PREVIEW / futures_30min / 2016-05-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-19.parquet
  size:    84 KB
  rows:    3,032

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
2016-05-19 00:00:00	ES	Futures	2200.61	2200.61	2198.99	2199.26	1511.0
2016-05-19 00:30:00	ES	Futures	2199.26	2200.34	2198.18	2199.26	1892.0
2016-05-19 01:00:00	ES	Futures	2199.26	2200.07	2198.45	2199.8	1482.0
2016-05-19 01:30:00	ES	Futures	2199.53	2200.61	2198.99	2200.34	2194.0
2016-05-19 02:00:00	ES	Futures	2200.07	2201.69	2199.26	2201.42	5687.0
2016-05-19 02:30:00	ES	Futures	2201.69	2201.96	2200.61	2200.88	4525.0
2016-05-19 03:00:00	ES	Futures	2200.88	2201.69	2195.21	2197.37	25745.0
2016-05-19 03:30:00	ES	Futures	2197.37	2200.61	2196.02	2198.99	12096.0
2016-05-19 04:00:00	ES	Futures	2198.99	2202.5	2198.18	2198.45	12875.0
2016-05-19 04:30:00	ES	Futures	2198.18	2199.8	2195.21	2196.29	13971.0
2016-05-19 05:00:00	ES	Futures	2196.29	2198.18	2195.75	2196.56	8006.0
2016-05-19 05:30:00	ES	Futures	2196.56	2197.64	2195.48	2197.1	5112.0
2016-05-19 06:00:00	ES	Futures	2196.83	2200.07	2196.29	2197.1	9118.0
2016-05-19 06:30:00	ES	Futures	2197.37	2198.72	2196.56	2197.37	6085.0
2016-05-19 07:00:00	ES	Futures	2197.37	2201.15	2197.37	2200.61	14749.0
2016-05-19 07:30:00	ES	Futures	2200.34	2204.12	2199.8	2201.42	17776.0
2016-05-19 08:00:00	ES	Futures	2201.69	2202.5	2200.61	2200.61	13859.0
2016-05-19 08:30:00	ES	Futures	2200.61	2200.88	2198.18	2198.99	20743.0
2016-05-19 09:00:00	ES	Futures	2198.72	2199.8	2197.1	2197.37	34578.0
2016-05-19 09:30:00	ES	Futures	2197.64	2202.77	2187.11	2187.11	288571.0
2016-05-19 10:00:00	ES	Futures	2187.38	2191.16	2185.49	2190.62	212566.0
2016-05-19 10:30:00	ES	Futures	2190.62	2193.86	2186.3	2186.57	180627.0
2016-05-19 11:00:00	ES	Futures	2186.84	2190.08	2183.6	2187.65	165036.0
2016-05-19 11:30:00	ES	Futures	2187.65	2190.08	2183.87	2189.0	115860.0
2016-05-19 12:00:00	ES	Futures	2188.73	2193.05	2187.65	2189.81	103050.0
2016-05-19 12:30:00	ES	Futures	2189.81	2191.16	2186.3	2186.84	73359.0
2016-05-19 13:00:00	ES	Futures	2186.57	2191.97	2186.3	2191.97	60304.0
2016-05-19 13:30:00	ES	Futures	2191.7	2196.56	2191.7	2193.32	107263.0
2016-05-19 14:00:00	ES	Futures	2193.05	2198.99	2192.51	2198.45	90770.0
2016-05-19 14:30:00	ES	Futures	2198.45	2198.45	2191.97	2192.51	72739.0
2016-05-19 15:00:00	ES	Futures	2192.78	2201.42	2192.51	2198.45	100679.0
2016-05-19 15:30:00	ES	Futures	2198.45	2201.42	2196.56	2199.26	156341.0
2016-05-19 16:00:00	ES	Futures	2199.53	2201.96	2198.45	2201.96	60014.0
2016-05-19 16:30:00	ES	Futures	2201.42	2201.96	2200.34	2201.96	7884.0
2016-05-19 18:00:00	ES	Futures	2201.69	2202.5	2201.15	2201.96	3156.0
2016-05-19 18:30:00	ES	Futures	2201.96	2202.23	2201.69	2201.96	826.0
2016-05-19 19:00:00	ES	Futures	2201.96	2202.77	2201.69	2202.5	2595.0
2016-05-19 19:30:00	ES	Futures	2202.23	2202.5	2200.07	2201.15	2861.0
2016-05-19 20:00:00	ES	Futures	2201.15	2204.39	2200.88	2203.58	6666.0
2016-05-19 20:30:00	ES	Futures	2203.58	2207.9	2203.58	2207.63	8481.0
2016-05-19 21:00:00	ES	Futures	2207.63	2207.9	2204.93	2205.74	5407.0
2016-05-19 21:30:00	ES	Futures	2205.74	2207.9	2204.93	2207.63	4033.0
2016-05-19 22:00:00	ES	Futures	2207.63	2208.44	2206.82	2207.9	3228.0
2016-05-19 22:30:00	ES	Futures	2207.9	2208.98	2207.36	2207.9	4065.0
2016-05-19 23:00:00	ES	Futures	2207.63	2207.9	2207.36	2207.9	810.0
2016-05-19 23:30:00	ES	Futures	2207.9	2207.9	2206.82	2207.09	1306.0
2016-05-19 00:00:00	NQ	Futures	5146.07	5146.37	5142.8	5144.29	202.0
2016-05-19 00:30:00	NQ	Futures	5145.18	5146.67	5141.61	5143.99	206.0
2016-05-19 01:00:00	NQ	Futures	5143.99	5145.48	5142.5	5144.88	216.0
2016-05-19 01:30:00	NQ	Futures	5144.88	5148.45	5143.69	5147.56	309.0

> showing 50 of 3,032 rows — these rows as CSV

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