PREVIEW / futures_30min / 2016-05-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-09.parquet
  size:    84 KB
  rows:    3,056

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
2016-05-09 00:00:00	ES	Futures	2218.7	2219.24	2218.43	2218.97	1017.0
2016-05-09 00:30:00	ES	Futures	2218.97	2219.78	2218.97	2219.24	738.0
2016-05-09 01:00:00	ES	Futures	2218.97	2219.51	2217.89	2218.97	1119.0
2016-05-09 01:30:00	ES	Futures	2218.97	2219.51	2218.43	2219.24	1117.0
2016-05-09 02:00:00	ES	Futures	2219.24	2220.86	2218.7	2220.59	6641.0
2016-05-09 02:30:00	ES	Futures	2220.32	2220.59	2218.7	2219.51	6292.0
2016-05-09 03:00:00	ES	Futures	2219.51	2219.51	2213.84	2214.38	17834.0
2016-05-09 03:30:00	ES	Futures	2214.11	2216.81	2212.76	2215.19	16595.0
2016-05-09 04:00:00	ES	Futures	2215.19	2217.89	2213.84	2217.89	14808.0
2016-05-09 04:30:00	ES	Futures	2217.89	2222.48	2217.89	2222.48	16423.0
2016-05-09 05:00:00	ES	Futures	2222.21	2224.1	2221.94	2222.75	10316.0
2016-05-09 05:30:00	ES	Futures	2222.75	2224.1	2222.21	2222.75	7367.0
2016-05-09 06:00:00	ES	Futures	2222.48	2223.02	2221.4	2223.02	8488.0
2016-05-09 06:30:00	ES	Futures	2223.02	2223.29	2221.67	2221.94	7711.0
2016-05-09 07:00:00	ES	Futures	2222.21	2224.1	2221.4	2224.1	10000.0
2016-05-09 07:30:00	ES	Futures	2224.1	2224.37	2221.4	2221.67	12892.0
2016-05-09 08:00:00	ES	Futures	2221.67	2221.67	2218.7	2219.78	17742.0
2016-05-09 08:30:00	ES	Futures	2219.51	2219.78	2216.81	2217.35	15099.0
2016-05-09 09:00:00	ES	Futures	2217.35	2217.62	2212.76	2214.38	31951.0
2016-05-09 09:30:00	ES	Futures	2214.38	2222.48	2213.3	2221.67	178162.0
2016-05-09 10:00:00	ES	Futures	2221.67	2223.29	2214.92	2215.73	130019.0
2016-05-09 10:30:00	ES	Futures	2216.0	2218.16	2214.11	2216.54	95039.0
2016-05-09 11:00:00	ES	Futures	2216.54	2219.24	2211.95	2214.11	106233.0
2016-05-09 11:30:00	ES	Futures	2214.38	2217.62	2212.76	2216.0	58178.0
2016-05-09 12:00:00	ES	Futures	2216.0	2218.7	2213.84	2218.16	66337.0
2016-05-09 12:30:00	ES	Futures	2218.16	2218.43	2215.46	2217.89	42136.0
2016-05-09 13:00:00	ES	Futures	2217.89	2220.59	2217.35	2219.24	52311.0
2016-05-09 13:30:00	ES	Futures	2218.97	2220.86	2217.35	2217.62	45726.0
2016-05-09 14:00:00	ES	Futures	2217.89	2219.51	2215.73	2218.43	62999.0
2016-05-09 14:30:00	ES	Futures	2218.43	2223.29	2218.16	2222.75	57402.0
2016-05-09 15:00:00	ES	Futures	2222.75	2223.02	2220.32	2220.32	46125.0
2016-05-09 15:30:00	ES	Futures	2220.32	2221.13	2216.27	2217.89	119722.0
2016-05-09 16:00:00	ES	Futures	2217.89	2219.51	2217.62	2218.7	48054.0
2016-05-09 16:30:00	ES	Futures	2218.16	2218.97	2217.35	2218.43	8141.0
2016-05-09 18:00:00	ES	Futures	2218.16	2218.16	2211.68	2213.3	9007.0
2016-05-09 18:30:00	ES	Futures	2213.3	2213.84	2213.03	2213.3	2582.0
2016-05-09 19:00:00	ES	Futures	2213.57	2214.38	2213.3	2214.38	2071.0
2016-05-09 19:30:00	ES	Futures	2214.38	2215.19	2214.11	2215.19	1971.0
2016-05-09 20:00:00	ES	Futures	2215.19	2217.08	2214.65	2215.46	5873.0
2016-05-09 20:30:00	ES	Futures	2215.19	2216.81	2215.19	2216.27	2883.0
2016-05-09 21:00:00	ES	Futures	2216.27	2216.54	2214.92	2215.73	2796.0
2016-05-09 21:30:00	ES	Futures	2215.73	2221.4	2215.73	2220.86	9587.0
2016-05-09 22:00:00	ES	Futures	2220.86	2223.02	2220.05	2220.59	7158.0
2016-05-09 22:30:00	ES	Futures	2220.59	2221.4	2220.32	2220.86	1484.0
2016-05-09 23:00:00	ES	Futures	2220.86	2221.94	2219.78	2221.4	1937.0
2016-05-09 23:30:00	ES	Futures	2221.4	2223.83	2220.86	2223.83	4373.0
2016-05-09 00:00:00	NQ	Futures	5149.94	5152.92	5149.94	5151.73	345.0
2016-05-09 00:30:00	NQ	Futures	5152.32	5154.4	5152.02	5153.21	180.0
2016-05-09 01:00:00	NQ	Futures	5152.92	5154.11	5149.94	5152.02	171.0
2016-05-09 01:30:00	NQ	Futures	5151.43	5154.7	5151.43	5154.4	201.0

> showing 50 of 3,056 rows — these rows as CSV

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