PREVIEW / futures_30min / 2016-06-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-23.parquet
  size:    95 KB
  rows:    3,137

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
2016-06-23 00:00:00	ES	Futures	2263.05	2263.59	2262.78	2263.32	873.0
2016-06-23 00:30:00	ES	Futures	2263.32	2263.32	2262.51	2263.05	655.0
2016-06-23 01:00:00	ES	Futures	2263.05	2264.14	2262.78	2263.05	1004.0
2016-06-23 01:30:00	ES	Futures	2263.05	2267.93	2263.05	2265.49	6974.0
2016-06-23 02:00:00	ES	Futures	2265.76	2266.58	2263.59	2265.49	7279.0
2016-06-23 02:30:00	ES	Futures	2265.49	2265.76	2262.24	2262.51	7173.0
2016-06-23 03:00:00	ES	Futures	2262.51	2265.76	2261.15	2263.86	19209.0
2016-06-23 03:30:00	ES	Futures	2264.14	2264.68	2261.15	2262.51	13668.0
2016-06-23 04:00:00	ES	Futures	2262.24	2266.03	2262.24	2265.49	10035.0
2016-06-23 04:30:00	ES	Futures	2265.49	2267.39	2265.22	2266.58	12516.0
2016-06-23 05:00:00	ES	Futures	2266.58	2280.14	2266.58	2276.34	47334.0
2016-06-23 05:30:00	ES	Futures	2276.34	2277.69	2272.81	2274.71	23974.0
2016-06-23 06:00:00	ES	Futures	2274.71	2277.15	2274.17	2275.25	19452.0
2016-06-23 06:30:00	ES	Futures	2275.25	2277.97	2274.17	2274.44	17568.0
2016-06-23 07:00:00	ES	Futures	2274.44	2276.07	2272.81	2273.36	18613.0
2016-06-23 07:30:00	ES	Futures	2273.36	2273.9	2270.92	2271.19	12392.0
2016-06-23 08:00:00	ES	Futures	2271.19	2274.44	2271.19	2273.63	13987.0
2016-06-23 08:30:00	ES	Futures	2273.63	2274.71	2271.73	2274.44	15284.0
2016-06-23 09:00:00	ES	Futures	2274.71	2274.98	2270.1	2272.0	35247.0
2016-06-23 09:30:00	ES	Futures	2272.0	2273.63	2266.03	2269.56	142036.0
2016-06-23 10:00:00	ES	Futures	2269.56	2273.36	2268.47	2270.64	115992.0
2016-06-23 10:30:00	ES	Futures	2270.64	2273.08	2267.39	2271.46	92377.0
2016-06-23 11:00:00	ES	Futures	2271.73	2276.34	2271.46	2276.07	64325.0
2016-06-23 11:30:00	ES	Futures	2275.8	2277.42	2274.71	2276.07	54434.0
2016-06-23 12:00:00	ES	Futures	2276.34	2277.69	2275.25	2275.25	31267.0
2016-06-23 12:30:00	ES	Futures	2275.53	2275.8	2272.81	2274.44	46613.0
2016-06-23 13:00:00	ES	Futures	2274.71	2276.07	2273.08	2274.71	29754.0
2016-06-23 13:30:00	ES	Futures	2274.71	2275.25	2272.0	2273.63	31144.0
2016-06-23 14:00:00	ES	Futures	2273.36	2274.98	2272.0	2274.17	33132.0
2016-06-23 14:30:00	ES	Futures	2273.9	2277.15	2273.36	2275.8	43599.0
2016-06-23 15:00:00	ES	Futures	2276.07	2276.34	2273.63	2274.44	40228.0
2016-06-23 15:30:00	ES	Futures	2274.17	2283.39	2273.9	2283.12	140092.0
2016-06-23 16:00:00	ES	Futures	2283.12	2285.29	2281.76	2284.75	95269.0
2016-06-23 16:30:00	ES	Futures	2285.02	2292.34	2285.02	2292.34	23490.0
2016-06-23 18:00:00	ES	Futures	2295.05	2299.12	2292.34	2296.41	25644.0
2016-06-23 18:30:00	ES	Futures	2296.41	2298.58	2288.27	2288.27	21172.0
2016-06-23 19:00:00	ES	Futures	2288.27	2289.08	2264.95	2276.61	67713.0
2016-06-23 19:30:00	ES	Futures	2276.61	2285.56	2269.02	2274.98	42364.0
2016-06-23 20:00:00	ES	Futures	2274.98	2277.42	2270.1	2272.27	25691.0
2016-06-23 20:30:00	ES	Futures	2272.0	2275.53	2260.61	2266.85	46853.0
2016-06-23 21:00:00	ES	Futures	2266.85	2267.12	2223.19	2255.46	149936.0
2016-06-23 21:30:00	ES	Futures	2255.46	2267.39	2251.93	2252.47	65078.0
2016-06-23 22:00:00	ES	Futures	2252.47	2257.36	2223.73	2231.59	104648.0
2016-06-23 22:30:00	ES	Futures	2231.86	2233.49	2196.61	2200.95	148914.0
2016-06-23 23:00:00	ES	Futures	2200.95	2212.88	2194.71	2202.3	89879.0
2016-06-23 23:30:00	ES	Futures	2202.3	2208.54	2172.2	2184.68	120265.0
2016-06-23 00:00:00	NQ	Futures	5263.89	5264.48	5263.29	5263.89	141.0
2016-06-23 00:30:00	NQ	Futures	5263.59	5264.19	5262.7	5263.89	125.0
2016-06-23 01:00:00	NQ	Futures	5263.59	5265.38	5262.99	5263.89	135.0
2016-06-23 01:30:00	NQ	Futures	5263.89	5274.32	5263.89	5268.96	532.0

> showing 50 of 3,137 rows — these rows as CSV

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