PREVIEW / futures_30min / 2016-05-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-27.parquet
  size:    68 KB
  rows:    2,475

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
2016-05-27 00:00:00	ES	Futures	2257.57	2258.11	2257.57	2257.57	674.0
2016-05-27 00:30:00	ES	Futures	2257.57	2257.84	2256.76	2257.3	501.0
2016-05-27 01:00:00	ES	Futures	2257.03	2257.84	2256.76	2257.03	910.0
2016-05-27 01:30:00	ES	Futures	2257.3	2258.92	2256.49	2258.65	2697.0
2016-05-27 02:00:00	ES	Futures	2258.65	2258.92	2256.76	2256.76	3980.0
2016-05-27 02:30:00	ES	Futures	2256.76	2257.57	2255.95	2256.22	2376.0
2016-05-27 03:00:00	ES	Futures	2256.22	2256.76	2254.87	2255.68	10553.0
2016-05-27 03:30:00	ES	Futures	2255.68	2258.38	2255.68	2256.76	10333.0
2016-05-27 04:00:00	ES	Futures	2256.76	2257.84	2256.49	2257.03	6060.0
2016-05-27 04:30:00	ES	Futures	2257.03	2258.11	2256.22	2256.49	3791.0
2016-05-27 05:00:00	ES	Futures	2256.49	2257.84	2255.95	2257.57	5694.0
2016-05-27 05:30:00	ES	Futures	2257.57	2259.73	2257.3	2258.92	9622.0
2016-05-27 06:00:00	ES	Futures	2258.92	2259.46	2258.11	2258.38	4760.0
2016-05-27 06:30:00	ES	Futures	2258.65	2259.73	2258.11	2258.92	4545.0
2016-05-27 07:00:00	ES	Futures	2258.92	2259.73	2258.65	2258.65	3981.0
2016-05-27 07:30:00	ES	Futures	2258.65	2259.46	2258.11	2258.65	4937.0
2016-05-27 08:00:00	ES	Futures	2258.65	2259.73	2258.38	2258.65	6144.0
2016-05-27 08:30:00	ES	Futures	2258.92	2259.46	2256.76	2257.03	10765.0
2016-05-27 09:00:00	ES	Futures	2256.76	2257.57	2255.95	2257.03	15390.0
2016-05-27 09:30:00	ES	Futures	2256.76	2260.27	2256.22	2258.65	113267.0
2016-05-27 10:00:00	ES	Futures	2258.38	2261.35	2258.11	2259.73	102692.0
2016-05-27 10:30:00	ES	Futures	2259.73	2261.08	2258.65	2259.46	61971.0
2016-05-27 11:00:00	ES	Futures	2259.19	2261.35	2258.38	2261.35	67192.0
2016-05-27 11:30:00	ES	Futures	2261.35	2262.97	2260.81	2261.62	72836.0
2016-05-27 12:00:00	ES	Futures	2261.62	2262.7	2261.35	2262.7	22877.0
2016-05-27 12:30:00	ES	Futures	2262.7	2262.7	2261.08	2261.35	26051.0
2016-05-27 13:00:00	ES	Futures	2261.62	2261.89	2260.54	2260.81	26054.0
2016-05-27 13:30:00	ES	Futures	2260.81	2261.35	2256.76	2258.65	86345.0
2016-05-27 14:00:00	ES	Futures	2258.38	2261.62	2256.76	2260.81	58504.0
2016-05-27 14:30:00	ES	Futures	2260.54	2261.08	2258.11	2260.54	51877.0
2016-05-27 15:00:00	ES	Futures	2260.54	2261.62	2259.73	2261.08	33840.0
2016-05-27 15:30:00	ES	Futures	2261.08	2264.32	2260.81	2264.32	99271.0
2016-05-27 16:00:00	ES	Futures	2264.32	2265.67	2263.78	2265.13	60584.0
2016-05-27 16:30:00	ES	Futures	2264.86	2266.48	2264.59	2266.21	7838.0
2016-05-27 00:00:00	NQ	Futures	5350.18	5351.67	5349.58	5350.77	171.0
2016-05-27 00:30:00	NQ	Futures	5351.07	5351.37	5348.69	5349.88	147.0
2016-05-27 01:00:00	NQ	Futures	5350.18	5350.48	5348.99	5349.58	276.0
2016-05-27 01:30:00	NQ	Futures	5349.88	5353.45	5348.39	5353.45	380.0
2016-05-27 02:00:00	NQ	Futures	5353.15	5354.05	5348.39	5348.69	459.0
2016-05-27 02:30:00	NQ	Futures	5349.29	5350.77	5347.2	5347.5	264.0
2016-05-27 03:00:00	NQ	Futures	5347.2	5349.88	5343.93	5348.1	1244.0
2016-05-27 03:30:00	NQ	Futures	5347.8	5354.94	5346.91	5351.96	1614.0
2016-05-27 04:00:00	NQ	Futures	5351.96	5354.34	5351.07	5352.26	699.0
2016-05-27 04:30:00	NQ	Futures	5352.26	5354.34	5351.07	5351.67	614.0
2016-05-27 05:00:00	NQ	Futures	5351.96	5354.94	5349.88	5354.64	554.0
2016-05-27 05:30:00	NQ	Futures	5354.64	5359.7	5353.75	5358.21	1330.0
2016-05-27 06:00:00	NQ	Futures	5357.91	5359.7	5356.43	5357.02	543.0
2016-05-27 06:30:00	NQ	Futures	5357.02	5358.81	5356.43	5357.02	890.0
2016-05-27 07:00:00	NQ	Futures	5357.32	5358.51	5355.24	5355.24	998.0
2016-05-27 07:30:00	NQ	Futures	5354.94	5356.72	5353.75	5354.64	634.0

> showing 50 of 2,475 rows — these rows as CSV

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