PREVIEW / futures_30min / 2016-04-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-21.parquet
  size:    86 KB
  rows:    3,066

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
2016-04-21 00:00:00	ES	Futures	2271.34	2271.61	2270.8	2270.8	1591.0
2016-04-21 00:30:00	ES	Futures	2271.07	2271.07	2270.26	2270.8	1995.0
2016-04-21 01:00:00	ES	Futures	2270.53	2271.07	2269.72	2269.72	1800.0
2016-04-21 01:30:00	ES	Futures	2269.72	2271.88	2269.45	2271.07	2626.0
2016-04-21 02:00:00	ES	Futures	2271.07	2271.88	2269.99	2270.8	6159.0
2016-04-21 02:30:00	ES	Futures	2271.07	2271.34	2267.83	2268.37	5987.0
2016-04-21 03:00:00	ES	Futures	2268.37	2270.26	2264.86	2266.48	22281.0
2016-04-21 03:30:00	ES	Futures	2266.48	2269.72	2266.48	2267.29	18680.0
2016-04-21 04:00:00	ES	Futures	2267.29	2269.45	2266.48	2267.29	16145.0
2016-04-21 04:30:00	ES	Futures	2267.56	2268.91	2266.48	2268.64	10101.0
2016-04-21 05:00:00	ES	Futures	2268.37	2268.91	2265.67	2266.48	10998.0
2016-04-21 05:30:00	ES	Futures	2266.75	2268.1	2265.94	2267.02	10205.0
2016-04-21 06:00:00	ES	Futures	2267.02	2267.83	2264.05	2265.94	10906.0
2016-04-21 06:30:00	ES	Futures	2265.67	2267.29	2264.86	2267.02	7887.0
2016-04-21 07:00:00	ES	Futures	2267.29	2267.83	2265.94	2267.02	8204.0
2016-04-21 07:30:00	ES	Futures	2267.02	2268.1	2265.13	2265.13	11203.0
2016-04-21 08:00:00	ES	Futures	2265.13	2268.91	2264.86	2268.1	15479.0
2016-04-21 08:30:00	ES	Futures	2268.1	2269.72	2264.05	2265.4	36572.0
2016-04-21 09:00:00	ES	Futures	2265.4	2266.48	2263.24	2264.59	30729.0
2016-04-21 09:30:00	ES	Futures	2264.59	2266.21	2258.11	2258.11	193506.0
2016-04-21 10:00:00	ES	Futures	2258.11	2261.89	2256.22	2259.73	149203.0
2016-04-21 10:30:00	ES	Futures	2259.73	2264.86	2258.11	2263.51	121708.0
2016-04-21 11:00:00	ES	Futures	2263.51	2265.13	2260.27	2262.43	72573.0
2016-04-21 11:30:00	ES	Futures	2262.43	2262.97	2257.3	2257.84	74417.0
2016-04-21 12:00:00	ES	Futures	2257.84	2258.38	2255.68	2257.84	59499.0
2016-04-21 12:30:00	ES	Futures	2257.84	2260.27	2255.95	2256.76	51165.0
2016-04-21 13:00:00	ES	Futures	2256.76	2259.19	2254.6	2254.6	55423.0
2016-04-21 13:30:00	ES	Futures	2254.6	2257.3	2252.44	2253.52	71634.0
2016-04-21 14:00:00	ES	Futures	2253.25	2254.33	2251.9	2252.44	56770.0
2016-04-21 14:30:00	ES	Futures	2252.17	2252.44	2248.66	2251.63	85389.0
2016-04-21 15:00:00	ES	Futures	2251.9	2254.33	2248.93	2248.93	76807.0
2016-04-21 15:30:00	ES	Futures	2248.93	2254.33	2248.93	2252.17	150746.0
2016-04-21 16:00:00	ES	Futures	2252.17	2255.68	2248.39	2249.2	123456.0
2016-04-21 16:30:00	ES	Futures	2248.93	2249.2	2244.88	2248.93	16557.0
2016-04-21 18:00:00	ES	Futures	2245.96	2247.04	2243.8	2244.07	4644.0
2016-04-21 18:30:00	ES	Futures	2244.34	2247.58	2244.07	2247.04	2305.0
2016-04-21 19:00:00	ES	Futures	2247.04	2247.58	2246.5	2246.77	2018.0
2016-04-21 19:30:00	ES	Futures	2247.04	2248.66	2246.77	2247.04	2680.0
2016-04-21 20:00:00	ES	Futures	2247.04	2250.28	2245.96	2249.47	5789.0
2016-04-21 20:30:00	ES	Futures	2249.47	2249.74	2247.31	2247.85	2325.0
2016-04-21 21:00:00	ES	Futures	2247.85	2249.2	2247.31	2247.85	2582.0
2016-04-21 21:30:00	ES	Futures	2248.12	2251.36	2247.85	2250.82	4035.0
2016-04-21 22:00:00	ES	Futures	2250.82	2251.63	2250.01	2251.09	2584.0
2016-04-21 22:30:00	ES	Futures	2251.09	2251.63	2250.01	2250.55	2821.0
2016-04-21 23:00:00	ES	Futures	2250.55	2250.82	2249.2	2249.74	1304.0
2016-04-21 23:30:00	ES	Futures	2249.74	2251.09	2248.66	2248.93	2563.0
2016-04-21 00:00:00	NQ	Futures	5412.66	5413.26	5410.88	5412.36	242.0
2016-04-21 00:30:00	NQ	Futures	5411.77	5412.96	5409.09	5409.98	426.0
2016-04-21 01:00:00	NQ	Futures	5410.28	5410.58	5407.3	5407.3	242.0
2016-04-21 01:30:00	NQ	Futures	5407.6	5414.15	5406.71	5412.36	462.0

> showing 50 of 3,066 rows — these rows as CSV

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