PREVIEW / futures_30min / 2016-07-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-01.parquet
  size:    74 KB
  rows:    2,498

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
2016-07-01 00:00:00	ES	Futures	2265.22	2266.03	2264.41	2264.68	2022.0
2016-07-01 00:30:00	ES	Futures	2264.95	2265.22	2264.68	2264.68	870.0
2016-07-01 01:00:00	ES	Futures	2264.95	2264.95	2263.32	2263.32	1538.0
2016-07-01 01:30:00	ES	Futures	2263.32	2265.22	2263.32	2265.22	2466.0
2016-07-01 02:00:00	ES	Futures	2265.22	2265.22	2261.97	2262.78	6638.0
2016-07-01 02:30:00	ES	Futures	2262.51	2264.95	2262.24	2263.59	5580.0
2016-07-01 03:00:00	ES	Futures	2263.86	2264.95	2260.61	2261.69	26643.0
2016-07-01 03:30:00	ES	Futures	2261.97	2262.24	2257.9	2261.42	26586.0
2016-07-01 04:00:00	ES	Futures	2261.42	2264.14	2259.8	2263.59	16906.0
2016-07-01 04:30:00	ES	Futures	2263.59	2264.14	2259.8	2260.07	14719.0
2016-07-01 05:00:00	ES	Futures	2260.34	2261.42	2259.53	2260.88	10129.0
2016-07-01 05:30:00	ES	Futures	2260.61	2261.15	2258.98	2261.15	8417.0
2016-07-01 06:00:00	ES	Futures	2261.15	2261.69	2258.98	2260.88	8716.0
2016-07-01 06:30:00	ES	Futures	2260.88	2265.22	2260.34	2264.68	13167.0
2016-07-01 07:00:00	ES	Futures	2264.41	2266.58	2263.86	2264.95	18831.0
2016-07-01 07:30:00	ES	Futures	2264.68	2268.75	2264.41	2268.2	21417.0
2016-07-01 08:00:00	ES	Futures	2268.2	2268.2	2266.3	2267.39	16057.0
2016-07-01 08:30:00	ES	Futures	2267.39	2268.47	2265.49	2266.03	13795.0
2016-07-01 09:00:00	ES	Futures	2265.76	2267.12	2265.49	2266.3	17498.0
2016-07-01 09:30:00	ES	Futures	2266.3	2274.98	2266.03	2273.63	210405.0
2016-07-01 10:00:00	ES	Futures	2274.17	2277.97	2273.9	2277.15	163268.0
2016-07-01 10:30:00	ES	Futures	2277.42	2278.78	2275.8	2277.69	115720.0
2016-07-01 11:00:00	ES	Futures	2277.69	2278.51	2272.54	2274.17	132136.0
2016-07-01 11:30:00	ES	Futures	2273.9	2275.25	2272.54	2274.71	75181.0
2016-07-01 12:00:00	ES	Futures	2274.71	2275.53	2270.37	2271.46	75621.0
2016-07-01 12:30:00	ES	Futures	2271.19	2273.36	2270.92	2272.54	60694.0
2016-07-01 13:00:00	ES	Futures	2272.54	2274.98	2269.83	2270.1	54659.0
2016-07-01 13:30:00	ES	Futures	2270.37	2272.27	2269.02	2271.46	60472.0
2016-07-01 14:00:00	ES	Futures	2271.46	2272.81	2269.83	2271.19	47527.0
2016-07-01 14:30:00	ES	Futures	2271.19	2271.73	2268.2	2270.64	54830.0
2016-07-01 15:00:00	ES	Futures	2270.37	2274.98	2270.37	2274.17	84768.0
2016-07-01 15:30:00	ES	Futures	2274.17	2275.53	2270.1	2271.46	160722.0
2016-07-01 16:00:00	ES	Futures	2271.46	2274.71	2270.37	2274.44	73940.0
2016-07-01 16:30:00	ES	Futures	2273.9	2274.17	2272.27	2273.9	6004.0
2016-07-01 00:00:00	NQ	Futures	5246.6	5249.58	5246.3	5247.5	202.0
2016-07-01 00:30:00	NQ	Futures	5248.09	5248.99	5247.79	5248.09	169.0
2016-07-01 01:00:00	NQ	Futures	5247.79	5248.09	5244.52	5244.52	181.0
2016-07-01 01:30:00	NQ	Futures	5244.22	5248.09	5243.92	5248.09	304.0
2016-07-01 02:00:00	NQ	Futures	5248.39	5248.69	5240.04	5241.83	750.0
2016-07-01 02:30:00	NQ	Futures	5241.53	5247.2	5240.94	5243.03	767.0
2016-07-01 03:00:00	NQ	Futures	5243.03	5246.3	5236.47	5238.85	2316.0
2016-07-01 03:30:00	NQ	Futures	5239.15	5240.94	5229.31	5238.85	2572.0
2016-07-01 04:00:00	NQ	Futures	5239.15	5245.11	5234.38	5243.92	1380.0
2016-07-01 04:30:00	NQ	Futures	5244.22	5244.81	5237.06	5237.96	1260.0
2016-07-01 05:00:00	NQ	Futures	5237.36	5240.94	5235.57	5239.15	778.0
2016-07-01 05:30:00	NQ	Futures	5238.85	5240.34	5235.57	5239.75	642.0
2016-07-01 06:00:00	NQ	Futures	5240.34	5241.53	5234.98	5240.64	599.0
2016-07-01 06:30:00	NQ	Futures	5240.34	5248.09	5240.04	5246.6	1153.0
2016-07-01 07:00:00	NQ	Futures	5246.01	5251.07	5244.81	5247.2	1262.0
2016-07-01 07:30:00	NQ	Futures	5247.2	5258.52	5246.6	5257.03	2465.0

> showing 50 of 2,498 rows — these rows as CSV

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