PREVIEW / futures_30min / 2016-06-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-01.parquet
  size:    83 KB
  rows:    3,030

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
2016-06-01 00:00:00	ES	Futures	2263.51	2265.13	2263.24	2264.59	1630.0
2016-06-01 00:30:00	ES	Futures	2264.32	2264.86	2263.24	2263.51	1059.0
2016-06-01 01:00:00	ES	Futures	2263.78	2264.05	2260.27	2260.81	5957.0
2016-06-01 01:30:00	ES	Futures	2260.81	2261.62	2260.0	2260.81	3825.0
2016-06-01 02:00:00	ES	Futures	2260.81	2263.51	2260.54	2262.7	5418.0
2016-06-01 02:30:00	ES	Futures	2262.7	2262.7	2260.27	2260.81	4556.0
2016-06-01 03:00:00	ES	Futures	2260.54	2261.35	2255.95	2257.3	18867.0
2016-06-01 03:30:00	ES	Futures	2257.3	2261.62	2255.68	2259.73	15798.0
2016-06-01 04:00:00	ES	Futures	2259.73	2262.97	2259.46	2260.54	12880.0
2016-06-01 04:30:00	ES	Futures	2260.54	2260.54	2256.49	2256.76	10311.0
2016-06-01 05:00:00	ES	Futures	2256.76	2258.38	2255.41	2255.95	12682.0
2016-06-01 05:30:00	ES	Futures	2255.95	2257.57	2255.41	2255.95	8359.0
2016-06-01 06:00:00	ES	Futures	2256.22	2256.49	2254.06	2255.14	10148.0
2016-06-01 06:30:00	ES	Futures	2255.41	2256.49	2254.33	2255.95	5758.0
2016-06-01 07:00:00	ES	Futures	2255.95	2255.95	2253.25	2254.6	11392.0
2016-06-01 07:30:00	ES	Futures	2254.33	2256.22	2254.33	2255.41	9362.0
2016-06-01 08:00:00	ES	Futures	2255.14	2256.49	2254.6	2255.14	11472.0
2016-06-01 08:30:00	ES	Futures	2255.41	2256.49	2253.52	2254.06	13741.0
2016-06-01 09:00:00	ES	Futures	2253.79	2254.33	2250.82	2252.44	31604.0
2016-06-01 09:30:00	ES	Futures	2252.44	2253.52	2249.74	2251.9	100523.0
2016-06-01 10:00:00	ES	Futures	2251.9	2258.38	2250.55	2254.87	129135.0
2016-06-01 10:30:00	ES	Futures	2254.6	2259.19	2254.06	2258.11	125388.0
2016-06-01 11:00:00	ES	Futures	2258.38	2262.43	2258.38	2259.73	108220.0
2016-06-01 11:30:00	ES	Futures	2259.46	2260.54	2257.57	2259.19	65414.0
2016-06-01 12:00:00	ES	Futures	2259.19	2262.7	2258.92	2261.35	59291.0
2016-06-01 12:30:00	ES	Futures	2261.35	2263.24	2259.46	2262.97	38455.0
2016-06-01 13:00:00	ES	Futures	2263.24	2264.05	2261.08	2261.35	41000.0
2016-06-01 13:30:00	ES	Futures	2261.62	2262.16	2258.38	2261.35	48189.0
2016-06-01 14:00:00	ES	Futures	2261.35	2265.4	2258.92	2264.32	68010.0
2016-06-01 14:30:00	ES	Futures	2264.32	2265.4	2261.35	2265.4	58943.0
2016-06-01 15:00:00	ES	Futures	2265.67	2267.02	2263.78	2265.94	52401.0
2016-06-01 15:30:00	ES	Futures	2265.94	2266.75	2263.24	2264.59	108811.0
2016-06-01 16:00:00	ES	Futures	2264.59	2266.21	2264.32	2264.86	45620.0
2016-06-01 16:30:00	ES	Futures	2265.4	2265.67	2264.32	2264.59	7287.0
2016-06-01 18:00:00	ES	Futures	2264.32	2265.4	2264.05	2264.86	1935.0
2016-06-01 18:30:00	ES	Futures	2264.86	2265.67	2264.86	2265.13	690.0
2016-06-01 19:00:00	ES	Futures	2265.13	2265.94	2264.86	2265.4	885.0
2016-06-01 19:30:00	ES	Futures	2265.4	2265.94	2265.13	2265.13	968.0
2016-06-01 20:00:00	ES	Futures	2265.4	2265.67	2264.59	2264.86	2283.0
2016-06-01 20:30:00	ES	Futures	2264.59	2264.86	2262.16	2263.24	4107.0
2016-06-01 21:00:00	ES	Futures	2263.51	2264.05	2262.43	2263.24	2161.0
2016-06-01 21:30:00	ES	Futures	2263.51	2263.78	2262.16	2262.7	3423.0
2016-06-01 22:00:00	ES	Futures	2262.43	2262.7	2260.0	2260.27	4017.0
2016-06-01 22:30:00	ES	Futures	2260.54	2260.81	2259.73	2260.27	3781.0
2016-06-01 23:00:00	ES	Futures	2260.27	2261.89	2260.27	2260.81	2224.0
2016-06-01 23:30:00	ES	Futures	2261.08	2261.08	2260.0	2260.54	1457.0
2016-06-01 00:00:00	NQ	Futures	5393.32	5397.78	5393.02	5396.89	733.0
2016-06-01 00:30:00	NQ	Futures	5396.89	5397.78	5393.92	5394.51	298.0
2016-06-01 01:00:00	NQ	Futures	5394.81	5395.4	5385.88	5387.37	761.0
2016-06-01 01:30:00	NQ	Futures	5386.78	5388.56	5383.8	5386.78	773.0

> showing 50 of 3,030 rows — these rows as CSV

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