PREVIEW / futures_30min / 2016-05-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-26.parquet
  size:    79 KB
  rows:    2,995

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
2016-05-26 00:00:00	ES	Futures	2250.28	2250.55	2249.74	2250.28	1168.0
2016-05-26 00:30:00	ES	Futures	2250.55	2251.36	2250.28	2251.36	683.0
2016-05-26 01:00:00	ES	Futures	2251.09	2252.17	2251.09	2251.9	1709.0
2016-05-26 01:30:00	ES	Futures	2251.9	2252.17	2250.28	2252.17	3803.0
2016-05-26 02:00:00	ES	Futures	2252.17	2253.79	2251.63	2253.79	4737.0
2016-05-26 02:30:00	ES	Futures	2253.52	2254.06	2251.9	2252.98	3190.0
2016-05-26 03:00:00	ES	Futures	2252.98	2255.95	2252.44	2254.33	14869.0
2016-05-26 03:30:00	ES	Futures	2254.6	2257.84	2253.79	2255.95	9979.0
2016-05-26 04:00:00	ES	Futures	2255.95	2256.49	2253.25	2253.52	7928.0
2016-05-26 04:30:00	ES	Futures	2253.79	2255.14	2251.9	2252.17	7513.0
2016-05-26 05:00:00	ES	Futures	2252.44	2255.14	2251.9	2254.33	4563.0
2016-05-26 05:30:00	ES	Futures	2254.06	2255.41	2254.06	2254.87	4052.0
2016-05-26 06:00:00	ES	Futures	2255.14	2257.03	2254.33	2256.76	6243.0
2016-05-26 06:30:00	ES	Futures	2256.76	2258.11	2256.22	2257.03	7296.0
2016-05-26 07:00:00	ES	Futures	2257.03	2257.03	2255.41	2255.41	5090.0
2016-05-26 07:30:00	ES	Futures	2255.68	2258.38	2255.41	2257.57	8664.0
2016-05-26 08:00:00	ES	Futures	2257.84	2258.65	2255.95	2257.57	13988.0
2016-05-26 08:30:00	ES	Futures	2257.57	2258.11	2255.14	2256.22	16507.0
2016-05-26 09:00:00	ES	Futures	2256.22	2257.57	2255.41	2255.95	18959.0
2016-05-26 09:30:00	ES	Futures	2256.22	2258.92	2251.36	2251.9	161543.0
2016-05-26 10:00:00	ES	Futures	2251.9	2256.22	2251.63	2254.87	92645.0
2016-05-26 10:30:00	ES	Futures	2254.87	2257.03	2251.36	2251.63	94766.0
2016-05-26 11:00:00	ES	Futures	2251.36	2254.87	2250.82	2254.6	56744.0
2016-05-26 11:30:00	ES	Futures	2254.6	2255.14	2253.25	2253.79	46036.0
2016-05-26 12:00:00	ES	Futures	2254.06	2255.41	2252.17	2252.71	35066.0
2016-05-26 12:30:00	ES	Futures	2252.71	2254.06	2251.9	2252.71	26041.0
2016-05-26 13:00:00	ES	Futures	2252.71	2255.41	2251.63	2254.6	30218.0
2016-05-26 13:30:00	ES	Futures	2254.6	2255.41	2253.52	2254.6	26832.0
2016-05-26 14:00:00	ES	Futures	2254.6	2256.76	2254.06	2255.68	42067.0
2016-05-26 14:30:00	ES	Futures	2255.68	2256.49	2254.87	2255.41	25299.0
2016-05-26 15:00:00	ES	Futures	2255.14	2257.57	2255.14	2255.95	30771.0
2016-05-26 15:30:00	ES	Futures	2256.22	2256.49	2253.79	2254.6	66004.0
2016-05-26 16:00:00	ES	Futures	2254.33	2257.3	2254.33	2257.03	47640.0
2016-05-26 16:30:00	ES	Futures	2256.76	2258.11	2256.49	2257.84	6619.0
2016-05-26 18:00:00	ES	Futures	2257.57	2257.84	2256.76	2257.57	1696.0
2016-05-26 18:30:00	ES	Futures	2257.57	2258.11	2257.3	2257.84	681.0
2016-05-26 19:00:00	ES	Futures	2257.84	2257.84	2257.57	2257.84	217.0
2016-05-26 19:30:00	ES	Futures	2257.57	2258.92	2257.57	2258.65	2093.0
2016-05-26 20:00:00	ES	Futures	2258.38	2259.19	2257.84	2258.38	3204.0
2016-05-26 20:30:00	ES	Futures	2258.65	2259.73	2258.11	2259.46	1976.0
2016-05-26 21:00:00	ES	Futures	2259.73	2259.73	2256.22	2256.49	4955.0
2016-05-26 21:30:00	ES	Futures	2256.49	2257.03	2255.41	2256.49	3031.0
2016-05-26 22:00:00	ES	Futures	2256.76	2257.03	2255.95	2256.49	1369.0
2016-05-26 22:30:00	ES	Futures	2256.49	2256.76	2255.95	2255.95	638.0
2016-05-26 23:00:00	ES	Futures	2255.95	2257.57	2255.95	2257.03	1707.0
2016-05-26 23:30:00	ES	Futures	2257.3	2258.38	2257.3	2257.57	1392.0
2016-05-26 00:00:00	NQ	Futures	5317.15	5318.34	5316.56	5317.45	132.0
2016-05-26 00:30:00	NQ	Futures	5317.75	5320.43	5317.45	5319.24	185.0
2016-05-26 01:00:00	NQ	Futures	5319.83	5323.4	5319.83	5323.4	576.0
2016-05-26 01:30:00	NQ	Futures	5323.4	5323.7	5317.15	5323.1	863.0

> showing 50 of 2,995 rows — these rows as CSV

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