PREVIEW / futures_30min / 2016-06-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-29.parquet
  size:    88 KB
  rows:    3,086

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
2016-06-29 00:00:00	ES	Futures	2206.1	2206.37	2205.02	2205.02	1742.0
2016-06-29 00:30:00	ES	Futures	2205.29	2205.56	2204.47	2205.29	1282.0
2016-06-29 01:00:00	ES	Futures	2205.29	2205.29	2204.75	2205.02	1369.0
2016-06-29 01:30:00	ES	Futures	2205.29	2205.56	2203.12	2204.2	3419.0
2016-06-29 02:00:00	ES	Futures	2204.47	2207.46	2203.66	2206.92	10877.0
2016-06-29 02:30:00	ES	Futures	2206.92	2209.63	2206.37	2206.37	8617.0
2016-06-29 03:00:00	ES	Futures	2206.64	2209.08	2205.02	2206.37	24874.0
2016-06-29 03:30:00	ES	Futures	2206.64	2207.19	2203.66	2206.64	16822.0
2016-06-29 04:00:00	ES	Futures	2206.64	2210.17	2206.37	2208.81	16012.0
2016-06-29 04:30:00	ES	Futures	2208.81	2211.8	2206.92	2209.9	16900.0
2016-06-29 05:00:00	ES	Futures	2209.63	2210.44	2208.54	2209.9	11893.0
2016-06-29 05:30:00	ES	Futures	2210.17	2211.8	2209.08	2211.25	12601.0
2016-06-29 06:00:00	ES	Futures	2211.25	2216.41	2211.25	2215.32	26043.0
2016-06-29 06:30:00	ES	Futures	2215.32	2215.59	2212.34	2213.15	14441.0
2016-06-29 07:00:00	ES	Futures	2213.15	2215.05	2210.44	2211.53	17692.0
2016-06-29 07:30:00	ES	Futures	2211.53	2214.78	2209.9	2214.78	23018.0
2016-06-29 08:00:00	ES	Futures	2214.51	2215.86	2213.15	2214.24	16674.0
2016-06-29 08:30:00	ES	Futures	2214.24	2218.58	2212.88	2217.22	41895.0
2016-06-29 09:00:00	ES	Futures	2217.22	2217.76	2214.24	2216.68	37147.0
2016-06-29 09:30:00	ES	Futures	2216.95	2221.02	2215.32	2218.3	226912.0
2016-06-29 10:00:00	ES	Futures	2218.58	2225.08	2217.22	2224.0	176384.0
2016-06-29 10:30:00	ES	Futures	2224.27	2226.44	2222.37	2224.54	145381.0
2016-06-29 11:00:00	ES	Futures	2224.81	2229.15	2224.81	2228.88	141506.0
2016-06-29 11:30:00	ES	Futures	2228.88	2232.14	2227.8	2230.51	110315.0
2016-06-29 12:00:00	ES	Futures	2230.78	2234.3	2230.24	2233.76	76210.0
2016-06-29 12:30:00	ES	Futures	2233.76	2233.76	2229.69	2230.51	84956.0
2016-06-29 13:00:00	ES	Futures	2230.51	2231.32	2228.07	2229.97	68651.0
2016-06-29 13:30:00	ES	Futures	2229.97	2232.14	2229.69	2232.14	48270.0
2016-06-29 14:00:00	ES	Futures	2232.14	2236.2	2231.59	2234.85	95237.0
2016-06-29 14:30:00	ES	Futures	2235.12	2237.29	2233.22	2236.2	109929.0
2016-06-29 15:00:00	ES	Futures	2236.2	2239.46	2236.2	2238.92	97573.0
2016-06-29 15:30:00	ES	Futures	2238.92	2238.92	2233.76	2236.75	188049.0
2016-06-29 16:00:00	ES	Futures	2236.47	2242.44	2236.2	2242.17	92769.0
2016-06-29 16:30:00	ES	Futures	2241.9	2250.58	2238.92	2250.03	25557.0
2016-06-29 18:00:00	ES	Futures	2247.86	2248.68	2245.69	2245.69	6997.0
2016-06-29 18:30:00	ES	Futures	2245.97	2246.51	2244.61	2244.88	2493.0
2016-06-29 19:00:00	ES	Futures	2244.88	2245.15	2243.53	2243.53	3796.0
2016-06-29 19:30:00	ES	Futures	2243.8	2244.07	2241.9	2243.25	5574.0
2016-06-29 20:00:00	ES	Futures	2243.53	2244.34	2241.63	2242.44	4495.0
2016-06-29 20:30:00	ES	Futures	2242.44	2243.53	2241.63	2241.63	2542.0
2016-06-29 21:00:00	ES	Futures	2241.63	2242.44	2240.54	2241.63	5311.0
2016-06-29 21:30:00	ES	Futures	2241.63	2242.17	2240.27	2241.9	5353.0
2016-06-29 22:00:00	ES	Futures	2241.9	2244.34	2241.63	2242.44	4351.0
2016-06-29 22:30:00	ES	Futures	2242.44	2244.34	2242.44	2242.71	1979.0
2016-06-29 23:00:00	ES	Futures	2242.98	2242.98	2242.44	2242.71	1357.0
2016-06-29 23:30:00	ES	Futures	2242.71	2242.71	2240.54	2241.63	2874.0
2016-06-29 00:00:00	NQ	Futures	5116.95	5117.55	5113.67	5113.97	257.0
2016-06-29 00:30:00	NQ	Futures	5113.67	5115.46	5112.78	5114.86	213.0
2016-06-29 01:00:00	NQ	Futures	5114.56	5115.16	5111.88	5112.78	466.0
2016-06-29 01:30:00	NQ	Futures	5113.07	5113.97	5108.9	5111.88	504.0

> showing 50 of 3,086 rows — these rows as CSV

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