PREVIEW / futures_30min / 2016-06-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-21.parquet
  size:    85 KB
  rows:    3,040

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
2016-06-21 00:00:00	ES	Futures	2256.27	2256.81	2255.73	2256.27	906.0
2016-06-21 00:30:00	ES	Futures	2256.27	2257.63	2256.0	2257.36	1726.0
2016-06-21 01:00:00	ES	Futures	2257.63	2259.25	2256.81	2256.81	3621.0
2016-06-21 01:30:00	ES	Futures	2256.81	2258.71	2256.27	2257.36	2334.0
2016-06-21 02:00:00	ES	Futures	2257.36	2259.25	2257.36	2258.44	4846.0
2016-06-21 02:30:00	ES	Futures	2258.44	2258.71	2256.81	2257.08	5178.0
2016-06-21 03:00:00	ES	Futures	2257.08	2261.15	2254.92	2260.61	19316.0
2016-06-21 03:30:00	ES	Futures	2260.88	2261.15	2258.17	2259.53	9892.0
2016-06-21 04:00:00	ES	Futures	2259.53	2260.61	2257.36	2259.25	11155.0
2016-06-21 04:30:00	ES	Futures	2259.25	2260.88	2258.44	2258.71	7465.0
2016-06-21 05:00:00	ES	Futures	2258.71	2259.25	2256.81	2257.36	9980.0
2016-06-21 05:30:00	ES	Futures	2257.36	2258.71	2256.81	2257.63	6922.0
2016-06-21 06:00:00	ES	Futures	2257.63	2262.78	2257.08	2261.69	13769.0
2016-06-21 06:30:00	ES	Futures	2261.69	2262.24	2260.61	2261.15	8262.0
2016-06-21 07:00:00	ES	Futures	2260.88	2261.69	2259.25	2259.53	9752.0
2016-06-21 07:30:00	ES	Futures	2259.53	2260.61	2259.25	2260.61	6205.0
2016-06-21 08:00:00	ES	Futures	2260.34	2260.61	2258.71	2259.53	11459.0
2016-06-21 08:30:00	ES	Futures	2259.53	2259.53	2253.02	2256.27	45819.0
2016-06-21 09:00:00	ES	Futures	2256.27	2257.36	2254.1	2255.46	22754.0
2016-06-21 09:30:00	ES	Futures	2255.46	2257.08	2251.66	2254.1	163080.0
2016-06-21 10:00:00	ES	Futures	2253.83	2256.0	2249.76	2253.56	127950.0
2016-06-21 10:30:00	ES	Futures	2253.56	2255.19	2252.2	2253.56	93053.0
2016-06-21 11:00:00	ES	Futures	2253.83	2259.25	2253.02	2255.73	119458.0
2016-06-21 11:30:00	ES	Futures	2255.73	2255.73	2252.47	2255.19	69332.0
2016-06-21 12:00:00	ES	Futures	2255.46	2257.63	2253.83	2257.36	39867.0
2016-06-21 12:30:00	ES	Futures	2257.36	2258.17	2254.92	2254.92	37007.0
2016-06-21 13:00:00	ES	Futures	2255.19	2256.81	2253.56	2254.64	41277.0
2016-06-21 13:30:00	ES	Futures	2254.64	2256.0	2252.2	2255.46	53764.0
2016-06-21 14:00:00	ES	Futures	2255.73	2259.25	2254.37	2258.44	47511.0
2016-06-21 14:30:00	ES	Futures	2258.44	2262.51	2257.63	2258.71	74273.0
2016-06-21 15:00:00	ES	Futures	2258.71	2261.42	2256.27	2260.88	79607.0
2016-06-21 15:30:00	ES	Futures	2260.61	2261.15	2255.73	2256.54	139396.0
2016-06-21 16:00:00	ES	Futures	2256.54	2258.17	2255.46	2256.54	52224.0
2016-06-21 16:30:00	ES	Futures	2256.54	2257.08	2254.92	2255.46	7894.0
2016-06-21 18:00:00	ES	Futures	2255.46	2256.0	2253.29	2253.83	3034.0
2016-06-21 18:30:00	ES	Futures	2253.83	2254.64	2253.83	2254.64	873.0
2016-06-21 19:00:00	ES	Futures	2254.64	2254.92	2254.64	2254.64	1048.0
2016-06-21 19:30:00	ES	Futures	2254.92	2255.46	2254.1	2254.1	1832.0
2016-06-21 20:00:00	ES	Futures	2254.1	2255.46	2253.02	2255.19	3335.0
2016-06-21 20:30:00	ES	Futures	2255.19	2256.0	2254.64	2254.64	3026.0
2016-06-21 21:00:00	ES	Futures	2254.92	2256.0	2254.64	2255.46	1681.0
2016-06-21 21:30:00	ES	Futures	2255.46	2256.0	2254.37	2255.19	2129.0
2016-06-21 22:00:00	ES	Futures	2255.46	2255.73	2254.37	2254.64	1409.0
2016-06-21 22:30:00	ES	Futures	2254.92	2256.27	2254.64	2256.0	1868.0
2016-06-21 23:00:00	ES	Futures	2256.27	2257.9	2256.0	2257.08	1713.0
2016-06-21 23:30:00	ES	Futures	2257.08	2258.44	2256.81	2257.9	1723.0
2016-06-21 00:00:00	NQ	Futures	5245.71	5246.9	5243.62	5245.71	161.0
2016-06-21 00:30:00	NQ	Futures	5245.71	5249.28	5245.41	5249.28	240.0
2016-06-21 01:00:00	NQ	Futures	5248.99	5252.86	5247.79	5247.79	566.0
2016-06-21 01:30:00	NQ	Futures	5247.5	5251.67	5246.3	5248.69	240.0

> showing 50 of 3,040 rows — these rows as CSV

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