PREVIEW / futures_30min / 2016-06-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-06-30.parquet
  size:    91 KB
  rows:    3,077

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
2016-06-30 00:00:00	ES	Futures	2241.36	2242.44	2241.08	2242.17	1866.0
2016-06-30 00:30:00	ES	Futures	2242.17	2242.44	2240.27	2240.54	2544.0
2016-06-30 01:00:00	ES	Futures	2240.81	2241.08	2235.39	2236.47	11473.0
2016-06-30 01:30:00	ES	Futures	2236.2	2238.37	2236.2	2237.29	3830.0
2016-06-30 02:00:00	ES	Futures	2237.29	2237.29	2234.58	2235.39	9668.0
2016-06-30 02:30:00	ES	Futures	2235.39	2237.02	2233.76	2236.2	7860.0
2016-06-30 03:00:00	ES	Futures	2236.2	2237.02	2230.78	2232.95	27770.0
2016-06-30 03:30:00	ES	Futures	2232.95	2244.07	2232.41	2242.71	29221.0
2016-06-30 04:00:00	ES	Futures	2242.71	2245.97	2241.08	2242.98	23299.0
2016-06-30 04:30:00	ES	Futures	2242.98	2243.53	2240.54	2242.98	13694.0
2016-06-30 05:00:00	ES	Futures	2242.98	2244.34	2241.63	2242.98	11837.0
2016-06-30 05:30:00	ES	Futures	2242.98	2248.95	2242.98	2248.14	20069.0
2016-06-30 06:00:00	ES	Futures	2247.86	2248.68	2246.24	2246.78	11304.0
2016-06-30 06:30:00	ES	Futures	2246.78	2249.49	2245.97	2246.51	12481.0
2016-06-30 07:00:00	ES	Futures	2246.51	2246.78	2243.8	2244.61	12953.0
2016-06-30 07:30:00	ES	Futures	2244.88	2245.15	2239.73	2240.54	18688.0
2016-06-30 08:00:00	ES	Futures	2240.54	2240.81	2237.29	2240.54	26603.0
2016-06-30 08:30:00	ES	Futures	2240.27	2243.25	2240.0	2242.71	19213.0
2016-06-30 09:00:00	ES	Futures	2242.71	2243.8	2241.63	2242.98	22941.0
2016-06-30 09:30:00	ES	Futures	2242.98	2244.34	2235.66	2237.02	198999.0
2016-06-30 10:00:00	ES	Futures	2236.75	2241.36	2235.66	2237.83	141394.0
2016-06-30 10:30:00	ES	Futures	2237.83	2247.86	2237.56	2247.86	151611.0
2016-06-30 11:00:00	ES	Futures	2247.59	2251.66	2245.69	2249.76	160506.0
2016-06-30 11:30:00	ES	Futures	2249.76	2254.1	2248.14	2251.93	115705.0
2016-06-30 12:00:00	ES	Futures	2251.66	2260.34	2251.12	2259.25	142451.0
2016-06-30 12:30:00	ES	Futures	2258.98	2261.97	2257.08	2260.88	110397.0
2016-06-30 13:00:00	ES	Futures	2261.15	2262.24	2257.63	2258.98	78288.0
2016-06-30 13:30:00	ES	Futures	2258.98	2260.61	2257.63	2260.34	71428.0
2016-06-30 14:00:00	ES	Futures	2260.34	2265.76	2260.07	2261.42	104508.0
2016-06-30 14:30:00	ES	Futures	2261.42	2265.49	2259.53	2264.68	100255.0
2016-06-30 15:00:00	ES	Futures	2264.68	2265.49	2260.07	2264.68	105193.0
2016-06-30 15:30:00	ES	Futures	2264.95	2268.47	2260.61	2268.2	297100.0
2016-06-30 16:00:00	ES	Futures	2267.93	2268.2	2263.05	2265.49	156384.0
2016-06-30 16:30:00	ES	Futures	2265.49	2265.49	2263.05	2263.32	12992.0
2016-06-30 18:00:00	ES	Futures	2263.32	2265.49	2262.24	2263.86	7487.0
2016-06-30 18:30:00	ES	Futures	2263.86	2264.41	2262.51	2262.78	2117.0
2016-06-30 19:00:00	ES	Futures	2262.78	2263.59	2261.97	2262.78	2213.0
2016-06-30 19:30:00	ES	Futures	2262.78	2263.05	2261.69	2262.51	3602.0
2016-06-30 20:00:00	ES	Futures	2262.51	2264.68	2261.97	2264.41	5002.0
2016-06-30 20:30:00	ES	Futures	2264.41	2264.95	2263.05	2264.68	3397.0
2016-06-30 21:00:00	ES	Futures	2264.41	2264.95	2263.86	2264.95	3505.0
2016-06-30 21:30:00	ES	Futures	2264.95	2265.49	2263.86	2264.41	4999.0
2016-06-30 22:00:00	ES	Futures	2264.41	2264.68	2263.86	2264.14	1919.0
2016-06-30 22:30:00	ES	Futures	2264.14	2264.95	2264.14	2264.95	843.0
2016-06-30 23:00:00	ES	Futures	2264.95	2265.22	2264.41	2265.22	2135.0
2016-06-30 23:30:00	ES	Futures	2265.22	2265.49	2264.68	2264.95	1855.0
2016-06-30 00:00:00	NQ	Futures	5198.32	5201.3	5198.02	5201.0	248.0
2016-06-30 00:30:00	NQ	Futures	5201.0	5201.6	5197.42	5198.32	288.0
2016-06-30 01:00:00	NQ	Futures	5198.32	5199.21	5186.99	5189.67	1522.0
2016-06-30 01:30:00	NQ	Futures	5189.97	5193.85	5189.08	5189.67	379.0

> showing 50 of 3,077 rows — these rows as CSV

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