PREVIEW / futures_30min / 2016-06-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-20.parquet
  size:    83 KB
  rows:    3,047

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
2016-06-20 00:00:00	ES	Futures	2260.07	2260.34	2258.44	2258.98	4510.0
2016-06-20 00:30:00	ES	Futures	2258.71	2258.98	2257.63	2258.71	3463.0
2016-06-20 01:00:00	ES	Futures	2258.44	2259.25	2257.63	2257.9	2574.0
2016-06-20 01:30:00	ES	Futures	2257.9	2258.17	2257.08	2257.63	2486.0
2016-06-20 02:00:00	ES	Futures	2257.9	2262.78	2257.63	2261.69	15683.0
2016-06-20 02:30:00	ES	Futures	2261.42	2262.24	2258.98	2259.53	10848.0
2016-06-20 03:00:00	ES	Futures	2259.53	2262.24	2258.17	2260.34	23576.0
2016-06-20 03:30:00	ES	Futures	2260.34	2261.15	2258.44	2258.44	13985.0
2016-06-20 04:00:00	ES	Futures	2258.71	2260.88	2257.9	2260.88	11992.0
2016-06-20 04:30:00	ES	Futures	2260.88	2263.05	2258.44	2262.78	12855.0
2016-06-20 05:00:00	ES	Futures	2262.78	2263.86	2260.88	2261.42	12998.0
2016-06-20 05:30:00	ES	Futures	2261.42	2262.51	2260.07	2262.51	8611.0
2016-06-20 06:00:00	ES	Futures	2262.51	2263.86	2261.69	2263.05	8142.0
2016-06-20 06:30:00	ES	Futures	2263.05	2263.86	2262.24	2263.05	8837.0
2016-06-20 07:00:00	ES	Futures	2263.05	2263.86	2262.51	2263.86	9691.0
2016-06-20 07:30:00	ES	Futures	2263.86	2264.41	2262.51	2263.59	13023.0
2016-06-20 08:00:00	ES	Futures	2263.59	2264.14	2261.42	2261.97	14703.0
2016-06-20 08:30:00	ES	Futures	2261.69	2263.32	2261.69	2261.97	13673.0
2016-06-20 09:00:00	ES	Futures	2261.97	2263.32	2259.53	2261.42	28713.0
2016-06-20 09:30:00	ES	Futures	2261.15	2266.85	2260.88	2264.41	216259.0
2016-06-20 10:00:00	ES	Futures	2264.41	2269.83	2264.14	2266.58	139295.0
2016-06-20 10:30:00	ES	Futures	2266.58	2266.85	2263.59	2265.22	73004.0
2016-06-20 11:00:00	ES	Futures	2265.22	2266.85	2264.14	2265.22	67865.0
2016-06-20 11:30:00	ES	Futures	2265.22	2265.76	2260.07	2262.51	75305.0
2016-06-20 12:00:00	ES	Futures	2262.24	2262.51	2260.07	2261.42	43235.0
2016-06-20 12:30:00	ES	Futures	2261.42	2263.86	2260.34	2262.51	39210.0
2016-06-20 13:00:00	ES	Futures	2262.78	2263.59	2258.17	2259.25	64141.0
2016-06-20 13:30:00	ES	Futures	2258.98	2262.51	2258.71	2261.42	48846.0
2016-06-20 14:00:00	ES	Futures	2261.69	2261.97	2257.08	2257.9	57177.0
2016-06-20 14:30:00	ES	Futures	2258.17	2261.42	2257.08	2260.88	52321.0
2016-06-20 15:00:00	ES	Futures	2260.88	2261.42	2254.37	2254.64	99599.0
2016-06-20 15:30:00	ES	Futures	2254.37	2256.81	2249.49	2250.85	199595.0
2016-06-20 16:00:00	ES	Futures	2251.12	2251.12	2246.78	2250.3	96181.0
2016-06-20 16:30:00	ES	Futures	2250.3	2259.8	2249.76	2259.25	17890.0
2016-06-20 18:00:00	ES	Futures	2255.19	2255.73	2253.02	2254.1	7692.0
2016-06-20 18:30:00	ES	Futures	2254.1	2255.73	2253.83	2255.46	1618.0
2016-06-20 19:00:00	ES	Futures	2255.46	2255.73	2254.64	2255.19	1195.0
2016-06-20 19:30:00	ES	Futures	2254.92	2254.92	2253.29	2253.83	2355.0
2016-06-20 20:00:00	ES	Futures	2253.83	2254.92	2250.03	2254.92	8599.0
2016-06-20 20:30:00	ES	Futures	2255.19	2256.0	2252.47	2252.75	6454.0
2016-06-20 21:00:00	ES	Futures	2252.75	2254.37	2252.2	2253.83	3029.0
2016-06-20 21:30:00	ES	Futures	2253.83	2258.17	2253.02	2257.9	5683.0
2016-06-20 22:00:00	ES	Futures	2258.17	2258.44	2255.73	2256.54	4128.0
2016-06-20 22:30:00	ES	Futures	2256.81	2256.81	2254.37	2254.64	2760.0
2016-06-20 23:00:00	ES	Futures	2254.92	2256.0	2254.37	2255.73	1117.0
2016-06-20 23:30:00	ES	Futures	2255.73	2256.81	2254.64	2256.27	1469.0
2016-06-20 00:00:00	NQ	Futures	5259.42	5260.01	5256.14	5256.74	577.0
2016-06-20 00:30:00	NQ	Futures	5256.74	5257.63	5254.95	5257.63	537.0
2016-06-20 01:00:00	NQ	Futures	5257.93	5258.52	5254.35	5255.54	216.0
2016-06-20 01:30:00	NQ	Futures	5254.65	5256.44	5252.56	5253.75	184.0

> showing 50 of 3,047 rows — these rows as CSV

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