PREVIEW / futures_30min / 2016-07-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-13.parquet
  size:    83 KB
  rows:    3,037

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
2016-07-13 00:00:00	ES	Futures	2325.42	2325.69	2324.34	2325.15	1191.0
2016-07-13 00:30:00	ES	Futures	2325.15	2327.05	2324.07	2325.97	4037.0
2016-07-13 01:00:00	ES	Futures	2325.97	2325.97	2323.8	2324.88	2699.0
2016-07-13 01:30:00	ES	Futures	2324.88	2325.15	2324.07	2324.34	1791.0
2016-07-13 02:00:00	ES	Futures	2324.61	2325.69	2323.8	2324.34	4803.0
2016-07-13 02:30:00	ES	Futures	2324.34	2326.24	2324.34	2325.42	4431.0
2016-07-13 03:00:00	ES	Futures	2325.69	2328.95	2325.42	2326.24	22152.0
2016-07-13 03:30:00	ES	Futures	2325.97	2328.14	2324.07	2326.24	15615.0
2016-07-13 04:00:00	ES	Futures	2326.24	2327.86	2324.88	2325.69	10057.0
2016-07-13 04:30:00	ES	Futures	2325.97	2328.41	2325.69	2327.59	9757.0
2016-07-13 05:00:00	ES	Futures	2327.59	2329.22	2326.51	2328.68	8122.0
2016-07-13 05:30:00	ES	Futures	2328.41	2330.03	2328.41	2329.22	8975.0
2016-07-13 06:00:00	ES	Futures	2329.49	2330.85	2328.41	2329.49	11142.0
2016-07-13 06:30:00	ES	Futures	2329.76	2330.85	2329.49	2329.49	8369.0
2016-07-13 07:00:00	ES	Futures	2329.22	2329.76	2328.14	2328.41	7472.0
2016-07-13 07:30:00	ES	Futures	2328.68	2329.22	2327.86	2329.22	7492.0
2016-07-13 08:00:00	ES	Futures	2329.22	2331.39	2329.22	2331.12	11588.0
2016-07-13 08:30:00	ES	Futures	2331.12	2334.64	2330.85	2333.83	37092.0
2016-07-13 09:00:00	ES	Futures	2333.56	2334.1	2332.47	2333.02	32706.0
2016-07-13 09:30:00	ES	Futures	2333.02	2333.02	2325.15	2326.51	206425.0
2016-07-13 10:00:00	ES	Futures	2326.51	2329.76	2326.24	2327.05	111930.0
2016-07-13 10:30:00	ES	Futures	2327.32	2330.03	2325.42	2328.68	129939.0
2016-07-13 11:00:00	ES	Futures	2328.68	2330.03	2324.88	2325.69	111468.0
2016-07-13 11:30:00	ES	Futures	2325.69	2325.97	2320.81	2323.25	122177.0
2016-07-13 12:00:00	ES	Futures	2322.98	2325.42	2322.98	2324.07	71745.0
2016-07-13 12:30:00	ES	Futures	2324.07	2325.42	2322.71	2325.15	57629.0
2016-07-13 13:00:00	ES	Futures	2325.42	2327.32	2324.34	2324.61	70958.0
2016-07-13 13:30:00	ES	Futures	2324.34	2327.59	2323.53	2324.88	74683.0
2016-07-13 14:00:00	ES	Futures	2324.88	2328.95	2323.53	2328.41	74312.0
2016-07-13 14:30:00	ES	Futures	2328.68	2329.49	2327.05	2328.14	87137.0
2016-07-13 15:00:00	ES	Futures	2328.14	2329.76	2326.24	2327.05	67059.0
2016-07-13 15:30:00	ES	Futures	2327.32	2329.49	2326.78	2327.05	124155.0
2016-07-13 16:00:00	ES	Futures	2327.05	2328.14	2326.78	2327.59	49228.0
2016-07-13 16:30:00	ES	Futures	2327.59	2327.86	2327.32	2327.59	6968.0
2016-07-13 18:00:00	ES	Futures	2327.05	2327.32	2324.61	2325.15	3603.0
2016-07-13 18:30:00	ES	Futures	2324.88	2325.97	2324.88	2325.69	1416.0
2016-07-13 19:00:00	ES	Futures	2325.69	2326.24	2325.42	2325.69	814.0
2016-07-13 19:30:00	ES	Futures	2325.69	2325.97	2325.42	2325.42	631.0
2016-07-13 20:00:00	ES	Futures	2325.42	2326.24	2324.61	2324.88	2600.0
2016-07-13 20:30:00	ES	Futures	2324.88	2325.42	2324.34	2324.88	1461.0
2016-07-13 21:00:00	ES	Futures	2324.88	2325.69	2324.61	2325.15	1953.0
2016-07-13 21:30:00	ES	Futures	2325.15	2326.24	2324.61	2325.42	3490.0
2016-07-13 22:00:00	ES	Futures	2325.42	2326.78	2325.42	2326.78	2775.0
2016-07-13 22:30:00	ES	Futures	2326.51	2327.05	2326.24	2326.78	1283.0
2016-07-13 23:00:00	ES	Futures	2326.78	2328.41	2326.78	2327.59	2560.0
2016-07-13 23:30:00	ES	Futures	2327.86	2328.14	2326.51	2327.05	2403.0
2016-07-13 00:00:00	NQ	Futures	5442.42	5443.91	5439.44	5441.23	140.0
2016-07-13 00:30:00	NQ	Futures	5440.04	5445.7	5438.84	5443.91	212.0
2016-07-13 01:00:00	NQ	Futures	5443.02	5443.61	5438.84	5441.83	349.0
2016-07-13 01:30:00	NQ	Futures	5441.83	5442.42	5439.74	5440.04	178.0

> showing 50 of 3,037 rows — these rows as CSV

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