PREVIEW / futures_30min / 2016-05-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-12.parquet
  size:    86 KB
  rows:    3,045

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
2016-05-12 00:00:00	ES	Futures	2225.72	2225.98	2225.45	2225.98	749.0
2016-05-12 00:30:00	ES	Futures	2225.72	2226.79	2225.72	2226.79	1326.0
2016-05-12 01:00:00	ES	Futures	2226.79	2227.6	2226.52	2227.06	2463.0
2016-05-12 01:30:00	ES	Futures	2226.79	2227.6	2225.98	2227.6	2220.0
2016-05-12 02:00:00	ES	Futures	2227.6	2229.22	2227.33	2227.87	6880.0
2016-05-12 02:30:00	ES	Futures	2227.6	2228.14	2225.72	2226.52	5281.0
2016-05-12 03:00:00	ES	Futures	2226.52	2227.06	2222.48	2223.02	24245.0
2016-05-12 03:30:00	ES	Futures	2223.02	2229.49	2222.48	2228.68	15163.0
2016-05-12 04:00:00	ES	Futures	2228.41	2229.76	2227.06	2229.22	9657.0
2016-05-12 04:30:00	ES	Futures	2229.22	2231.92	2229.22	2231.65	13660.0
2016-05-12 05:00:00	ES	Futures	2231.65	2233.54	2230.57	2231.92	11898.0
2016-05-12 05:30:00	ES	Futures	2231.92	2237.05	2230.3	2236.24	22286.0
2016-05-12 06:00:00	ES	Futures	2236.24	2236.51	2233.0	2234.08	10871.0
2016-05-12 06:30:00	ES	Futures	2234.08	2236.24	2233.54	2235.16	11793.0
2016-05-12 07:00:00	ES	Futures	2235.43	2235.97	2233.54	2235.43	14765.0
2016-05-12 07:30:00	ES	Futures	2235.43	2238.4	2234.89	2237.32	16355.0
2016-05-12 08:00:00	ES	Futures	2237.32	2238.13	2236.51	2237.32	16676.0
2016-05-12 08:30:00	ES	Futures	2237.59	2237.59	2233.81	2234.89	20925.0
2016-05-12 09:00:00	ES	Futures	2234.89	2234.89	2232.46	2233.27	25003.0
2016-05-12 09:30:00	ES	Futures	2233.0	2235.16	2225.72	2225.72	197484.0
2016-05-12 10:00:00	ES	Futures	2225.72	2229.76	2223.56	2225.45	129522.0
2016-05-12 10:30:00	ES	Futures	2225.45	2226.79	2220.59	2222.75	142889.0
2016-05-12 11:00:00	ES	Futures	2222.75	2223.29	2214.65	2217.08	145461.0
2016-05-12 11:30:00	ES	Futures	2217.08	2218.7	2213.57	2213.84	90613.0
2016-05-12 12:00:00	ES	Futures	2213.84	2216.54	2212.22	2216.0	83069.0
2016-05-12 12:30:00	ES	Futures	2216.0	2220.05	2213.03	2220.05	70911.0
2016-05-12 13:00:00	ES	Futures	2219.78	2220.86	2217.35	2219.51	59315.0
2016-05-12 13:30:00	ES	Futures	2219.24	2222.48	2215.19	2221.94	80432.0
2016-05-12 14:00:00	ES	Futures	2221.94	2228.95	2221.94	2227.87	128827.0
2016-05-12 14:30:00	ES	Futures	2227.87	2231.65	2225.72	2229.22	82675.0
2016-05-12 15:00:00	ES	Futures	2229.49	2230.3	2227.06	2227.87	68590.0
2016-05-12 15:30:00	ES	Futures	2228.14	2228.41	2221.94	2225.18	171034.0
2016-05-12 16:00:00	ES	Futures	2225.18	2225.72	2222.75	2223.29	66233.0
2016-05-12 16:30:00	ES	Futures	2223.83	2224.91	2223.56	2224.64	4590.0
2016-05-12 18:00:00	ES	Futures	2223.83	2224.1	2222.75	2223.02	2035.0
2016-05-12 18:30:00	ES	Futures	2223.29	2223.56	2223.02	2223.56	517.0
2016-05-12 19:00:00	ES	Futures	2223.56	2224.37	2223.56	2224.1	1264.0
2016-05-12 19:30:00	ES	Futures	2224.1	2225.45	2224.1	2224.91	2049.0
2016-05-12 20:00:00	ES	Futures	2224.91	2225.18	2223.56	2224.1	2144.0
2016-05-12 20:30:00	ES	Futures	2224.1	2224.1	2219.78	2220.32	5155.0
2016-05-12 21:00:00	ES	Futures	2220.05	2220.32	2217.08	2218.16	6881.0
2016-05-12 21:30:00	ES	Futures	2218.16	2219.24	2216.27	2217.89	5437.0
2016-05-12 22:00:00	ES	Futures	2217.89	2217.89	2216.27	2217.62	2647.0
2016-05-12 22:30:00	ES	Futures	2217.62	2217.62	2215.46	2216.27	4465.0
2016-05-12 23:00:00	ES	Futures	2216.27	2217.62	2215.73	2216.81	2133.0
2016-05-12 23:30:00	ES	Futures	2216.81	2217.35	2216.27	2216.54	1862.0
2016-05-12 00:00:00	NQ	Futures	5184.46	5185.65	5183.86	5185.65	106.0
2016-05-12 00:30:00	NQ	Futures	5185.05	5188.32	5184.75	5188.03	191.0
2016-05-12 01:00:00	NQ	Futures	5188.03	5190.11	5186.84	5188.62	386.0
2016-05-12 01:30:00	NQ	Futures	5189.22	5189.81	5185.94	5189.51	367.0

> showing 50 of 3,045 rows — these rows as CSV

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