PREVIEW / futures_30min / 2016-05-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-25.parquet
  size:    79 KB
  rows:    3,021

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
2016-05-25 00:00:00	ES	Futures	2245.42	2245.42	2244.61	2245.15	1133.0
2016-05-25 00:30:00	ES	Futures	2245.42	2246.5	2245.15	2245.69	3809.0
2016-05-25 01:00:00	ES	Futures	2245.69	2246.5	2245.42	2245.69	2210.0
2016-05-25 01:30:00	ES	Futures	2245.69	2245.96	2244.07	2244.61	2807.0
2016-05-25 02:00:00	ES	Futures	2244.88	2251.09	2243.8	2249.47	18358.0
2016-05-25 02:30:00	ES	Futures	2249.2	2249.74	2247.31	2247.31	8249.0
2016-05-25 03:00:00	ES	Futures	2247.58	2247.85	2244.61	2247.04	19000.0
2016-05-25 03:30:00	ES	Futures	2247.04	2247.58	2245.69	2247.04	10780.0
2016-05-25 04:00:00	ES	Futures	2247.04	2250.01	2246.23	2248.93	13613.0
2016-05-25 04:30:00	ES	Futures	2248.93	2250.82	2247.58	2250.01	10828.0
2016-05-25 05:00:00	ES	Futures	2250.01	2251.09	2249.47	2250.01	9095.0
2016-05-25 05:30:00	ES	Futures	2250.01	2252.17	2249.74	2251.09	12126.0
2016-05-25 06:00:00	ES	Futures	2251.09	2251.36	2248.93	2250.01	7344.0
2016-05-25 06:30:00	ES	Futures	2250.28	2250.82	2248.66	2249.2	7777.0
2016-05-25 07:00:00	ES	Futures	2249.47	2250.01	2247.58	2249.47	8975.0
2016-05-25 07:30:00	ES	Futures	2249.74	2250.55	2248.93	2249.47	7594.0
2016-05-25 08:00:00	ES	Futures	2249.2	2250.55	2248.66	2250.55	9348.0
2016-05-25 08:30:00	ES	Futures	2250.28	2251.09	2249.47	2249.74	11953.0
2016-05-25 09:00:00	ES	Futures	2249.47	2249.74	2246.5	2247.58	23503.0
2016-05-25 09:30:00	ES	Futures	2247.85	2254.33	2247.04	2253.79	196743.0
2016-05-25 10:00:00	ES	Futures	2253.52	2259.19	2253.52	2257.3	151268.0
2016-05-25 10:30:00	ES	Futures	2257.03	2258.11	2254.33	2255.68	124820.0
2016-05-25 11:00:00	ES	Futures	2255.95	2257.84	2253.25	2253.79	105796.0
2016-05-25 11:30:00	ES	Futures	2254.06	2255.68	2252.98	2254.6	63315.0
2016-05-25 12:00:00	ES	Futures	2254.6	2255.41	2252.71	2253.25	53653.0
2016-05-25 12:30:00	ES	Futures	2253.25	2255.14	2252.71	2254.87	35921.0
2016-05-25 13:00:00	ES	Futures	2254.87	2258.65	2254.6	2257.57	60420.0
2016-05-25 13:30:00	ES	Futures	2257.57	2258.38	2256.49	2257.84	31818.0
2016-05-25 14:00:00	ES	Futures	2258.11	2258.38	2255.68	2257.03	42487.0
2016-05-25 14:30:00	ES	Futures	2257.03	2259.19	2253.25	2253.79	74335.0
2016-05-25 15:00:00	ES	Futures	2253.79	2259.73	2252.98	2259.73	77184.0
2016-05-25 15:30:00	ES	Futures	2259.46	2259.73	2253.52	2253.52	124358.0
2016-05-25 16:00:00	ES	Futures	2253.79	2255.41	2253.25	2254.06	57554.0
2016-05-25 16:30:00	ES	Futures	2254.33	2255.68	2254.06	2255.68	7332.0
2016-05-25 18:00:00	ES	Futures	2255.68	2255.95	2253.52	2253.79	2330.0
2016-05-25 18:30:00	ES	Futures	2253.52	2254.6	2253.52	2254.33	829.0
2016-05-25 19:00:00	ES	Futures	2254.6	2254.6	2253.79	2253.79	761.0
2016-05-25 19:30:00	ES	Futures	2253.79	2254.06	2251.9	2252.98	3196.0
2016-05-25 20:00:00	ES	Futures	2252.71	2252.98	2251.09	2251.63	6395.0
2016-05-25 20:30:00	ES	Futures	2251.63	2251.63	2249.74	2250.01	5129.0
2016-05-25 21:00:00	ES	Futures	2250.01	2251.36	2248.93	2251.36	3611.0
2016-05-25 21:30:00	ES	Futures	2251.09	2251.63	2249.74	2249.74	3038.0
2016-05-25 22:00:00	ES	Futures	2250.01	2250.55	2248.93	2250.01	2772.0
2016-05-25 22:30:00	ES	Futures	2249.74	2250.82	2249.2	2249.74	1343.0
2016-05-25 23:00:00	ES	Futures	2249.74	2251.36	2249.47	2251.36	1351.0
2016-05-25 23:30:00	ES	Futures	2251.36	2251.63	2250.01	2250.01	1958.0
2016-05-25 00:00:00	NQ	Futures	5305.55	5306.44	5304.36	5305.55	281.0
2016-05-25 00:30:00	NQ	Futures	5305.85	5308.82	5305.85	5306.74	514.0
2016-05-25 01:00:00	NQ	Futures	5306.74	5308.82	5305.25	5306.14	375.0
2016-05-25 01:30:00	NQ	Futures	5305.85	5306.74	5300.79	5301.98	533.0

> showing 50 of 3,021 rows — these rows as CSV

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