PREVIEW / futures_30min / 2016-04-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-04-29.parquet
  size:    74 KB
  rows:    2,529

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
2016-04-29 00:00:00	ES	Futures	2237.86	2238.4	2236.51	2237.05	1817.0
2016-04-29 00:30:00	ES	Futures	2237.05	2237.05	2233.27	2234.89	2895.0
2016-04-29 01:00:00	ES	Futures	2235.16	2237.59	2234.89	2236.78	1811.0
2016-04-29 01:30:00	ES	Futures	2236.51	2237.32	2235.7	2236.78	2267.0
2016-04-29 02:00:00	ES	Futures	2236.78	2241.37	2235.43	2240.83	11456.0
2016-04-29 02:30:00	ES	Futures	2240.83	2241.1	2238.4	2239.21	7265.0
2016-04-29 03:00:00	ES	Futures	2239.48	2240.29	2234.08	2234.08	23965.0
2016-04-29 03:30:00	ES	Futures	2234.08	2237.86	2233.27	2235.97	15723.0
2016-04-29 04:00:00	ES	Futures	2235.97	2237.59	2233.81	2237.32	10134.0
2016-04-29 04:30:00	ES	Futures	2237.32	2237.59	2235.16	2235.43	6166.0
2016-04-29 05:00:00	ES	Futures	2235.43	2239.48	2235.43	2238.4	11256.0
2016-04-29 05:30:00	ES	Futures	2238.4	2240.56	2237.86	2238.4	9097.0
2016-04-29 06:00:00	ES	Futures	2238.13	2239.48	2234.89	2234.89	9177.0
2016-04-29 06:30:00	ES	Futures	2234.89	2236.24	2233.81	2235.16	10061.0
2016-04-29 07:00:00	ES	Futures	2234.89	2236.78	2234.35	2234.89	7896.0
2016-04-29 07:30:00	ES	Futures	2234.62	2235.7	2233.81	2234.89	10345.0
2016-04-29 08:00:00	ES	Futures	2234.62	2238.67	2233.81	2235.97	19203.0
2016-04-29 08:30:00	ES	Futures	2235.97	2236.24	2228.41	2230.03	48969.0
2016-04-29 09:00:00	ES	Futures	2230.03	2231.65	2227.33	2227.87	38892.0
2016-04-29 09:30:00	ES	Futures	2227.6	2232.19	2220.86	2221.13	225034.0
2016-04-29 10:00:00	ES	Futures	2220.86	2225.18	2217.62	2223.83	221493.0
2016-04-29 10:30:00	ES	Futures	2223.56	2228.14	2217.89	2219.51	162312.0
2016-04-29 11:00:00	ES	Futures	2219.51	2221.94	2214.92	2214.92	145072.0
2016-04-29 11:30:00	ES	Futures	2214.92	2215.46	2209.52	2214.38	171860.0
2016-04-29 12:00:00	ES	Futures	2214.38	2216.54	2210.87	2215.73	86185.0
2016-04-29 12:30:00	ES	Futures	2215.46	2219.78	2214.65	2216.0	93795.0
2016-04-29 13:00:00	ES	Futures	2216.0	2221.67	2215.46	2219.78	72863.0
2016-04-29 13:30:00	ES	Futures	2219.78	2220.32	2211.95	2212.49	83855.0
2016-04-29 14:00:00	ES	Futures	2212.49	2215.73	2209.25	2214.65	91528.0
2016-04-29 14:30:00	ES	Futures	2214.65	2215.19	2210.6	2211.41	98509.0
2016-04-29 15:00:00	ES	Futures	2211.41	2219.78	2211.14	2216.27	135012.0
2016-04-29 15:30:00	ES	Futures	2216.0	2228.41	2216.0	2223.29	353160.0
2016-04-29 16:00:00	ES	Futures	2223.29	2227.06	2221.94	2225.98	152242.0
2016-04-29 16:30:00	ES	Futures	2225.72	2225.98	2224.64	2224.91	8641.0
2016-04-29 00:00:00	NQ	Futures	5218.67	5219.86	5215.7	5216.89	345.0
2016-04-29 00:30:00	NQ	Futures	5216.29	5216.29	5206.77	5210.64	564.0
2016-04-29 01:00:00	NQ	Futures	5210.64	5218.97	5210.64	5215.7	392.0
2016-04-29 01:30:00	NQ	Futures	5216.29	5217.18	5212.42	5215.4	339.0
2016-04-29 02:00:00	NQ	Futures	5215.4	5222.54	5210.04	5221.94	1580.0
2016-04-29 02:30:00	NQ	Futures	5221.65	5222.54	5215.4	5216.29	1084.0
2016-04-29 03:00:00	NQ	Futures	5216.29	5218.97	5199.63	5199.63	4433.0
2016-04-29 03:30:00	NQ	Futures	5199.63	5209.15	5197.55	5204.39	1734.0
2016-04-29 04:00:00	NQ	Futures	5204.09	5209.15	5198.14	5208.85	1185.0
2016-04-29 04:30:00	NQ	Futures	5208.85	5208.85	5202.6	5204.09	688.0
2016-04-29 05:00:00	NQ	Futures	5204.09	5215.4	5203.5	5211.53	909.0
2016-04-29 05:30:00	NQ	Futures	5211.53	5218.08	5209.75	5211.53	1066.0
2016-04-29 06:00:00	NQ	Futures	5211.83	5214.21	5202.6	5203.5	1114.0
2016-04-29 06:30:00	NQ	Futures	5203.2	5204.98	5198.44	5202.6	2260.0
2016-04-29 07:00:00	NQ	Futures	5202.31	5204.98	5196.95	5198.44	3008.0
2016-04-29 07:30:00	NQ	Futures	5198.44	5201.71	5195.46	5198.44	1257.0

> showing 50 of 2,529 rows — these rows as CSV

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