PREVIEW / futures_30min / 2016-07-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-07.parquet
  size:    86 KB
  rows:    3,027

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
2016-07-07 00:00:00	ES	Futures	2269.02	2271.46	2269.02	2270.92	2159.0
2016-07-07 00:30:00	ES	Futures	2270.92	2271.46	2270.37	2271.19	1322.0
2016-07-07 01:00:00	ES	Futures	2270.92	2271.73	2270.1	2271.46	1489.0
2016-07-07 01:30:00	ES	Futures	2271.46	2271.73	2269.83	2270.64	2429.0
2016-07-07 02:00:00	ES	Futures	2270.64	2271.19	2268.75	2270.92	4320.0
2016-07-07 02:30:00	ES	Futures	2270.92	2270.92	2266.58	2268.75	9116.0
2016-07-07 03:00:00	ES	Futures	2269.02	2273.63	2268.75	2273.08	27207.0
2016-07-07 03:30:00	ES	Futures	2273.08	2274.71	2271.46	2273.63	15799.0
2016-07-07 04:00:00	ES	Futures	2273.9	2274.17	2271.46	2273.9	9594.0
2016-07-07 04:30:00	ES	Futures	2273.63	2275.8	2273.36	2273.36	14394.0
2016-07-07 05:00:00	ES	Futures	2273.36	2273.63	2269.02	2269.83	11304.0
2016-07-07 05:30:00	ES	Futures	2269.83	2272.0	2269.29	2271.46	6644.0
2016-07-07 06:00:00	ES	Futures	2271.73	2272.27	2270.37	2270.92	6715.0
2016-07-07 06:30:00	ES	Futures	2271.19	2271.73	2267.93	2267.93	6716.0
2016-07-07 07:00:00	ES	Futures	2267.93	2269.83	2267.93	2268.75	9265.0
2016-07-07 07:30:00	ES	Futures	2268.75	2269.56	2266.85	2267.66	10489.0
2016-07-07 08:00:00	ES	Futures	2267.39	2269.56	2266.85	2268.75	15965.0
2016-07-07 08:30:00	ES	Futures	2268.47	2271.73	2268.47	2270.64	21403.0
2016-07-07 09:00:00	ES	Futures	2270.37	2272.27	2269.29	2271.73	25733.0
2016-07-07 09:30:00	ES	Futures	2271.73	2280.14	2271.46	2279.32	191115.0
2016-07-07 10:00:00	ES	Futures	2279.05	2279.59	2275.8	2278.51	120509.0
2016-07-07 10:30:00	ES	Futures	2278.51	2279.59	2272.0	2272.81	103468.0
2016-07-07 11:00:00	ES	Futures	2273.08	2273.63	2268.2	2270.64	134720.0
2016-07-07 11:30:00	ES	Futures	2270.64	2270.92	2266.3	2269.56	88841.0
2016-07-07 12:00:00	ES	Futures	2269.83	2270.92	2266.58	2269.83	72216.0
2016-07-07 12:30:00	ES	Futures	2269.56	2270.1	2262.78	2263.32	78452.0
2016-07-07 13:00:00	ES	Futures	2263.59	2266.3	2261.69	2264.68	87714.0
2016-07-07 13:30:00	ES	Futures	2264.95	2267.12	2262.24	2264.68	60274.0
2016-07-07 14:00:00	ES	Futures	2264.68	2266.03	2258.98	2261.15	97047.0
2016-07-07 14:30:00	ES	Futures	2261.42	2262.24	2258.44	2259.53	80802.0
2016-07-07 15:00:00	ES	Futures	2259.53	2264.68	2258.17	2264.41	84239.0
2016-07-07 15:30:00	ES	Futures	2264.14	2269.02	2263.32	2267.93	147892.0
2016-07-07 16:00:00	ES	Futures	2267.93	2269.56	2266.85	2269.56	64878.0
2016-07-07 16:30:00	ES	Futures	2269.29	2269.83	2268.2	2269.56	5396.0
2016-07-07 17:00:00	ES	Futures	2269.56	2269.56	2269.56	2269.56	1.0
2016-07-07 18:00:00	ES	Futures	2269.29	2269.56	2267.66	2268.75	2507.0
2016-07-07 18:30:00	ES	Futures	2268.75	2269.29	2268.47	2269.02	1236.0
2016-07-07 19:00:00	ES	Futures	2269.02	2269.56	2268.75	2269.56	841.0
2016-07-07 19:30:00	ES	Futures	2269.83	2270.37	2268.75	2269.02	1652.0
2016-07-07 20:00:00	ES	Futures	2269.02	2270.37	2268.47	2270.1	2807.0
2016-07-07 20:30:00	ES	Futures	2269.83	2271.46	2269.56	2270.1	2111.0
2016-07-07 21:00:00	ES	Futures	2270.1	2270.92	2269.56	2270.37	1347.0
2016-07-07 21:30:00	ES	Futures	2270.64	2271.46	2269.56	2270.92	2276.0
2016-07-07 22:00:00	ES	Futures	2271.19	2271.19	2268.2	2268.75	2919.0
2016-07-07 22:30:00	ES	Futures	2268.75	2268.75	2266.58	2267.66	2587.0
2016-07-07 23:00:00	ES	Futures	2267.66	2268.47	2267.66	2268.2	778.0
2016-07-07 23:30:00	ES	Futures	2267.93	2267.93	2265.22	2266.03	3170.0
2016-07-07 00:00:00	NQ	Futures	5286.84	5293.99	5286.84	5291.31	280.0
2016-07-07 00:30:00	NQ	Futures	5291.61	5293.99	5291.61	5292.8	185.0
2016-07-07 01:00:00	NQ	Futures	5293.1	5296.08	5290.71	5295.18	499.0

> showing 50 of 3,027 rows — these rows as CSV

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