PREVIEW / futures_30min / 2016-05-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-04.parquet
  size:    84 KB
  rows:    3,072

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
2016-05-04 00:00:00	ES	Futures	2217.89	2219.24	2217.35	2218.97	1118.0
2016-05-04 00:30:00	ES	Futures	2218.97	2218.97	2217.08	2217.35	1094.0
2016-05-04 01:00:00	ES	Futures	2217.35	2218.7	2217.08	2218.43	1122.0
2016-05-04 01:30:00	ES	Futures	2218.7	2220.05	2218.16	2219.24	1982.0
2016-05-04 02:00:00	ES	Futures	2219.51	2221.94	2219.24	2220.05	6217.0
2016-05-04 02:30:00	ES	Futures	2220.05	2220.86	2215.73	2216.27	6879.0
2016-05-04 03:00:00	ES	Futures	2216.0	2221.67	2215.73	2221.4	22217.0
2016-05-04 03:30:00	ES	Futures	2221.4	2223.83	2219.24	2221.94	14640.0
2016-05-04 04:00:00	ES	Futures	2221.94	2222.48	2217.35	2217.62	13708.0
2016-05-04 04:30:00	ES	Futures	2217.62	2218.43	2213.3	2213.3	16932.0
2016-05-04 05:00:00	ES	Futures	2213.57	2213.84	2210.06	2213.03	18011.0
2016-05-04 05:30:00	ES	Futures	2213.03	2213.03	2204.12	2204.12	32385.0
2016-05-04 06:00:00	ES	Futures	2204.12	2206.01	2203.85	2205.2	19785.0
2016-05-04 06:30:00	ES	Futures	2205.2	2207.09	2204.66	2205.47	12613.0
2016-05-04 07:00:00	ES	Futures	2205.74	2208.44	2205.47	2207.63	16094.0
2016-05-04 07:30:00	ES	Futures	2207.63	2208.98	2207.36	2208.17	9672.0
2016-05-04 08:00:00	ES	Futures	2208.17	2210.06	2205.47	2206.55	28783.0
2016-05-04 08:30:00	ES	Futures	2206.28	2208.44	2204.66	2204.93	28903.0
2016-05-04 09:00:00	ES	Futures	2204.93	2208.71	2204.66	2208.44	23863.0
2016-05-04 09:30:00	ES	Futures	2208.44	2213.03	2205.2	2211.95	186449.0
2016-05-04 10:00:00	ES	Futures	2211.95	2217.62	2210.6	2213.57	169007.0
2016-05-04 10:30:00	ES	Futures	2213.84	2214.92	2207.63	2209.52	136460.0
2016-05-04 11:00:00	ES	Futures	2209.25	2211.68	2204.39	2205.74	99262.0
2016-05-04 11:30:00	ES	Futures	2205.47	2208.98	2204.12	2207.36	81914.0
2016-05-04 12:00:00	ES	Futures	2207.36	2211.41	2206.82	2209.25	57807.0
2016-05-04 12:30:00	ES	Futures	2209.52	2210.33	2204.66	2204.93	52458.0
2016-05-04 13:00:00	ES	Futures	2204.93	2208.71	2204.12	2208.71	62408.0
2016-05-04 13:30:00	ES	Futures	2208.71	2208.98	2204.39	2204.93	69916.0
2016-05-04 14:00:00	ES	Futures	2204.93	2208.44	2201.96	2208.44	85934.0
2016-05-04 14:30:00	ES	Futures	2208.44	2209.52	2206.82	2207.09	62937.0
2016-05-04 15:00:00	ES	Futures	2207.09	2209.25	2204.93	2207.09	48279.0
2016-05-04 15:30:00	ES	Futures	2207.09	2212.22	2207.09	2208.44	80908.0
2016-05-04 16:00:00	ES	Futures	2207.9	2210.87	2207.9	2210.33	40459.0
2016-05-04 16:30:00	ES	Futures	2210.06	2210.6	2209.25	2210.33	6150.0
2016-05-04 18:00:00	ES	Futures	2210.06	2212.76	2209.79	2211.95	3111.0
2016-05-04 18:30:00	ES	Futures	2212.22	2212.22	2211.14	2211.68	683.0
2016-05-04 19:00:00	ES	Futures	2211.68	2213.03	2211.68	2213.03	1131.0
2016-05-04 19:30:00	ES	Futures	2213.03	2213.03	2211.95	2211.95	1338.0
2016-05-04 20:00:00	ES	Futures	2211.95	2214.38	2211.95	2213.84	2543.0
2016-05-04 20:30:00	ES	Futures	2213.84	2214.38	2213.03	2214.11	1467.0
2016-05-04 21:00:00	ES	Futures	2214.11	2216.0	2213.84	2214.92	4003.0
2016-05-04 21:30:00	ES	Futures	2214.92	2217.62	2214.92	2217.62	4947.0
2016-05-04 22:00:00	ES	Futures	2217.62	2218.7	2217.35	2217.89	4668.0
2016-05-04 22:30:00	ES	Futures	2217.89	2218.43	2217.08	2217.35	2715.0
2016-05-04 23:00:00	ES	Futures	2217.08	2217.89	2217.08	2217.35	1086.0
2016-05-04 23:30:00	ES	Futures	2217.08	2218.7	2217.08	2217.89	1841.0
2016-05-04 00:00:00	NQ	Futures	5150.83	5154.7	5149.94	5154.4	223.0
2016-05-04 00:30:00	NQ	Futures	5154.4	5154.7	5148.75	5149.35	253.0
2016-05-04 01:00:00	NQ	Futures	5149.94	5152.62	5148.75	5152.02	328.0
2016-05-04 01:30:00	NQ	Futures	5152.92	5156.49	5151.43	5155.3	297.0

> showing 50 of 3,072 rows — these rows as CSV

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