PREVIEW / futures_30min / 2016-07-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-27.parquet
  size:    87 KB
  rows:    3,029

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
2016-07-27 00:00:00	ES	Futures	2350.92	2351.19	2350.64	2351.19	1874.0
2016-07-27 00:30:00	ES	Futures	2351.19	2351.46	2350.64	2350.92	2147.0
2016-07-27 01:00:00	ES	Futures	2351.19	2351.73	2350.1	2351.46	5057.0
2016-07-27 01:30:00	ES	Futures	2351.19	2351.46	2350.37	2350.64	1729.0
2016-07-27 02:00:00	ES	Futures	2350.64	2352.27	2350.1	2351.73	5372.0
2016-07-27 02:30:00	ES	Futures	2351.46	2351.73	2350.1	2350.64	2211.0
2016-07-27 03:00:00	ES	Futures	2350.37	2353.08	2350.1	2351.73	13299.0
2016-07-27 03:30:00	ES	Futures	2352.0	2352.0	2350.1	2351.46	8876.0
2016-07-27 04:00:00	ES	Futures	2351.73	2352.27	2350.92	2352.0	7087.0
2016-07-27 04:30:00	ES	Futures	2352.0	2352.54	2350.92	2351.73	5546.0
2016-07-27 05:00:00	ES	Futures	2352.0	2352.0	2351.19	2351.19	3393.0
2016-07-27 05:30:00	ES	Futures	2351.19	2351.46	2349.56	2349.83	4052.0
2016-07-27 06:00:00	ES	Futures	2349.83	2351.19	2349.83	2351.19	5144.0
2016-07-27 06:30:00	ES	Futures	2350.92	2351.19	2350.1	2350.92	3653.0
2016-07-27 07:00:00	ES	Futures	2350.92	2351.19	2349.29	2349.83	9373.0
2016-07-27 07:30:00	ES	Futures	2350.1	2351.73	2349.56	2351.19	5971.0
2016-07-27 08:00:00	ES	Futures	2351.46	2351.73	2350.37	2351.73	9300.0
2016-07-27 08:30:00	ES	Futures	2351.46	2352.27	2349.83	2352.27	14461.0
2016-07-27 09:00:00	ES	Futures	2352.27	2352.81	2351.46	2351.73	23627.0
2016-07-27 09:30:00	ES	Futures	2352.0	2353.08	2347.66	2350.64	139084.0
2016-07-27 10:00:00	ES	Futures	2350.64	2351.19	2345.49	2346.85	88223.0
2016-07-27 10:30:00	ES	Futures	2346.58	2346.58	2341.15	2343.05	159949.0
2016-07-27 11:00:00	ES	Futures	2343.32	2344.68	2340.88	2344.41	104389.0
2016-07-27 11:30:00	ES	Futures	2344.41	2344.41	2339.53	2340.34	79312.0
2016-07-27 12:00:00	ES	Futures	2340.34	2341.15	2338.71	2339.8	73943.0
2016-07-27 12:30:00	ES	Futures	2339.8	2341.69	2339.25	2340.07	49615.0
2016-07-27 13:00:00	ES	Futures	2340.07	2340.88	2338.17	2338.98	52922.0
2016-07-27 13:30:00	ES	Futures	2338.98	2343.05	2338.44	2341.69	54420.0
2016-07-27 14:00:00	ES	Futures	2341.42	2348.2	2334.37	2343.86	178317.0
2016-07-27 14:30:00	ES	Futures	2343.59	2346.85	2343.32	2345.76	69029.0
2016-07-27 15:00:00	ES	Futures	2345.49	2350.37	2345.49	2347.66	104706.0
2016-07-27 15:30:00	ES	Futures	2347.66	2349.83	2342.51	2344.68	184516.0
2016-07-27 16:00:00	ES	Futures	2344.68	2345.22	2341.42	2343.59	97928.0
2016-07-27 16:30:00	ES	Futures	2342.78	2346.58	2342.51	2346.58	8832.0
2016-07-27 18:00:00	ES	Futures	2346.03	2346.58	2344.41	2345.49	1836.0
2016-07-27 18:30:00	ES	Futures	2345.49	2345.76	2345.22	2345.22	773.0
2016-07-27 19:00:00	ES	Futures	2345.49	2345.49	2344.95	2345.22	1401.0
2016-07-27 19:30:00	ES	Futures	2344.95	2345.49	2344.41	2344.95	917.0
2016-07-27 20:00:00	ES	Futures	2344.68	2346.3	2344.68	2346.03	3466.0
2016-07-27 20:30:00	ES	Futures	2346.03	2347.66	2345.49	2346.58	3844.0
2016-07-27 21:00:00	ES	Futures	2346.58	2347.39	2344.95	2345.22	4234.0
2016-07-27 21:30:00	ES	Futures	2345.22	2347.39	2344.95	2346.58	2218.0
2016-07-27 22:00:00	ES	Futures	2346.85	2348.2	2346.3	2347.66	1608.0
2016-07-27 22:30:00	ES	Futures	2347.66	2347.93	2347.12	2347.12	1938.0
2016-07-27 23:00:00	ES	Futures	2347.39	2347.66	2346.58	2347.66	1387.0
2016-07-27 23:30:00	ES	Futures	2347.39	2348.2	2347.12	2347.93	1424.0
2016-07-27 00:00:00	NQ	Futures	5597.11	5598.0	5594.43	5596.81	662.0
2016-07-27 00:30:00	NQ	Futures	5597.11	5598.0	5595.02	5595.32	248.0
2016-07-27 01:00:00	NQ	Futures	5595.62	5598.9	5593.83	5598.0	836.0
2016-07-27 01:30:00	NQ	Futures	5597.41	5598.0	5595.62	5596.51	197.0

> showing 50 of 3,029 rows — these rows as CSV

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