PREVIEW / futures_30min / 2016-07-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-11.parquet
  size:    86 KB
  rows:    3,025

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
2016-07-11 00:00:00	ES	Futures	2308.88	2309.42	2308.07	2309.42	1818.0
2016-07-11 00:30:00	ES	Futures	2309.15	2309.69	2308.34	2308.61	1373.0
2016-07-11 01:00:00	ES	Futures	2308.34	2309.69	2308.07	2309.42	3567.0
2016-07-11 01:30:00	ES	Futures	2309.42	2309.97	2308.61	2309.42	3249.0
2016-07-11 02:00:00	ES	Futures	2309.15	2310.78	2308.88	2310.24	8554.0
2016-07-11 02:30:00	ES	Futures	2309.97	2310.24	2307.8	2307.8	5527.0
2016-07-11 03:00:00	ES	Futures	2308.07	2311.32	2306.44	2310.24	19377.0
2016-07-11 03:30:00	ES	Futures	2310.24	2310.78	2306.71	2306.71	13723.0
2016-07-11 04:00:00	ES	Futures	2306.71	2309.15	2306.44	2307.25	11916.0
2016-07-11 04:30:00	ES	Futures	2306.98	2308.34	2304.81	2305.08	13755.0
2016-07-11 05:00:00	ES	Futures	2304.81	2307.8	2302.64	2307.25	14137.0
2016-07-11 05:30:00	ES	Futures	2307.25	2309.42	2307.25	2308.34	9986.0
2016-07-11 06:00:00	ES	Futures	2308.07	2309.42	2304.27	2305.36	11600.0
2016-07-11 06:30:00	ES	Futures	2305.08	2308.07	2303.46	2307.53	12657.0
2016-07-11 07:00:00	ES	Futures	2307.8	2309.69	2307.8	2309.42	13865.0
2016-07-11 07:30:00	ES	Futures	2309.15	2309.97	2307.53	2308.61	10988.0
2016-07-11 08:00:00	ES	Futures	2308.61	2309.15	2307.25	2308.07	13049.0
2016-07-11 08:30:00	ES	Futures	2308.07	2309.97	2307.8	2309.15	18453.0
2016-07-11 09:00:00	ES	Futures	2309.42	2310.24	2307.8	2307.8	27363.0
2016-07-11 09:30:00	ES	Futures	2307.8	2313.22	2307.53	2310.78	232808.0
2016-07-11 10:00:00	ES	Futures	2310.78	2311.59	2305.36	2307.53	157501.0
2016-07-11 10:30:00	ES	Futures	2307.53	2312.95	2307.25	2312.68	98077.0
2016-07-11 11:00:00	ES	Futures	2312.68	2315.12	2312.41	2314.03	101674.0
2016-07-11 11:30:00	ES	Futures	2313.76	2315.66	2313.49	2314.58	76768.0
2016-07-11 12:00:00	ES	Futures	2314.58	2315.12	2313.49	2314.85	33158.0
2016-07-11 12:30:00	ES	Futures	2315.12	2317.83	2314.85	2317.02	57201.0
2016-07-11 13:00:00	ES	Futures	2317.02	2317.29	2314.58	2315.12	46937.0
2016-07-11 13:30:00	ES	Futures	2315.12	2316.75	2314.3	2314.3	46460.0
2016-07-11 14:00:00	ES	Futures	2314.3	2315.39	2313.76	2314.85	47517.0
2016-07-11 14:30:00	ES	Futures	2314.85	2315.93	2313.76	2313.76	40303.0
2016-07-11 15:00:00	ES	Futures	2313.76	2316.75	2313.76	2314.3	47856.0
2016-07-11 15:30:00	ES	Futures	2314.3	2314.58	2309.69	2310.51	129475.0
2016-07-11 16:00:00	ES	Futures	2310.51	2311.59	2309.15	2311.05	64665.0
2016-07-11 16:30:00	ES	Futures	2311.05	2311.86	2310.78	2311.05	4465.0
2016-07-11 18:00:00	ES	Futures	2311.32	2311.86	2310.51	2310.78	2243.0
2016-07-11 18:30:00	ES	Futures	2310.78	2311.05	2309.97	2310.78	919.0
2016-07-11 19:00:00	ES	Futures	2310.78	2311.32	2310.78	2311.05	646.0
2016-07-11 19:30:00	ES	Futures	2311.05	2311.32	2309.69	2310.24	1799.0
2016-07-11 20:00:00	ES	Futures	2310.24	2311.05	2308.88	2310.51	4387.0
2016-07-11 20:30:00	ES	Futures	2310.24	2311.32	2309.69	2310.78	2896.0
2016-07-11 21:00:00	ES	Futures	2310.78	2311.59	2309.42	2311.59	3183.0
2016-07-11 21:30:00	ES	Futures	2311.59	2313.22	2310.51	2310.51	5058.0
2016-07-11 22:00:00	ES	Futures	2310.78	2312.41	2309.97	2312.14	3798.0
2016-07-11 22:30:00	ES	Futures	2312.14	2313.49	2311.86	2311.86	2528.0
2016-07-11 23:00:00	ES	Futures	2312.14	2312.68	2311.32	2311.86	1462.0
2016-07-11 23:30:00	ES	Futures	2311.86	2312.41	2311.05	2311.86	1969.0
2016-07-11 00:00:00	NQ	Futures	5408.44	5411.13	5407.55	5411.13	317.0
2016-07-11 00:30:00	NQ	Futures	5411.13	5411.72	5408.44	5408.74	293.0
2016-07-11 01:00:00	NQ	Futures	5408.74	5412.62	5407.55	5412.62	411.0
2016-07-11 01:30:00	NQ	Futures	5412.02	5413.21	5409.34	5411.72	445.0

> showing 50 of 3,025 rows — these rows as CSV

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