PREVIEW / futures_30min / 2016-07-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-12.parquet
  size:    89 KB
  rows:    3,060

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
2016-07-12 00:00:00	ES	Futures	2311.59	2313.22	2311.59	2312.95	1192.0
2016-07-12 00:30:00	ES	Futures	2312.95	2313.49	2311.32	2311.59	2235.0
2016-07-12 01:00:00	ES	Futures	2311.59	2312.68	2310.78	2311.32	2994.0
2016-07-12 01:30:00	ES	Futures	2311.59	2311.59	2310.24	2311.32	2834.0
2016-07-12 02:00:00	ES	Futures	2311.32	2312.68	2311.05	2312.68	4424.0
2016-07-12 02:30:00	ES	Futures	2312.41	2315.93	2312.41	2315.66	7455.0
2016-07-12 03:00:00	ES	Futures	2315.39	2319.46	2314.3	2318.37	24469.0
2016-07-12 03:30:00	ES	Futures	2318.37	2318.92	2314.58	2315.39	21388.0
2016-07-12 04:00:00	ES	Futures	2315.66	2321.36	2314.85	2321.08	21825.0
2016-07-12 04:30:00	ES	Futures	2321.08	2322.98	2319.73	2321.36	19387.0
2016-07-12 05:00:00	ES	Futures	2321.08	2322.44	2320.27	2321.9	11829.0
2016-07-12 05:30:00	ES	Futures	2322.17	2322.44	2320.54	2320.81	13072.0
2016-07-12 06:00:00	ES	Futures	2321.08	2321.63	2320.27	2321.08	9502.0
2016-07-12 06:30:00	ES	Futures	2321.08	2323.25	2320.81	2321.9	12811.0
2016-07-12 07:00:00	ES	Futures	2321.63	2322.44	2320.81	2321.9	14954.0
2016-07-12 07:30:00	ES	Futures	2321.9	2322.17	2321.08	2321.63	8186.0
2016-07-12 08:00:00	ES	Futures	2321.9	2322.98	2320.27	2321.36	17980.0
2016-07-12 08:30:00	ES	Futures	2321.36	2322.98	2321.08	2322.17	19413.0
2016-07-12 09:00:00	ES	Futures	2322.44	2323.8	2321.63	2322.44	26476.0
2016-07-12 09:30:00	ES	Futures	2322.71	2327.05	2322.17	2323.8	255844.0
2016-07-12 10:00:00	ES	Futures	2323.53	2324.61	2319.46	2321.9	184545.0
2016-07-12 10:30:00	ES	Futures	2321.9	2324.07	2321.08	2323.8	91581.0
2016-07-12 11:00:00	ES	Futures	2323.53	2327.05	2322.71	2326.51	93271.0
2016-07-12 11:30:00	ES	Futures	2326.51	2329.22	2326.24	2328.68	104658.0
2016-07-12 12:00:00	ES	Futures	2328.68	2330.58	2328.14	2330.3	58728.0
2016-07-12 12:30:00	ES	Futures	2330.3	2331.12	2328.14	2329.22	83588.0
2016-07-12 13:00:00	ES	Futures	2329.22	2330.03	2328.68	2330.03	44779.0
2016-07-12 13:30:00	ES	Futures	2329.76	2331.12	2327.32	2327.86	71844.0
2016-07-12 14:00:00	ES	Futures	2327.59	2330.85	2327.59	2329.76	57189.0
2016-07-12 14:30:00	ES	Futures	2329.76	2331.39	2328.14	2328.41	71131.0
2016-07-12 15:00:00	ES	Futures	2328.41	2330.03	2326.51	2328.14	76213.0
2016-07-12 15:30:00	ES	Futures	2328.14	2329.76	2326.24	2327.32	147390.0
2016-07-12 16:00:00	ES	Futures	2327.05	2328.14	2325.69	2327.86	68801.0
2016-07-12 16:30:00	ES	Futures	2327.86	2327.86	2327.05	2327.86	6732.0
2016-07-12 18:00:00	ES	Futures	2327.59	2328.14	2325.97	2327.32	3389.0
2016-07-12 18:30:00	ES	Futures	2327.05	2327.32	2326.51	2326.51	883.0
2016-07-12 19:00:00	ES	Futures	2326.78	2327.86	2326.51	2327.05	1129.0
2016-07-12 19:30:00	ES	Futures	2327.05	2327.59	2326.78	2327.05	1065.0
2016-07-12 20:00:00	ES	Futures	2326.78	2327.05	2325.42	2325.42	4569.0
2016-07-12 20:30:00	ES	Futures	2325.42	2327.59	2325.42	2327.05	2277.0
2016-07-12 21:00:00	ES	Futures	2327.32	2327.32	2325.69	2325.97	3012.0
2016-07-12 21:30:00	ES	Futures	2325.97	2327.05	2325.15	2325.69	5248.0
2016-07-12 22:00:00	ES	Futures	2325.69	2326.51	2324.34	2324.34	5170.0
2016-07-12 22:30:00	ES	Futures	2324.61	2325.42	2323.53	2325.15	2881.0
2016-07-12 23:00:00	ES	Futures	2324.88	2325.42	2324.07	2325.42	1516.0
2016-07-12 23:30:00	ES	Futures	2325.15	2325.69	2324.34	2325.15	2080.0
2016-07-12 00:00:00	NQ	Futures	5427.82	5430.2	5427.82	5430.2	68.0
2016-07-12 00:30:00	NQ	Futures	5430.5	5430.8	5426.62	5427.82	257.0
2016-07-12 01:00:00	NQ	Futures	5427.82	5429.31	5424.84	5427.22	298.0
2016-07-12 01:30:00	NQ	Futures	5426.92	5427.22	5424.54	5426.62	178.0

> showing 50 of 3,060 rows — these rows as CSV

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