PREVIEW / futures_30min / 2016-06-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-28.parquet
  size:    89 KB
  rows:    3,112

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
2016-06-28 00:00:00	ES	Futures	2171.39	2172.2	2170.58	2171.66	3358.0
2016-06-28 00:30:00	ES	Futures	2171.39	2172.2	2169.22	2172.2	3454.0
2016-06-28 01:00:00	ES	Futures	2171.93	2172.75	2170.3	2172.2	3704.0
2016-06-28 01:30:00	ES	Futures	2171.93	2172.75	2171.12	2172.47	3747.0
2016-06-28 02:00:00	ES	Futures	2172.75	2173.29	2170.03	2171.66	12249.0
2016-06-28 02:30:00	ES	Futures	2171.66	2173.56	2171.39	2173.56	11333.0
2016-06-28 03:00:00	ES	Futures	2173.29	2174.1	2171.66	2174.1	27762.0
2016-06-28 03:30:00	ES	Futures	2173.83	2177.08	2173.29	2176.27	25387.0
2016-06-28 04:00:00	ES	Futures	2176.0	2178.98	2176.0	2178.44	19739.0
2016-06-28 04:30:00	ES	Futures	2178.44	2178.98	2175.19	2175.73	12155.0
2016-06-28 05:00:00	ES	Futures	2175.73	2177.63	2174.92	2176.0	9646.0
2016-06-28 05:30:00	ES	Futures	2176.0	2177.9	2175.73	2177.36	9056.0
2016-06-28 06:00:00	ES	Futures	2177.36	2177.9	2175.19	2176.54	15490.0
2016-06-28 06:30:00	ES	Futures	2176.54	2176.81	2174.64	2175.46	10317.0
2016-06-28 07:00:00	ES	Futures	2175.46	2175.73	2172.47	2173.83	11065.0
2016-06-28 07:30:00	ES	Futures	2174.1	2176.0	2172.75	2175.73	13623.0
2016-06-28 08:00:00	ES	Futures	2175.73	2179.8	2174.1	2178.44	27730.0
2016-06-28 08:30:00	ES	Futures	2178.44	2182.24	2177.36	2180.34	29410.0
2016-06-28 09:00:00	ES	Futures	2180.34	2180.88	2177.36	2180.34	46139.0
2016-06-28 09:30:00	ES	Futures	2180.07	2189.02	2178.44	2187.12	320804.0
2016-06-28 10:00:00	ES	Futures	2187.12	2189.29	2182.51	2183.05	189204.0
2016-06-28 10:30:00	ES	Futures	2183.05	2186.03	2180.34	2181.42	142972.0
2016-06-28 11:00:00	ES	Futures	2181.42	2182.78	2176.0	2177.08	145083.0
2016-06-28 11:30:00	ES	Futures	2177.08	2184.68	2176.54	2183.59	111781.0
2016-06-28 12:00:00	ES	Futures	2183.59	2184.41	2180.61	2181.42	60892.0
2016-06-28 12:30:00	ES	Futures	2181.69	2186.85	2181.42	2184.68	81006.0
2016-06-28 13:00:00	ES	Futures	2184.68	2185.22	2179.8	2180.61	81570.0
2016-06-28 13:30:00	ES	Futures	2180.61	2183.05	2178.98	2181.69	54422.0
2016-06-28 14:00:00	ES	Futures	2181.69	2183.05	2178.44	2181.97	70109.0
2016-06-28 14:30:00	ES	Futures	2181.69	2196.34	2181.42	2193.9	152043.0
2016-06-28 15:00:00	ES	Futures	2193.9	2197.42	2189.56	2191.46	124145.0
2016-06-28 15:30:00	ES	Futures	2191.73	2198.78	2190.1	2198.51	245322.0
2016-06-28 16:00:00	ES	Futures	2198.51	2200.95	2197.69	2200.14	92753.0
2016-06-28 16:30:00	ES	Futures	2200.14	2201.76	2199.05	2200.14	12843.0
2016-06-28 18:00:00	ES	Futures	2200.14	2200.95	2196.61	2198.51	4891.0
2016-06-28 18:30:00	ES	Futures	2198.78	2199.86	2197.97	2199.59	1291.0
2016-06-28 19:00:00	ES	Futures	2199.59	2199.59	2198.51	2198.78	1452.0
2016-06-28 19:30:00	ES	Futures	2198.78	2199.32	2197.97	2198.51	1929.0
2016-06-28 20:00:00	ES	Futures	2198.51	2198.78	2197.15	2197.97	5719.0
2016-06-28 20:30:00	ES	Futures	2197.97	2198.24	2194.17	2194.17	5855.0
2016-06-28 21:00:00	ES	Futures	2194.17	2198.24	2194.17	2197.97	5134.0
2016-06-28 21:30:00	ES	Futures	2198.24	2205.83	2197.97	2204.47	15316.0
2016-06-28 22:00:00	ES	Futures	2204.47	2204.75	2201.76	2202.58	4794.0
2016-06-28 22:30:00	ES	Futures	2202.58	2205.29	2202.3	2205.29	3511.0
2016-06-28 23:00:00	ES	Futures	2205.02	2208.0	2204.2	2204.47	6082.0
2016-06-28 23:30:00	ES	Futures	2204.75	2208.0	2204.75	2206.1	4775.0
2016-06-28 00:00:00	NQ	Futures	5028.73	5030.51	5026.64	5028.13	437.0
2016-06-28 00:30:00	NQ	Futures	5026.94	5029.02	5021.27	5029.02	610.0
2016-06-28 01:00:00	NQ	Futures	5028.73	5032.0	5023.96	5030.51	392.0
2016-06-28 01:30:00	NQ	Futures	5031.11	5033.49	5028.13	5032.6	763.0

> showing 50 of 3,112 rows — these rows as CSV

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