PREVIEW / futures_30min / 2016-06-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-14.parquet
  size:    86 KB
  rows:    3,096

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
2016-06-14 00:00:00	ES	Futures	2245.42	2245.69	2244.61	2245.42	1865.0
2016-06-14 00:30:00	ES	Futures	2245.15	2247.32	2245.15	2245.69	4006.0
2016-06-14 01:00:00	ES	Futures	2245.97	2245.97	2243.8	2244.88	3138.0
2016-06-14 01:30:00	ES	Futures	2244.88	2247.32	2243.8	2247.05	4273.0
2016-06-14 02:00:00	ES	Futures	2247.32	2247.32	2243.8	2244.61	8761.0
2016-06-14 02:30:00	ES	Futures	2244.34	2245.69	2241.9	2242.71	7153.0
2016-06-14 03:00:00	ES	Futures	2242.44	2244.07	2240.54	2241.9	24105.0
2016-06-14 03:30:00	ES	Futures	2241.9	2245.15	2240.54	2240.54	20997.0
2016-06-14 04:00:00	ES	Futures	2240.81	2242.44	2238.1	2238.64	17972.0
2016-06-14 04:30:00	ES	Futures	2238.92	2238.92	2234.85	2237.83	19690.0
2016-06-14 05:00:00	ES	Futures	2238.1	2238.92	2235.93	2236.47	14492.0
2016-06-14 05:30:00	ES	Futures	2236.75	2239.73	2236.47	2239.46	11000.0
2016-06-14 06:00:00	ES	Futures	2239.46	2240.0	2238.64	2239.73	8812.0
2016-06-14 06:30:00	ES	Futures	2239.46	2242.44	2239.19	2240.27	13444.0
2016-06-14 07:00:00	ES	Futures	2240.27	2241.36	2239.19	2241.08	10859.0
2016-06-14 07:30:00	ES	Futures	2241.08	2241.36	2237.83	2238.1	16357.0
2016-06-14 08:00:00	ES	Futures	2238.37	2238.92	2236.75	2236.75	15509.0
2016-06-14 08:30:00	ES	Futures	2237.02	2240.54	2236.75	2240.0	36220.0
2016-06-14 09:00:00	ES	Futures	2240.0	2240.81	2237.56	2240.27	36719.0
2016-06-14 09:30:00	ES	Futures	2240.27	2248.41	2239.73	2244.88	239774.0
2016-06-14 10:00:00	ES	Futures	2245.15	2247.59	2235.12	2237.29	197763.0
2016-06-14 10:30:00	ES	Futures	2237.29	2239.73	2230.24	2231.05	177488.0
2016-06-14 11:00:00	ES	Futures	2231.32	2234.03	2228.88	2230.51	150307.0
2016-06-14 11:30:00	ES	Futures	2230.78	2235.93	2229.42	2232.14	117354.0
2016-06-14 12:00:00	ES	Futures	2231.86	2241.08	2231.05	2240.27	97325.0
2016-06-14 12:30:00	ES	Futures	2240.54	2240.54	2235.39	2236.75	65775.0
2016-06-14 13:00:00	ES	Futures	2236.75	2237.83	2233.22	2233.76	59305.0
2016-06-14 13:30:00	ES	Futures	2233.49	2236.47	2231.59	2232.14	66237.0
2016-06-14 14:00:00	ES	Futures	2231.86	2238.1	2231.59	2237.56	70286.0
2016-06-14 14:30:00	ES	Futures	2237.56	2237.83	2229.97	2230.51	83197.0
2016-06-14 15:00:00	ES	Futures	2230.78	2240.81	2228.88	2240.54	136351.0
2016-06-14 15:30:00	ES	Futures	2240.54	2243.25	2238.37	2241.63	164238.0
2016-06-14 16:00:00	ES	Futures	2241.63	2242.71	2240.54	2241.36	66369.0
2016-06-14 16:30:00	ES	Futures	2241.08	2241.36	2238.1	2239.73	10947.0
2016-06-14 18:00:00	ES	Futures	2239.46	2240.54	2237.02	2237.56	4445.0
2016-06-14 18:30:00	ES	Futures	2237.56	2237.83	2234.3	2236.47	5746.0
2016-06-14 19:00:00	ES	Futures	2236.47	2237.02	2235.39	2236.75	1956.0
2016-06-14 19:30:00	ES	Futures	2236.47	2237.56	2236.2	2237.29	1655.0
2016-06-14 20:00:00	ES	Futures	2237.29	2239.19	2237.29	2238.1	4654.0
2016-06-14 20:30:00	ES	Futures	2238.1	2239.19	2237.29	2237.83	2436.0
2016-06-14 21:00:00	ES	Futures	2237.83	2242.71	2236.2	2236.47	10638.0
2016-06-14 21:30:00	ES	Futures	2236.2	2239.73	2236.2	2239.46	3948.0
2016-06-14 22:00:00	ES	Futures	2239.73	2242.98	2238.92	2242.17	6861.0
2016-06-14 22:30:00	ES	Futures	2242.17	2242.98	2240.54	2241.08	3619.0
2016-06-14 23:00:00	ES	Futures	2241.36	2242.17	2240.54	2240.81	3832.0
2016-06-14 23:30:00	ES	Futures	2241.08	2241.36	2239.46	2240.27	3212.0
2016-06-14 00:00:00	NQ	Futures	5267.76	5268.36	5266.27	5267.47	175.0
2016-06-14 00:30:00	NQ	Futures	5267.76	5272.23	5267.76	5269.25	756.0
2016-06-14 01:00:00	NQ	Futures	5268.96	5269.25	5264.48	5266.87	255.0
2016-06-14 01:30:00	NQ	Futures	5266.57	5272.23	5265.08	5272.23	300.0

> showing 50 of 3,096 rows — these rows as CSV

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