PREVIEW / futures_30min / 2016-04-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-25.parquet
  size:    80 KB
  rows:    3,008

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
2016-04-25 00:00:00	ES	Futures	2249.74	2249.74	2248.39	2248.66	1076.0
2016-04-25 00:30:00	ES	Futures	2248.66	2249.2	2247.58	2248.12	1504.0
2016-04-25 01:00:00	ES	Futures	2248.39	2249.47	2247.85	2249.47	1285.0
2016-04-25 01:30:00	ES	Futures	2249.47	2251.36	2249.47	2250.82	1924.0
2016-04-25 02:00:00	ES	Futures	2250.55	2250.82	2248.93	2250.55	4443.0
2016-04-25 02:30:00	ES	Futures	2250.55	2252.17	2250.28	2250.55	3953.0
2016-04-25 03:00:00	ES	Futures	2250.55	2252.44	2243.8	2244.07	21522.0
2016-04-25 03:30:00	ES	Futures	2243.8	2245.15	2241.91	2242.45	20429.0
2016-04-25 04:00:00	ES	Futures	2242.45	2243.26	2239.75	2241.1	21580.0
2016-04-25 04:30:00	ES	Futures	2241.1	2244.07	2239.75	2242.72	14117.0
2016-04-25 05:00:00	ES	Futures	2242.72	2245.42	2242.18	2245.42	10101.0
2016-04-25 05:30:00	ES	Futures	2245.42	2251.9	2244.88	2251.63	19939.0
2016-04-25 06:00:00	ES	Futures	2251.63	2252.44	2249.47	2250.55	13219.0
2016-04-25 06:30:00	ES	Futures	2250.82	2251.9	2249.74	2250.55	9255.0
2016-04-25 07:00:00	ES	Futures	2250.28	2251.36	2248.93	2250.55	11176.0
2016-04-25 07:30:00	ES	Futures	2250.82	2251.36	2247.85	2248.66	11408.0
2016-04-25 08:00:00	ES	Futures	2248.93	2249.74	2245.15	2246.23	16018.0
2016-04-25 08:30:00	ES	Futures	2246.23	2249.2	2246.23	2247.04	13695.0
2016-04-25 09:00:00	ES	Futures	2247.31	2248.66	2243.26	2244.88	27478.0
2016-04-25 09:30:00	ES	Futures	2244.61	2247.85	2241.1	2243.26	133041.0
2016-04-25 10:00:00	ES	Futures	2243.26	2244.88	2238.13	2238.67	117490.0
2016-04-25 10:30:00	ES	Futures	2238.67	2240.56	2237.59	2238.4	96561.0
2016-04-25 11:00:00	ES	Futures	2238.4	2242.18	2236.51	2241.64	88144.0
2016-04-25 11:30:00	ES	Futures	2241.64	2241.91	2238.67	2239.48	47372.0
2016-04-25 12:00:00	ES	Futures	2239.48	2240.83	2238.67	2240.56	36894.0
2016-04-25 12:30:00	ES	Futures	2240.56	2246.23	2239.48	2244.88	72232.0
2016-04-25 13:00:00	ES	Futures	2245.15	2247.04	2244.07	2245.15	56687.0
2016-04-25 13:30:00	ES	Futures	2245.15	2245.69	2243.53	2244.34	33383.0
2016-04-25 14:00:00	ES	Futures	2244.34	2245.96	2241.37	2244.07	55354.0
2016-04-25 14:30:00	ES	Futures	2244.07	2245.42	2242.18	2244.61	44659.0
2016-04-25 15:00:00	ES	Futures	2244.61	2244.88	2241.37	2243.26	57949.0
2016-04-25 15:30:00	ES	Futures	2243.26	2248.66	2242.18	2248.39	106833.0
2016-04-25 16:00:00	ES	Futures	2248.66	2250.01	2247.85	2249.74	59398.0
2016-04-25 16:30:00	ES	Futures	2249.74	2251.09	2249.74	2250.82	5563.0
2016-04-25 18:00:00	ES	Futures	2250.82	2251.36	2250.01	2250.28	2073.0
2016-04-25 18:30:00	ES	Futures	2250.55	2250.55	2249.74	2250.01	672.0
2016-04-25 19:00:00	ES	Futures	2250.28	2250.82	2250.28	2250.28	672.0
2016-04-25 19:30:00	ES	Futures	2250.55	2250.82	2249.74	2249.74	733.0
2016-04-25 20:00:00	ES	Futures	2249.74	2250.55	2248.93	2249.47	2950.0
2016-04-25 20:30:00	ES	Futures	2249.47	2250.28	2248.93	2250.01	1307.0
2016-04-25 21:00:00	ES	Futures	2250.01	2254.6	2249.74	2253.79	5650.0
2016-04-25 21:30:00	ES	Futures	2253.79	2254.6	2252.71	2253.79	3317.0
2016-04-25 22:00:00	ES	Futures	2253.79	2253.79	2248.66	2248.93	5115.0
2016-04-25 22:30:00	ES	Futures	2248.93	2249.2	2248.12	2248.93	3177.0
2016-04-25 23:00:00	ES	Futures	2248.66	2249.47	2248.66	2249.2	1947.0
2016-04-25 23:30:00	ES	Futures	2249.2	2249.2	2247.85	2248.93	1530.0
2016-04-25 00:00:00	NQ	Futures	5305.55	5305.85	5301.68	5302.87	300.0
2016-04-25 00:30:00	NQ	Futures	5302.57	5304.36	5301.09	5302.28	286.0
2016-04-25 01:00:00	NQ	Futures	5302.87	5306.74	5301.98	5306.44	209.0
2016-04-25 01:30:00	NQ	Futures	5306.74	5311.8	5306.44	5311.5	517.0

> showing 50 of 3,008 rows — these rows as CSV

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