PREVIEW / futures_30min / 2016-04-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-28.parquet
  size:    88 KB
  rows:    3,083

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
2016-04-28 00:00:00	ES	Futures	2247.31	2248.12	2244.88	2247.85	5880.0
2016-04-28 00:30:00	ES	Futures	2248.12	2249.74	2247.04	2247.04	5765.0
2016-04-28 01:00:00	ES	Futures	2247.31	2248.12	2245.96	2246.77	5380.0
2016-04-28 01:30:00	ES	Futures	2246.77	2247.04	2243.53	2245.42	6254.0
2016-04-28 02:00:00	ES	Futures	2245.42	2246.23	2243.53	2244.88	10405.0
2016-04-28 02:30:00	ES	Futures	2244.88	2246.5	2242.45	2242.72	10638.0
2016-04-28 03:00:00	ES	Futures	2242.72	2247.58	2240.02	2246.77	26747.0
2016-04-28 03:30:00	ES	Futures	2246.77	2247.58	2240.83	2242.72	16558.0
2016-04-28 04:00:00	ES	Futures	2242.45	2242.99	2237.32	2238.94	22874.0
2016-04-28 04:30:00	ES	Futures	2238.67	2239.48	2235.7	2237.32	19699.0
2016-04-28 05:00:00	ES	Futures	2237.32	2240.56	2237.05	2240.29	11642.0
2016-04-28 05:30:00	ES	Futures	2240.29	2241.1	2238.67	2240.29	7628.0
2016-04-28 06:00:00	ES	Futures	2240.29	2242.72	2239.75	2241.37	9061.0
2016-04-28 06:30:00	ES	Futures	2241.64	2241.91	2239.48	2239.75	7858.0
2016-04-28 07:00:00	ES	Futures	2240.02	2244.07	2239.75	2240.02	16624.0
2016-04-28 07:30:00	ES	Futures	2240.02	2242.18	2239.21	2241.1	11360.0
2016-04-28 08:00:00	ES	Futures	2241.37	2244.88	2241.1	2242.99	17196.0
2016-04-28 08:30:00	ES	Futures	2242.99	2244.34	2241.37	2244.07	17886.0
2016-04-28 09:00:00	ES	Futures	2244.07	2247.85	2243.26	2246.77	31406.0
2016-04-28 09:30:00	ES	Futures	2246.5	2253.25	2243.26	2252.98	169469.0
2016-04-28 10:00:00	ES	Futures	2252.71	2256.22	2251.36	2253.52	122643.0
2016-04-28 10:30:00	ES	Futures	2253.52	2257.57	2252.44	2257.03	114594.0
2016-04-28 11:00:00	ES	Futures	2257.03	2260.0	2256.22	2258.92	88925.0
2016-04-28 11:30:00	ES	Futures	2258.92	2260.81	2258.11	2258.38	57442.0
2016-04-28 12:00:00	ES	Futures	2258.38	2260.27	2256.22	2256.76	49093.0
2016-04-28 12:30:00	ES	Futures	2256.76	2260.0	2255.95	2259.19	46892.0
2016-04-28 13:00:00	ES	Futures	2259.46	2259.73	2252.98	2255.41	73903.0
2016-04-28 13:30:00	ES	Futures	2255.41	2256.76	2254.33	2254.87	37697.0
2016-04-28 14:00:00	ES	Futures	2255.14	2256.22	2252.17	2254.33	52587.0
2016-04-28 14:30:00	ES	Futures	2254.06	2254.6	2247.04	2248.39	75204.0
2016-04-28 15:00:00	ES	Futures	2248.39	2248.39	2230.57	2231.38	213475.0
2016-04-28 15:30:00	ES	Futures	2231.65	2238.4	2230.3	2235.97	323167.0
2016-04-28 16:00:00	ES	Futures	2236.24	2239.75	2234.89	2238.94	141138.0
2016-04-28 16:30:00	ES	Futures	2239.21	2240.56	2238.94	2240.02	9672.0
2016-04-28 18:00:00	ES	Futures	2239.48	2240.29	2237.59	2238.67	4096.0
2016-04-28 18:30:00	ES	Futures	2238.67	2239.21	2237.32	2238.67	3173.0
2016-04-28 19:00:00	ES	Futures	2238.67	2240.02	2238.4	2239.75	1554.0
2016-04-28 19:30:00	ES	Futures	2240.02	2240.29	2239.21	2239.75	1990.0
2016-04-28 20:00:00	ES	Futures	2239.75	2241.91	2239.75	2241.64	4152.0
2016-04-28 20:30:00	ES	Futures	2241.64	2241.91	2237.32	2237.32	5281.0
2016-04-28 21:00:00	ES	Futures	2237.59	2238.94	2235.7	2237.05	5648.0
2016-04-28 21:30:00	ES	Futures	2237.05	2237.05	2233.54	2234.62	9445.0
2016-04-28 22:00:00	ES	Futures	2234.62	2236.78	2234.62	2236.24	3062.0
2016-04-28 22:30:00	ES	Futures	2236.24	2238.67	2236.24	2238.4	2040.0
2016-04-28 23:00:00	ES	Futures	2238.4	2238.4	2237.05	2237.59	1447.0
2016-04-28 23:30:00	ES	Futures	2237.59	2237.86	2237.05	2237.86	917.0
2016-04-28 00:00:00	NQ	Futures	5257.35	5259.73	5251.4	5259.14	772.0
2016-04-28 00:30:00	NQ	Futures	5259.43	5263.6	5254.67	5254.67	718.0
2016-04-28 01:00:00	NQ	Futures	5254.97	5257.94	5251.99	5254.67	517.0
2016-04-28 01:30:00	NQ	Futures	5254.67	5255.27	5245.45	5250.51	610.0

> showing 50 of 3,083 rows — these rows as CSV

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