PREVIEW / futures_30min / 2016-04-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-22.parquet
  size:    73 KB
  rows:    2,521

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
2016-04-22 00:00:00	ES	Futures	2249.2	2251.09	2248.66	2250.01	2461.0
2016-04-22 00:30:00	ES	Futures	2250.01	2253.25	2250.01	2252.44	7677.0
2016-04-22 01:00:00	ES	Futures	2252.44	2252.98	2250.82	2251.63	4131.0
2016-04-22 01:30:00	ES	Futures	2251.63	2252.98	2251.09	2252.71	4163.0
2016-04-22 02:00:00	ES	Futures	2252.71	2254.33	2252.17	2254.33	6003.0
2016-04-22 02:30:00	ES	Futures	2254.33	2255.95	2252.98	2252.98	8636.0
2016-04-22 03:00:00	ES	Futures	2252.98	2253.79	2249.2	2251.09	23174.0
2016-04-22 03:30:00	ES	Futures	2251.09	2253.52	2250.28	2251.09	12470.0
2016-04-22 04:00:00	ES	Futures	2251.09	2252.44	2249.74	2251.63	10576.0
2016-04-22 04:30:00	ES	Futures	2251.63	2251.63	2246.5	2246.5	12411.0
2016-04-22 05:00:00	ES	Futures	2246.5	2250.28	2245.69	2250.01	12254.0
2016-04-22 05:30:00	ES	Futures	2249.74	2250.55	2247.58	2247.85	9885.0
2016-04-22 06:00:00	ES	Futures	2248.12	2252.98	2247.85	2252.98	12088.0
2016-04-22 06:30:00	ES	Futures	2252.98	2254.33	2251.09	2252.71	13310.0
2016-04-22 07:00:00	ES	Futures	2252.98	2254.6	2252.17	2252.44	11302.0
2016-04-22 07:30:00	ES	Futures	2252.17	2252.71	2251.09	2251.9	10303.0
2016-04-22 08:00:00	ES	Futures	2251.9	2252.71	2248.12	2249.74	15641.0
2016-04-22 08:30:00	ES	Futures	2250.01	2251.63	2249.2	2249.74	15113.0
2016-04-22 09:00:00	ES	Futures	2249.74	2250.55	2247.31	2247.85	30739.0
2016-04-22 09:30:00	ES	Futures	2247.85	2254.87	2247.04	2254.06	192962.0
2016-04-22 10:00:00	ES	Futures	2254.06	2255.95	2247.58	2248.93	128036.0
2016-04-22 10:30:00	ES	Futures	2248.93	2251.09	2240.83	2242.18	133554.0
2016-04-22 11:00:00	ES	Futures	2242.18	2245.15	2241.64	2243.26	91002.0
2016-04-22 11:30:00	ES	Futures	2243.26	2247.31	2243.26	2246.77	71069.0
2016-04-22 12:00:00	ES	Futures	2246.77	2247.04	2242.18	2242.72	49242.0
2016-04-22 12:30:00	ES	Futures	2242.99	2244.88	2241.91	2242.99	45115.0
2016-04-22 13:00:00	ES	Futures	2243.26	2245.96	2242.45	2244.07	44661.0
2016-04-22 13:30:00	ES	Futures	2243.8	2251.36	2243.53	2249.47	72215.0
2016-04-22 14:00:00	ES	Futures	2249.47	2253.25	2248.39	2252.98	68974.0
2016-04-22 14:30:00	ES	Futures	2253.25	2253.52	2251.9	2252.71	40705.0
2016-04-22 15:00:00	ES	Futures	2252.71	2253.52	2248.93	2251.63	76199.0
2016-04-22 15:30:00	ES	Futures	2251.63	2252.98	2249.47	2252.71	153292.0
2016-04-22 16:00:00	ES	Futures	2252.44	2252.98	2251.36	2252.98	53789.0
2016-04-22 16:30:00	ES	Futures	2252.71	2253.79	2252.44	2252.71	6707.0
2016-04-22 00:00:00	NQ	Futures	5341.85	5345.72	5340.36	5342.44	490.0
2016-04-22 00:30:00	NQ	Futures	5342.44	5353.15	5342.44	5349.88	1003.0
2016-04-22 01:00:00	NQ	Futures	5349.88	5351.67	5345.12	5346.91	531.0
2016-04-22 01:30:00	NQ	Futures	5347.2	5351.07	5346.01	5350.77	509.0
2016-04-22 02:00:00	NQ	Futures	5350.48	5354.34	5348.69	5353.75	968.0
2016-04-22 02:30:00	NQ	Futures	5354.34	5357.62	5349.29	5350.48	1346.0
2016-04-22 03:00:00	NQ	Futures	5350.18	5352.86	5340.66	5348.1	3362.0
2016-04-22 03:30:00	NQ	Futures	5348.1	5354.34	5345.42	5347.2	1660.0
2016-04-22 04:00:00	NQ	Futures	5347.5	5352.26	5343.63	5350.18	1229.0
2016-04-22 04:30:00	NQ	Futures	5350.18	5350.18	5336.49	5336.79	1579.0
2016-04-22 05:00:00	NQ	Futures	5337.09	5345.72	5334.41	5344.82	951.0
2016-04-22 05:30:00	NQ	Futures	5344.82	5347.2	5339.77	5341.25	888.0
2016-04-22 06:00:00	NQ	Futures	5340.96	5353.15	5340.96	5351.96	1204.0
2016-04-22 06:30:00	NQ	Futures	5351.96	5354.64	5346.61	5350.18	1364.0
2016-04-22 07:00:00	NQ	Futures	5350.77	5356.43	5348.69	5350.48	1334.0
2016-04-22 07:30:00	NQ	Futures	5350.18	5350.77	5346.91	5348.39	1302.0

> showing 50 of 2,521 rows — these rows as CSV

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