PREVIEW / futures_30min / 2016-04-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-26.parquet
  size:    84 KB
  rows:    3,040

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
2016-04-26 00:00:00	ES	Futures	2249.2	2249.47	2248.12	2249.2	1203.0
2016-04-26 00:30:00	ES	Futures	2249.2	2250.82	2248.93	2250.28	1752.0
2016-04-26 01:00:00	ES	Futures	2250.55	2250.55	2248.93	2250.28	1372.0
2016-04-26 01:30:00	ES	Futures	2250.01	2251.36	2248.93	2249.74	2324.0
2016-04-26 02:00:00	ES	Futures	2249.74	2250.82	2248.93	2250.01	4315.0
2016-04-26 02:30:00	ES	Futures	2250.01	2251.63	2249.74	2250.82	4317.0
2016-04-26 03:00:00	ES	Futures	2250.82	2253.79	2250.82	2253.79	21552.0
2016-04-26 03:30:00	ES	Futures	2253.79	2258.38	2253.79	2257.3	23492.0
2016-04-26 04:00:00	ES	Futures	2257.3	2257.57	2254.6	2255.14	12155.0
2016-04-26 04:30:00	ES	Futures	2255.41	2256.22	2254.06	2254.06	7001.0
2016-04-26 05:00:00	ES	Futures	2254.06	2256.22	2251.63	2255.68	10675.0
2016-04-26 05:30:00	ES	Futures	2255.68	2256.49	2252.98	2252.98	7311.0
2016-04-26 06:00:00	ES	Futures	2252.98	2253.79	2251.9	2253.52	7287.0
2016-04-26 06:30:00	ES	Futures	2253.52	2253.52	2251.36	2252.17	5297.0
2016-04-26 07:00:00	ES	Futures	2251.9	2253.52	2251.63	2251.63	6077.0
2016-04-26 07:30:00	ES	Futures	2251.9	2254.87	2251.63	2254.33	10751.0
2016-04-26 08:00:00	ES	Futures	2254.33	2255.41	2254.06	2254.6	10226.0
2016-04-26 08:30:00	ES	Futures	2254.06	2254.6	2252.17	2254.33	18112.0
2016-04-26 09:00:00	ES	Futures	2254.06	2254.33	2252.71	2253.25	16048.0
2016-04-26 09:30:00	ES	Futures	2253.25	2257.57	2250.55	2257.57	129781.0
2016-04-26 10:00:00	ES	Futures	2257.57	2258.38	2249.47	2249.74	121366.0
2016-04-26 10:30:00	ES	Futures	2250.01	2250.82	2246.77	2247.04	110631.0
2016-04-26 11:00:00	ES	Futures	2247.04	2250.82	2245.69	2250.01	78023.0
2016-04-26 11:30:00	ES	Futures	2250.01	2252.71	2248.66	2251.63	60395.0
2016-04-26 12:00:00	ES	Futures	2251.63	2254.33	2251.63	2253.25	45793.0
2016-04-26 12:30:00	ES	Futures	2253.25	2253.52	2250.01	2250.55	35185.0
2016-04-26 13:00:00	ES	Futures	2250.55	2251.09	2248.12	2250.01	32691.0
2016-04-26 13:30:00	ES	Futures	2250.01	2251.36	2247.31	2248.93	38445.0
2016-04-26 14:00:00	ES	Futures	2248.66	2251.63	2247.58	2248.12	48804.0
2016-04-26 14:30:00	ES	Futures	2248.12	2251.9	2247.58	2249.2	44541.0
2016-04-26 15:00:00	ES	Futures	2248.93	2250.82	2245.96	2248.66	58553.0
2016-04-26 15:30:00	ES	Futures	2248.93	2252.71	2248.66	2252.44	116251.0
2016-04-26 16:00:00	ES	Futures	2252.71	2256.49	2251.63	2255.68	75240.0
2016-04-26 16:30:00	ES	Futures	2255.14	2255.14	2250.28	2250.55	17901.0
2016-04-26 18:00:00	ES	Futures	2248.66	2250.01	2247.31	2249.47	5328.0
2016-04-26 18:30:00	ES	Futures	2249.74	2250.28	2249.47	2250.01	807.0
2016-04-26 19:00:00	ES	Futures	2250.01	2251.09	2250.01	2251.09	1576.0
2016-04-26 19:30:00	ES	Futures	2251.09	2251.63	2250.01	2250.28	1931.0
2016-04-26 20:00:00	ES	Futures	2250.28	2250.82	2249.47	2250.28	3600.0
2016-04-26 20:30:00	ES	Futures	2250.01	2250.55	2249.2	2249.47	2013.0
2016-04-26 21:00:00	ES	Futures	2249.47	2250.82	2248.93	2250.55	3530.0
2016-04-26 21:30:00	ES	Futures	2250.55	2250.55	2248.66	2250.55	3849.0
2016-04-26 22:00:00	ES	Futures	2250.55	2251.09	2249.47	2251.09	2310.0
2016-04-26 22:30:00	ES	Futures	2251.09	2251.63	2250.28	2250.55	1332.0
2016-04-26 23:00:00	ES	Futures	2250.55	2251.09	2249.47	2249.74	1350.0
2016-04-26 23:30:00	ES	Futures	2249.74	2249.74	2248.93	2249.74	2236.0
2016-04-26 00:00:00	NQ	Futures	5320.13	5320.43	5316.86	5319.24	190.0
2016-04-26 00:30:00	NQ	Futures	5319.83	5324.0	5319.24	5322.21	328.0
2016-04-26 01:00:00	NQ	Futures	5321.91	5322.51	5317.75	5321.62	263.0
2016-04-26 01:30:00	NQ	Futures	5320.72	5324.0	5318.05	5319.83	298.0

> showing 50 of 3,040 rows — these rows as CSV

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