PREVIEW / futures_30min / 2016-06-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-02.parquet
  size:    78 KB
  rows:    2,974

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
2016-06-02 00:00:00	ES	Futures	2260.54	2260.81	2259.73	2259.73	1445.0
2016-06-02 00:30:00	ES	Futures	2260.0	2260.81	2259.46	2260.81	1911.0
2016-06-02 01:00:00	ES	Futures	2260.81	2261.35	2259.19	2259.46	2430.0
2016-06-02 01:30:00	ES	Futures	2259.46	2260.27	2258.38	2259.73	3860.0
2016-06-02 02:00:00	ES	Futures	2259.73	2261.08	2259.19	2260.0	5050.0
2016-06-02 02:30:00	ES	Futures	2260.0	2260.81	2259.19	2260.54	2600.0
2016-06-02 03:00:00	ES	Futures	2260.27	2262.97	2259.46	2261.62	17205.0
2016-06-02 03:30:00	ES	Futures	2261.62	2262.7	2260.0	2260.54	8722.0
2016-06-02 04:00:00	ES	Futures	2260.54	2261.62	2258.92	2261.35	6466.0
2016-06-02 04:30:00	ES	Futures	2261.35	2263.24	2260.54	2262.7	8508.0
2016-06-02 05:00:00	ES	Futures	2262.43	2263.78	2261.89	2262.7	6806.0
2016-06-02 05:30:00	ES	Futures	2262.43	2264.59	2262.16	2264.05	4317.0
2016-06-02 06:00:00	ES	Futures	2264.32	2264.32	2262.43	2263.51	5067.0
2016-06-02 06:30:00	ES	Futures	2263.51	2264.86	2262.97	2264.59	5114.0
2016-06-02 07:00:00	ES	Futures	2264.59	2264.86	2262.97	2263.51	5176.0
2016-06-02 07:30:00	ES	Futures	2263.78	2264.32	2263.24	2263.51	4547.0
2016-06-02 08:00:00	ES	Futures	2263.78	2263.78	2261.08	2262.97	13186.0
2016-06-02 08:30:00	ES	Futures	2262.97	2262.97	2258.92	2259.73	25259.0
2016-06-02 09:00:00	ES	Futures	2259.73	2260.27	2257.3	2259.46	28459.0
2016-06-02 09:30:00	ES	Futures	2259.46	2260.81	2253.52	2255.41	174816.0
2016-06-02 10:00:00	ES	Futures	2255.14	2259.46	2254.6	2257.3	111075.0
2016-06-02 10:30:00	ES	Futures	2257.3	2260.81	2257.03	2259.73	82409.0
2016-06-02 11:00:00	ES	Futures	2259.46	2262.7	2258.92	2260.81	102236.0
2016-06-02 11:30:00	ES	Futures	2261.08	2263.78	2259.73	2262.97	75795.0
2016-06-02 12:00:00	ES	Futures	2263.24	2263.24	2260.0	2260.81	48129.0
2016-06-02 12:30:00	ES	Futures	2260.81	2264.05	2259.19	2263.51	39306.0
2016-06-02 13:00:00	ES	Futures	2263.78	2265.4	2263.24	2263.51	42571.0
2016-06-02 13:30:00	ES	Futures	2263.78	2266.21	2262.97	2265.94	44567.0
2016-06-02 14:00:00	ES	Futures	2266.21	2269.18	2265.94	2267.56	73981.0
2016-06-02 14:30:00	ES	Futures	2267.83	2268.1	2266.75	2268.1	38704.0
2016-06-02 15:00:00	ES	Futures	2267.83	2269.45	2266.21	2269.45	49139.0
2016-06-02 15:30:00	ES	Futures	2269.45	2271.61	2267.02	2271.34	122967.0
2016-06-02 16:00:00	ES	Futures	2271.34	2272.42	2270.53	2271.61	67292.0
2016-06-02 16:30:00	ES	Futures	2271.34	2272.96	2271.07	2271.61	9031.0
2016-06-02 18:00:00	ES	Futures	2271.61	2271.61	2270.8	2271.34	2147.0
2016-06-02 18:30:00	ES	Futures	2271.61	2271.61	2270.8	2270.8	1044.0
2016-06-02 19:00:00	ES	Futures	2271.07	2271.34	2270.8	2271.07	320.0
2016-06-02 19:30:00	ES	Futures	2270.8	2273.23	2270.8	2272.96	3436.0
2016-06-02 20:00:00	ES	Futures	2272.69	2272.96	2271.61	2272.42	2717.0
2016-06-02 20:30:00	ES	Futures	2272.69	2272.96	2271.61	2271.88	1664.0
2016-06-02 21:00:00	ES	Futures	2271.88	2272.96	2271.61	2272.42	1760.0
2016-06-02 21:30:00	ES	Futures	2272.42	2272.69	2270.53	2271.07	2898.0
2016-06-02 22:00:00	ES	Futures	2271.07	2271.88	2270.26	2271.07	3097.0
2016-06-02 22:30:00	ES	Futures	2271.34	2271.34	2270.53	2271.07	995.0
2016-06-02 23:00:00	ES	Futures	2271.34	2271.61	2270.8	2271.61	844.0
2016-06-02 23:30:00	ES	Futures	2271.61	2271.88	2270.8	2271.07	1117.0
2016-06-02 00:00:00	NQ	Futures	5370.71	5371.3	5368.33	5368.63	186.0
2016-06-02 00:30:00	NQ	Futures	5368.92	5370.71	5366.25	5370.11	345.0
2016-06-02 01:00:00	NQ	Futures	5370.71	5372.49	5367.73	5368.03	230.0
2016-06-02 01:30:00	NQ	Futures	5368.03	5370.71	5365.35	5368.92	506.0

> showing 50 of 2,974 rows — these rows as CSV

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