PREVIEW / futures_30min / 2016-07-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-21.parquet
  size:    85 KB
  rows:    3,000

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
2016-07-21 00:00:00	ES	Futures	2351.46	2352.0	2351.19	2351.46	1252.0
2016-07-21 00:30:00	ES	Futures	2351.46	2351.46	2350.64	2350.64	1968.0
2016-07-21 01:00:00	ES	Futures	2350.92	2351.19	2349.83	2351.19	2232.0
2016-07-21 01:30:00	ES	Futures	2351.19	2351.46	2350.37	2350.64	1602.0
2016-07-21 02:00:00	ES	Futures	2350.92	2352.81	2350.37	2352.54	4524.0
2016-07-21 02:30:00	ES	Futures	2352.27	2352.81	2351.19	2352.27	3060.0
2016-07-21 03:00:00	ES	Futures	2352.27	2354.17	2350.37	2351.73	14748.0
2016-07-21 03:30:00	ES	Futures	2352.0	2353.36	2349.83	2350.92	11893.0
2016-07-21 04:00:00	ES	Futures	2351.19	2352.27	2350.64	2351.46	7150.0
2016-07-21 04:30:00	ES	Futures	2351.46	2352.27	2346.85	2349.02	26557.0
2016-07-21 05:00:00	ES	Futures	2349.29	2349.29	2347.12	2347.66	9134.0
2016-07-21 05:30:00	ES	Futures	2347.39	2347.66	2346.03	2347.66	9299.0
2016-07-21 06:00:00	ES	Futures	2347.39	2349.29	2347.39	2349.02	6753.0
2016-07-21 06:30:00	ES	Futures	2349.02	2350.1	2348.47	2349.02	7746.0
2016-07-21 07:00:00	ES	Futures	2348.75	2349.83	2348.2	2349.56	7028.0
2016-07-21 07:30:00	ES	Futures	2349.83	2350.64	2349.29	2350.1	6040.0
2016-07-21 08:00:00	ES	Futures	2350.37	2350.64	2348.2	2349.02	8833.0
2016-07-21 08:30:00	ES	Futures	2349.02	2349.83	2347.12	2348.75	25280.0
2016-07-21 09:00:00	ES	Futures	2348.75	2350.64	2348.47	2349.02	21491.0
2016-07-21 09:30:00	ES	Futures	2349.29	2352.27	2347.39	2349.02	151121.0
2016-07-21 10:00:00	ES	Futures	2349.02	2351.19	2347.66	2349.02	105658.0
2016-07-21 10:30:00	ES	Futures	2349.02	2351.73	2348.47	2351.46	72450.0
2016-07-21 11:00:00	ES	Futures	2351.46	2351.73	2349.83	2350.1	46365.0
2016-07-21 11:30:00	ES	Futures	2350.1	2350.1	2343.05	2344.95	122608.0
2016-07-21 12:00:00	ES	Futures	2344.68	2345.76	2342.51	2343.86	52828.0
2016-07-21 12:30:00	ES	Futures	2343.86	2344.14	2341.69	2342.51	45218.0
2016-07-21 13:00:00	ES	Futures	2342.24	2344.14	2341.15	2343.59	44383.0
2016-07-21 13:30:00	ES	Futures	2343.59	2343.59	2339.25	2340.61	55974.0
2016-07-21 14:00:00	ES	Futures	2340.61	2341.15	2338.44	2339.53	52005.0
2016-07-21 14:30:00	ES	Futures	2339.53	2340.61	2337.9	2338.71	58741.0
2016-07-21 15:00:00	ES	Futures	2338.71	2339.53	2336.0	2339.25	83979.0
2016-07-21 15:30:00	ES	Futures	2339.53	2342.78	2338.98	2341.42	146994.0
2016-07-21 16:00:00	ES	Futures	2341.69	2342.24	2340.34	2341.42	54482.0
2016-07-21 16:30:00	ES	Futures	2341.42	2342.78	2340.88	2342.24	7291.0
2016-07-21 18:00:00	ES	Futures	2341.97	2342.51	2341.15	2342.51	2202.0
2016-07-21 18:30:00	ES	Futures	2342.51	2342.51	2340.88	2341.42	1640.0
2016-07-21 19:00:00	ES	Futures	2341.69	2341.97	2340.61	2340.88	1102.0
2016-07-21 19:30:00	ES	Futures	2341.15	2341.97	2340.88	2341.42	997.0
2016-07-21 20:00:00	ES	Futures	2341.69	2342.24	2341.15	2341.97	2092.0
2016-07-21 20:30:00	ES	Futures	2342.24	2342.51	2340.88	2340.88	1978.0
2016-07-21 21:00:00	ES	Futures	2341.15	2341.15	2339.8	2339.8	4196.0
2016-07-21 21:30:00	ES	Futures	2339.8	2342.24	2339.53	2340.88	3384.0
2016-07-21 22:00:00	ES	Futures	2341.15	2342.24	2340.34	2341.69	1614.0
2016-07-21 22:30:00	ES	Futures	2341.97	2341.97	2340.88	2341.15	1114.0
2016-07-21 23:00:00	ES	Futures	2341.15	2341.42	2340.88	2341.15	776.0
2016-07-21 23:30:00	ES	Futures	2341.15	2341.42	2340.34	2341.15	961.0
2016-07-21 00:00:00	NQ	Futures	5551.21	5552.4	5550.61	5551.21	144.0
2016-07-21 00:30:00	NQ	Futures	5551.21	5551.21	5548.23	5548.53	185.0
2016-07-21 01:00:00	NQ	Futures	5548.53	5549.12	5545.85	5549.12	464.0
2016-07-21 01:30:00	NQ	Futures	5549.12	5551.21	5547.63	5547.93	200.0

> showing 50 of 3,000 rows — these rows as CSV

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