PREVIEW / futures_30min / 2016-05-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-18.parquet
  size:    86 KB
  rows:    3,043

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
2016-05-18 00:00:00	ES	Futures	2206.28	2206.55	2203.58	2203.85	3020.0
2016-05-18 00:30:00	ES	Futures	2204.12	2205.2	2203.04	2204.93	3748.0
2016-05-18 01:00:00	ES	Futures	2205.2	2207.09	2204.93	2206.28	2625.0
2016-05-18 01:30:00	ES	Futures	2206.28	2207.9	2206.28	2207.09	2791.0
2016-05-18 02:00:00	ES	Futures	2207.09	2207.09	2201.42	2201.69	10233.0
2016-05-18 02:30:00	ES	Futures	2201.96	2205.47	2201.42	2204.93	6898.0
2016-05-18 03:00:00	ES	Futures	2204.93	2207.9	2201.96	2207.36	23342.0
2016-05-18 03:30:00	ES	Futures	2207.09	2207.9	2203.31	2204.39	14949.0
2016-05-18 04:00:00	ES	Futures	2204.39	2208.44	2203.85	2205.47	13015.0
2016-05-18 04:30:00	ES	Futures	2205.47	2208.71	2204.93	2208.44	7731.0
2016-05-18 05:00:00	ES	Futures	2208.44	2208.71	2206.01	2206.28	7526.0
2016-05-18 05:30:00	ES	Futures	2206.28	2207.9	2206.01	2207.36	3814.0
2016-05-18 06:00:00	ES	Futures	2207.63	2209.25	2206.28	2206.55	8295.0
2016-05-18 06:30:00	ES	Futures	2206.55	2206.55	2204.39	2205.47	6197.0
2016-05-18 07:00:00	ES	Futures	2205.47	2208.17	2205.2	2207.9	7299.0
2016-05-18 07:30:00	ES	Futures	2208.17	2208.17	2203.58	2203.85	11617.0
2016-05-18 08:00:00	ES	Futures	2203.58	2204.66	2201.69	2201.69	18474.0
2016-05-18 08:30:00	ES	Futures	2201.96	2202.23	2198.99	2200.88	25009.0
2016-05-18 09:00:00	ES	Futures	2200.88	2202.5	2197.91	2202.23	34695.0
2016-05-18 09:30:00	ES	Futures	2202.23	2206.28	2198.99	2206.28	209335.0
2016-05-18 10:00:00	ES	Futures	2206.55	2216.0	2204.66	2215.19	164684.0
2016-05-18 10:30:00	ES	Futures	2214.92	2214.92	2207.9	2208.44	125974.0
2016-05-18 11:00:00	ES	Futures	2208.44	2214.38	2208.17	2213.84	106162.0
2016-05-18 11:30:00	ES	Futures	2213.57	2216.27	2211.14	2211.68	104130.0
2016-05-18 12:00:00	ES	Futures	2211.68	2213.84	2210.33	2211.14	53945.0
2016-05-18 12:30:00	ES	Futures	2211.41	2216.81	2211.14	2216.81	51697.0
2016-05-18 13:00:00	ES	Futures	2216.81	2221.4	2216.54	2220.32	98862.0
2016-05-18 13:30:00	ES	Futures	2220.32	2222.21	2217.62	2217.89	69589.0
2016-05-18 14:00:00	ES	Futures	2217.89	2218.16	2195.48	2196.56	294381.0
2016-05-18 14:30:00	ES	Futures	2196.56	2206.82	2193.05	2204.39	181357.0
2016-05-18 15:00:00	ES	Futures	2204.39	2209.25	2197.64	2197.91	132338.0
2016-05-18 15:30:00	ES	Futures	2197.91	2207.63	2197.37	2207.36	164887.0
2016-05-18 16:00:00	ES	Futures	2207.09	2207.36	2204.39	2205.74	57327.0
2016-05-18 16:30:00	ES	Futures	2205.47	2207.09	2204.93	2206.55	7929.0
2016-05-18 18:00:00	ES	Futures	2206.82	2208.17	2205.2	2205.2	3994.0
2016-05-18 18:30:00	ES	Futures	2205.47	2205.74	2204.12	2205.74	2143.0
2016-05-18 19:00:00	ES	Futures	2205.47	2206.82	2205.47	2206.01	1793.0
2016-05-18 19:30:00	ES	Futures	2206.01	2207.09	2205.2	2206.82	2075.0
2016-05-18 20:00:00	ES	Futures	2206.55	2207.36	2204.66	2205.2	3093.0
2016-05-18 20:30:00	ES	Futures	2205.2	2205.47	2203.85	2204.93	2053.0
2016-05-18 21:00:00	ES	Futures	2204.93	2205.2	2202.5	2203.85	3871.0
2016-05-18 21:30:00	ES	Futures	2203.85	2204.12	2198.18	2199.8	10095.0
2016-05-18 22:00:00	ES	Futures	2199.8	2200.88	2198.99	2199.26	4714.0
2016-05-18 22:30:00	ES	Futures	2198.99	2201.42	2198.99	2200.61	4090.0
2016-05-18 23:00:00	ES	Futures	2200.88	2201.15	2198.99	2199.53	2460.0
2016-05-18 23:30:00	ES	Futures	2199.53	2200.61	2198.72	2200.61	2967.0
2016-05-18 00:00:00	NQ	Futures	5141.31	5142.8	5135.96	5136.55	486.0
2016-05-18 00:30:00	NQ	Futures	5136.55	5138.04	5133.88	5137.74	515.0
2016-05-18 01:00:00	NQ	Futures	5138.04	5144.88	5137.74	5142.5	477.0
2016-05-18 01:30:00	NQ	Futures	5142.5	5147.56	5142.21	5144.29	432.0

> showing 50 of 3,043 rows — these rows as CSV

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