PREVIEW / futures_30min / 2016-06-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-16.parquet
  size:    91 KB
  rows:    3,103

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
2016-06-16 00:00:00	ES	Futures	2232.68	2233.49	2232.14	2232.41	2827.0
2016-06-16 00:30:00	ES	Futures	2232.68	2232.68	2228.07	2229.97	8742.0
2016-06-16 01:00:00	ES	Futures	2229.97	2230.51	2228.61	2229.42	5483.0
2016-06-16 01:30:00	ES	Futures	2229.42	2230.24	2228.88	2230.24	3095.0
2016-06-16 02:00:00	ES	Futures	2229.97	2230.24	2225.9	2225.9	14268.0
2016-06-16 02:30:00	ES	Futures	2225.9	2227.8	2225.63	2226.98	11803.0
2016-06-16 03:00:00	ES	Futures	2226.98	2231.32	2225.9	2230.78	32700.0
2016-06-16 03:30:00	ES	Futures	2230.51	2232.14	2229.69	2229.69	18534.0
2016-06-16 04:00:00	ES	Futures	2229.69	2231.59	2227.8	2229.69	16817.0
2016-06-16 04:30:00	ES	Futures	2229.97	2231.32	2229.15	2230.78	11009.0
2016-06-16 05:00:00	ES	Futures	2230.78	2232.14	2229.69	2230.24	10827.0
2016-06-16 05:30:00	ES	Futures	2230.51	2232.41	2229.97	2231.86	8348.0
2016-06-16 06:00:00	ES	Futures	2231.86	2232.41	2230.78	2232.14	10481.0
2016-06-16 06:30:00	ES	Futures	2232.41	2232.41	2229.97	2231.05	8489.0
2016-06-16 07:00:00	ES	Futures	2230.78	2231.05	2226.71	2226.98	18360.0
2016-06-16 07:30:00	ES	Futures	2226.71	2229.15	2226.44	2228.61	18683.0
2016-06-16 08:00:00	ES	Futures	2228.34	2229.15	2225.9	2226.44	13782.0
2016-06-16 08:30:00	ES	Futures	2226.44	2228.61	2225.63	2227.8	20671.0
2016-06-16 09:00:00	ES	Futures	2227.8	2228.34	2225.36	2226.71	31779.0
2016-06-16 09:30:00	ES	Futures	2226.98	2228.07	2217.49	2217.49	210646.0
2016-06-16 10:00:00	ES	Futures	2217.76	2220.47	2215.32	2218.85	162723.0
2016-06-16 10:30:00	ES	Futures	2218.58	2219.93	2213.69	2219.39	157137.0
2016-06-16 11:00:00	ES	Futures	2219.66	2228.07	2218.85	2227.8	149613.0
2016-06-16 11:30:00	ES	Futures	2227.8	2229.15	2221.02	2221.56	117393.0
2016-06-16 12:00:00	ES	Futures	2221.56	2232.95	2219.93	2231.32	148705.0
2016-06-16 12:30:00	ES	Futures	2231.32	2237.56	2229.42	2233.22	140067.0
2016-06-16 13:00:00	ES	Futures	2233.49	2237.56	2232.68	2233.49	137725.0
2016-06-16 13:30:00	ES	Futures	2233.76	2235.12	2229.42	2230.78	97448.0
2016-06-16 14:00:00	ES	Futures	2230.51	2240.81	2229.97	2236.47	129621.0
2016-06-16 14:30:00	ES	Futures	2236.47	2242.44	2235.93	2238.92	102843.0
2016-06-16 15:00:00	ES	Futures	2238.92	2245.15	2238.1	2244.34	110003.0
2016-06-16 15:30:00	ES	Futures	2244.07	2247.05	2243.53	2245.42	175304.0
2016-06-16 16:00:00	ES	Futures	2245.15	2246.78	2244.07	2245.69	71247.0
2016-06-16 16:30:00	ES	Futures	2245.69	2246.24	2244.61	2244.88	8977.0
2016-06-16 18:00:00	ES	Futures	2244.07	2246.78	2243.53	2246.78	3223.0
2016-06-16 18:30:00	ES	Futures	2246.51	2246.78	2245.42	2245.69	893.0
2016-06-16 19:00:00	ES	Futures	2245.42	2247.59	2245.42	2247.32	2006.0
2016-06-16 19:30:00	ES	Futures	2247.32	2248.95	2246.78	2248.95	3334.0
2016-06-16 20:00:00	ES	Futures	2248.68	2249.22	2247.05	2248.68	6065.0
2016-06-16 20:30:00	ES	Futures	2248.95	2250.58	2248.41	2249.22	5112.0
2016-06-16 21:00:00	ES	Futures	2249.22	2250.03	2248.41	2248.41	2796.0
2016-06-16 21:30:00	ES	Futures	2248.41	2249.22	2247.05	2248.14	4001.0
2016-06-16 22:00:00	ES	Futures	2248.41	2249.76	2247.59	2248.14	2645.0
2016-06-16 22:30:00	ES	Futures	2248.14	2248.95	2247.59	2248.95	2179.0
2016-06-16 23:00:00	ES	Futures	2248.95	2249.76	2248.41	2248.68	2020.0
2016-06-16 23:30:00	ES	Futures	2248.68	2248.68	2247.59	2248.41	2334.0
2016-06-16 00:00:00	NQ	Futures	5236.47	5239.45	5235.87	5236.77	270.0
2016-06-16 00:30:00	NQ	Futures	5236.47	5236.47	5226.93	5231.1	999.0
2016-06-16 01:00:00	NQ	Futures	5231.1	5232.3	5227.23	5227.82	617.0
2016-06-16 01:30:00	NQ	Futures	5228.12	5230.51	5226.93	5229.61	475.0

> showing 50 of 3,103 rows — these rows as CSV

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