PREVIEW / futures_30min / 2016-05-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-16.parquet
  size:    77 KB
  rows:    2,906

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
2016-05-16 00:00:00	ES	Futures	2212.22	2212.22	2210.87	2211.41	1686.0
2016-05-16 00:30:00	ES	Futures	2211.41	2211.41	2208.44	2209.25	2606.0
2016-05-16 01:00:00	ES	Futures	2208.98	2209.52	2206.55	2206.82	3054.0
2016-05-16 01:30:00	ES	Futures	2206.82	2209.79	2206.82	2209.52	2129.0
2016-05-16 02:00:00	ES	Futures	2209.52	2210.87	2207.63	2210.6	7526.0
2016-05-16 02:30:00	ES	Futures	2210.33	2210.87	2208.44	2208.98	3751.0
2016-05-16 03:00:00	ES	Futures	2208.98	2209.79	2206.28	2207.09	8460.0
2016-05-16 03:30:00	ES	Futures	2207.09	2209.52	2206.28	2209.25	5739.0
2016-05-16 04:00:00	ES	Futures	2209.52	2209.79	2206.82	2207.36	6267.0
2016-05-16 04:30:00	ES	Futures	2207.36	2209.79	2207.09	2209.52	4151.0
2016-05-16 05:00:00	ES	Futures	2209.52	2209.79	2207.9	2209.52	3810.0
2016-05-16 05:30:00	ES	Futures	2209.52	2210.06	2208.44	2209.25	3087.0
2016-05-16 06:00:00	ES	Futures	2208.98	2209.79	2206.82	2207.36	3117.0
2016-05-16 06:30:00	ES	Futures	2207.09	2207.36	2205.47	2206.82	4674.0
2016-05-16 07:00:00	ES	Futures	2206.82	2208.17	2206.55	2208.17	3551.0
2016-05-16 07:30:00	ES	Futures	2208.17	2210.87	2207.63	2209.79	10797.0
2016-05-16 08:00:00	ES	Futures	2209.79	2210.87	2207.9	2207.9	9189.0
2016-05-16 08:30:00	ES	Futures	2208.17	2208.44	2205.2	2207.09	15775.0
2016-05-16 09:00:00	ES	Futures	2207.09	2208.17	2206.55	2207.9	12905.0
2016-05-16 09:30:00	ES	Futures	2207.63	2215.73	2206.82	2213.57	184833.0
2016-05-16 10:00:00	ES	Futures	2213.57	2217.08	2212.49	2215.73	127700.0
2016-05-16 10:30:00	ES	Futures	2215.46	2220.59	2215.19	2219.78	94715.0
2016-05-16 11:00:00	ES	Futures	2220.05	2222.75	2219.78	2221.67	100898.0
2016-05-16 11:30:00	ES	Futures	2221.94	2225.98	2221.4	2225.98	80336.0
2016-05-16 12:00:00	ES	Futures	2225.98	2226.25	2222.48	2222.75	61239.0
2016-05-16 12:30:00	ES	Futures	2222.75	2225.98	2221.94	2225.45	44051.0
2016-05-16 13:00:00	ES	Futures	2225.72	2227.33	2224.91	2226.52	49981.0
2016-05-16 13:30:00	ES	Futures	2226.52	2227.06	2224.1	2225.98	42204.0
2016-05-16 14:00:00	ES	Futures	2225.98	2232.19	2225.98	2231.92	94519.0
2016-05-16 14:30:00	ES	Futures	2231.92	2232.46	2230.84	2232.19	51055.0
2016-05-16 15:00:00	ES	Futures	2231.92	2233.81	2230.84	2230.84	62846.0
2016-05-16 15:30:00	ES	Futures	2231.11	2231.11	2226.52	2227.6	163615.0
2016-05-16 16:00:00	ES	Futures	2227.33	2228.95	2227.06	2227.6	67799.0
2016-05-16 16:30:00	ES	Futures	2227.06	2227.6	2225.72	2226.52	5398.0
2016-05-16 18:00:00	ES	Futures	2226.79	2226.79	2224.91	2226.52	4030.0
2016-05-16 18:30:00	ES	Futures	2226.52	2226.79	2226.25	2226.52	787.0
2016-05-16 19:00:00	ES	Futures	2226.25	2226.79	2226.25	2226.79	479.0
2016-05-16 19:30:00	ES	Futures	2226.79	2227.33	2225.18	2226.25	1993.0
2016-05-16 20:00:00	ES	Futures	2226.25	2226.25	2224.91	2224.91	3437.0
2016-05-16 20:30:00	ES	Futures	2225.18	2225.18	2224.64	2224.91	3582.0
2016-05-16 21:00:00	ES	Futures	2224.91	2227.33	2224.91	2227.33	2901.0
2016-05-16 21:30:00	ES	Futures	2227.33	2227.6	2225.18	2226.52	4250.0
2016-05-16 22:00:00	ES	Futures	2226.25	2227.6	2225.98	2227.06	2708.0
2016-05-16 22:30:00	ES	Futures	2227.06	2228.14	2226.79	2227.6	1976.0
2016-05-16 23:00:00	ES	Futures	2227.6	2227.87	2226.52	2227.06	2429.0
2016-05-16 23:30:00	ES	Futures	2227.06	2227.6	2226.52	2227.33	1606.0
2016-05-16 00:00:00	NQ	Futures	5159.76	5159.76	5156.78	5158.87	320.0
2016-05-16 00:30:00	NQ	Futures	5158.27	5158.27	5149.05	5151.13	621.0
2016-05-16 01:00:00	NQ	Futures	5151.13	5152.02	5146.37	5147.26	495.0
2016-05-16 01:30:00	NQ	Futures	5147.56	5152.32	5147.56	5152.32	339.0

> showing 50 of 2,906 rows — these rows as CSV

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