PREVIEW / futures_30min / 2016-06-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-13.parquet
  size:    81 KB
  rows:    3,021

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
2016-06-13 00:00:00	ES	Futures	2254.6	2254.87	2254.33	2254.6	295.0
2016-06-13 00:30:00	ES	Futures	2254.33	2254.87	2253.79	2254.33	741.0
2016-06-13 01:00:00	ES	Futures	2254.06	2256.22	2254.06	2255.68	1794.0
2016-06-13 01:30:00	ES	Futures	2255.68	2256.76	2254.87	2254.87	1426.0
2016-06-13 02:00:00	ES	Futures	2254.87	2255.14	2252.98	2253.79	2987.0
2016-06-13 02:30:00	ES	Futures	2253.79	2256.22	2252.98	2255.14	3301.0
2016-06-13 03:00:00	ES	Futures	2254.87	2260.0	2254.33	2258.65	9105.0
2016-06-13 03:30:00	ES	Futures	2258.38	2259.73	2256.76	2258.38	5776.0
2016-06-13 04:00:00	ES	Futures	2258.11	2261.35	2257.3	2258.65	5599.0
2016-06-13 04:30:00	ES	Futures	2258.38	2258.92	2255.41	2255.95	2984.0
2016-06-13 05:00:00	ES	Futures	2256.22	2256.49	2253.79	2254.06	3241.0
2016-06-13 05:30:00	ES	Futures	2254.33	2255.95	2254.06	2254.87	2785.0
2016-06-13 06:00:00	ES	Futures	2254.87	2255.95	2254.06	2254.6	1541.0
2016-06-13 06:30:00	ES	Futures	2254.6	2255.41	2254.06	2254.87	1659.0
2016-06-13 07:00:00	ES	Futures	2254.87	2257.3	2254.87	2256.76	2295.0
2016-06-13 07:30:00	ES	Futures	2256.76	2259.19	2256.22	2257.57	4426.0
2016-06-13 08:00:00	ES	Futures	2257.3	2258.11	2255.95	2256.22	4226.0
2016-06-13 08:30:00	ES	Futures	2256.49	2258.38	2255.41	2256.22	6425.0
2016-06-13 09:00:00	ES	Futures	2256.22	2256.49	2252.71	2254.87	13050.0
2016-06-13 09:30:00	ES	Futures	2255.14	2263.24	2254.6	2261.35	59433.0
2016-06-13 10:00:00	ES	Futures	2261.35	2264.59	2258.65	2263.51	39301.0
2016-06-13 10:30:00	ES	Futures	2263.24	2265.94	2260.81	2261.62	33333.0
2016-06-13 11:00:00	ES	Futures	2261.62	2262.43	2258.65	2260.81	28451.0
2016-06-13 11:30:00	ES	Futures	2260.81	2261.08	2251.9	2252.44	29146.0
2016-06-13 12:00:00	ES	Futures	2252.44	2258.65	2251.63	2255.41	27149.0
2016-06-13 12:30:00	ES	Futures	2255.68	2259.19	2254.33	2257.57	11342.0
2016-06-13 13:00:00	ES	Futures	2257.57	2258.65	2254.6	2257.3	8858.0
2016-06-13 13:30:00	ES	Futures	2257.3	2257.57	2250.82	2251.9	15495.0
2016-06-13 14:00:00	ES	Futures	2252.17	2254.87	2250.55	2252.17	10926.0
2016-06-13 14:30:00	ES	Futures	2252.17	2256.22	2251.63	2252.17	13176.0
2016-06-13 15:00:00	ES	Futures	2252.17	2252.71	2247.31	2249.2	28467.0
2016-06-13 15:30:00	ES	Futures	2248.93	2250.55	2243.8	2244.88	40651.0
2016-06-13 16:00:00	ES	Futures	2245.15	2247.04	2244.34	2244.61	23737.0
2016-06-13 16:30:00	ES	Futures	2244.61	2244.88	2241.64	2241.91	5261.0
2016-06-13 18:00:00	ES	Futures	2242.99	2242.99	2238.94	2239.75	2794.0
2016-06-13 18:30:00	ES	Futures	2239.75	2240.83	2238.67	2239.75	1840.0
2016-06-13 19:00:00	ES	Futures	2240.02	2241.1	2239.75	2240.83	325.0
2016-06-13 19:30:00	ES	Futures	2240.83	2242.72	2240.56	2241.1	1387.0
2016-06-13 20:00:00	ES	Futures	2241.1	2244.34	2241.1	2244.07	1845.0
2016-06-13 20:30:00	ES	Futures	2244.07	2245.69	2242.99	2243.53	2335.0
2016-06-13 21:00:00	ES	Futures	2243.53	2245.15	2242.45	2242.99	1237.0
2016-06-13 21:30:00	ES	Futures	2242.99	2244.61	2242.99	2243.8	1050.0
2016-06-13 22:00:00	ES	Futures	2244.07	2244.61	2243.26	2243.26	825.0
2016-06-13 22:30:00	ES	Futures	2243.53	2244.07	2242.99	2243.53	509.0
2016-06-13 23:00:00	ES	Futures	2243.8	2244.07	2243.26	2243.8	392.0
2016-06-13 23:30:00	ES	Futures	2243.8	2245.42	2243.53	2245.42	1644.0
2016-06-13 00:00:00	NQ	Futures	5293.65	5294.84	5293.05	5293.05	64.0
2016-06-13 00:30:00	NQ	Futures	5293.65	5293.65	5291.86	5293.05	36.0
2016-06-13 01:00:00	NQ	Futures	5293.05	5296.62	5292.46	5296.33	63.0
2016-06-13 01:30:00	NQ	Futures	5296.03	5298.11	5294.84	5294.84	87.0

> showing 50 of 3,021 rows — these rows as CSV

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