PREVIEW / futures_30min / 2016-04-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-27.parquet
  size:    85 KB
  rows:    3,075

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
2016-04-27 00:00:00	ES	Futures	2250.01	2250.28	2248.66	2249.2	1448.0
2016-04-27 00:30:00	ES	Futures	2249.2	2249.2	2248.39	2248.66	1715.0
2016-04-27 01:00:00	ES	Futures	2248.93	2249.47	2247.04	2249.2	4229.0
2016-04-27 01:30:00	ES	Futures	2249.2	2250.55	2248.66	2249.47	3287.0
2016-04-27 02:00:00	ES	Futures	2249.2	2249.74	2248.39	2249.2	4948.0
2016-04-27 02:30:00	ES	Futures	2249.2	2249.74	2248.39	2249.47	3978.0
2016-04-27 03:00:00	ES	Futures	2249.74	2253.79	2249.2	2249.2	17811.0
2016-04-27 03:30:00	ES	Futures	2249.2	2252.71	2248.39	2252.44	10294.0
2016-04-27 04:00:00	ES	Futures	2252.17	2252.98	2247.58	2249.47	9698.0
2016-04-27 04:30:00	ES	Futures	2249.47	2252.44	2248.66	2251.63	9657.0
2016-04-27 05:00:00	ES	Futures	2251.63	2251.9	2249.47	2249.74	8788.0
2016-04-27 05:30:00	ES	Futures	2250.01	2250.55	2249.2	2249.47	6842.0
2016-04-27 06:00:00	ES	Futures	2249.47	2250.55	2249.2	2250.55	5143.0
2016-04-27 06:30:00	ES	Futures	2250.55	2250.55	2248.12	2249.47	6656.0
2016-04-27 07:00:00	ES	Futures	2249.47	2250.55	2248.39	2248.93	6082.0
2016-04-27 07:30:00	ES	Futures	2249.2	2251.09	2248.66	2250.01	9055.0
2016-04-27 08:00:00	ES	Futures	2250.01	2251.36	2249.47	2250.28	9593.0
2016-04-27 08:30:00	ES	Futures	2250.28	2250.82	2248.66	2248.93	8578.0
2016-04-27 09:00:00	ES	Futures	2248.66	2249.2	2245.96	2246.77	20839.0
2016-04-27 09:30:00	ES	Futures	2247.04	2253.52	2246.77	2249.74	152749.0
2016-04-27 10:00:00	ES	Futures	2250.01	2251.63	2246.5	2246.77	97807.0
2016-04-27 10:30:00	ES	Futures	2246.5	2247.04	2242.18	2243.53	124387.0
2016-04-27 11:00:00	ES	Futures	2243.53	2247.85	2242.45	2247.58	70552.0
2016-04-27 11:30:00	ES	Futures	2247.58	2251.36	2247.58	2250.82	66131.0
2016-04-27 12:00:00	ES	Futures	2250.82	2252.44	2248.66	2251.9	47908.0
2016-04-27 12:30:00	ES	Futures	2251.9	2252.17	2249.74	2250.01	28368.0
2016-04-27 13:00:00	ES	Futures	2250.28	2250.28	2246.77	2247.04	47760.0
2016-04-27 13:30:00	ES	Futures	2247.04	2250.55	2246.77	2247.31	36911.0
2016-04-27 14:00:00	ES	Futures	2247.04	2257.3	2243.53	2254.06	183278.0
2016-04-27 14:30:00	ES	Futures	2254.06	2254.87	2249.74	2253.25	77295.0
2016-04-27 15:00:00	ES	Futures	2253.52	2261.35	2252.98	2260.0	97208.0
2016-04-27 15:30:00	ES	Futures	2259.73	2261.35	2254.87	2256.49	133866.0
2016-04-27 16:00:00	ES	Futures	2256.49	2258.65	2254.6	2258.11	68844.0
2016-04-27 16:30:00	ES	Futures	2258.65	2260.27	2258.38	2260.0	6113.0
2016-04-27 18:00:00	ES	Futures	2259.73	2260.0	2258.38	2259.73	2422.0
2016-04-27 18:30:00	ES	Futures	2259.73	2260.27	2259.19	2260.27	771.0
2016-04-27 19:00:00	ES	Futures	2260.0	2260.81	2259.19	2259.46	2032.0
2016-04-27 19:30:00	ES	Futures	2259.46	2260.54	2259.46	2259.73	1478.0
2016-04-27 20:00:00	ES	Futures	2259.73	2260.0	2258.65	2259.73	2358.0
2016-04-27 20:30:00	ES	Futures	2259.46	2260.81	2259.19	2260.54	1874.0
2016-04-27 21:00:00	ES	Futures	2260.54	2261.35	2259.46	2260.81	3620.0
2016-04-27 21:30:00	ES	Futures	2260.81	2261.35	2259.19	2261.08	2399.0
2016-04-27 22:00:00	ES	Futures	2261.08	2261.62	2259.73	2260.27	2102.0
2016-04-27 22:30:00	ES	Futures	2260.27	2261.62	2260.0	2261.35	1201.0
2016-04-27 23:00:00	ES	Futures	2261.08	2261.35	2239.75	2242.72	46192.0
2016-04-27 23:30:00	ES	Futures	2242.99	2248.93	2242.72	2247.58	19442.0
2016-04-27 00:00:00	NQ	Futures	5243.07	5244.56	5240.39	5240.69	617.0
2016-04-27 00:30:00	NQ	Futures	5240.39	5241.88	5239.2	5240.99	313.0
2016-04-27 01:00:00	NQ	Futures	5240.69	5242.77	5237.71	5242.18	719.0
2016-04-27 01:30:00	NQ	Futures	5241.88	5246.64	5240.99	5242.47	556.0

> showing 50 of 3,075 rows — these rows as CSV

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