PREVIEW / futures_30min / 2016-06-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-15.parquet
  size:    87 KB
  rows:    3,079

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
2016-06-15 00:00:00	ES	Futures	2240.27	2240.54	2239.46	2240.0	1461.0
2016-06-15 00:30:00	ES	Futures	2240.0	2240.27	2238.37	2239.19	2691.0
2016-06-15 01:00:00	ES	Futures	2238.92	2240.0	2238.37	2238.92	3935.0
2016-06-15 01:30:00	ES	Futures	2238.92	2240.0	2237.83	2238.92	3099.0
2016-06-15 02:00:00	ES	Futures	2238.92	2242.44	2238.64	2242.17	8696.0
2016-06-15 02:30:00	ES	Futures	2241.9	2243.53	2241.63	2243.25	6297.0
2016-06-15 03:00:00	ES	Futures	2243.25	2245.97	2241.08	2245.15	23226.0
2016-06-15 03:30:00	ES	Futures	2245.15	2246.78	2243.53	2243.8	17756.0
2016-06-15 04:00:00	ES	Futures	2243.53	2245.42	2243.53	2245.42	10198.0
2016-06-15 04:30:00	ES	Futures	2245.42	2247.59	2244.88	2246.78	13364.0
2016-06-15 05:00:00	ES	Futures	2246.51	2248.95	2246.51	2248.14	11607.0
2016-06-15 05:30:00	ES	Futures	2248.41	2248.41	2245.97	2247.05	9008.0
2016-06-15 06:00:00	ES	Futures	2247.32	2248.14	2245.97	2245.97	8140.0
2016-06-15 06:30:00	ES	Futures	2245.97	2247.05	2245.15	2245.97	9910.0
2016-06-15 07:00:00	ES	Futures	2245.97	2246.51	2243.8	2244.88	12736.0
2016-06-15 07:30:00	ES	Futures	2244.88	2246.24	2243.8	2245.15	10378.0
2016-06-15 08:00:00	ES	Futures	2245.15	2246.78	2244.88	2246.51	11670.0
2016-06-15 08:30:00	ES	Futures	2246.51	2247.05	2244.34	2245.15	16148.0
2016-06-15 09:00:00	ES	Futures	2244.88	2247.05	2242.71	2246.78	33911.0
2016-06-15 09:30:00	ES	Futures	2246.78	2249.49	2244.34	2247.59	153813.0
2016-06-15 10:00:00	ES	Futures	2247.86	2251.39	2247.32	2247.59	104835.0
2016-06-15 10:30:00	ES	Futures	2247.59	2251.39	2247.59	2248.95	96796.0
2016-06-15 11:00:00	ES	Futures	2248.68	2251.12	2246.24	2246.24	73469.0
2016-06-15 11:30:00	ES	Futures	2246.51	2249.22	2245.42	2248.68	70524.0
2016-06-15 12:00:00	ES	Futures	2248.41	2249.22	2246.51	2247.59	47127.0
2016-06-15 12:30:00	ES	Futures	2247.59	2248.68	2245.42	2245.69	41340.0
2016-06-15 13:00:00	ES	Futures	2245.69	2247.86	2245.42	2247.59	36279.0
2016-06-15 13:30:00	ES	Futures	2247.59	2250.58	2247.32	2249.76	40650.0
2016-06-15 14:00:00	ES	Futures	2249.76	2255.73	2245.69	2245.69	158143.0
2016-06-15 14:30:00	ES	Futures	2245.97	2251.12	2243.8	2249.49	81141.0
2016-06-15 15:00:00	ES	Futures	2249.76	2250.85	2247.32	2250.03	61791.0
2016-06-15 15:30:00	ES	Futures	2250.03	2250.58	2235.66	2237.83	225040.0
2016-06-15 16:00:00	ES	Futures	2238.1	2239.19	2236.75	2238.1	69222.0
2016-06-15 16:30:00	ES	Futures	2237.83	2237.83	2236.2	2237.29	10315.0
2016-06-15 18:00:00	ES	Futures	2237.29	2237.56	2234.85	2235.39	5001.0
2016-06-15 18:30:00	ES	Futures	2235.39	2237.02	2235.12	2236.47	1696.0
2016-06-15 19:00:00	ES	Futures	2236.47	2238.64	2236.2	2238.1	3360.0
2016-06-15 19:30:00	ES	Futures	2238.37	2240.0	2238.1	2238.92	2877.0
2016-06-15 20:00:00	ES	Futures	2238.92	2239.46	2238.1	2238.92	3671.0
2016-06-15 20:30:00	ES	Futures	2238.92	2239.73	2238.37	2239.19	3033.0
2016-06-15 21:00:00	ES	Futures	2239.19	2239.46	2237.83	2238.92	3680.0
2016-06-15 21:30:00	ES	Futures	2239.19	2239.19	2236.75	2237.29	4132.0
2016-06-15 22:00:00	ES	Futures	2237.02	2237.83	2236.2	2236.75	3924.0
2016-06-15 22:30:00	ES	Futures	2236.75	2237.56	2232.14	2233.76	12999.0
2016-06-15 23:00:00	ES	Futures	2233.49	2234.3	2232.68	2233.49	4044.0
2016-06-15 23:30:00	ES	Futures	2233.76	2235.12	2231.59	2232.41	5339.0
2016-06-15 00:00:00	NQ	Futures	5268.66	5269.25	5266.27	5267.76	150.0
2016-06-15 00:30:00	NQ	Futures	5267.47	5268.06	5262.7	5265.38	287.0
2016-06-15 01:00:00	NQ	Futures	5265.08	5267.47	5263.89	5265.08	223.0
2016-06-15 01:30:00	NQ	Futures	5265.08	5268.06	5262.1	5265.38	336.0

> showing 50 of 3,079 rows — these rows as CSV

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