PREVIEW / futures_30min / 2016-07-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-06.parquet
  size:    89 KB
  rows:    3,055

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
2016-07-06 00:00:00	ES	Futures	2248.41	2248.68	2246.51	2247.86	2385.0
2016-07-06 00:30:00	ES	Futures	2247.86	2248.68	2246.51	2248.41	2328.0
2016-07-06 01:00:00	ES	Futures	2248.68	2250.3	2247.32	2250.03	3813.0
2016-07-06 01:30:00	ES	Futures	2249.76	2255.46	2249.76	2253.83	9840.0
2016-07-06 02:00:00	ES	Futures	2253.83	2254.37	2250.58	2252.75	9486.0
2016-07-06 02:30:00	ES	Futures	2252.47	2253.83	2249.22	2250.03	8736.0
2016-07-06 03:00:00	ES	Futures	2250.03	2262.51	2248.95	2260.61	31417.0
2016-07-06 03:30:00	ES	Futures	2260.61	2261.15	2252.75	2253.02	19028.0
2016-07-06 04:00:00	ES	Futures	2252.75	2255.73	2252.47	2254.1	11291.0
2016-07-06 04:30:00	ES	Futures	2254.37	2254.37	2247.05	2248.95	19532.0
2016-07-06 05:00:00	ES	Futures	2249.22	2249.49	2245.69	2247.32	18807.0
2016-07-06 05:30:00	ES	Futures	2247.32	2251.12	2246.51	2250.3	14413.0
2016-07-06 06:00:00	ES	Futures	2250.3	2250.58	2244.61	2244.88	18125.0
2016-07-06 06:30:00	ES	Futures	2245.15	2245.97	2242.71	2243.8	22262.0
2016-07-06 07:00:00	ES	Futures	2243.8	2248.95	2241.9	2244.61	29020.0
2016-07-06 07:30:00	ES	Futures	2244.88	2246.78	2244.07	2245.15	12549.0
2016-07-06 08:00:00	ES	Futures	2245.42	2247.05	2245.15	2245.97	19394.0
2016-07-06 08:30:00	ES	Futures	2245.69	2247.05	2244.61	2247.05	18782.0
2016-07-06 09:00:00	ES	Futures	2247.32	2250.58	2246.78	2249.49	36323.0
2016-07-06 09:30:00	ES	Futures	2249.49	2251.93	2243.25	2247.32	204258.0
2016-07-06 10:00:00	ES	Futures	2247.59	2254.64	2242.17	2242.98	220902.0
2016-07-06 10:30:00	ES	Futures	2242.98	2252.75	2240.81	2252.47	189224.0
2016-07-06 11:00:00	ES	Futures	2252.75	2258.71	2252.47	2254.64	154716.0
2016-07-06 11:30:00	ES	Futures	2254.64	2259.8	2254.64	2258.98	100967.0
2016-07-06 12:00:00	ES	Futures	2259.25	2264.41	2258.98	2263.32	107772.0
2016-07-06 12:30:00	ES	Futures	2263.32	2265.49	2261.42	2265.49	62942.0
2016-07-06 13:00:00	ES	Futures	2265.22	2267.12	2262.78	2263.86	66669.0
2016-07-06 13:30:00	ES	Futures	2264.14	2265.49	2261.69	2263.05	46030.0
2016-07-06 14:00:00	ES	Futures	2263.05	2266.3	2259.25	2263.05	107920.0
2016-07-06 14:30:00	ES	Futures	2263.05	2269.02	2262.51	2268.75	85549.0
2016-07-06 15:00:00	ES	Futures	2268.75	2269.29	2263.86	2264.95	68574.0
2016-07-06 15:30:00	ES	Futures	2264.68	2271.19	2264.41	2270.37	167147.0
2016-07-06 16:00:00	ES	Futures	2270.64	2272.0	2267.66	2271.19	75804.0
2016-07-06 16:30:00	ES	Futures	2270.37	2271.46	2269.83	2270.37	5307.0
2016-07-06 18:00:00	ES	Futures	2269.29	2269.56	2266.58	2267.12	4049.0
2016-07-06 18:30:00	ES	Futures	2267.39	2267.66	2265.49	2267.12	3458.0
2016-07-06 19:00:00	ES	Futures	2267.39	2267.66	2266.58	2267.12	1222.0
2016-07-06 19:30:00	ES	Futures	2266.85	2269.83	2266.85	2269.02	3925.0
2016-07-06 20:00:00	ES	Futures	2269.02	2272.0	2267.39	2269.29	7082.0
2016-07-06 20:30:00	ES	Futures	2269.29	2270.1	2267.66	2268.2	3255.0
2016-07-06 21:00:00	ES	Futures	2268.47	2271.46	2268.2	2269.29	3964.0
2016-07-06 21:30:00	ES	Futures	2269.29	2270.1	2266.03	2269.56	5290.0
2016-07-06 22:00:00	ES	Futures	2269.56	2270.92	2267.93	2270.37	2762.0
2016-07-06 22:30:00	ES	Futures	2270.37	2271.19	2269.56	2270.92	1430.0
2016-07-06 23:00:00	ES	Futures	2270.92	2271.19	2269.29	2270.1	1239.0
2016-07-06 23:30:00	ES	Futures	2270.1	2270.1	2268.75	2268.75	1611.0
2016-07-06 00:00:00	NQ	Futures	5220.37	5220.67	5215.31	5217.99	525.0
2016-07-06 00:30:00	NQ	Futures	5218.29	5221.27	5215.6	5220.67	319.0
2016-07-06 01:00:00	NQ	Futures	5220.67	5224.55	5218.88	5223.65	531.0
2016-07-06 01:30:00	NQ	Futures	5223.65	5237.66	5223.65	5233.79	1313.0

> showing 50 of 3,055 rows — these rows as CSV

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