PREVIEW / futures_30min / 2016-05-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-17.parquet
  size:    83 KB
  rows:    3,015

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
2016-05-17 00:00:00	ES	Futures	2227.33	2228.14	2227.06	2227.33	1245.0
2016-05-17 00:30:00	ES	Futures	2227.6	2227.87	2227.06	2227.87	853.0
2016-05-17 01:00:00	ES	Futures	2227.6	2227.87	2227.06	2227.33	848.0
2016-05-17 01:30:00	ES	Futures	2227.33	2229.76	2227.06	2229.49	3225.0
2016-05-17 02:00:00	ES	Futures	2229.49	2231.65	2229.22	2231.65	7688.0
2016-05-17 02:30:00	ES	Futures	2231.38	2231.92	2230.3	2231.38	5311.0
2016-05-17 03:00:00	ES	Futures	2231.38	2234.35	2229.22	2233.54	22178.0
2016-05-17 03:30:00	ES	Futures	2233.27	2234.89	2231.92	2232.73	12281.0
2016-05-17 04:00:00	ES	Futures	2232.73	2233.27	2229.76	2231.11	7985.0
2016-05-17 04:30:00	ES	Futures	2231.38	2232.73	2230.03	2230.03	7896.0
2016-05-17 05:00:00	ES	Futures	2230.3	2230.3	2225.72	2228.14	13194.0
2016-05-17 05:30:00	ES	Futures	2228.14	2229.76	2227.6	2229.22	5990.0
2016-05-17 06:00:00	ES	Futures	2229.22	2230.84	2228.14	2228.95	8856.0
2016-05-17 06:30:00	ES	Futures	2228.95	2228.95	2226.25	2226.52	8498.0
2016-05-17 07:00:00	ES	Futures	2226.52	2227.6	2224.64	2225.72	12142.0
2016-05-17 07:30:00	ES	Futures	2225.45	2227.06	2224.64	2227.06	13227.0
2016-05-17 08:00:00	ES	Futures	2227.06	2227.06	2224.64	2224.91	14521.0
2016-05-17 08:30:00	ES	Futures	2224.91	2225.45	2221.13	2222.75	36329.0
2016-05-17 09:00:00	ES	Futures	2222.75	2224.37	2221.4	2223.83	21455.0
2016-05-17 09:30:00	ES	Futures	2224.1	2227.6	2217.62	2221.4	253306.0
2016-05-17 10:00:00	ES	Futures	2221.67	2222.21	2216.27	2218.97	168718.0
2016-05-17 10:30:00	ES	Futures	2218.97	2224.64	2216.81	2224.1	116668.0
2016-05-17 11:00:00	ES	Futures	2223.83	2224.37	2219.24	2219.51	83348.0
2016-05-17 11:30:00	ES	Futures	2219.78	2225.18	2219.51	2223.83	69262.0
2016-05-17 12:00:00	ES	Futures	2224.1	2224.1	2217.62	2218.7	57898.0
2016-05-17 12:30:00	ES	Futures	2218.7	2219.51	2215.19	2216.54	59447.0
2016-05-17 13:00:00	ES	Futures	2216.27	2218.16	2215.46	2217.62	48180.0
2016-05-17 13:30:00	ES	Futures	2217.35	2219.24	2210.87	2210.87	69341.0
2016-05-17 14:00:00	ES	Futures	2210.87	2211.68	2200.88	2204.12	185853.0
2016-05-17 14:30:00	ES	Futures	2203.85	2206.55	2201.96	2206.28	117629.0
2016-05-17 15:00:00	ES	Futures	2206.28	2209.25	2199.53	2201.96	153492.0
2016-05-17 15:30:00	ES	Futures	2201.96	2207.63	2201.15	2206.82	255266.0
2016-05-17 16:00:00	ES	Futures	2207.09	2207.9	2205.74	2207.63	93240.0
2016-05-17 16:30:00	ES	Futures	2207.63	2208.71	2207.36	2207.9	8345.0
2016-05-17 18:00:00	ES	Futures	2207.09	2208.44	2205.74	2208.44	3599.0
2016-05-17 18:30:00	ES	Futures	2208.44	2208.98	2207.63	2207.9	1256.0
2016-05-17 19:00:00	ES	Futures	2207.9	2208.71	2207.9	2207.9	824.0
2016-05-17 19:30:00	ES	Futures	2208.17	2208.17	2206.82	2207.63	2470.0
2016-05-17 20:00:00	ES	Futures	2207.63	2209.52	2206.28	2206.82	5347.0
2016-05-17 20:30:00	ES	Futures	2206.82	2207.36	2204.39	2207.09	6002.0
2016-05-17 21:00:00	ES	Futures	2207.09	2207.9	2205.2	2207.09	3613.0
2016-05-17 21:30:00	ES	Futures	2207.09	2209.25	2206.82	2208.98	5854.0
2016-05-17 22:00:00	ES	Futures	2208.98	2210.33	2208.17	2208.71	3825.0
2016-05-17 22:30:00	ES	Futures	2208.71	2209.52	2207.9	2208.44	2379.0
2016-05-17 23:00:00	ES	Futures	2208.17	2208.71	2207.36	2207.36	2044.0
2016-05-17 23:30:00	ES	Futures	2207.36	2207.9	2204.93	2206.28	3912.0
2016-05-17 00:00:00	NQ	Futures	5209.45	5212.42	5209.45	5211.23	213.0
2016-05-17 00:30:00	NQ	Futures	5211.23	5211.23	5209.15	5210.34	260.0
2016-05-17 01:00:00	NQ	Futures	5210.64	5210.64	5208.85	5209.15	123.0
2016-05-17 01:30:00	NQ	Futures	5209.15	5215.1	5209.15	5214.51	335.0

> showing 50 of 3,015 rows — these rows as CSV

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