PREVIEW / futures_30min / 2016-04-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-19.parquet
  size:    85 KB
  rows:    3,016

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
2016-04-19 00:00:00	ES	Futures	2255.41	2256.22	2253.52	2253.79	2303.0
2016-04-19 00:30:00	ES	Futures	2253.79	2253.79	2252.71	2253.52	2833.0
2016-04-19 01:00:00	ES	Futures	2253.52	2255.14	2252.71	2254.33	2651.0
2016-04-19 01:30:00	ES	Futures	2254.33	2255.95	2254.06	2255.68	2110.0
2016-04-19 02:00:00	ES	Futures	2255.68	2258.92	2255.68	2257.84	10263.0
2016-04-19 02:30:00	ES	Futures	2257.84	2258.38	2257.03	2258.11	6424.0
2016-04-19 03:00:00	ES	Futures	2257.84	2261.35	2256.76	2261.08	22567.0
2016-04-19 03:30:00	ES	Futures	2261.08	2264.05	2260.54	2263.51	23238.0
2016-04-19 04:00:00	ES	Futures	2263.51	2264.05	2261.89	2262.43	16605.0
2016-04-19 04:30:00	ES	Futures	2262.43	2263.78	2262.43	2263.51	11246.0
2016-04-19 05:00:00	ES	Futures	2263.51	2264.05	2262.7	2263.51	8424.0
2016-04-19 05:30:00	ES	Futures	2263.78	2266.21	2263.78	2265.4	17983.0
2016-04-19 06:00:00	ES	Futures	2265.13	2265.94	2264.59	2264.86	9301.0
2016-04-19 06:30:00	ES	Futures	2264.86	2264.86	2262.7	2263.51	9746.0
2016-04-19 07:00:00	ES	Futures	2263.51	2264.59	2261.89	2262.43	12683.0
2016-04-19 07:30:00	ES	Futures	2262.7	2265.13	2262.43	2264.05	18466.0
2016-04-19 08:00:00	ES	Futures	2264.05	2264.32	2262.7	2263.78	14487.0
2016-04-19 08:30:00	ES	Futures	2263.51	2263.51	2261.08	2261.62	20216.0
2016-04-19 09:00:00	ES	Futures	2261.62	2262.97	2260.27	2260.54	24764.0
2016-04-19 09:30:00	ES	Futures	2260.27	2263.51	2257.57	2262.97	208253.0
2016-04-19 10:00:00	ES	Futures	2262.97	2265.4	2262.16	2262.7	132415.0
2016-04-19 10:30:00	ES	Futures	2262.97	2264.86	2260.27	2263.78	112917.0
2016-04-19 11:00:00	ES	Futures	2263.78	2265.4	2260.27	2260.81	77492.0
2016-04-19 11:30:00	ES	Futures	2260.54	2262.7	2255.68	2255.68	98132.0
2016-04-19 12:00:00	ES	Futures	2255.95	2256.76	2252.17	2254.33	93239.0
2016-04-19 12:30:00	ES	Futures	2254.6	2256.22	2251.63	2255.95	69754.0
2016-04-19 13:00:00	ES	Futures	2255.95	2258.92	2255.14	2257.84	51987.0
2016-04-19 13:30:00	ES	Futures	2257.57	2260.27	2256.49	2259.73	61263.0
2016-04-19 14:00:00	ES	Futures	2259.73	2261.35	2258.65	2258.92	62642.0
2016-04-19 14:30:00	ES	Futures	2258.92	2260.81	2257.84	2258.38	54110.0
2016-04-19 15:00:00	ES	Futures	2258.38	2261.89	2257.3	2261.08	79113.0
2016-04-19 15:30:00	ES	Futures	2261.08	2262.16	2259.46	2262.16	114564.0
2016-04-19 16:00:00	ES	Futures	2262.16	2262.97	2260.54	2261.08	64845.0
2016-04-19 16:30:00	ES	Futures	2260.54	2261.89	2260.27	2261.62	6265.0
2016-04-19 18:00:00	ES	Futures	2261.62	2261.89	2259.73	2260.27	2545.0
2016-04-19 18:30:00	ES	Futures	2260.0	2260.27	2258.11	2258.92	2433.0
2016-04-19 19:00:00	ES	Futures	2258.65	2259.46	2258.38	2258.65	960.0
2016-04-19 19:30:00	ES	Futures	2258.92	2259.19	2257.3	2258.38	1912.0
2016-04-19 20:00:00	ES	Futures	2258.11	2259.19	2256.49	2257.3	4452.0
2016-04-19 20:30:00	ES	Futures	2257.3	2258.11	2256.49	2257.57	2725.0
2016-04-19 21:00:00	ES	Futures	2257.57	2258.11	2255.68	2256.76	4253.0
2016-04-19 21:30:00	ES	Futures	2256.76	2257.57	2255.68	2255.68	4274.0
2016-04-19 22:00:00	ES	Futures	2255.95	2256.49	2255.41	2256.22	2946.0
2016-04-19 22:30:00	ES	Futures	2256.49	2257.03	2255.41	2255.68	1580.0
2016-04-19 23:00:00	ES	Futures	2255.68	2257.03	2253.25	2253.52	5113.0
2016-04-19 23:30:00	ES	Futures	2253.79	2255.41	2253.25	2254.33	4797.0
2016-04-19 00:00:00	NQ	Futures	5418.91	5420.99	5415.04	5415.64	245.0
2016-04-19 00:30:00	NQ	Futures	5415.34	5415.93	5412.36	5415.64	331.0
2016-04-19 01:00:00	NQ	Futures	5415.93	5420.4	5413.55	5418.31	502.0
2016-04-19 01:30:00	NQ	Futures	5418.61	5422.18	5418.02	5421.59	396.0

> showing 50 of 3,016 rows — these rows as CSV

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