PREVIEW / futures_30min / 2016-05-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-24.parquet
  size:    85 KB
  rows:    3,044

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
2016-05-24 00:00:00	ES	Futures	2209.52	2209.79	2209.25	2209.52	598.0
2016-05-24 00:30:00	ES	Futures	2209.25	2209.52	2208.71	2209.25	815.0
2016-05-24 01:00:00	ES	Futures	2209.25	2209.25	2207.63	2208.17	2118.0
2016-05-24 01:30:00	ES	Futures	2208.17	2208.44	2205.74	2205.74	4471.0
2016-05-24 02:00:00	ES	Futures	2206.01	2206.01	2204.39	2205.74	10663.0
2016-05-24 02:30:00	ES	Futures	2205.74	2206.82	2205.2	2205.74	3398.0
2016-05-24 03:00:00	ES	Futures	2206.01	2209.25	2204.39	2208.71	14947.0
2016-05-24 03:30:00	ES	Futures	2208.71	2213.57	2208.71	2211.41	17147.0
2016-05-24 04:00:00	ES	Futures	2211.14	2214.38	2211.14	2212.49	14539.0
2016-05-24 04:30:00	ES	Futures	2212.49	2214.65	2212.22	2213.3	8116.0
2016-05-24 05:00:00	ES	Futures	2213.03	2215.46	2212.22	2214.92	9241.0
2016-05-24 05:30:00	ES	Futures	2215.19	2217.08	2214.11	2215.73	11520.0
2016-05-24 06:00:00	ES	Futures	2216.0	2216.27	2214.38	2215.19	6724.0
2016-05-24 06:30:00	ES	Futures	2214.92	2217.08	2214.92	2215.73	8508.0
2016-05-24 07:00:00	ES	Futures	2216.0	2217.08	2215.73	2216.27	8405.0
2016-05-24 07:30:00	ES	Futures	2216.27	2218.16	2216.27	2217.08	11641.0
2016-05-24 08:00:00	ES	Futures	2217.08	2221.94	2216.81	2221.4	29633.0
2016-05-24 08:30:00	ES	Futures	2221.67	2222.48	2220.32	2221.13	20163.0
2016-05-24 09:00:00	ES	Futures	2220.86	2221.4	2220.05	2220.59	17474.0
2016-05-24 09:30:00	ES	Futures	2220.86	2230.57	2220.32	2228.41	235414.0
2016-05-24 10:00:00	ES	Futures	2228.68	2234.62	2228.14	2233.81	182911.0
2016-05-24 10:30:00	ES	Futures	2234.08	2237.59	2233.54	2236.24	132673.0
2016-05-24 11:00:00	ES	Futures	2235.97	2237.86	2235.16	2236.24	101468.0
2016-05-24 11:30:00	ES	Futures	2236.51	2238.67	2234.89	2238.4	84498.0
2016-05-24 12:00:00	ES	Futures	2238.4	2238.67	2236.78	2236.78	44243.0
2016-05-24 12:30:00	ES	Futures	2237.05	2239.21	2236.24	2239.21	57155.0
2016-05-24 13:00:00	ES	Futures	2239.21	2240.29	2237.86	2238.13	51744.0
2016-05-24 13:30:00	ES	Futures	2238.4	2238.67	2235.97	2236.78	54115.0
2016-05-24 14:00:00	ES	Futures	2237.05	2238.4	2235.7	2237.05	50883.0
2016-05-24 14:30:00	ES	Futures	2236.78	2239.75	2236.51	2238.13	53546.0
2016-05-24 15:00:00	ES	Futures	2238.13	2243.26	2238.13	2241.64	93445.0
2016-05-24 15:30:00	ES	Futures	2241.91	2242.18	2238.4	2238.67	142714.0
2016-05-24 16:00:00	ES	Futures	2238.67	2241.37	2238.4	2241.37	71843.0
2016-05-24 16:30:00	ES	Futures	2241.37	2241.91	2240.56	2240.83	10532.0
2016-05-24 18:00:00	ES	Futures	2240.83	2241.37	2239.21	2240.56	2682.0
2016-05-24 18:30:00	ES	Futures	2240.29	2242.45	2240.29	2242.45	1738.0
2016-05-24 19:00:00	ES	Futures	2242.18	2245.69	2241.91	2244.88	6447.0
2016-05-24 19:30:00	ES	Futures	2244.88	2244.88	2243.8	2244.34	3001.0
2016-05-24 20:00:00	ES	Futures	2244.34	2244.34	2241.91	2243.53	4989.0
2016-05-24 20:30:00	ES	Futures	2243.26	2244.61	2242.99	2244.07	2917.0
2016-05-24 21:00:00	ES	Futures	2244.07	2244.61	2243.26	2243.53	2908.0
2016-05-24 21:30:00	ES	Futures	2243.53	2244.61	2242.72	2244.07	3932.0
2016-05-24 22:00:00	ES	Futures	2244.07	2244.34	2242.99	2243.53	1867.0
2016-05-24 22:30:00	ES	Futures	2243.53	2244.61	2243.53	2244.07	1242.0
2016-05-24 23:00:00	ES	Futures	2244.07	2245.69	2243.8	2245.42	2841.0
2016-05-24 23:30:00	ES	Futures	2245.15	2245.69	2244.61	2245.42	2133.0
2016-05-24 00:00:00	NQ	Futures	5180.59	5181.18	5179.4	5180.29	110.0
2016-05-24 00:30:00	NQ	Futures	5180.29	5180.88	5178.5	5179.99	317.0
2016-05-24 01:00:00	NQ	Futures	5179.69	5179.99	5177.61	5178.21	219.0
2016-05-24 01:30:00	NQ	Futures	5178.5	5178.8	5172.55	5173.15	438.0

> showing 50 of 3,044 rows — these rows as CSV

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