PREVIEW / futures_30min / 2016-07-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-18.parquet
  size:    80 KB
  rows:    3,007

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
2016-07-18 00:00:00	ES	Futures	2338.71	2338.98	2337.63	2338.71	2163.0
2016-07-18 00:30:00	ES	Futures	2338.71	2338.98	2338.44	2338.98	685.0
2016-07-18 01:00:00	ES	Futures	2338.71	2341.15	2338.17	2340.61	4084.0
2016-07-18 01:30:00	ES	Futures	2340.88	2341.69	2340.61	2340.88	2006.0
2016-07-18 02:00:00	ES	Futures	2341.15	2342.51	2339.8	2341.42	5299.0
2016-07-18 02:30:00	ES	Futures	2341.15	2343.59	2341.15	2342.24	5013.0
2016-07-18 03:00:00	ES	Futures	2341.97	2346.58	2340.61	2345.22	19935.0
2016-07-18 03:30:00	ES	Futures	2345.49	2345.76	2341.15	2343.32	10579.0
2016-07-18 04:00:00	ES	Futures	2343.32	2343.32	2339.25	2341.69	12193.0
2016-07-18 04:30:00	ES	Futures	2341.69	2343.59	2340.61	2343.32	9244.0
2016-07-18 05:00:00	ES	Futures	2343.59	2343.86	2340.34	2341.15	7173.0
2016-07-18 05:30:00	ES	Futures	2341.42	2341.69	2338.17	2338.98	9868.0
2016-07-18 06:00:00	ES	Futures	2339.25	2340.88	2338.44	2338.44	6716.0
2016-07-18 06:30:00	ES	Futures	2338.17	2340.34	2336.81	2339.8	9896.0
2016-07-18 07:00:00	ES	Futures	2339.8	2340.61	2338.98	2339.25	7903.0
2016-07-18 07:30:00	ES	Futures	2339.53	2343.05	2339.25	2343.05	13880.0
2016-07-18 08:00:00	ES	Futures	2343.05	2343.05	2340.61	2341.42	11428.0
2016-07-18 08:30:00	ES	Futures	2341.15	2341.42	2337.9	2338.44	20894.0
2016-07-18 09:00:00	ES	Futures	2338.44	2339.8	2337.36	2338.71	29603.0
2016-07-18 09:30:00	ES	Futures	2338.44	2340.07	2335.19	2338.71	166723.0
2016-07-18 10:00:00	ES	Futures	2338.44	2342.78	2338.17	2342.24	98701.0
2016-07-18 10:30:00	ES	Futures	2342.24	2344.68	2341.97	2343.86	96488.0
2016-07-18 11:00:00	ES	Futures	2344.14	2345.22	2342.78	2343.05	70905.0
2016-07-18 11:30:00	ES	Futures	2343.05	2344.95	2341.97	2343.59	54210.0
2016-07-18 12:00:00	ES	Futures	2343.59	2343.86	2341.42	2342.24	43023.0
2016-07-18 12:30:00	ES	Futures	2342.24	2342.51	2340.61	2342.24	42750.0
2016-07-18 13:00:00	ES	Futures	2342.24	2343.05	2340.07	2342.24	39750.0
2016-07-18 13:30:00	ES	Futures	2342.24	2344.41	2341.69	2343.86	35610.0
2016-07-18 14:00:00	ES	Futures	2343.86	2344.41	2342.24	2344.14	33476.0
2016-07-18 14:30:00	ES	Futures	2343.86	2345.22	2343.32	2345.22	44006.0
2016-07-18 15:00:00	ES	Futures	2344.95	2345.76	2343.32	2344.14	49420.0
2016-07-18 15:30:00	ES	Futures	2344.14	2345.49	2343.05	2343.32	92104.0
2016-07-18 16:00:00	ES	Futures	2343.32	2343.59	2341.15	2342.24	76906.0
2016-07-18 16:30:00	ES	Futures	2342.78	2344.14	2342.24	2343.32	9821.0
2016-07-18 18:00:00	ES	Futures	2343.05	2343.86	2342.51	2343.59	2345.0
2016-07-18 18:30:00	ES	Futures	2343.86	2343.86	2343.32	2343.59	698.0
2016-07-18 19:00:00	ES	Futures	2343.59	2343.59	2342.78	2343.05	536.0
2016-07-18 19:30:00	ES	Futures	2343.32	2343.59	2342.78	2343.32	774.0
2016-07-18 20:00:00	ES	Futures	2343.59	2343.59	2342.24	2343.05	2336.0
2016-07-18 20:30:00	ES	Futures	2343.05	2343.32	2341.42	2341.69	1802.0
2016-07-18 21:00:00	ES	Futures	2341.69	2341.97	2339.8	2340.34	3024.0
2016-07-18 21:30:00	ES	Futures	2340.34	2340.61	2338.17	2338.17	4733.0
2016-07-18 22:00:00	ES	Futures	2338.17	2339.53	2337.9	2338.98	2289.0
2016-07-18 22:30:00	ES	Futures	2338.98	2340.34	2338.71	2339.53	1563.0
2016-07-18 23:00:00	ES	Futures	2339.8	2340.07	2339.25	2339.53	776.0
2016-07-18 23:30:00	ES	Futures	2339.8	2340.34	2339.25	2340.34	1378.0
2016-07-18 00:00:00	NQ	Futures	5466.27	5466.56	5462.39	5464.78	699.0
2016-07-18 00:30:00	NQ	Futures	5464.78	5466.27	5464.48	5465.97	252.0
2016-07-18 01:00:00	NQ	Futures	5465.67	5470.14	5463.88	5468.95	757.0
2016-07-18 01:30:00	NQ	Futures	5468.95	5470.74	5468.35	5469.54	377.0

> showing 50 of 3,007 rows — these rows as CSV

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