PREVIEW / futures_30min / 2016-06-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-07.parquet
  size:    79 KB
  rows:    2,951

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
2016-06-07 00:00:00	ES	Futures	2276.74	2277.55	2276.47	2277.01	1771.0
2016-06-07 00:30:00	ES	Futures	2277.01	2277.55	2276.74	2277.01	1609.0
2016-06-07 01:00:00	ES	Futures	2276.74	2278.36	2276.47	2277.55	2365.0
2016-06-07 01:30:00	ES	Futures	2277.55	2278.09	2277.01	2277.28	989.0
2016-06-07 02:00:00	ES	Futures	2277.55	2279.71	2277.55	2279.44	4496.0
2016-06-07 02:30:00	ES	Futures	2279.44	2279.98	2278.63	2278.63	3459.0
2016-06-07 03:00:00	ES	Futures	2278.63	2283.76	2278.63	2282.95	30205.0
2016-06-07 03:30:00	ES	Futures	2282.95	2284.03	2282.14	2282.95	11914.0
2016-06-07 04:00:00	ES	Futures	2282.95	2284.03	2282.41	2284.03	9156.0
2016-06-07 04:30:00	ES	Futures	2283.76	2284.84	2283.76	2284.03	10441.0
2016-06-07 05:00:00	ES	Futures	2283.76	2285.38	2283.49	2284.3	10956.0
2016-06-07 05:30:00	ES	Futures	2284.3	2285.11	2283.49	2283.76	5785.0
2016-06-07 06:00:00	ES	Futures	2284.03	2284.03	2282.41	2282.95	6282.0
2016-06-07 06:30:00	ES	Futures	2282.95	2283.49	2282.14	2282.41	8344.0
2016-06-07 07:00:00	ES	Futures	2282.41	2282.95	2281.87	2282.68	6958.0
2016-06-07 07:30:00	ES	Futures	2282.41	2283.22	2280.79	2281.87	11916.0
2016-06-07 08:00:00	ES	Futures	2281.87	2282.14	2280.25	2280.79	8781.0
2016-06-07 08:30:00	ES	Futures	2280.79	2280.79	2278.9	2279.71	18006.0
2016-06-07 09:00:00	ES	Futures	2279.44	2279.71	2277.82	2278.09	18860.0
2016-06-07 09:30:00	ES	Futures	2278.36	2281.6	2277.82	2281.06	140956.0
2016-06-07 10:00:00	ES	Futures	2281.06	2283.22	2280.52	2283.22	89517.0
2016-06-07 10:30:00	ES	Futures	2283.22	2284.57	2281.06	2282.41	88290.0
2016-06-07 11:00:00	ES	Futures	2282.14	2285.11	2281.87	2285.11	61754.0
2016-06-07 11:30:00	ES	Futures	2284.84	2285.65	2283.49	2284.03	51617.0
2016-06-07 12:00:00	ES	Futures	2284.03	2285.65	2283.76	2285.38	25862.0
2016-06-07 12:30:00	ES	Futures	2285.38	2286.46	2285.11	2286.19	29581.0
2016-06-07 13:00:00	ES	Futures	2286.19	2287.0	2285.65	2287.0	31882.0
2016-06-07 13:30:00	ES	Futures	2287.0	2287.27	2284.3	2284.57	35538.0
2016-06-07 14:00:00	ES	Futures	2284.84	2286.73	2284.57	2285.65	32306.0
2016-06-07 14:30:00	ES	Futures	2285.92	2285.92	2283.76	2283.76	36698.0
2016-06-07 15:00:00	ES	Futures	2283.49	2284.57	2281.87	2282.95	46991.0
2016-06-07 15:30:00	ES	Futures	2283.22	2283.22	2278.63	2279.98	157304.0
2016-06-07 16:00:00	ES	Futures	2279.98	2280.52	2278.36	2279.17	39695.0
2016-06-07 16:30:00	ES	Futures	2279.17	2279.44	2278.36	2278.9	5677.0
2016-06-07 18:00:00	ES	Futures	2278.9	2279.17	2277.82	2278.36	1849.0
2016-06-07 18:30:00	ES	Futures	2278.36	2279.17	2278.09	2278.9	1101.0
2016-06-07 19:00:00	ES	Futures	2279.17	2279.71	2278.63	2278.9	1670.0
2016-06-07 19:30:00	ES	Futures	2278.9	2278.9	2278.09	2278.09	1705.0
2016-06-07 20:00:00	ES	Futures	2278.09	2278.36	2276.47	2277.01	3728.0
2016-06-07 20:30:00	ES	Futures	2276.74	2278.09	2276.74	2277.28	2303.0
2016-06-07 21:00:00	ES	Futures	2277.28	2277.55	2276.2	2276.47	2515.0
2016-06-07 21:30:00	ES	Futures	2276.74	2277.01	2274.85	2275.39	4615.0
2016-06-07 22:00:00	ES	Futures	2275.12	2276.47	2275.12	2275.93	1901.0
2016-06-07 22:30:00	ES	Futures	2275.93	2276.74	2275.93	2276.47	1142.0
2016-06-07 23:00:00	ES	Futures	2276.74	2278.09	2276.47	2277.82	2268.0
2016-06-07 23:30:00	ES	Futures	2277.82	2278.36	2277.28	2277.82	2001.0
2016-06-07 00:00:00	NQ	Futures	5385.88	5387.07	5385.59	5386.48	136.0
2016-06-07 00:30:00	NQ	Futures	5386.78	5387.67	5385.59	5386.48	120.0
2016-06-07 01:00:00	NQ	Futures	5386.18	5389.45	5385.59	5387.97	191.0
2016-06-07 01:30:00	NQ	Futures	5387.97	5388.86	5386.48	5387.37	81.0

> showing 50 of 2,951 rows — these rows as CSV

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