PREVIEW / futures_30min / 2016-06-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-22.parquet
  size:    81 KB
  rows:    3,021

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
2016-06-22 00:00:00	ES	Futures	2258.17	2259.25	2257.9	2258.71	1548.0
2016-06-22 00:30:00	ES	Futures	2258.98	2259.53	2258.17	2258.17	1524.0
2016-06-22 01:00:00	ES	Futures	2258.44	2258.71	2257.63	2257.63	1916.0
2016-06-22 01:30:00	ES	Futures	2257.9	2259.25	2257.36	2258.44	2204.0
2016-06-22 02:00:00	ES	Futures	2258.71	2259.25	2257.63	2257.63	4602.0
2016-06-22 02:30:00	ES	Futures	2257.63	2259.8	2257.63	2259.53	4017.0
2016-06-22 03:00:00	ES	Futures	2259.8	2260.88	2257.36	2257.63	15351.0
2016-06-22 03:30:00	ES	Futures	2257.63	2257.9	2254.64	2255.19	12375.0
2016-06-22 04:00:00	ES	Futures	2255.19	2256.81	2254.37	2256.27	8324.0
2016-06-22 04:30:00	ES	Futures	2256.54	2256.54	2255.46	2255.73	4329.0
2016-06-22 05:00:00	ES	Futures	2255.73	2257.63	2255.73	2257.63	4814.0
2016-06-22 05:30:00	ES	Futures	2257.63	2259.53	2257.63	2258.71	6164.0
2016-06-22 06:00:00	ES	Futures	2258.98	2259.53	2257.9	2258.17	5258.0
2016-06-22 06:30:00	ES	Futures	2258.17	2260.07	2257.9	2260.07	6721.0
2016-06-22 07:00:00	ES	Futures	2259.8	2261.69	2257.9	2257.9	14783.0
2016-06-22 07:30:00	ES	Futures	2257.9	2258.71	2257.08	2258.44	9096.0
2016-06-22 08:00:00	ES	Futures	2258.17	2258.98	2257.63	2258.44	9546.0
2016-06-22 08:30:00	ES	Futures	2258.44	2259.53	2258.17	2258.98	10770.0
2016-06-22 09:00:00	ES	Futures	2258.98	2260.07	2258.44	2259.25	12549.0
2016-06-22 09:30:00	ES	Futures	2258.98	2262.24	2258.44	2259.53	115042.0
2016-06-22 10:00:00	ES	Futures	2259.53	2263.86	2258.17	2263.05	90858.0
2016-06-22 10:30:00	ES	Futures	2263.05	2268.47	2261.15	2266.3	141281.0
2016-06-22 11:00:00	ES	Futures	2266.58	2268.47	2264.68	2267.66	74681.0
2016-06-22 11:30:00	ES	Futures	2267.66	2267.66	2260.88	2263.59	115370.0
2016-06-22 12:00:00	ES	Futures	2263.59	2264.41	2256.54	2258.44	75244.0
2016-06-22 12:30:00	ES	Futures	2258.44	2259.25	2256.0	2258.71	68812.0
2016-06-22 13:00:00	ES	Futures	2258.98	2258.98	2252.47	2255.46	92987.0
2016-06-22 13:30:00	ES	Futures	2255.46	2259.8	2255.19	2258.71	62624.0
2016-06-22 14:00:00	ES	Futures	2258.98	2260.61	2256.81	2258.98	49108.0
2016-06-22 14:30:00	ES	Futures	2258.71	2259.8	2255.19	2257.08	54148.0
2016-06-22 15:00:00	ES	Futures	2257.08	2260.07	2253.29	2253.83	67454.0
2016-06-22 15:30:00	ES	Futures	2253.83	2256.0	2251.12	2252.47	163921.0
2016-06-22 16:00:00	ES	Futures	2252.47	2253.56	2251.93	2253.29	65408.0
2016-06-22 16:30:00	ES	Futures	2253.02	2254.1	2252.47	2253.02	5695.0
2016-06-22 18:00:00	ES	Futures	2259.53	2266.85	2259.53	2263.59	14660.0
2016-06-22 18:30:00	ES	Futures	2263.32	2264.68	2262.78	2263.32	3843.0
2016-06-22 19:00:00	ES	Futures	2263.59	2264.14	2262.78	2263.32	1965.0
2016-06-22 19:30:00	ES	Futures	2263.32	2263.59	2261.69	2262.78	1450.0
2016-06-22 20:00:00	ES	Futures	2263.05	2266.03	2261.69	2263.86	5299.0
2016-06-22 20:30:00	ES	Futures	2263.86	2264.41	2263.32	2263.59	1691.0
2016-06-22 21:00:00	ES	Futures	2263.59	2265.76	2263.32	2265.22	2628.0
2016-06-22 21:30:00	ES	Futures	2265.22	2265.22	2264.14	2264.68	1780.0
2016-06-22 22:00:00	ES	Futures	2264.41	2265.22	2263.86	2264.41	1665.0
2016-06-22 22:30:00	ES	Futures	2264.41	2264.41	2263.32	2263.86	1312.0
2016-06-22 23:00:00	ES	Futures	2263.59	2263.86	2261.69	2261.97	2310.0
2016-06-22 23:30:00	ES	Futures	2261.69	2263.32	2261.15	2263.32	1508.0
2016-06-22 00:00:00	NQ	Futures	5248.09	5250.77	5248.09	5249.88	210.0
2016-06-22 00:30:00	NQ	Futures	5249.58	5250.77	5246.9	5247.5	295.0
2016-06-22 01:00:00	NQ	Futures	5247.5	5248.09	5245.41	5246.01	311.0
2016-06-22 01:30:00	NQ	Futures	5245.71	5249.58	5245.11	5249.28	373.0

> showing 50 of 3,021 rows — these rows as CSV

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