PREVIEW / futures_30min / 2016-05-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-11.parquet
  size:    82 KB
  rows:    3,039

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
2016-05-11 00:00:00	ES	Futures	2238.94	2240.29	2238.94	2239.75	1655.0
2016-05-11 00:30:00	ES	Futures	2239.75	2240.29	2239.48	2240.02	876.0
2016-05-11 01:00:00	ES	Futures	2240.02	2240.29	2239.21	2240.29	1345.0
2016-05-11 01:30:00	ES	Futures	2240.29	2240.29	2238.67	2239.75	2445.0
2016-05-11 02:00:00	ES	Futures	2239.75	2241.37	2239.21	2240.29	6062.0
2016-05-11 02:30:00	ES	Futures	2240.56	2241.64	2239.48	2239.75	4438.0
2016-05-11 03:00:00	ES	Futures	2239.75	2241.64	2235.43	2238.13	25464.0
2016-05-11 03:30:00	ES	Futures	2237.86	2239.21	2235.7	2237.05	14219.0
2016-05-11 04:00:00	ES	Futures	2237.32	2237.86	2234.89	2236.24	14579.0
2016-05-11 04:30:00	ES	Futures	2235.97	2239.48	2235.43	2238.94	10728.0
2016-05-11 05:00:00	ES	Futures	2238.94	2239.48	2237.05	2238.13	6241.0
2016-05-11 05:30:00	ES	Futures	2238.13	2239.75	2237.86	2239.21	5784.0
2016-05-11 06:00:00	ES	Futures	2239.21	2239.48	2237.59	2238.13	4888.0
2016-05-11 06:30:00	ES	Futures	2238.13	2238.94	2237.32	2238.94	7037.0
2016-05-11 07:00:00	ES	Futures	2238.94	2240.83	2238.4	2240.29	9563.0
2016-05-11 07:30:00	ES	Futures	2240.29	2240.56	2238.94	2240.56	7111.0
2016-05-11 08:00:00	ES	Futures	2240.29	2241.64	2239.48	2241.64	14879.0
2016-05-11 08:30:00	ES	Futures	2241.37	2241.91	2240.29	2241.64	12002.0
2016-05-11 09:00:00	ES	Futures	2241.37	2241.64	2238.94	2240.02	18553.0
2016-05-11 09:30:00	ES	Futures	2240.02	2241.91	2236.78	2237.32	138032.0
2016-05-11 10:00:00	ES	Futures	2237.59	2240.02	2235.97	2240.02	103250.0
2016-05-11 10:30:00	ES	Futures	2240.02	2244.61	2239.75	2240.29	163673.0
2016-05-11 11:00:00	ES	Futures	2240.29	2240.29	2234.08	2237.05	108608.0
2016-05-11 11:30:00	ES	Futures	2237.05	2238.67	2235.7	2235.97	79059.0
2016-05-11 12:00:00	ES	Futures	2235.97	2237.59	2234.35	2236.78	40066.0
2016-05-11 12:30:00	ES	Futures	2236.51	2238.4	2234.89	2235.7	36076.0
2016-05-11 13:00:00	ES	Futures	2235.97	2236.78	2232.73	2234.08	45040.0
2016-05-11 13:30:00	ES	Futures	2234.08	2234.89	2231.65	2231.92	49729.0
2016-05-11 14:00:00	ES	Futures	2232.19	2232.19	2227.6	2230.03	80887.0
2016-05-11 14:30:00	ES	Futures	2230.3	2230.57	2225.98	2227.06	65508.0
2016-05-11 15:00:00	ES	Futures	2227.06	2229.22	2226.25	2227.87	70149.0
2016-05-11 15:30:00	ES	Futures	2227.87	2229.49	2224.37	2225.18	194693.0
2016-05-11 16:00:00	ES	Futures	2224.91	2225.18	2222.21	2222.48	65666.0
2016-05-11 16:30:00	ES	Futures	2222.48	2224.37	2221.94	2223.83	11273.0
2016-05-11 18:00:00	ES	Futures	2223.56	2224.91	2222.75	2224.91	3005.0
2016-05-11 18:30:00	ES	Futures	2224.91	2225.18	2224.1	2224.91	1206.0
2016-05-11 19:00:00	ES	Futures	2224.91	2225.72	2224.64	2225.18	2004.0
2016-05-11 19:30:00	ES	Futures	2225.45	2225.45	2224.1	2224.37	1553.0
2016-05-11 20:00:00	ES	Futures	2224.64	2225.72	2223.83	2224.64	3237.0
2016-05-11 20:30:00	ES	Futures	2224.91	2225.72	2224.37	2225.18	1125.0
2016-05-11 21:00:00	ES	Futures	2225.18	2226.79	2224.64	2225.18	3979.0
2016-05-11 21:30:00	ES	Futures	2225.45	2225.45	2221.94	2223.02	9173.0
2016-05-11 22:00:00	ES	Futures	2223.02	2224.37	2222.75	2224.1	2945.0
2016-05-11 22:30:00	ES	Futures	2224.1	2225.72	2223.56	2225.72	2989.0
2016-05-11 23:00:00	ES	Futures	2225.45	2226.52	2225.18	2225.98	2664.0
2016-05-11 23:30:00	ES	Futures	2225.98	2226.25	2225.18	2225.45	1643.0
2016-05-11 00:00:00	NQ	Futures	5218.08	5220.46	5217.78	5218.67	238.0
2016-05-11 00:30:00	NQ	Futures	5218.37	5219.86	5217.48	5218.67	310.0
2016-05-11 01:00:00	NQ	Futures	5218.67	5219.86	5217.48	5219.56	198.0
2016-05-11 01:30:00	NQ	Futures	5219.56	5219.86	5215.4	5218.37	331.0

> showing 50 of 3,039 rows — these rows as CSV

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