PREVIEW / futures_30min / 2016-07-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-28.parquet
  size:    82 KB
  rows:    3,014

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
2016-07-28 00:00:00	ES	Futures	2347.93	2348.47	2347.66	2347.93	1471.0
2016-07-28 00:30:00	ES	Futures	2347.93	2349.02	2347.93	2348.2	1576.0
2016-07-28 01:00:00	ES	Futures	2348.2	2348.47	2347.93	2348.2	1265.0
2016-07-28 01:30:00	ES	Futures	2348.2	2348.2	2347.39	2347.93	1220.0
2016-07-28 02:00:00	ES	Futures	2347.93	2348.47	2346.3	2347.12	4451.0
2016-07-28 02:30:00	ES	Futures	2346.85	2347.93	2346.58	2347.93	2956.0
2016-07-28 03:00:00	ES	Futures	2347.93	2350.64	2346.3	2350.64	26042.0
2016-07-28 03:30:00	ES	Futures	2350.64	2352.27	2349.02	2349.29	19090.0
2016-07-28 04:00:00	ES	Futures	2349.29	2350.37	2348.2	2349.29	11926.0
2016-07-28 04:30:00	ES	Futures	2349.29	2349.83	2347.93	2348.75	6697.0
2016-07-28 05:00:00	ES	Futures	2349.02	2349.56	2346.85	2347.93	8430.0
2016-07-28 05:30:00	ES	Futures	2347.66	2348.47	2346.58	2346.85	7452.0
2016-07-28 06:00:00	ES	Futures	2346.85	2347.39	2346.03	2347.12	11862.0
2016-07-28 06:30:00	ES	Futures	2347.12	2347.39	2344.68	2345.49	9690.0
2016-07-28 07:00:00	ES	Futures	2345.22	2345.76	2342.24	2343.86	15815.0
2016-07-28 07:30:00	ES	Futures	2343.59	2343.86	2339.25	2340.07	20886.0
2016-07-28 08:00:00	ES	Futures	2340.07	2343.05	2339.8	2342.51	19760.0
2016-07-28 08:30:00	ES	Futures	2342.51	2343.05	2341.42	2341.97	14252.0
2016-07-28 09:00:00	ES	Futures	2341.97	2343.05	2340.61	2341.97	20678.0
2016-07-28 09:30:00	ES	Futures	2342.24	2346.03	2336.54	2344.41	209505.0
2016-07-28 10:00:00	ES	Futures	2344.41	2346.03	2337.9	2340.34	136924.0
2016-07-28 10:30:00	ES	Futures	2340.07	2340.88	2336.0	2336.81	119985.0
2016-07-28 11:00:00	ES	Futures	2337.08	2340.61	2336.27	2340.07	89956.0
2016-07-28 11:30:00	ES	Futures	2340.07	2341.42	2337.08	2340.88	74628.0
2016-07-28 12:00:00	ES	Futures	2340.61	2342.24	2338.98	2340.07	55167.0
2016-07-28 12:30:00	ES	Futures	2340.07	2341.42	2338.71	2340.88	42882.0
2016-07-28 13:00:00	ES	Futures	2340.88	2343.59	2340.07	2343.59	52942.0
2016-07-28 13:30:00	ES	Futures	2343.59	2346.03	2342.24	2346.03	73086.0
2016-07-28 14:00:00	ES	Futures	2346.03	2347.12	2344.68	2345.76	90098.0
2016-07-28 14:30:00	ES	Futures	2345.76	2348.2	2345.22	2346.85	74729.0
2016-07-28 15:00:00	ES	Futures	2346.85	2349.02	2346.58	2348.47	79589.0
2016-07-28 15:30:00	ES	Futures	2348.47	2351.19	2347.39	2347.39	173934.0
2016-07-28 16:00:00	ES	Futures	2347.39	2349.56	2346.3	2347.66	102633.0
2016-07-28 16:30:00	ES	Futures	2347.93	2349.56	2347.93	2349.56	6506.0
2016-07-28 18:00:00	ES	Futures	2349.02	2350.64	2348.75	2349.02	2886.0
2016-07-28 18:30:00	ES	Futures	2349.02	2350.92	2347.66	2349.56	4394.0
2016-07-28 19:00:00	ES	Futures	2349.83	2350.37	2349.56	2350.37	1219.0
2016-07-28 19:30:00	ES	Futures	2350.1	2350.37	2348.75	2349.56	1823.0
2016-07-28 20:00:00	ES	Futures	2349.29	2350.64	2347.12	2347.12	4973.0
2016-07-28 20:30:00	ES	Futures	2347.39	2348.2	2346.58	2347.39	3247.0
2016-07-28 21:00:00	ES	Futures	2347.39	2347.66	2346.3	2347.66	2022.0
2016-07-28 21:30:00	ES	Futures	2347.66	2348.47	2347.12	2347.39	2062.0
2016-07-28 22:00:00	ES	Futures	2347.12	2348.2	2345.76	2346.58	3588.0
2016-07-28 22:30:00	ES	Futures	2346.58	2349.56	2346.58	2349.02	3631.0
2016-07-28 23:00:00	ES	Futures	2349.02	2350.1	2345.22	2348.2	6987.0
2016-07-28 23:30:00	ES	Futures	2348.47	2351.73	2340.34	2349.02	31720.0
2016-07-28 00:00:00	NQ	Futures	5616.19	5617.08	5614.99	5616.48	206.0
2016-07-28 00:30:00	NQ	Futures	5615.89	5617.68	5615.59	5616.48	260.0
2016-07-28 01:00:00	NQ	Futures	5616.19	5616.78	5615.29	5616.19	207.0
2016-07-28 01:30:00	NQ	Futures	5616.19	5618.27	5615.29	5617.08	372.0

> showing 50 of 3,014 rows — these rows as CSV

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