PREVIEW / futures_30min / 2016-06-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-03.parquet
  size:    73 KB
  rows:    2,517

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
2016-06-03 00:00:00	ES	Futures	2271.34	2271.88	2270.8	2270.8	1716.0
2016-06-03 00:30:00	ES	Futures	2270.8	2271.34	2270.53	2271.07	780.0
2016-06-03 01:00:00	ES	Futures	2271.07	2272.15	2270.8	2271.34	1455.0
2016-06-03 01:30:00	ES	Futures	2271.34	2271.88	2270.8	2271.34	1090.0
2016-06-03 02:00:00	ES	Futures	2271.07	2272.15	2271.07	2271.61	2956.0
2016-06-03 02:30:00	ES	Futures	2271.34	2271.88	2270.8	2271.07	2166.0
2016-06-03 03:00:00	ES	Futures	2271.34	2271.61	2269.72	2270.8	12153.0
2016-06-03 03:30:00	ES	Futures	2270.8	2272.96	2270.53	2270.53	9613.0
2016-06-03 04:00:00	ES	Futures	2270.53	2271.07	2269.72	2270.8	9695.0
2016-06-03 04:30:00	ES	Futures	2271.07	2272.69	2270.53	2271.34	7286.0
2016-06-03 05:00:00	ES	Futures	2271.61	2272.15	2271.34	2271.61	2468.0
2016-06-03 05:30:00	ES	Futures	2271.61	2271.88	2270.8	2271.34	5018.0
2016-06-03 06:00:00	ES	Futures	2271.61	2272.15	2271.07	2271.61	5136.0
2016-06-03 06:30:00	ES	Futures	2271.61	2272.42	2271.07	2271.61	5351.0
2016-06-03 07:00:00	ES	Futures	2271.88	2273.23	2271.61	2272.69	8353.0
2016-06-03 07:30:00	ES	Futures	2272.69	2274.31	2272.69	2273.5	7705.0
2016-06-03 08:00:00	ES	Futures	2273.23	2273.5	2271.88	2273.23	11946.0
2016-06-03 08:30:00	ES	Futures	2272.96	2272.96	2258.38	2262.16	140859.0
2016-06-03 09:00:00	ES	Futures	2262.16	2264.59	2260.27	2264.59	60761.0
2016-06-03 09:30:00	ES	Futures	2264.59	2265.67	2255.14	2257.84	192063.0
2016-06-03 10:00:00	ES	Futures	2257.57	2257.57	2249.2	2251.9	189543.0
2016-06-03 10:30:00	ES	Futures	2251.9	2258.65	2250.82	2258.11	143195.0
2016-06-03 11:00:00	ES	Futures	2258.11	2258.92	2254.6	2256.49	105884.0
2016-06-03 11:30:00	ES	Futures	2256.22	2264.05	2255.68	2262.97	108443.0
2016-06-03 12:00:00	ES	Futures	2262.97	2263.51	2261.08	2262.43	53719.0
2016-06-03 12:30:00	ES	Futures	2262.16	2264.05	2258.65	2259.19	51340.0
2016-06-03 13:00:00	ES	Futures	2259.19	2261.89	2258.65	2259.46	42944.0
2016-06-03 13:30:00	ES	Futures	2259.73	2263.51	2258.65	2262.97	53346.0
2016-06-03 14:00:00	ES	Futures	2263.24	2264.86	2260.81	2264.32	55691.0
2016-06-03 14:30:00	ES	Futures	2264.05	2269.18	2263.78	2267.02	93972.0
2016-06-03 15:00:00	ES	Futures	2267.02	2267.56	2265.13	2267.02	69924.0
2016-06-03 15:30:00	ES	Futures	2267.02	2268.1	2263.51	2265.13	154598.0
2016-06-03 16:00:00	ES	Futures	2265.13	2265.94	2264.05	2265.67	74110.0
2016-06-03 16:30:00	ES	Futures	2265.94	2266.21	2264.86	2264.86	9474.0
2016-06-03 00:00:00	NQ	Futures	5390.35	5391.83	5389.45	5389.45	219.0
2016-06-03 00:30:00	NQ	Futures	5389.75	5390.35	5389.16	5390.05	99.0
2016-06-03 01:00:00	NQ	Futures	5390.35	5393.32	5390.05	5392.13	365.0
2016-06-03 01:30:00	NQ	Futures	5391.83	5393.32	5390.94	5391.83	103.0
2016-06-03 02:00:00	NQ	Futures	5392.13	5394.51	5390.94	5393.02	372.0
2016-06-03 02:30:00	NQ	Futures	5393.62	5393.62	5391.54	5392.13	155.0
2016-06-03 03:00:00	NQ	Futures	5391.83	5393.32	5387.07	5391.54	1362.0
2016-06-03 03:30:00	NQ	Futures	5391.24	5396.89	5388.26	5388.56	1019.0
2016-06-03 04:00:00	NQ	Futures	5388.86	5389.16	5385.29	5387.97	1009.0
2016-06-03 04:30:00	NQ	Futures	5388.26	5393.02	5387.97	5390.05	536.0
2016-06-03 05:00:00	NQ	Futures	5390.64	5392.73	5390.35	5391.83	211.0
2016-06-03 05:30:00	NQ	Futures	5391.83	5392.43	5389.16	5390.35	292.0
2016-06-03 06:00:00	NQ	Futures	5390.64	5392.73	5389.75	5391.24	424.0
2016-06-03 06:30:00	NQ	Futures	5390.94	5391.54	5388.86	5389.45	462.0
2016-06-03 07:00:00	NQ	Futures	5389.45	5393.02	5389.16	5392.13	1047.0
2016-06-03 07:30:00	NQ	Futures	5392.13	5394.51	5391.83	5393.32	674.0

> showing 50 of 2,517 rows — these rows as CSV

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