PREVIEW / futures_30min / 2016-07-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-25.parquet
  size:    80 KB
  rows:    2,966

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
2016-07-25 00:00:00	ES	Futures	2350.1	2350.37	2349.29	2349.83	1732.0
2016-07-25 00:30:00	ES	Futures	2350.1	2350.1	2349.29	2350.1	513.0
2016-07-25 01:00:00	ES	Futures	2349.83	2350.92	2349.29	2349.56	1511.0
2016-07-25 01:30:00	ES	Futures	2349.56	2350.64	2348.75	2349.83	1903.0
2016-07-25 02:00:00	ES	Futures	2349.56	2350.37	2348.75	2349.29	2488.0
2016-07-25 02:30:00	ES	Futures	2349.29	2350.64	2349.02	2349.56	2521.0
2016-07-25 03:00:00	ES	Futures	2349.56	2351.73	2347.12	2348.47	21013.0
2016-07-25 03:30:00	ES	Futures	2348.47	2350.64	2347.93	2349.56	11064.0
2016-07-25 04:00:00	ES	Futures	2349.83	2354.17	2349.83	2353.63	18199.0
2016-07-25 04:30:00	ES	Futures	2353.63	2354.98	2352.54	2352.54	11554.0
2016-07-25 05:00:00	ES	Futures	2352.81	2353.36	2350.92	2351.73	9525.0
2016-07-25 05:30:00	ES	Futures	2352.0	2353.08	2351.46	2352.0	3720.0
2016-07-25 06:00:00	ES	Futures	2352.0	2352.27	2350.64	2350.64	5371.0
2016-07-25 06:30:00	ES	Futures	2350.92	2352.81	2349.83	2352.27	5716.0
2016-07-25 07:00:00	ES	Futures	2352.27	2353.36	2351.46	2351.46	6648.0
2016-07-25 07:30:00	ES	Futures	2351.46	2352.54	2351.19	2352.54	9108.0
2016-07-25 08:00:00	ES	Futures	2352.54	2353.08	2351.73	2352.0	11047.0
2016-07-25 08:30:00	ES	Futures	2352.27	2352.27	2350.1	2350.37	9137.0
2016-07-25 09:00:00	ES	Futures	2350.37	2351.46	2349.56	2349.83	17882.0
2016-07-25 09:30:00	ES	Futures	2349.56	2350.64	2344.68	2345.22	192402.0
2016-07-25 10:00:00	ES	Futures	2344.95	2345.76	2340.88	2342.78	147822.0
2016-07-25 10:30:00	ES	Futures	2342.78	2343.59	2341.15	2341.97	95720.0
2016-07-25 11:00:00	ES	Futures	2341.69	2342.51	2339.25	2341.42	76901.0
2016-07-25 11:30:00	ES	Futures	2341.42	2342.24	2338.71	2339.8	56893.0
2016-07-25 12:00:00	ES	Futures	2340.07	2340.88	2338.44	2339.53	49672.0
2016-07-25 12:30:00	ES	Futures	2339.25	2342.24	2338.44	2341.15	48157.0
2016-07-25 13:00:00	ES	Futures	2341.15	2343.05	2339.8	2342.78	43161.0
2016-07-25 13:30:00	ES	Futures	2342.78	2343.05	2341.42	2342.24	27674.0
2016-07-25 14:00:00	ES	Futures	2342.24	2344.41	2341.15	2341.42	43931.0
2016-07-25 14:30:00	ES	Futures	2341.69	2343.05	2341.15	2341.69	45187.0
2016-07-25 15:00:00	ES	Futures	2341.69	2342.51	2340.61	2342.24	49840.0
2016-07-25 15:30:00	ES	Futures	2342.24	2346.3	2341.97	2346.3	116329.0
2016-07-25 16:00:00	ES	Futures	2346.3	2346.58	2344.68	2345.49	64416.0
2016-07-25 16:30:00	ES	Futures	2345.22	2346.85	2344.95	2346.58	6612.0
2016-07-25 18:00:00	ES	Futures	2346.03	2346.03	2345.22	2345.76	1933.0
2016-07-25 18:30:00	ES	Futures	2345.76	2345.76	2344.68	2345.22	1158.0
2016-07-25 19:00:00	ES	Futures	2345.22	2345.22	2344.68	2344.95	674.0
2016-07-25 19:30:00	ES	Futures	2345.22	2345.76	2344.68	2345.22	878.0
2016-07-25 20:00:00	ES	Futures	2345.22	2345.49	2343.05	2343.59	3839.0
2016-07-25 20:30:00	ES	Futures	2343.59	2343.59	2341.69	2341.69	4605.0
2016-07-25 21:00:00	ES	Futures	2341.97	2342.51	2341.15	2342.24	3481.0
2016-07-25 21:30:00	ES	Futures	2342.24	2344.95	2341.97	2344.14	4338.0
2016-07-25 22:00:00	ES	Futures	2344.14	2344.41	2342.78	2342.78	3201.0
2016-07-25 22:30:00	ES	Futures	2343.05	2346.85	2343.05	2346.03	3575.0
2016-07-25 23:00:00	ES	Futures	2346.3	2348.2	2345.49	2347.12	3434.0
2016-07-25 23:30:00	ES	Futures	2347.39	2348.2	2347.12	2347.66	1419.0
2016-07-25 00:00:00	NQ	Futures	5546.74	5547.34	5543.46	5545.55	521.0
2016-07-25 00:30:00	NQ	Futures	5545.55	5546.14	5544.36	5546.14	130.0
2016-07-25 01:00:00	NQ	Futures	5546.44	5548.83	5544.36	5546.14	348.0
2016-07-25 01:30:00	NQ	Futures	5545.85	5548.83	5543.76	5545.85	313.0

> showing 50 of 2,966 rows — these rows as CSV

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