PREVIEW / futures_30min / 2016-05-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-05.parquet
  size:    83 KB
  rows:    3,021

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
2016-05-05 00:00:00	ES	Futures	2217.89	2217.89	2217.35	2217.62	1351.0
2016-05-05 00:30:00	ES	Futures	2217.89	2217.89	2216.81	2217.08	1229.0
2016-05-05 01:00:00	ES	Futures	2217.08	2217.35	2216.27	2216.81	2429.0
2016-05-05 01:30:00	ES	Futures	2216.81	2217.35	2216.27	2217.35	1700.0
2016-05-05 02:00:00	ES	Futures	2217.35	2218.7	2216.81	2218.43	4620.0
2016-05-05 02:30:00	ES	Futures	2218.16	2221.13	2218.16	2218.97	8367.0
2016-05-05 03:00:00	ES	Futures	2218.97	2220.59	2216.27	2218.97	15091.0
2016-05-05 03:30:00	ES	Futures	2218.7	2220.05	2216.27	2217.62	10220.0
2016-05-05 04:00:00	ES	Futures	2217.62	2223.02	2215.46	2222.75	16786.0
2016-05-05 04:30:00	ES	Futures	2223.02	2224.64	2221.94	2223.29	14296.0
2016-05-05 05:00:00	ES	Futures	2223.02	2223.29	2221.94	2222.48	7467.0
2016-05-05 05:30:00	ES	Futures	2222.48	2222.48	2217.35	2218.43	10755.0
2016-05-05 06:00:00	ES	Futures	2218.16	2218.43	2215.73	2216.0	12705.0
2016-05-05 06:30:00	ES	Futures	2216.27	2218.97	2214.92	2218.43	12868.0
2016-05-05 07:00:00	ES	Futures	2218.7	2219.51	2215.46	2217.08	11406.0
2016-05-05 07:30:00	ES	Futures	2216.81	2218.97	2216.81	2218.16	7557.0
2016-05-05 08:00:00	ES	Futures	2218.16	2218.97	2217.62	2217.89	14932.0
2016-05-05 08:30:00	ES	Futures	2217.89	2218.7	2215.73	2217.35	18846.0
2016-05-05 09:00:00	ES	Futures	2217.35	2217.62	2213.84	2214.92	32015.0
2016-05-05 09:30:00	ES	Futures	2214.65	2216.54	2211.14	2213.57	189794.0
2016-05-05 10:00:00	ES	Futures	2213.3	2219.24	2211.68	2212.22	157005.0
2016-05-05 10:30:00	ES	Futures	2212.22	2214.38	2210.6	2213.57	95560.0
2016-05-05 11:00:00	ES	Futures	2213.84	2214.92	2208.98	2210.6	77455.0
2016-05-05 11:30:00	ES	Futures	2210.33	2216.27	2210.33	2214.92	66012.0
2016-05-05 12:00:00	ES	Futures	2214.92	2216.54	2212.22	2212.76	43990.0
2016-05-05 12:30:00	ES	Futures	2212.76	2213.57	2210.87	2212.22	40465.0
2016-05-05 13:00:00	ES	Futures	2212.22	2212.76	2202.77	2203.31	90338.0
2016-05-05 13:30:00	ES	Futures	2203.58	2205.74	2202.5	2204.93	64455.0
2016-05-05 14:00:00	ES	Futures	2204.66	2208.17	2203.31	2206.82	61967.0
2016-05-05 14:30:00	ES	Futures	2206.82	2209.25	2205.2	2205.47	57021.0
2016-05-05 15:00:00	ES	Futures	2205.2	2207.9	2203.04	2206.82	73758.0
2016-05-05 15:30:00	ES	Futures	2206.82	2208.44	2204.66	2208.17	127307.0
2016-05-05 16:00:00	ES	Futures	2208.17	2208.44	2206.01	2207.36	47154.0
2016-05-05 16:30:00	ES	Futures	2207.36	2207.63	2206.28	2206.55	4116.0
2016-05-05 18:00:00	ES	Futures	2206.82	2207.09	2203.85	2205.2	2830.0
2016-05-05 18:30:00	ES	Futures	2205.2	2205.2	2200.88	2202.77	5853.0
2016-05-05 19:00:00	ES	Futures	2202.77	2204.66	2202.77	2204.66	2310.0
2016-05-05 19:30:00	ES	Futures	2204.66	2207.36	2204.12	2207.09	3261.0
2016-05-05 20:00:00	ES	Futures	2207.09	2208.98	2204.93	2206.82	5162.0
2016-05-05 20:30:00	ES	Futures	2207.09	2208.17	2206.28	2207.36	1748.0
2016-05-05 21:00:00	ES	Futures	2207.09	2209.79	2206.55	2207.9	3887.0
2016-05-05 21:30:00	ES	Futures	2207.9	2208.17	2203.85	2204.66	5498.0
2016-05-05 22:00:00	ES	Futures	2204.66	2205.47	2203.85	2205.47	2446.0
2016-05-05 22:30:00	ES	Futures	2205.47	2205.74	2203.31	2203.58	1858.0
2016-05-05 23:00:00	ES	Futures	2203.58	2204.93	2203.04	2204.93	2299.0
2016-05-05 23:30:00	ES	Futures	2204.66	2205.2	2204.12	2204.93	978.0
2016-05-05 00:00:00	NQ	Futures	5149.35	5149.35	5146.97	5147.26	146.0
2016-05-05 00:30:00	NQ	Futures	5148.16	5148.16	5145.18	5145.48	170.0
2016-05-05 01:00:00	NQ	Futures	5145.48	5147.26	5144.88	5145.48	320.0
2016-05-05 01:30:00	NQ	Futures	5144.88	5146.97	5144.88	5146.37	159.0

> showing 50 of 3,021 rows — these rows as CSV

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