PREVIEW / futures_30min / 2016-05-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-10.parquet
  size:    82 KB
  rows:    3,044

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
2016-05-10 00:00:00	ES	Futures	2223.83	2224.1	2221.67	2222.48	2431.0
2016-05-10 00:30:00	ES	Futures	2222.48	2223.02	2221.94	2223.02	1068.0
2016-05-10 01:00:00	ES	Futures	2222.75	2223.29	2222.21	2223.02	1266.0
2016-05-10 01:30:00	ES	Futures	2223.02	2224.37	2222.48	2224.1	2791.0
2016-05-10 02:00:00	ES	Futures	2224.1	2227.6	2223.29	2226.79	13573.0
2016-05-10 02:30:00	ES	Futures	2226.52	2227.06	2225.45	2227.06	6614.0
2016-05-10 03:00:00	ES	Futures	2227.06	2233.27	2226.79	2231.11	37589.0
2016-05-10 03:30:00	ES	Futures	2230.84	2233.54	2230.57	2231.38	13586.0
2016-05-10 04:00:00	ES	Futures	2231.38	2232.19	2228.95	2230.57	14041.0
2016-05-10 04:30:00	ES	Futures	2230.57	2234.62	2229.49	2233.81	15707.0
2016-05-10 05:00:00	ES	Futures	2233.81	2234.08	2230.57	2230.84	10549.0
2016-05-10 05:30:00	ES	Futures	2231.11	2232.46	2229.76	2230.3	9278.0
2016-05-10 06:00:00	ES	Futures	2230.3	2231.92	2230.3	2231.65	7108.0
2016-05-10 06:30:00	ES	Futures	2231.65	2231.92	2227.6	2227.87	11165.0
2016-05-10 07:00:00	ES	Futures	2227.6	2227.87	2221.94	2223.83	29530.0
2016-05-10 07:30:00	ES	Futures	2223.83	2226.25	2223.56	2224.64	15811.0
2016-05-10 08:00:00	ES	Futures	2224.91	2227.33	2224.37	2226.52	14343.0
2016-05-10 08:30:00	ES	Futures	2226.52	2227.33	2224.64	2226.25	15721.0
2016-05-10 09:00:00	ES	Futures	2226.25	2228.14	2225.72	2226.79	22262.0
2016-05-10 09:30:00	ES	Futures	2227.06	2234.62	2225.98	2233.27	186114.0
2016-05-10 10:00:00	ES	Futures	2233.27	2234.89	2230.57	2233.27	121813.0
2016-05-10 10:30:00	ES	Futures	2233.27	2238.4	2232.73	2237.32	115308.0
2016-05-10 11:00:00	ES	Futures	2237.32	2237.59	2234.62	2235.7	75084.0
2016-05-10 11:30:00	ES	Futures	2235.7	2238.4	2235.43	2238.4	62183.0
2016-05-10 12:00:00	ES	Futures	2238.4	2240.56	2238.4	2240.29	56519.0
2016-05-10 12:30:00	ES	Futures	2240.29	2240.83	2238.94	2239.75	40652.0
2016-05-10 13:00:00	ES	Futures	2239.75	2240.56	2237.59	2238.67	36284.0
2016-05-10 13:30:00	ES	Futures	2238.67	2241.64	2238.13	2240.83	40362.0
2016-05-10 14:00:00	ES	Futures	2241.1	2241.64	2239.75	2241.1	39029.0
2016-05-10 14:30:00	ES	Futures	2241.1	2242.18	2240.56	2240.83	40541.0
2016-05-10 15:00:00	ES	Futures	2240.83	2244.34	2240.29	2243.26	76690.0
2016-05-10 15:30:00	ES	Futures	2243.53	2245.96	2242.18	2245.69	129841.0
2016-05-10 16:00:00	ES	Futures	2245.69	2245.96	2242.99	2244.34	70999.0
2016-05-10 16:30:00	ES	Futures	2243.26	2243.53	2242.72	2242.99	8003.0
2016-05-10 18:00:00	ES	Futures	2243.26	2243.8	2241.91	2242.18	2680.0
2016-05-10 18:30:00	ES	Futures	2242.18	2243.26	2241.91	2242.99	954.0
2016-05-10 19:00:00	ES	Futures	2242.99	2243.8	2242.18	2243.53	2008.0
2016-05-10 19:30:00	ES	Futures	2243.53	2243.53	2242.45	2242.99	1982.0
2016-05-10 20:00:00	ES	Futures	2242.99	2243.53	2242.18	2242.45	3085.0
2016-05-10 20:30:00	ES	Futures	2242.18	2244.88	2242.18	2244.07	3379.0
2016-05-10 21:00:00	ES	Futures	2243.8	2244.61	2243.53	2244.07	2188.0
2016-05-10 21:30:00	ES	Futures	2244.07	2244.34	2240.02	2240.56	7622.0
2016-05-10 22:00:00	ES	Futures	2240.56	2241.37	2238.94	2239.48	4865.0
2016-05-10 22:30:00	ES	Futures	2239.75	2240.29	2239.21	2240.02	2897.0
2016-05-10 23:00:00	ES	Futures	2240.29	2240.56	2239.48	2240.56	1732.0
2016-05-10 23:30:00	ES	Futures	2240.56	2240.83	2238.67	2239.21	2920.0
2016-05-10 00:00:00	NQ	Futures	5174.04	5175.23	5169.28	5170.47	312.0
2016-05-10 00:30:00	NQ	Futures	5170.17	5173.45	5169.88	5171.66	177.0
2016-05-10 01:00:00	NQ	Futures	5171.66	5173.15	5170.47	5172.55	162.0
2016-05-10 01:30:00	NQ	Futures	5172.55	5175.83	5172.26	5174.64	267.0

> showing 50 of 3,044 rows — these rows as CSV

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