PREVIEW / futures_30min / 2016-06-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-27.parquet
  size:    92 KB
  rows:    3,079

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
2016-06-27 00:00:00	ES	Futures	2181.69	2182.78	2177.9	2178.17	4677.0
2016-06-27 00:30:00	ES	Futures	2178.17	2182.78	2177.63	2182.51	4038.0
2016-06-27 01:00:00	ES	Futures	2182.78	2184.14	2181.15	2184.14	5431.0
2016-06-27 01:30:00	ES	Futures	2183.86	2184.14	2181.69	2183.32	6158.0
2016-06-27 02:00:00	ES	Futures	2183.32	2190.1	2182.78	2187.12	29270.0
2016-06-27 02:30:00	ES	Futures	2186.85	2188.47	2184.95	2187.12	14585.0
2016-06-27 03:00:00	ES	Futures	2186.85	2193.9	2186.03	2191.46	55578.0
2016-06-27 03:30:00	ES	Futures	2191.19	2191.73	2187.39	2189.83	25060.0
2016-06-27 04:00:00	ES	Futures	2189.56	2190.92	2181.15	2182.51	24745.0
2016-06-27 04:30:00	ES	Futures	2182.24	2184.68	2180.07	2184.41	19533.0
2016-06-27 05:00:00	ES	Futures	2184.14	2187.66	2181.42	2182.51	19052.0
2016-06-27 05:30:00	ES	Futures	2182.51	2182.51	2179.53	2181.15	12779.0
2016-06-27 06:00:00	ES	Futures	2180.88	2181.97	2176.81	2177.08	18486.0
2016-06-27 06:30:00	ES	Futures	2177.36	2177.9	2173.02	2174.37	20762.0
2016-06-27 07:00:00	ES	Futures	2174.1	2177.08	2171.93	2174.64	18512.0
2016-06-27 07:30:00	ES	Futures	2174.64	2175.19	2169.76	2170.85	26771.0
2016-06-27 08:00:00	ES	Futures	2170.85	2176.81	2170.58	2175.19	30011.0
2016-06-27 08:30:00	ES	Futures	2174.92	2180.34	2173.29	2178.98	45294.0
2016-06-27 09:00:00	ES	Futures	2178.98	2181.97	2177.63	2181.15	40336.0
2016-06-27 09:30:00	ES	Futures	2181.15	2181.15	2166.78	2168.95	327401.0
2016-06-27 10:00:00	ES	Futures	2168.95	2173.56	2157.02	2158.37	237698.0
2016-06-27 10:30:00	ES	Futures	2158.64	2163.25	2149.97	2151.32	255244.0
2016-06-27 11:00:00	ES	Futures	2151.59	2157.83	2149.42	2157.29	226907.0
2016-06-27 11:30:00	ES	Futures	2157.29	2164.88	2156.47	2161.36	177198.0
2016-06-27 12:00:00	ES	Futures	2161.36	2165.69	2159.19	2165.15	106977.0
2016-06-27 12:30:00	ES	Futures	2165.15	2165.97	2157.02	2161.36	95298.0
2016-06-27 13:00:00	ES	Futures	2161.36	2165.97	2159.73	2164.07	89350.0
2016-06-27 13:30:00	ES	Futures	2164.07	2164.88	2155.12	2157.83	114108.0
2016-06-27 14:00:00	ES	Futures	2157.83	2159.73	2152.41	2158.37	100943.0
2016-06-27 14:30:00	ES	Futures	2158.64	2161.36	2151.59	2153.49	119469.0
2016-06-27 15:00:00	ES	Futures	2153.49	2158.64	2149.42	2153.49	128780.0
2016-06-27 15:30:00	ES	Futures	2153.49	2163.53	2152.14	2159.73	267589.0
2016-06-27 16:00:00	ES	Futures	2159.73	2159.73	2152.41	2153.22	117520.0
2016-06-27 16:30:00	ES	Futures	2153.49	2153.49	2149.42	2149.97	18197.0
2016-06-27 18:00:00	ES	Futures	2150.51	2156.75	2150.24	2156.75	6165.0
2016-06-27 18:30:00	ES	Futures	2156.75	2158.37	2156.47	2157.56	3319.0
2016-06-27 19:00:00	ES	Futures	2157.83	2159.73	2156.2	2159.46	5069.0
2016-06-27 19:30:00	ES	Futures	2159.46	2160.0	2157.83	2158.64	3372.0
2016-06-27 20:00:00	ES	Futures	2158.64	2159.19	2156.2	2158.1	5461.0
2016-06-27 20:30:00	ES	Futures	2158.1	2159.19	2156.75	2157.29	4161.0
2016-06-27 21:00:00	ES	Futures	2157.56	2162.98	2157.02	2162.44	9962.0
2016-06-27 21:30:00	ES	Futures	2162.71	2168.14	2162.44	2167.59	16163.0
2016-06-27 22:00:00	ES	Futures	2167.59	2167.86	2164.88	2167.59	7120.0
2016-06-27 22:30:00	ES	Futures	2167.32	2168.14	2165.97	2166.51	6148.0
2016-06-27 23:00:00	ES	Futures	2166.24	2176.0	2166.24	2174.64	17472.0
2016-06-27 23:30:00	ES	Futures	2174.92	2176.0	2171.12	2171.66	7241.0
2016-06-27 00:00:00	NQ	Futures	5062.7	5065.09	5052.87	5053.46	842.0
2016-06-27 00:30:00	NQ	Futures	5054.06	5063.6	5051.08	5063.6	528.0
2016-06-27 01:00:00	NQ	Futures	5063.3	5068.37	5059.43	5067.47	602.0
2016-06-27 01:30:00	NQ	Futures	5067.47	5068.07	5061.81	5065.98	574.0

> showing 50 of 3,079 rows — these rows as CSV

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