PREVIEW / futures_30min / 2016-06-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-06.parquet
  size:    79 KB
  rows:    2,966

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
2016-06-06 00:00:00	ES	Futures	2264.86	2265.13	2264.32	2264.32	866.0
2016-06-06 00:30:00	ES	Futures	2264.59	2264.59	2264.05	2264.59	1260.0
2016-06-06 01:00:00	ES	Futures	2264.32	2265.4	2264.05	2264.59	1953.0
2016-06-06 01:30:00	ES	Futures	2264.86	2265.4	2264.32	2265.13	1303.0
2016-06-06 02:00:00	ES	Futures	2265.13	2265.67	2264.32	2264.59	3174.0
2016-06-06 02:30:00	ES	Futures	2264.59	2264.86	2262.7	2262.97	4616.0
2016-06-06 03:00:00	ES	Futures	2262.7	2268.64	2262.7	2268.1	20258.0
2016-06-06 03:30:00	ES	Futures	2268.37	2270.8	2267.29	2269.18	13303.0
2016-06-06 04:00:00	ES	Futures	2269.18	2269.45	2265.94	2266.48	10619.0
2016-06-06 04:30:00	ES	Futures	2266.75	2268.37	2265.94	2268.37	5937.0
2016-06-06 05:00:00	ES	Futures	2268.1	2268.37	2265.4	2266.48	10125.0
2016-06-06 05:30:00	ES	Futures	2266.48	2268.1	2265.67	2267.29	6668.0
2016-06-06 06:00:00	ES	Futures	2267.56	2267.83	2265.13	2265.94	6756.0
2016-06-06 06:30:00	ES	Futures	2266.21	2267.02	2265.94	2266.75	3205.0
2016-06-06 07:00:00	ES	Futures	2267.02	2268.91	2266.75	2268.37	6520.0
2016-06-06 07:30:00	ES	Futures	2268.1	2269.99	2268.1	2268.91	8037.0
2016-06-06 08:00:00	ES	Futures	2268.91	2271.61	2268.1	2271.61	15031.0
2016-06-06 08:30:00	ES	Futures	2271.61	2272.42	2270.53	2271.07	12559.0
2016-06-06 09:00:00	ES	Futures	2270.8	2271.61	2269.18	2269.45	19036.0
2016-06-06 09:30:00	ES	Futures	2269.18	2276.74	2267.83	2274.85	163434.0
2016-06-06 10:00:00	ES	Futures	2274.85	2276.47	2273.77	2274.31	84373.0
2016-06-06 10:30:00	ES	Futures	2274.58	2277.01	2274.31	2276.47	61757.0
2016-06-06 11:00:00	ES	Futures	2276.47	2277.55	2275.66	2275.93	46766.0
2016-06-06 11:30:00	ES	Futures	2275.93	2277.55	2274.85	2275.12	50916.0
2016-06-06 12:00:00	ES	Futures	2275.39	2275.66	2272.42	2273.5	49778.0
2016-06-06 12:30:00	ES	Futures	2273.77	2276.2	2267.29	2271.07	117902.0
2016-06-06 13:00:00	ES	Futures	2271.07	2275.39	2270.53	2274.58	71103.0
2016-06-06 13:30:00	ES	Futures	2274.58	2278.09	2273.77	2277.01	62236.0
2016-06-06 14:00:00	ES	Futures	2277.01	2281.06	2276.47	2280.25	61592.0
2016-06-06 14:30:00	ES	Futures	2280.52	2280.79	2278.63	2278.63	40913.0
2016-06-06 15:00:00	ES	Futures	2278.63	2279.71	2278.09	2278.09	42963.0
2016-06-06 15:30:00	ES	Futures	2278.09	2279.71	2275.66	2276.47	114148.0
2016-06-06 16:00:00	ES	Futures	2276.47	2277.55	2276.2	2276.47	53402.0
2016-06-06 16:30:00	ES	Futures	2276.74	2278.09	2276.47	2277.01	9428.0
2016-06-06 18:00:00	ES	Futures	2276.74	2277.28	2276.2	2276.74	1604.0
2016-06-06 18:30:00	ES	Futures	2276.47	2276.74	2276.2	2276.2	329.0
2016-06-06 19:00:00	ES	Futures	2276.2	2277.01	2276.2	2276.47	625.0
2016-06-06 19:30:00	ES	Futures	2276.74	2277.01	2274.85	2275.39	2277.0
2016-06-06 20:00:00	ES	Futures	2275.12	2277.01	2275.12	2275.93	3433.0
2016-06-06 20:30:00	ES	Futures	2276.2	2276.47	2275.12	2275.66	1977.0
2016-06-06 21:00:00	ES	Futures	2275.66	2276.74	2275.39	2276.47	2337.0
2016-06-06 21:30:00	ES	Futures	2276.47	2276.74	2275.66	2275.66	2147.0
2016-06-06 22:00:00	ES	Futures	2275.66	2277.28	2275.66	2276.74	1921.0
2016-06-06 22:30:00	ES	Futures	2276.74	2277.01	2275.93	2276.47	1241.0
2016-06-06 23:00:00	ES	Futures	2276.2	2276.74	2275.93	2276.2	963.0
2016-06-06 23:30:00	ES	Futures	2275.93	2277.01	2275.93	2276.74	895.0
2016-06-06 00:00:00	NQ	Futures	5369.82	5370.41	5368.63	5369.22	142.0
2016-06-06 00:30:00	NQ	Futures	5368.92	5369.82	5368.33	5369.22	124.0
2016-06-06 01:00:00	NQ	Futures	5368.92	5371.9	5368.92	5370.41	185.0
2016-06-06 01:30:00	NQ	Futures	5370.11	5372.49	5369.82	5371.6	245.0

> showing 50 of 2,966 rows — these rows as CSV

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