PREVIEW / futures_30min / 2016-05-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-06.parquet
  size:    71 KB
  rows:    2,505

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
2016-05-06 00:00:00	ES	Futures	2204.66	2205.47	2204.12	2205.47	987.0
2016-05-06 00:30:00	ES	Futures	2205.2	2205.47	2204.39	2204.66	839.0
2016-05-06 01:00:00	ES	Futures	2204.93	2205.47	2204.39	2205.2	1351.0
2016-05-06 01:30:00	ES	Futures	2205.2	2206.01	2204.39	2204.93	1659.0
2016-05-06 02:00:00	ES	Futures	2204.93	2206.55	2203.85	2204.39	5572.0
2016-05-06 02:30:00	ES	Futures	2204.12	2205.2	2203.31	2204.66	5032.0
2016-05-06 03:00:00	ES	Futures	2204.39	2206.55	2200.61	2205.47	23278.0
2016-05-06 03:30:00	ES	Futures	2205.2	2207.9	2204.93	2206.01	13047.0
2016-05-06 04:00:00	ES	Futures	2205.74	2208.17	2205.47	2205.74	9237.0
2016-05-06 04:30:00	ES	Futures	2206.01	2208.71	2204.93	2207.09	10754.0
2016-05-06 05:00:00	ES	Futures	2206.82	2207.09	2204.66	2204.93	7858.0
2016-05-06 05:30:00	ES	Futures	2204.93	2205.2	2203.31	2203.58	6222.0
2016-05-06 06:00:00	ES	Futures	2203.85	2204.39	2201.69	2202.23	7702.0
2016-05-06 06:30:00	ES	Futures	2202.23	2203.04	2200.34	2201.96	12045.0
2016-05-06 07:00:00	ES	Futures	2201.69	2202.5	2200.88	2201.15	10086.0
2016-05-06 07:30:00	ES	Futures	2201.15	2202.77	2200.07	2202.23	12534.0
2016-05-06 08:00:00	ES	Futures	2202.23	2203.31	2200.88	2201.42	24200.0
2016-05-06 08:30:00	ES	Futures	2201.69	2201.69	2192.78	2195.48	106770.0
2016-05-06 09:00:00	ES	Futures	2195.48	2200.61	2195.21	2198.18	66147.0
2016-05-06 09:30:00	ES	Futures	2198.18	2210.33	2197.37	2204.66	258725.0
2016-05-06 10:00:00	ES	Futures	2204.66	2209.25	2200.34	2202.77	146140.0
2016-05-06 10:30:00	ES	Futures	2202.5	2204.39	2196.29	2197.91	144968.0
2016-05-06 11:00:00	ES	Futures	2197.91	2205.2	2197.64	2204.39	115054.0
2016-05-06 11:30:00	ES	Futures	2204.39	2205.47	2200.88	2200.88	72948.0
2016-05-06 12:00:00	ES	Futures	2200.88	2203.31	2200.34	2201.15	59083.0
2016-05-06 12:30:00	ES	Futures	2201.15	2204.66	2200.07	2204.39	55413.0
2016-05-06 13:00:00	ES	Futures	2204.39	2209.25	2203.85	2207.63	80660.0
2016-05-06 13:30:00	ES	Futures	2207.63	2212.22	2206.01	2211.95	63834.0
2016-05-06 14:00:00	ES	Futures	2212.22	2216.27	2211.41	2214.38	109211.0
2016-05-06 14:30:00	ES	Futures	2214.38	2216.81	2212.76	2214.11	70999.0
2016-05-06 15:00:00	ES	Futures	2213.84	2216.27	2213.3	2214.92	50312.0
2016-05-06 15:30:00	ES	Futures	2214.65	2216.27	2211.41	2216.0	130471.0
2016-05-06 16:00:00	ES	Futures	2216.0	2217.62	2215.73	2216.81	74696.0
2016-05-06 16:30:00	ES	Futures	2217.08	2218.7	2216.54	2218.43	7141.0
2016-05-06 00:00:00	NQ	Futures	5108.29	5109.48	5105.91	5108.88	207.0
2016-05-06 00:30:00	NQ	Futures	5108.88	5109.18	5107.69	5108.59	98.0
2016-05-06 01:00:00	NQ	Futures	5108.88	5110.97	5107.69	5110.67	159.0
2016-05-06 01:30:00	NQ	Futures	5110.37	5112.16	5109.18	5110.07	253.0
2016-05-06 02:00:00	NQ	Futures	5110.37	5114.54	5108.59	5109.48	792.0
2016-05-06 02:30:00	NQ	Futures	5109.18	5111.86	5107.39	5110.37	703.0
2016-05-06 03:00:00	NQ	Futures	5110.07	5114.24	5098.17	5110.07	2417.0
2016-05-06 03:30:00	NQ	Futures	5110.07	5117.21	5109.48	5110.97	1434.0
2016-05-06 04:00:00	NQ	Futures	5110.67	5116.92	5110.07	5110.97	760.0
2016-05-06 04:30:00	NQ	Futures	5110.67	5118.11	5108.59	5115.13	1129.0
2016-05-06 05:00:00	NQ	Futures	5114.54	5115.43	5109.18	5110.37	627.0
2016-05-06 05:30:00	NQ	Futures	5110.07	5111.56	5107.1	5108.29	1047.0
2016-05-06 06:00:00	NQ	Futures	5108.59	5110.37	5102.63	5104.42	871.0
2016-05-06 06:30:00	NQ	Futures	5104.12	5108.29	5099.66	5106.2	1266.0
2016-05-06 07:00:00	NQ	Futures	5106.2	5107.1	5102.93	5102.93	889.0
2016-05-06 07:30:00	NQ	Futures	5103.23	5109.48	5102.04	5108.29	1441.0

> showing 50 of 2,505 rows — these rows as CSV

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