PREVIEW / futures_30min / 2016-07-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-26.parquet
  size:    80 KB
  rows:    2,969

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
2016-07-26 00:00:00	ES	Futures	2347.39	2347.93	2346.85	2347.12	1144.0
2016-07-26 00:30:00	ES	Futures	2347.12	2347.12	2345.49	2345.76	3579.0
2016-07-26 01:00:00	ES	Futures	2346.03	2347.93	2345.49	2347.39	2299.0
2016-07-26 01:30:00	ES	Futures	2347.39	2348.47	2347.12	2347.12	3460.0
2016-07-26 02:00:00	ES	Futures	2347.39	2348.2	2345.49	2346.03	5259.0
2016-07-26 02:30:00	ES	Futures	2345.76	2346.85	2345.76	2345.76	2666.0
2016-07-26 03:00:00	ES	Futures	2346.03	2347.39	2343.86	2345.76	16823.0
2016-07-26 03:30:00	ES	Futures	2345.76	2346.03	2341.15	2343.32	16600.0
2016-07-26 04:00:00	ES	Futures	2343.05	2343.32	2341.69	2341.97	8895.0
2016-07-26 04:30:00	ES	Futures	2342.24	2345.22	2342.24	2343.86	8999.0
2016-07-26 05:00:00	ES	Futures	2343.86	2345.76	2343.05	2343.86	11528.0
2016-07-26 05:30:00	ES	Futures	2344.14	2344.41	2342.24	2342.51	5366.0
2016-07-26 06:00:00	ES	Futures	2342.51	2344.14	2342.24	2343.59	6094.0
2016-07-26 06:30:00	ES	Futures	2343.59	2345.22	2343.59	2344.68	7683.0
2016-07-26 07:00:00	ES	Futures	2344.41	2345.76	2343.86	2344.14	11106.0
2016-07-26 07:30:00	ES	Futures	2344.14	2345.22	2343.32	2343.59	12748.0
2016-07-26 08:00:00	ES	Futures	2343.59	2346.03	2343.59	2346.03	16058.0
2016-07-26 08:30:00	ES	Futures	2346.03	2346.3	2344.68	2344.95	13683.0
2016-07-26 09:00:00	ES	Futures	2344.95	2345.76	2344.41	2344.68	19519.0
2016-07-26 09:30:00	ES	Futures	2344.95	2351.73	2344.68	2349.56	167439.0
2016-07-26 10:00:00	ES	Futures	2349.29	2350.92	2347.66	2349.29	128065.0
2016-07-26 10:30:00	ES	Futures	2349.56	2349.83	2337.63	2337.63	155856.0
2016-07-26 11:00:00	ES	Futures	2337.63	2340.88	2336.27	2340.88	158318.0
2016-07-26 11:30:00	ES	Futures	2340.61	2345.22	2339.8	2344.14	109461.0
2016-07-26 12:00:00	ES	Futures	2344.41	2347.39	2343.32	2346.3	68909.0
2016-07-26 12:30:00	ES	Futures	2346.3	2346.3	2344.41	2344.68	58456.0
2016-07-26 13:00:00	ES	Futures	2344.41	2345.22	2339.8	2340.34	69123.0
2016-07-26 13:30:00	ES	Futures	2340.34	2342.24	2339.8	2341.15	65253.0
2016-07-26 14:00:00	ES	Futures	2341.15	2344.41	2338.98	2342.78	91701.0
2016-07-26 14:30:00	ES	Futures	2343.05	2345.22	2342.51	2342.78	64253.0
2016-07-26 15:00:00	ES	Futures	2342.51	2345.76	2342.51	2345.76	66451.0
2016-07-26 15:30:00	ES	Futures	2345.49	2347.12	2344.68	2347.12	119076.0
2016-07-26 16:00:00	ES	Futures	2346.85	2347.39	2344.68	2346.58	56267.0
2016-07-26 16:30:00	ES	Futures	2346.58	2350.1	2346.3	2349.56	16112.0
2016-07-26 18:00:00	ES	Futures	2349.56	2349.83	2347.12	2347.93	4026.0
2016-07-26 18:30:00	ES	Futures	2347.66	2349.02	2347.66	2347.93	1894.0
2016-07-26 19:00:00	ES	Futures	2347.93	2348.75	2347.93	2348.75	671.0
2016-07-26 19:30:00	ES	Futures	2348.75	2350.64	2348.47	2350.1	2526.0
2016-07-26 20:00:00	ES	Futures	2350.37	2351.19	2348.75	2349.02	5266.0
2016-07-26 20:30:00	ES	Futures	2349.29	2350.37	2348.2	2348.75	4270.0
2016-07-26 21:00:00	ES	Futures	2348.75	2350.1	2348.2	2350.1	2664.0
2016-07-26 21:30:00	ES	Futures	2350.1	2350.1	2348.47	2349.29	2984.0
2016-07-26 22:00:00	ES	Futures	2349.56	2350.92	2348.2	2350.64	4597.0
2016-07-26 22:30:00	ES	Futures	2350.37	2351.73	2349.83	2350.92	4524.0
2016-07-26 23:00:00	ES	Futures	2351.19	2352.54	2350.92	2352.0	7641.0
2016-07-26 23:30:00	ES	Futures	2351.73	2352.0	2350.64	2350.92	6548.0
2016-07-26 00:00:00	NQ	Futures	5555.38	5555.98	5553.3	5553.89	313.0
2016-07-26 00:30:00	NQ	Futures	5553.89	5554.19	5550.32	5550.91	605.0
2016-07-26 01:00:00	NQ	Futures	5550.91	5557.17	5550.91	5555.09	488.0
2016-07-26 01:30:00	NQ	Futures	5555.38	5558.07	5554.49	5555.68	596.0

> showing 50 of 2,969 rows — these rows as CSV

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