PREVIEW / futures_30min / 2016-07-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-22.parquet
  size:    71 KB
  rows:    2,450

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
2016-07-22 00:00:00	ES	Futures	2340.88	2341.15	2339.8	2339.8	1456.0
2016-07-22 00:30:00	ES	Futures	2340.07	2340.88	2339.53	2340.34	1006.0
2016-07-22 01:00:00	ES	Futures	2340.07	2340.61	2339.25	2339.8	1630.0
2016-07-22 01:30:00	ES	Futures	2339.8	2340.07	2338.71	2339.8	2282.0
2016-07-22 02:00:00	ES	Futures	2339.8	2342.51	2339.8	2342.51	4467.0
2016-07-22 02:30:00	ES	Futures	2342.51	2342.78	2341.97	2342.24	2876.0
2016-07-22 03:00:00	ES	Futures	2342.51	2343.05	2340.07	2341.15	13505.0
2016-07-22 03:30:00	ES	Futures	2341.15	2344.95	2341.15	2343.32	13045.0
2016-07-22 04:00:00	ES	Futures	2343.32	2344.68	2341.15	2341.97	9339.0
2016-07-22 04:30:00	ES	Futures	2341.97	2347.12	2341.15	2346.03	18406.0
2016-07-22 05:00:00	ES	Futures	2345.76	2347.93	2345.22	2347.39	11002.0
2016-07-22 05:30:00	ES	Futures	2347.12	2347.66	2343.32	2343.59	11970.0
2016-07-22 06:00:00	ES	Futures	2343.32	2345.76	2343.05	2345.49	7288.0
2016-07-22 06:30:00	ES	Futures	2345.22	2346.3	2345.22	2345.22	5295.0
2016-07-22 07:00:00	ES	Futures	2345.22	2346.3	2344.68	2345.49	6998.0
2016-07-22 07:30:00	ES	Futures	2345.22	2345.49	2342.78	2343.86	9576.0
2016-07-22 08:00:00	ES	Futures	2343.86	2344.95	2343.32	2344.68	11737.0
2016-07-22 08:30:00	ES	Futures	2344.95	2344.95	2343.86	2344.41	9349.0
2016-07-22 09:00:00	ES	Futures	2344.14	2344.41	2343.05	2343.59	17509.0
2016-07-22 09:30:00	ES	Futures	2343.32	2344.14	2339.8	2341.42	147483.0
2016-07-22 10:00:00	ES	Futures	2341.15	2344.14	2341.15	2343.32	107752.0
2016-07-22 10:30:00	ES	Futures	2343.59	2347.39	2342.51	2346.85	79136.0
2016-07-22 11:00:00	ES	Futures	2347.12	2347.12	2344.68	2345.49	52987.0
2016-07-22 11:30:00	ES	Futures	2345.49	2349.83	2344.95	2349.29	57821.0
2016-07-22 12:00:00	ES	Futures	2349.29	2350.92	2348.47	2350.64	47837.0
2016-07-22 12:30:00	ES	Futures	2350.37	2350.92	2349.29	2349.56	33099.0
2016-07-22 13:00:00	ES	Futures	2349.83	2350.92	2349.29	2350.64	35462.0
2016-07-22 13:30:00	ES	Futures	2350.64	2351.46	2349.29	2350.37	36373.0
2016-07-22 14:00:00	ES	Futures	2350.37	2351.46	2349.56	2350.64	40989.0
2016-07-22 14:30:00	ES	Futures	2350.92	2351.73	2350.1	2351.46	31060.0
2016-07-22 15:00:00	ES	Futures	2351.19	2353.08	2350.1	2352.0	67604.0
2016-07-22 15:30:00	ES	Futures	2352.0	2352.81	2350.64	2352.0	127871.0
2016-07-22 16:00:00	ES	Futures	2352.0	2352.54	2350.64	2350.92	66372.0
2016-07-22 16:30:00	ES	Futures	2350.37	2351.73	2349.56	2351.19	8727.0
2016-07-22 00:00:00	NQ	Futures	5527.66	5528.86	5526.47	5526.47	235.0
2016-07-22 00:30:00	NQ	Futures	5526.77	5527.96	5525.28	5527.07	199.0
2016-07-22 01:00:00	NQ	Futures	5526.77	5527.37	5523.49	5526.17	377.0
2016-07-22 01:30:00	NQ	Futures	5525.58	5526.17	5523.19	5526.17	294.0
2016-07-22 02:00:00	NQ	Futures	5526.77	5532.73	5526.77	5532.73	555.0
2016-07-22 02:30:00	NQ	Futures	5532.73	5533.33	5531.54	5532.73	396.0
2016-07-22 03:00:00	NQ	Futures	5532.73	5534.22	5526.47	5529.15	1202.0
2016-07-22 03:30:00	NQ	Futures	5529.75	5539.59	5529.75	5535.41	1264.0
2016-07-22 04:00:00	NQ	Futures	5535.41	5539.88	5530.64	5532.73	1202.0
2016-07-22 04:30:00	NQ	Futures	5532.73	5546.74	5530.35	5543.46	2177.0
2016-07-22 05:00:00	NQ	Futures	5544.06	5548.23	5541.37	5547.04	926.0
2016-07-22 05:30:00	NQ	Futures	5547.04	5547.04	5536.9	5536.9	1175.0
2016-07-22 06:00:00	NQ	Futures	5536.61	5541.97	5536.61	5541.37	913.0
2016-07-22 06:30:00	NQ	Futures	5541.08	5542.27	5539.29	5539.59	797.0
2016-07-22 07:00:00	NQ	Futures	5539.88	5540.48	5536.31	5537.5	1147.0
2016-07-22 07:30:00	NQ	Futures	5537.5	5538.39	5533.63	5535.71	1258.0

> showing 50 of 2,450 rows — these rows as CSV

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