PREVIEW / futures_30min / 2016-05-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-03.parquet
  size:    90 KB
  rows:    3,100

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
2016-05-03 00:00:00	ES	Futures	2241.37	2241.64	2240.83	2241.1	724.0
2016-05-03 00:30:00	ES	Futures	2241.1	2241.1	2238.4	2239.21	2659.0
2016-05-03 01:00:00	ES	Futures	2238.94	2240.29	2238.94	2239.75	1612.0
2016-05-03 01:30:00	ES	Futures	2240.02	2240.02	2238.4	2238.94	1130.0
2016-05-03 02:00:00	ES	Futures	2238.67	2240.56	2237.59	2240.29	6416.0
2016-05-03 02:30:00	ES	Futures	2240.29	2240.56	2237.59	2238.4	5790.0
2016-05-03 03:00:00	ES	Futures	2238.4	2238.4	2234.35	2234.62	27363.0
2016-05-03 03:30:00	ES	Futures	2234.35	2234.89	2228.95	2229.76	22416.0
2016-05-03 04:00:00	ES	Futures	2230.03	2230.3	2226.25	2227.6	20121.0
2016-05-03 04:30:00	ES	Futures	2227.87	2228.68	2225.45	2227.6	10833.0
2016-05-03 05:00:00	ES	Futures	2227.6	2228.41	2225.45	2228.14	11697.0
2016-05-03 05:30:00	ES	Futures	2228.14	2228.41	2224.64	2226.25	10456.0
2016-05-03 06:00:00	ES	Futures	2226.25	2226.52	2223.56	2225.18	10492.0
2016-05-03 06:30:00	ES	Futures	2225.18	2225.45	2221.67	2223.29	12351.0
2016-05-03 07:00:00	ES	Futures	2223.02	2226.79	2221.94	2224.91	21541.0
2016-05-03 07:30:00	ES	Futures	2224.91	2225.45	2222.75	2225.45	14360.0
2016-05-03 08:00:00	ES	Futures	2225.45	2226.79	2223.83	2225.18	17470.0
2016-05-03 08:30:00	ES	Futures	2225.18	2227.33	2223.56	2226.79	24097.0
2016-05-03 09:00:00	ES	Futures	2226.79	2227.33	2224.37	2225.18	23387.0
2016-05-03 09:30:00	ES	Futures	2225.18	2226.52	2217.62	2220.32	215820.0
2016-05-03 10:00:00	ES	Futures	2220.59	2220.59	2214.11	2218.97	176977.0
2016-05-03 10:30:00	ES	Futures	2218.97	2218.97	2213.57	2214.65	124161.0
2016-05-03 11:00:00	ES	Futures	2214.92	2217.35	2213.3	2213.84	111395.0
2016-05-03 11:30:00	ES	Futures	2213.84	2219.24	2211.68	2217.35	120133.0
2016-05-03 12:00:00	ES	Futures	2217.62	2218.7	2214.92	2217.08	57840.0
2016-05-03 12:30:00	ES	Futures	2217.08	2221.67	2216.27	2220.86	61659.0
2016-05-03 13:00:00	ES	Futures	2220.86	2224.64	2220.05	2224.64	79986.0
2016-05-03 13:30:00	ES	Futures	2224.37	2228.14	2223.56	2224.37	91725.0
2016-05-03 14:00:00	ES	Futures	2224.37	2225.45	2220.05	2223.02	86941.0
2016-05-03 14:30:00	ES	Futures	2222.75	2225.18	2220.05	2222.75	69188.0
2016-05-03 15:00:00	ES	Futures	2223.02	2223.83	2218.16	2220.32	79096.0
2016-05-03 15:30:00	ES	Futures	2220.59	2223.02	2216.54	2221.4	185598.0
2016-05-03 16:00:00	ES	Futures	2221.4	2223.83	2219.78	2221.13	81856.0
2016-05-03 16:30:00	ES	Futures	2221.13	2222.48	2220.86	2222.48	6782.0
2016-05-03 18:00:00	ES	Futures	2221.94	2223.56	2221.67	2222.75	2748.0
2016-05-03 18:30:00	ES	Futures	2222.75	2223.02	2221.94	2221.94	1115.0
2016-05-03 19:00:00	ES	Futures	2222.21	2223.83	2221.94	2223.83	1849.0
2016-05-03 19:30:00	ES	Futures	2223.83	2224.64	2223.56	2224.1	1596.0
2016-05-03 20:00:00	ES	Futures	2224.1	2224.91	2223.29	2223.56	2157.0
2016-05-03 20:30:00	ES	Futures	2223.83	2224.64	2219.78	2220.59	5026.0
2016-05-03 21:00:00	ES	Futures	2220.59	2222.21	2220.59	2221.94	3170.0
2016-05-03 21:30:00	ES	Futures	2221.94	2223.83	2220.86	2221.4	3179.0
2016-05-03 22:00:00	ES	Futures	2221.67	2221.67	2215.19	2217.62	8485.0
2016-05-03 22:30:00	ES	Futures	2217.35	2217.89	2216.54	2216.54	1685.0
2016-05-03 23:00:00	ES	Futures	2216.54	2217.89	2215.73	2217.62	1581.0
2016-05-03 23:30:00	ES	Futures	2217.62	2218.7	2217.35	2217.62	2150.0
2016-05-03 00:00:00	NQ	Futures	5202.01	5202.31	5200.52	5201.71	87.0
2016-05-03 00:30:00	NQ	Futures	5200.82	5200.82	5193.98	5195.46	329.0
2016-05-03 01:00:00	NQ	Futures	5195.76	5199.33	5195.17	5198.74	265.0
2016-05-03 01:30:00	NQ	Futures	5198.74	5198.74	5195.17	5196.06	106.0

> showing 50 of 3,100 rows — these rows as CSV

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