PREVIEW / futures_30min / 2016-07-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-05.parquet
  size:    90 KB
  rows:    2,986

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
2016-07-05 00:00:00	ES	Futures	2270.1	2270.64	2269.02	2269.29	2067.0
2016-07-05 00:30:00	ES	Futures	2269.29	2269.83	2268.47	2269.02	1558.0
2016-07-05 01:00:00	ES	Futures	2268.75	2270.37	2268.75	2269.83	1535.0
2016-07-05 01:30:00	ES	Futures	2270.1	2270.64	2269.56	2270.1	2028.0
2016-07-05 02:00:00	ES	Futures	2270.37	2270.64	2268.47	2269.29	3871.0
2016-07-05 02:30:00	ES	Futures	2269.29	2269.83	2264.68	2264.68	11856.0
2016-07-05 03:00:00	ES	Futures	2264.95	2267.12	2261.15	2264.41	31165.0
2016-07-05 03:30:00	ES	Futures	2264.14	2265.22	2260.88	2261.15	17531.0
2016-07-05 04:00:00	ES	Futures	2261.42	2262.51	2258.98	2259.53	15933.0
2016-07-05 04:30:00	ES	Futures	2259.53	2260.34	2258.44	2259.53	9093.0
2016-07-05 05:00:00	ES	Futures	2259.53	2261.42	2259.25	2259.8	10511.0
2016-07-05 05:30:00	ES	Futures	2260.07	2261.97	2258.71	2261.15	12716.0
2016-07-05 06:00:00	ES	Futures	2261.15	2261.97	2260.34	2261.97	7640.0
2016-07-05 06:30:00	ES	Futures	2261.97	2264.95	2261.97	2264.14	12332.0
2016-07-05 07:00:00	ES	Futures	2264.14	2264.68	2260.61	2261.97	13609.0
2016-07-05 07:30:00	ES	Futures	2262.24	2262.78	2257.9	2258.17	24100.0
2016-07-05 08:00:00	ES	Futures	2258.44	2259.8	2257.36	2259.25	18738.0
2016-07-05 08:30:00	ES	Futures	2259.25	2262.51	2258.44	2262.24	23575.0
2016-07-05 09:00:00	ES	Futures	2261.97	2262.51	2259.8	2261.97	22255.0
2016-07-05 09:30:00	ES	Futures	2261.97	2263.32	2253.56	2256.0	201255.0
2016-07-05 10:00:00	ES	Futures	2256.0	2257.08	2252.75	2257.08	166027.0
2016-07-05 10:30:00	ES	Futures	2256.81	2259.8	2254.37	2255.46	134495.0
2016-07-05 11:00:00	ES	Futures	2255.46	2258.44	2250.3	2256.0	163641.0
2016-07-05 11:30:00	ES	Futures	2256.0	2256.54	2251.66	2253.29	80279.0
2016-07-05 12:00:00	ES	Futures	2253.56	2256.27	2251.93	2256.0	51593.0
2016-07-05 12:30:00	ES	Futures	2256.0	2256.27	2251.93	2253.56	55987.0
2016-07-05 13:00:00	ES	Futures	2253.29	2254.1	2251.12	2251.39	42720.0
2016-07-05 13:30:00	ES	Futures	2251.39	2251.93	2248.14	2249.76	58015.0
2016-07-05 14:00:00	ES	Futures	2249.76	2255.19	2249.22	2251.66	77817.0
2016-07-05 14:30:00	ES	Futures	2251.66	2253.02	2248.14	2251.12	72342.0
2016-07-05 15:00:00	ES	Futures	2251.12	2254.64	2250.58	2253.56	72550.0
2016-07-05 15:30:00	ES	Futures	2253.56	2260.07	2252.75	2256.0	184012.0
2016-07-05 16:00:00	ES	Futures	2256.0	2260.07	2255.73	2259.53	73163.0
2016-07-05 16:30:00	ES	Futures	2259.53	2261.15	2259.25	2261.15	6793.0
2016-07-05 18:00:00	ES	Futures	2260.61	2260.61	2257.08	2257.63	3338.0
2016-07-05 18:30:00	ES	Futures	2257.9	2258.71	2257.36	2258.17	954.0
2016-07-05 19:00:00	ES	Futures	2258.17	2258.98	2256.27	2256.27	3207.0
2016-07-05 19:30:00	ES	Futures	2256.54	2257.63	2255.19	2256.27	3398.0
2016-07-05 20:00:00	ES	Futures	2256.0	2256.54	2252.75	2253.02	8131.0
2016-07-05 20:30:00	ES	Futures	2253.29	2254.1	2251.66	2253.83	5531.0
2016-07-05 21:00:00	ES	Futures	2253.83	2253.83	2245.97	2248.41	13247.0
2016-07-05 21:30:00	ES	Futures	2248.41	2250.58	2247.05	2247.59	7046.0
2016-07-05 22:00:00	ES	Futures	2247.32	2247.86	2243.25	2245.15	13099.0
2016-07-05 22:30:00	ES	Futures	2245.42	2247.05	2242.71	2246.51	7742.0
2016-07-05 23:00:00	ES	Futures	2246.24	2247.59	2245.42	2245.42	2855.0
2016-07-05 23:30:00	ES	Futures	2245.42	2248.68	2244.61	2248.41	5781.0
2016-07-05 00:00:00	NQ	Futures	5278.2	5278.79	5275.21	5275.51	181.0
2016-07-05 00:30:00	NQ	Futures	5276.41	5276.41	5273.13	5273.72	146.0
2016-07-05 01:00:00	NQ	Futures	5273.72	5277.0	5273.72	5277.0	203.0
2016-07-05 01:30:00	NQ	Futures	5276.41	5277.3	5275.21	5276.7	171.0

> showing 50 of 2,986 rows — these rows as CSV

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