PREVIEW / futures_30min / 2016-05-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-20.parquet
  size:    67 KB
  rows:    2,464

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
2016-05-20 00:00:00	ES	Futures	2207.09	2208.98	2206.82	2208.44	2939.0
2016-05-20 00:30:00	ES	Futures	2208.44	2208.98	2207.9	2207.9	773.0
2016-05-20 01:00:00	ES	Futures	2207.9	2208.44	2207.63	2208.44	1194.0
2016-05-20 01:30:00	ES	Futures	2208.44	2209.52	2208.17	2209.25	3308.0
2016-05-20 02:00:00	ES	Futures	2209.25	2211.14	2207.09	2207.36	10956.0
2016-05-20 02:30:00	ES	Futures	2207.36	2207.63	2205.2	2205.47	5351.0
2016-05-20 03:00:00	ES	Futures	2205.47	2209.79	2205.2	2207.63	21754.0
2016-05-20 03:30:00	ES	Futures	2207.9	2208.44	2205.47	2207.36	8951.0
2016-05-20 04:00:00	ES	Futures	2207.36	2210.06	2207.09	2208.71	11607.0
2016-05-20 04:30:00	ES	Futures	2208.71	2209.79	2208.17	2208.98	6070.0
2016-05-20 05:00:00	ES	Futures	2208.98	2208.98	2203.85	2206.01	17048.0
2016-05-20 05:30:00	ES	Futures	2206.01	2207.9	2205.2	2207.09	8343.0
2016-05-20 06:00:00	ES	Futures	2207.09	2207.36	2205.2	2207.09	5018.0
2016-05-20 06:30:00	ES	Futures	2207.09	2207.36	2205.74	2205.74	4436.0
2016-05-20 07:00:00	ES	Futures	2206.01	2206.55	2205.2	2206.28	6103.0
2016-05-20 07:30:00	ES	Futures	2206.28	2207.9	2205.2	2207.63	10871.0
2016-05-20 08:00:00	ES	Futures	2207.63	2209.25	2206.55	2208.17	14494.0
2016-05-20 08:30:00	ES	Futures	2207.9	2208.98	2205.74	2208.17	16717.0
2016-05-20 09:00:00	ES	Futures	2208.17	2209.52	2207.09	2207.09	45299.0
2016-05-20 09:30:00	ES	Futures	2206.82	2216.54	2206.01	2215.19	293762.0
2016-05-20 10:00:00	ES	Futures	2215.19	2218.16	2213.03	2213.3	175341.0
2016-05-20 10:30:00	ES	Futures	2213.3	2216.81	2213.03	2214.65	75414.0
2016-05-20 11:00:00	ES	Futures	2214.65	2218.7	2214.11	2217.62	84607.0
2016-05-20 11:30:00	ES	Futures	2217.35	2219.78	2216.27	2216.81	73535.0
2016-05-20 12:00:00	ES	Futures	2216.54	2217.35	2215.19	2216.54	53047.0
2016-05-20 12:30:00	ES	Futures	2216.27	2217.89	2215.19	2216.27	42372.0
2016-05-20 13:00:00	ES	Futures	2216.0	2217.35	2213.84	2213.84	48804.0
2016-05-20 13:30:00	ES	Futures	2213.84	2214.11	2210.87	2212.49	62767.0
2016-05-20 14:00:00	ES	Futures	2212.22	2216.27	2211.68	2216.27	72417.0
2016-05-20 14:30:00	ES	Futures	2216.0	2216.54	2211.95	2213.03	53137.0
2016-05-20 15:00:00	ES	Futures	2212.76	2213.03	2208.17	2208.98	91470.0
2016-05-20 15:30:00	ES	Futures	2208.98	2213.3	2208.71	2212.76	123521.0
2016-05-20 16:00:00	ES	Futures	2212.76	2214.38	2212.49	2213.84	66173.0
2016-05-20 16:30:00	ES	Futures	2213.84	2214.38	2213.57	2213.84	8077.0
2016-05-20 00:00:00	NQ	Futures	5156.49	5161.55	5156.49	5160.06	549.0
2016-05-20 00:30:00	NQ	Futures	5160.06	5161.84	5159.76	5159.76	242.0
2016-05-20 01:00:00	NQ	Futures	5159.76	5160.65	5159.17	5160.36	309.0
2016-05-20 01:30:00	NQ	Futures	5160.95	5163.33	5160.36	5163.03	303.0
2016-05-20 02:00:00	NQ	Futures	5163.03	5166.9	5157.97	5158.87	1339.0
2016-05-20 02:30:00	NQ	Futures	5158.57	5159.17	5153.81	5153.81	881.0
2016-05-20 03:00:00	NQ	Futures	5153.51	5166.01	5153.21	5161.25	2855.0
2016-05-20 03:30:00	NQ	Futures	5161.84	5163.33	5153.51	5159.46	1028.0
2016-05-20 04:00:00	NQ	Futures	5159.46	5166.01	5159.17	5161.84	1234.0
2016-05-20 04:30:00	NQ	Futures	5161.55	5164.22	5160.65	5162.14	471.0
2016-05-20 05:00:00	NQ	Futures	5161.55	5161.84	5148.16	5153.81	1803.0
2016-05-20 05:30:00	NQ	Futures	5153.21	5157.97	5151.73	5155.59	1062.0
2016-05-20 06:00:00	NQ	Futures	5155.89	5156.78	5151.13	5155.59	633.0
2016-05-20 06:30:00	NQ	Futures	5155.3	5156.78	5152.02	5152.02	577.0
2016-05-20 07:00:00	NQ	Futures	5152.02	5155.0	5150.24	5155.0	1463.0
2016-05-20 07:30:00	NQ	Futures	5154.4	5157.08	5150.83	5156.19	1420.0

> showing 50 of 2,464 rows — these rows as CSV

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