PREVIEW / futures_30min / 2016-05-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-23.parquet
  size:    77 KB
  rows:    2,981

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
2016-05-23 00:00:00	ES	Futures	2216.81	2217.35	2215.73	2216.27	1579.0
2016-05-23 00:30:00	ES	Futures	2216.27	2216.81	2215.46	2216.27	1600.0
2016-05-23 01:00:00	ES	Futures	2216.27	2216.27	2214.65	2214.65	1920.0
2016-05-23 01:30:00	ES	Futures	2214.65	2215.19	2213.84	2214.38	1860.0
2016-05-23 02:00:00	ES	Futures	2214.65	2216.54	2213.84	2216.27	5890.0
2016-05-23 02:30:00	ES	Futures	2216.0	2216.54	2213.84	2214.11	3824.0
2016-05-23 03:00:00	ES	Futures	2214.11	2214.38	2206.82	2208.71	24789.0
2016-05-23 03:30:00	ES	Futures	2208.98	2211.68	2206.82	2210.6	13388.0
2016-05-23 04:00:00	ES	Futures	2210.87	2220.32	2210.06	2218.43	24306.0
2016-05-23 04:30:00	ES	Futures	2218.43	2220.32	2217.89	2218.16	7357.0
2016-05-23 05:00:00	ES	Futures	2217.89	2218.7	2214.11	2214.65	10178.0
2016-05-23 05:30:00	ES	Futures	2214.92	2216.27	2210.06	2210.6	11589.0
2016-05-23 06:00:00	ES	Futures	2210.6	2211.95	2208.44	2211.95	10649.0
2016-05-23 06:30:00	ES	Futures	2211.68	2211.95	2208.98	2210.6	9041.0
2016-05-23 07:00:00	ES	Futures	2210.6	2211.95	2209.25	2210.87	7600.0
2016-05-23 07:30:00	ES	Futures	2211.14	2215.73	2210.06	2214.11	11362.0
2016-05-23 08:00:00	ES	Futures	2214.11	2214.65	2211.68	2212.22	11515.0
2016-05-23 08:30:00	ES	Futures	2212.49	2213.3	2210.87	2211.14	10446.0
2016-05-23 09:00:00	ES	Futures	2211.14	2213.3	2210.87	2213.03	19689.0
2016-05-23 09:30:00	ES	Futures	2213.3	2215.19	2209.79	2212.49	169830.0
2016-05-23 10:00:00	ES	Futures	2212.49	2216.81	2212.22	2213.84	125454.0
2016-05-23 10:30:00	ES	Futures	2213.84	2215.46	2210.87	2211.95	76766.0
2016-05-23 11:00:00	ES	Futures	2211.95	2215.19	2211.14	2214.65	57284.0
2016-05-23 11:30:00	ES	Futures	2214.65	2215.46	2209.25	2210.06	74233.0
2016-05-23 12:00:00	ES	Futures	2210.33	2212.49	2209.79	2212.22	37717.0
2016-05-23 12:30:00	ES	Futures	2212.49	2213.84	2210.33	2213.57	39254.0
2016-05-23 13:00:00	ES	Futures	2213.57	2215.19	2213.03	2213.57	41484.0
2016-05-23 13:30:00	ES	Futures	2213.57	2214.11	2212.22	2213.3	37502.0
2016-05-23 14:00:00	ES	Futures	2213.57	2215.73	2213.03	2214.92	39926.0
2016-05-23 14:30:00	ES	Futures	2214.92	2215.73	2212.76	2213.3	33997.0
2016-05-23 15:00:00	ES	Futures	2213.3	2214.38	2210.6	2211.14	48498.0
2016-05-23 15:30:00	ES	Futures	2211.14	2213.3	2207.63	2209.52	114246.0
2016-05-23 16:00:00	ES	Futures	2209.52	2210.6	2207.36	2208.71	45504.0
2016-05-23 16:30:00	ES	Futures	2208.44	2208.71	2207.63	2208.44	6473.0
2016-05-23 18:00:00	ES	Futures	2208.44	2209.25	2207.9	2208.98	1924.0
2016-05-23 18:30:00	ES	Futures	2208.98	2209.52	2208.98	2209.25	461.0
2016-05-23 19:00:00	ES	Futures	2208.98	2209.25	2208.98	2208.98	200.0
2016-05-23 19:30:00	ES	Futures	2208.98	2209.52	2208.71	2208.98	1157.0
2016-05-23 20:00:00	ES	Futures	2208.98	2210.87	2208.71	2210.33	3242.0
2016-05-23 20:30:00	ES	Futures	2210.06	2210.33	2209.52	2209.52	1366.0
2016-05-23 21:00:00	ES	Futures	2209.79	2211.14	2209.52	2210.6	2863.0
2016-05-23 21:30:00	ES	Futures	2210.33	2210.87	2209.52	2210.06	1684.0
2016-05-23 22:00:00	ES	Futures	2210.33	2210.87	2208.98	2210.33	2063.0
2016-05-23 22:30:00	ES	Futures	2210.06	2211.14	2209.79	2210.33	1495.0
2016-05-23 23:00:00	ES	Futures	2210.33	2210.6	2208.44	2208.98	1932.0
2016-05-23 23:30:00	ES	Futures	2208.98	2209.79	2207.9	2209.52	2553.0
2016-05-23 00:00:00	NQ	Futures	5204.09	5204.39	5201.41	5201.41	267.0
2016-05-23 00:30:00	NQ	Futures	5201.12	5204.69	5199.63	5203.5	381.0
2016-05-23 01:00:00	NQ	Futures	5203.2	5203.5	5197.25	5197.84	345.0
2016-05-23 01:30:00	NQ	Futures	5197.55	5198.74	5195.46	5196.95	242.0

> showing 50 of 2,981 rows — these rows as CSV

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