PREVIEW / futures_30min / 2016-06-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-24.parquet
  size:    83 KB
  rows:    2,587

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
2016-06-24 00:00:00	ES	Futures	2185.22	2189.56	2169.49	2169.49	64687.0
2016-06-24 00:30:00	ES	Futures	2169.49	2170.03	2168.41	2168.41	12843.0
2016-06-24 01:00:00	ES	Futures	2168.41	2181.15	2168.41	2170.58	40991.0
2016-06-24 01:30:00	ES	Futures	2170.85	2177.36	2170.3	2172.75	25496.0
2016-06-24 02:00:00	ES	Futures	2173.02	2189.02	2170.03	2184.14	66171.0
2016-06-24 02:30:00	ES	Futures	2184.41	2191.19	2176.81	2184.68	35952.0
2016-06-24 03:00:00	ES	Futures	2184.41	2201.22	2183.86	2198.51	64487.0
2016-06-24 03:30:00	ES	Futures	2198.78	2214.24	2193.9	2213.97	74348.0
2016-06-24 04:00:00	ES	Futures	2213.97	2216.68	2204.75	2214.51	57788.0
2016-06-24 04:30:00	ES	Futures	2214.51	2214.78	2201.49	2201.76	40749.0
2016-06-24 05:00:00	ES	Futures	2201.76	2211.8	2200.41	2210.71	31091.0
2016-06-24 05:30:00	ES	Futures	2210.71	2212.61	2200.41	2203.39	26868.0
2016-06-24 06:00:00	ES	Futures	2203.39	2205.83	2195.53	2201.22	35957.0
2016-06-24 06:30:00	ES	Futures	2201.22	2202.85	2186.85	2199.32	40852.0
2016-06-24 07:00:00	ES	Futures	2199.32	2201.49	2193.63	2197.15	33185.0
2016-06-24 07:30:00	ES	Futures	2196.88	2205.56	2196.61	2198.24	33239.0
2016-06-24 08:00:00	ES	Futures	2198.24	2210.44	2197.42	2209.36	44756.0
2016-06-24 08:30:00	ES	Futures	2209.08	2213.97	2204.47	2205.83	60176.0
2016-06-24 09:00:00	ES	Futures	2205.56	2208.0	2199.05	2203.66	55621.0
2016-06-24 09:30:00	ES	Futures	2203.66	2231.86	2200.95	2229.69	382738.0
2016-06-24 10:00:00	ES	Futures	2229.42	2239.73	2225.36	2229.15	283515.0
2016-06-24 10:30:00	ES	Futures	2229.15	2232.68	2224.27	2224.54	140088.0
2016-06-24 11:00:00	ES	Futures	2224.54	2225.9	2216.14	2221.02	169098.0
2016-06-24 11:30:00	ES	Futures	2221.02	2226.17	2218.85	2222.64	125394.0
2016-06-24 12:00:00	ES	Futures	2222.37	2224.0	2213.69	2217.49	90957.0
2016-06-24 12:30:00	ES	Futures	2217.49	2218.58	2208.54	2210.98	96316.0
2016-06-24 13:00:00	ES	Futures	2210.98	2214.24	2208.81	2213.15	86026.0
2016-06-24 13:30:00	ES	Futures	2212.88	2218.58	2212.07	2214.51	76529.0
2016-06-24 14:00:00	ES	Futures	2214.78	2216.68	2207.73	2208.27	83608.0
2016-06-24 14:30:00	ES	Futures	2208.27	2211.25	2202.03	2207.46	129876.0
2016-06-24 15:00:00	ES	Futures	2207.19	2209.36	2193.63	2197.69	159630.0
2016-06-24 15:30:00	ES	Futures	2197.42	2212.61	2196.88	2199.32	363254.0
2016-06-24 16:00:00	ES	Futures	2199.32	2200.68	2187.39	2193.08	170675.0
2016-06-24 16:30:00	ES	Futures	2193.9	2193.9	2187.12	2189.29	21769.0
2016-06-24 00:00:00	NQ	Futures	5081.18	5095.79	5048.4	5048.4	5871.0
2016-06-24 00:30:00	NQ	Futures	5048.4	5054.95	5048.4	5048.4	666.0
2016-06-24 01:00:00	NQ	Futures	5048.4	5074.63	5048.4	5054.36	3323.0
2016-06-24 01:30:00	NQ	Futures	5053.17	5074.03	5051.97	5063.0	1645.0
2016-06-24 02:00:00	NQ	Futures	5062.11	5096.09	5053.17	5088.04	4944.0
2016-06-24 02:30:00	NQ	Futures	5088.34	5098.47	5071.65	5085.95	3878.0
2016-06-24 03:00:00	NQ	Futures	5085.06	5121.42	5082.97	5116.65	10766.0
2016-06-24 03:30:00	NQ	Futures	5116.95	5155.1	5104.73	5153.91	10323.0
2016-06-24 04:00:00	NQ	Futures	5153.91	5159.27	5134.83	5154.5	8578.0
2016-06-24 04:30:00	NQ	Futures	5154.21	5155.99	5128.28	5128.87	6634.0
2016-06-24 05:00:00	NQ	Futures	5129.47	5147.35	5124.7	5145.26	4646.0
2016-06-24 05:30:00	NQ	Futures	5145.26	5148.54	5127.98	5134.53	4914.0
2016-06-24 06:00:00	NQ	Futures	5134.53	5136.62	5117.84	5127.98	5851.0
2016-06-24 06:30:00	NQ	Futures	5127.98	5128.57	5095.19	5119.93	4447.0
2016-06-24 07:00:00	NQ	Futures	5120.23	5128.57	5112.78	5119.33	2859.0
2016-06-24 07:30:00	NQ	Futures	5119.04	5135.43	5118.44	5121.12	3890.0

> showing 50 of 2,587 rows — these rows as CSV

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