Futures	2233.27	2233.54	2230.57	2232.73	20597.0
2016-04-18 08:30:00	ES	Futures	2232.46	2234.62	2231.11	2232.46	18575.0
2016-04-18 09:00:00	ES	Futures	2232.19	2232.73	2230.57	2231.92	19376.0
2016-04-18 09:30:00	ES	Futures	2231.92	2240.02	2230.3	2239.21	175408.0
2016-04-18 10:00:00	ES	Futures	2238.94	2247.58	2238.94	2247.31	147267.0
2016-04-18 10:30:00	ES	Futures	2247.04	2250.82	2246.77	2248.39	99434.0
2016-04-18 11:00:00	ES	Futures	2248.39	2250.55	2247.58	2249.2	59550.0
2016-04-18 11:30:00	ES	Futures	2249.2	2250.55	2247.85	2248.93	58305.0
2016-04-18 12:00:00	ES	Futures	2248.93	2251.9	2248.66	2251.36	45379.0
2016-04-18 12:30:00	ES	Futures	2251.36	2253.79	2251.09	2251.36	57592.0
2016-04-18 13:00:00	ES	Futures	2251.63	2251.63	2248.93	2250.28	41159.0
2016-04-18 13:30:00	ES	Futures	2250.55	2252.71	2249.74	2252.17	43889.0
2016-04-18 14:00:00	ES	Futures	2252.17	2253.52	2249.74	2251.9	53880.0
2016-04-18 14:30:00	ES	Futures	2251.9	2255.14	2251.63	2253.52	51097.0
2016-04-18 15:00:00	ES	Futures	2253.52	2254.06	2251.9	2253.25	58227.0
2016-04-18 15:30:00	ES	Futures	2252.98	2255.68	2252.44	2255.41	115209.0
2016-04-18 16:00:00	ES	Futures	2255.14	2255.41	2252.17	2253.52	72234.0
2016-04-18 16:30:00	ES	Futures	2253.52	2253.79	2252.44	2252.98	6139.0
2016-04-18 18:00:00	ES	Futures	2251.9	2253.25	2251.36	2252.71	3541.0
2016-04-18 18:30:00	ES	Futures	2252.71	2253.25	2252.71	2252.98	708.0
2016-04-18 19:00:00	ES	Futures	2253.25	2253.25	2252.98	2253.25	465.0
2016-04-18 19:30:00	ES	Futures	2253.25	2255.41	2252.98	2254.6	3651.0
2016-04-18 20:00:00	ES	Futures	2254.6	2254.6	2253.25	2254.06	3840.0
2016-04-18 20:30:00	ES	Futures	2254.06	2254.87	2253.79	2254.6	2383.0
2016-04-18 21:00:00	ES	Futures	2254.6	2257.3	2254.06	2255.68	6085.0
2016-04-18 21:30:00	ES	Futures	2255.68	2256.22	2254.6	2255.14	2542.0
2016-04-18 22:00:00	ES	Futures	2254.87	2255.41	2254.06	2254.33	1804.0
2016-04-18 22:30:00	ES	Futures	2254.6	2255.41	2254.06	2255.41	1412.0
2016-04-18 23:00:00	ES	Futures	2255.41	2255.95	2254.87	2254.87	1443.0
2016-04-18 23:30:00	ES	Futures	2254.87	2255.95	2253.79	2255.41	2540.0
2016-04-18 00:00:00	NQ	Futures	5364.46	5365.35	5363.27	5364.16	189.0
2016-04-18 00:30:00	NQ	Futures	5364.46	5365.35	5363.57	5364.76	130.0
2016-04-18 01:00:00	NQ	Futures	5365.06	5365.65	5360.3	5360.3	363.0
2016-04-18 01:30:00	NQ	Futures	5360.0	5364.16	5359.7	5362.97	500.0

> showing 50 of 2,996 rows — these rows as CSV

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