PREVIEW / futures_30min / 2016-07-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-08.parquet
  size:    74 KB
  rows:    2,467

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
2016-07-08 00:00:00	ES	Futures	2266.03	2266.3	2264.41	2265.76	2815.0
2016-07-08 00:30:00	ES	Futures	2265.49	2266.58	2264.95	2266.03	1618.0
2016-07-08 01:00:00	ES	Futures	2266.03	2267.12	2265.76	2266.3	1350.0
2016-07-08 01:30:00	ES	Futures	2266.3	2267.39	2265.22	2266.58	1479.0
2016-07-08 02:00:00	ES	Futures	2266.3	2268.47	2265.76	2267.39	4048.0
2016-07-08 02:30:00	ES	Futures	2267.39	2267.93	2266.85	2267.66	3463.0
2016-07-08 03:00:00	ES	Futures	2267.93	2274.71	2266.03	2272.54	26171.0
2016-07-08 03:30:00	ES	Futures	2272.27	2274.98	2271.73	2272.27	10192.0
2016-07-08 04:00:00	ES	Futures	2272.54	2274.98	2272.0	2273.36	9467.0
2016-07-08 04:30:00	ES	Futures	2273.08	2273.36	2269.29	2270.64	10591.0
2016-07-08 05:00:00	ES	Futures	2270.64	2271.46	2267.39	2270.1	11178.0
2016-07-08 05:30:00	ES	Futures	2270.37	2274.17	2270.37	2273.63	10909.0
2016-07-08 06:00:00	ES	Futures	2273.63	2274.17	2271.73	2273.08	7205.0
2016-07-08 06:30:00	ES	Futures	2273.36	2275.25	2272.81	2274.98	6685.0
2016-07-08 07:00:00	ES	Futures	2274.98	2276.34	2273.36	2275.25	12292.0
2016-07-08 07:30:00	ES	Futures	2275.53	2276.61	2274.71	2275.25	10994.0
2016-07-08 08:00:00	ES	Futures	2275.25	2275.8	2274.17	2274.44	14663.0
2016-07-08 08:30:00	ES	Futures	2274.71	2288.81	2274.71	2286.92	130639.0
2016-07-08 09:00:00	ES	Futures	2286.92	2287.73	2281.76	2285.02	86453.0
2016-07-08 09:30:00	ES	Futures	2284.75	2289.63	2281.76	2288.27	275548.0
2016-07-08 10:00:00	ES	Futures	2288.0	2292.88	2287.73	2290.71	192851.0
2016-07-08 10:30:00	ES	Futures	2290.71	2294.78	2289.08	2294.24	125053.0
2016-07-08 11:00:00	ES	Futures	2294.24	2298.03	2293.42	2296.95	106144.0
2016-07-08 11:30:00	ES	Futures	2296.95	2297.76	2295.59	2296.68	80214.0
2016-07-08 12:00:00	ES	Futures	2296.68	2297.76	2295.59	2295.86	50939.0
2016-07-08 12:30:00	ES	Futures	2295.59	2297.76	2295.32	2297.22	42259.0
2016-07-08 13:00:00	ES	Futures	2297.22	2299.39	2296.95	2299.39	47917.0
2016-07-08 13:30:00	ES	Futures	2299.12	2300.47	2298.85	2299.66	56402.0
2016-07-08 14:00:00	ES	Futures	2299.39	2302.92	2298.85	2302.37	75398.0
2016-07-08 14:30:00	ES	Futures	2302.1	2305.63	2302.1	2303.19	105380.0
2016-07-08 15:00:00	ES	Futures	2303.19	2303.73	2300.75	2301.29	76125.0
2016-07-08 15:30:00	ES	Futures	2301.02	2303.73	2299.39	2302.1	211124.0
2016-07-08 16:00:00	ES	Futures	2302.1	2302.37	2299.39	2299.39	92749.0
2016-07-08 16:30:00	ES	Futures	2299.66	2300.75	2299.39	2300.47	9841.0
2016-07-08 00:00:00	NQ	Futures	5298.76	5298.76	5293.1	5296.67	618.0
2016-07-08 00:30:00	NQ	Futures	5296.97	5299.95	5295.78	5299.06	418.0
2016-07-08 01:00:00	NQ	Futures	5298.76	5302.04	5298.16	5300.55	279.0
2016-07-08 01:30:00	NQ	Futures	5300.55	5303.53	5298.46	5302.04	427.0
2016-07-08 02:00:00	NQ	Futures	5301.74	5306.81	5299.95	5304.42	712.0
2016-07-08 02:30:00	NQ	Futures	5303.83	5306.81	5302.93	5304.72	428.0
2016-07-08 03:00:00	NQ	Futures	5304.72	5323.2	5299.95	5318.13	3390.0
2016-07-08 03:30:00	NQ	Futures	5317.84	5324.39	5315.45	5317.24	1000.0
2016-07-08 04:00:00	NQ	Futures	5316.94	5323.2	5316.35	5316.94	1163.0
2016-07-08 04:30:00	NQ	Futures	5316.94	5316.94	5303.83	5306.81	3526.0
2016-07-08 05:00:00	NQ	Futures	5306.81	5308.3	5296.97	5305.32	2909.0
2016-07-08 05:30:00	NQ	Futures	5305.62	5314.26	5305.62	5312.77	1196.0
2016-07-08 06:00:00	NQ	Futures	5312.77	5315.45	5309.49	5313.66	779.0
2016-07-08 06:30:00	NQ	Futures	5313.96	5318.13	5312.77	5316.35	682.0
2016-07-08 07:00:00	NQ	Futures	5316.64	5319.33	5314.56	5316.35	1857.0
2016-07-08 07:30:00	NQ	Futures	5316.35	5318.43	5315.15	5316.35	2073.0

> showing 50 of 2,467 rows — these rows as CSV

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