PREVIEW / futures_30min / 2016-07-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-15.parquet
  size:    74 KB
  rows:    2,492

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
2016-07-15 00:00:00	ES	Futures	2339.8	2341.15	2338.98	2339.8	2043.0
2016-07-15 00:30:00	ES	Futures	2339.8	2339.8	2336.81	2337.36	4925.0
2016-07-15 01:00:00	ES	Futures	2337.36	2337.63	2335.73	2336.54	4121.0
2016-07-15 01:30:00	ES	Futures	2336.54	2336.54	2334.92	2335.19	3205.0
2016-07-15 02:00:00	ES	Futures	2335.19	2337.36	2334.37	2335.19	5221.0
2016-07-15 02:30:00	ES	Futures	2335.46	2336.27	2333.83	2335.19	4660.0
2016-07-15 03:00:00	ES	Futures	2335.46	2338.17	2333.83	2336.54	14071.0
2016-07-15 03:30:00	ES	Futures	2336.54	2339.53	2335.46	2337.36	11886.0
2016-07-15 04:00:00	ES	Futures	2337.08	2339.8	2336.0	2337.63	12359.0
2016-07-15 04:30:00	ES	Futures	2337.63	2337.9	2335.19	2336.54	9557.0
2016-07-15 05:00:00	ES	Futures	2336.81	2337.36	2333.83	2337.08	12597.0
2016-07-15 05:30:00	ES	Futures	2336.81	2338.71	2335.73	2337.9	12043.0
2016-07-15 06:00:00	ES	Futures	2337.9	2339.8	2337.36	2339.25	11034.0
2016-07-15 06:30:00	ES	Futures	2339.25	2339.53	2336.0	2336.27	13528.0
2016-07-15 07:00:00	ES	Futures	2336.27	2340.07	2336.27	2340.07	14285.0
2016-07-15 07:30:00	ES	Futures	2339.8	2342.24	2339.53	2341.97	17850.0
2016-07-15 08:00:00	ES	Futures	2341.97	2342.78	2340.07	2340.61	21146.0
2016-07-15 08:30:00	ES	Futures	2340.88	2345.22	2340.88	2343.86	42358.0
2016-07-15 09:00:00	ES	Futures	2344.14	2348.2	2341.97	2347.12	75411.0
2016-07-15 09:30:00	ES	Futures	2347.12	2347.66	2341.15	2342.24	192549.0
2016-07-15 10:00:00	ES	Futures	2341.97	2344.14	2339.53	2342.24	133772.0
2016-07-15 10:30:00	ES	Futures	2342.24	2343.59	2341.42	2342.24	54113.0
2016-07-15 11:00:00	ES	Futures	2342.24	2342.51	2336.27	2336.81	106214.0
2016-07-15 11:30:00	ES	Futures	2337.08	2338.17	2333.83	2334.92	86928.0
2016-07-15 12:00:00	ES	Futures	2334.92	2336.54	2333.83	2334.92	49484.0
2016-07-15 12:30:00	ES	Futures	2335.19	2335.46	2331.12	2332.47	66856.0
2016-07-15 13:00:00	ES	Futures	2332.47	2336.27	2332.47	2335.46	40777.0
2016-07-15 13:30:00	ES	Futures	2335.46	2337.08	2334.37	2335.73	37968.0
2016-07-15 14:00:00	ES	Futures	2335.73	2337.08	2333.83	2335.19	35358.0
2016-07-15 14:30:00	ES	Futures	2334.92	2337.63	2334.64	2336.81	52868.0
2016-07-15 15:00:00	ES	Futures	2336.81	2338.98	2335.73	2338.44	41938.0
2016-07-15 15:30:00	ES	Futures	2338.44	2340.07	2336.54	2336.81	126584.0
2016-07-15 16:00:00	ES	Futures	2337.08	2338.17	2334.37	2334.92	81930.0
2016-07-15 16:30:00	ES	Futures	2333.29	2333.56	2324.88	2327.86	44413.0
2016-07-15 00:00:00	NQ	Futures	5473.12	5476.7	5471.63	5474.02	197.0
2016-07-15 00:30:00	NQ	Futures	5473.42	5473.72	5465.67	5467.16	644.0
2016-07-15 01:00:00	NQ	Futures	5467.76	5468.35	5462.39	5464.48	427.0
2016-07-15 01:30:00	NQ	Futures	5464.18	5465.67	5461.2	5462.99	460.0
2016-07-15 02:00:00	NQ	Futures	5462.09	5467.76	5460.3	5462.69	583.0
2016-07-15 02:30:00	NQ	Futures	5462.99	5465.37	5459.11	5463.88	561.0
2016-07-15 03:00:00	NQ	Futures	5463.88	5471.03	5460.01	5467.16	1460.0
2016-07-15 03:30:00	NQ	Futures	5467.16	5474.61	5464.78	5468.95	1007.0
2016-07-15 04:00:00	NQ	Futures	5468.95	5475.51	5466.27	5468.65	1086.0
2016-07-15 04:30:00	NQ	Futures	5468.35	5469.54	5462.69	5466.27	838.0
2016-07-15 05:00:00	NQ	Futures	5466.56	5468.35	5459.41	5466.56	801.0
2016-07-15 05:30:00	NQ	Futures	5466.27	5471.33	5464.18	5469.25	856.0
2016-07-15 06:00:00	NQ	Futures	5468.95	5473.72	5468.05	5472.52	699.0
2016-07-15 06:30:00	NQ	Futures	5472.52	5473.42	5465.67	5466.27	1021.0
2016-07-15 07:00:00	NQ	Futures	5466.86	5472.82	5466.86	5472.23	1315.0
2016-07-15 07:30:00	NQ	Futures	5471.93	5475.8	5471.93	5474.61	1407.0

> showing 50 of 2,492 rows — these rows as CSV

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