PREVIEW / futures_30min / 2016-06-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-17.parquet
  size:    71 KB
  rows:    2,512

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
2016-06-17 00:00:00	ES	Futures	2248.14	2248.41	2246.51	2246.78	2582.0
2016-06-17 00:30:00	ES	Futures	2247.05	2248.68	2246.78	2247.59	1773.0
2016-06-17 01:00:00	ES	Futures	2247.86	2248.14	2247.05	2247.32	1560.0
2016-06-17 01:30:00	ES	Futures	2247.32	2248.95	2247.32	2247.86	3198.0
2016-06-17 02:00:00	ES	Futures	2247.86	2247.86	2244.61	2245.42	8065.0
2016-06-17 02:30:00	ES	Futures	2245.15	2245.42	2242.71	2244.07	8651.0
2016-06-17 03:00:00	ES	Futures	2244.07	2245.97	2240.81	2245.97	29202.0
2016-06-17 03:30:00	ES	Futures	2245.69	2246.78	2242.71	2242.98	21225.0
2016-06-17 04:00:00	ES	Futures	2242.98	2243.25	2240.27	2241.63	17565.0
2016-06-17 04:30:00	ES	Futures	2241.9	2244.88	2241.36	2244.34	12882.0
2016-06-17 05:00:00	ES	Futures	2244.34	2245.69	2243.25	2245.15	11960.0
2016-06-17 05:30:00	ES	Futures	2245.15	2246.24	2242.71	2243.25	8904.0
2016-06-17 06:00:00	ES	Futures	2243.25	2243.53	2241.36	2243.53	7768.0
2016-06-17 06:30:00	ES	Futures	2243.53	2243.53	2241.08	2241.63	9352.0
2016-06-17 07:00:00	ES	Futures	2241.63	2242.17	2239.46	2240.0	17207.0
2016-06-17 07:30:00	ES	Futures	2240.0	2243.25	2239.46	2242.98	16617.0
2016-06-17 08:00:00	ES	Futures	2242.98	2245.15	2242.71	2244.34	19292.0
2016-06-17 08:30:00	ES	Futures	2244.34	2245.42	2242.44	2244.34	22779.0
2016-06-17 09:00:00	ES	Futures	2244.07	2244.34	2241.08	2243.25	57510.0
2016-06-17 09:30:00	ES	Futures	2243.25	2243.53	2236.2	2240.0	284796.0
2016-06-17 10:00:00	ES	Futures	2240.0	2241.9	2234.85	2235.12	164275.0
2016-06-17 10:30:00	ES	Futures	2235.12	2236.47	2230.78	2233.22	130039.0
2016-06-17 11:00:00	ES	Futures	2233.22	2233.76	2227.8	2227.8	122215.0
2016-06-17 11:30:00	ES	Futures	2228.07	2232.95	2227.25	2231.59	101129.0
2016-06-17 12:00:00	ES	Futures	2231.59	2237.29	2231.32	2235.93	69203.0
2016-06-17 12:30:00	ES	Futures	2235.93	2236.2	2232.14	2233.22	45649.0
2016-06-17 13:00:00	ES	Futures	2232.95	2237.02	2230.24	2235.12	72315.0
2016-06-17 13:30:00	ES	Futures	2234.85	2237.83	2234.03	2236.2	54658.0
2016-06-17 14:00:00	ES	Futures	2236.47	2238.37	2233.49	2238.1	68243.0
2016-06-17 14:30:00	ES	Futures	2238.1	2241.36	2237.02	2239.46	81438.0
2016-06-17 15:00:00	ES	Futures	2239.46	2240.27	2235.93	2237.56	59318.0
2016-06-17 15:30:00	ES	Futures	2237.29	2238.37	2234.58	2236.75	143906.0
2016-06-17 16:00:00	ES	Futures	2236.75	2237.56	2232.14	2233.22	77606.0
2016-06-17 16:30:00	ES	Futures	2233.22	2235.66	2233.22	2234.3	9822.0
2016-06-17 00:00:00	NQ	Futures	5275.21	5275.81	5272.23	5272.83	361.0
2016-06-17 00:30:00	NQ	Futures	5273.13	5276.7	5273.13	5275.21	114.0
2016-06-17 01:00:00	NQ	Futures	5274.02	5274.62	5272.83	5274.02	204.0
2016-06-17 01:30:00	NQ	Futures	5274.02	5276.7	5272.83	5274.32	432.0
2016-06-17 02:00:00	NQ	Futures	5273.72	5273.72	5266.87	5268.96	971.0
2016-06-17 02:30:00	NQ	Futures	5268.66	5268.96	5261.8	5265.08	1138.0
2016-06-17 03:00:00	NQ	Futures	5265.08	5271.04	5257.03	5270.74	2908.0
2016-06-17 03:30:00	NQ	Futures	5271.04	5272.53	5263.89	5264.78	1758.0
2016-06-17 04:00:00	NQ	Futures	5264.48	5264.78	5257.33	5261.5	1608.0
2016-06-17 04:30:00	NQ	Futures	5261.8	5268.66	5260.91	5267.17	1126.0
2016-06-17 05:00:00	NQ	Futures	5266.87	5270.15	5264.48	5269.25	885.0
2016-06-17 05:30:00	NQ	Futures	5269.25	5271.04	5263.29	5264.19	730.0
2016-06-17 06:00:00	NQ	Futures	5263.59	5265.38	5260.01	5263.89	813.0
2016-06-17 06:30:00	NQ	Futures	5264.48	5264.48	5260.01	5260.61	929.0
2016-06-17 07:00:00	NQ	Futures	5260.31	5262.7	5255.25	5257.33	2076.0
2016-06-17 07:30:00	NQ	Futures	5257.03	5262.99	5255.84	5262.4	1364.0

> showing 50 of 2,512 rows — these rows as CSV

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