PREVIEW / futures_30min / 2016-05-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-05-31.parquet
  size:    83 KB
  rows:    3,020

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
2016-05-31 00:00:00	ES	Futures	2270.53	2270.53	2268.91	2269.18	1159.0
2016-05-31 00:30:00	ES	Futures	2269.45	2269.72	2269.18	2269.18	1070.0
2016-05-31 01:00:00	ES	Futures	2269.45	2269.99	2269.18	2269.45	1891.0
2016-05-31 01:30:00	ES	Futures	2269.45	2270.26	2268.91	2269.18	2048.0
2016-05-31 02:00:00	ES	Futures	2269.18	2269.45	2268.37	2269.18	4693.0
2016-05-31 02:30:00	ES	Futures	2269.18	2269.45	2267.29	2267.56	2409.0
2016-05-31 03:00:00	ES	Futures	2267.56	2268.64	2264.86	2266.21	13505.0
2016-05-31 03:30:00	ES	Futures	2266.21	2267.83	2265.13	2265.4	7233.0
2016-05-31 04:00:00	ES	Futures	2265.13	2265.4	2263.51	2265.13	14411.0
2016-05-31 04:30:00	ES	Futures	2265.13	2265.94	2263.78	2264.05	6046.0
2016-05-31 05:00:00	ES	Futures	2264.05	2265.94	2264.05	2265.67	6823.0
2016-05-31 05:30:00	ES	Futures	2265.67	2265.94	2264.86	2265.94	4903.0
2016-05-31 06:00:00	ES	Futures	2265.94	2266.75	2265.4	2265.4	4806.0
2016-05-31 06:30:00	ES	Futures	2265.4	2266.48	2264.32	2265.13	5631.0
2016-05-31 07:00:00	ES	Futures	2265.4	2267.02	2264.86	2266.21	8951.0
2016-05-31 07:30:00	ES	Futures	2266.21	2268.64	2265.94	2268.37	9374.0
2016-05-31 08:00:00	ES	Futures	2268.64	2268.91	2267.83	2268.91	6272.0
2016-05-31 08:30:00	ES	Futures	2268.64	2268.64	2267.02	2267.56	8703.0
2016-05-31 09:00:00	ES	Futures	2267.56	2268.91	2267.29	2267.83	14289.0
2016-05-31 09:30:00	ES	Futures	2267.83	2268.91	2265.13	2266.48	115793.0
2016-05-31 10:00:00	ES	Futures	2266.21	2269.45	2266.21	2268.1	92747.0
2016-05-31 10:30:00	ES	Futures	2268.1	2269.45	2262.97	2264.86	124549.0
2016-05-31 11:00:00	ES	Futures	2264.59	2264.59	2260.0	2261.89	103513.0
2016-05-31 11:30:00	ES	Futures	2261.89	2262.97	2259.46	2260.0	74058.0
2016-05-31 12:00:00	ES	Futures	2260.0	2260.27	2257.84	2259.19	47713.0
2016-05-31 12:30:00	ES	Futures	2259.46	2260.54	2258.38	2258.92	36576.0
2016-05-31 13:00:00	ES	Futures	2259.19	2262.16	2257.84	2261.62	52152.0
2016-05-31 13:30:00	ES	Futures	2261.62	2261.89	2258.92	2259.46	44365.0
2016-05-31 14:00:00	ES	Futures	2259.46	2259.46	2253.25	2256.22	113076.0
2016-05-31 14:30:00	ES	Futures	2255.95	2256.49	2253.79	2254.06	67569.0
2016-05-31 15:00:00	ES	Futures	2254.06	2258.38	2252.71	2258.38	99876.0
2016-05-31 15:30:00	ES	Futures	2258.11	2264.86	2258.11	2260.27	256441.0
2016-05-31 16:00:00	ES	Futures	2260.54	2262.43	2257.57	2262.16	135739.0
2016-05-31 16:30:00	ES	Futures	2262.16	2262.97	2261.62	2261.89	7477.0
2016-05-31 18:00:00	ES	Futures	2261.35	2262.97	2260.54	2262.43	4253.0
2016-05-31 18:30:00	ES	Futures	2262.16	2263.24	2262.16	2262.43	1409.0
2016-05-31 19:00:00	ES	Futures	2262.43	2263.24	2262.43	2262.97	627.0
2016-05-31 19:30:00	ES	Futures	2262.97	2262.97	2261.62	2262.7	1305.0
2016-05-31 20:00:00	ES	Futures	2262.43	2263.24	2261.89	2262.16	2229.0
2016-05-31 20:30:00	ES	Futures	2262.16	2262.7	2261.62	2261.89	2169.0
2016-05-31 21:00:00	ES	Futures	2261.62	2262.16	2261.08	2261.62	3144.0
2016-05-31 21:30:00	ES	Futures	2261.89	2264.05	2261.62	2263.78	5392.0
2016-05-31 22:00:00	ES	Futures	2264.05	2267.02	2263.78	2266.48	6340.0
2016-05-31 22:30:00	ES	Futures	2266.48	2266.75	2265.4	2265.67	2437.0
2016-05-31 23:00:00	ES	Futures	2265.4	2265.94	2264.59	2265.13	2228.0
2016-05-31 23:30:00	ES	Futures	2265.13	2265.13	2262.7	2263.51	3866.0
2016-05-31 00:00:00	NQ	Futures	5388.56	5388.56	5385.59	5385.88	122.0
2016-05-31 00:30:00	NQ	Futures	5385.88	5387.37	5385.59	5386.78	237.0
2016-05-31 01:00:00	NQ	Futures	5387.07	5389.16	5386.78	5387.97	414.0
2016-05-31 01:30:00	NQ	Futures	5388.26	5389.16	5386.48	5386.48	245.0

> showing 50 of 3,020 rows — these rows as CSV

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