PREVIEW / futures_30min / 2016-07-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-07-29.parquet
  size:    76 KB
  rows:    2,500

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
2016-07-29 00:00:00	ES	Futures	2349.02	2349.83	2341.97	2342.24	12644.0
2016-07-29 00:30:00	ES	Futures	2342.24	2343.86	2340.88	2342.78	9686.0
2016-07-29 01:00:00	ES	Futures	2342.78	2347.39	2342.78	2346.58	7400.0
2016-07-29 01:30:00	ES	Futures	2346.58	2347.39	2344.68	2346.85	4565.0
2016-07-29 02:00:00	ES	Futures	2346.58	2349.56	2346.58	2348.2	8210.0
2016-07-29 02:30:00	ES	Futures	2347.93	2348.2	2343.32	2344.95	12248.0
2016-07-29 03:00:00	ES	Futures	2344.95	2345.22	2341.42	2344.41	19989.0
2016-07-29 03:30:00	ES	Futures	2344.41	2345.76	2343.05	2343.32	9726.0
2016-07-29 04:00:00	ES	Futures	2343.32	2346.85	2343.05	2344.41	11211.0
2016-07-29 04:30:00	ES	Futures	2344.41	2345.76	2343.86	2344.68	5396.0
2016-07-29 05:00:00	ES	Futures	2344.68	2344.95	2343.32	2343.59	6780.0
2016-07-29 05:30:00	ES	Futures	2343.59	2345.76	2343.32	2345.22	6371.0
2016-07-29 06:00:00	ES	Futures	2345.49	2346.58	2344.95	2346.03	4317.0
2016-07-29 06:30:00	ES	Futures	2346.03	2346.85	2344.14	2345.22	5400.0
2016-07-29 07:00:00	ES	Futures	2345.22	2345.49	2344.14	2345.22	6647.0
2016-07-29 07:30:00	ES	Futures	2345.22	2345.76	2344.14	2345.22	5546.0
2016-07-29 08:00:00	ES	Futures	2345.22	2345.76	2343.86	2344.95	10082.0
2016-07-29 08:30:00	ES	Futures	2344.68	2344.68	2341.15	2344.68	30326.0
2016-07-29 09:00:00	ES	Futures	2344.68	2345.76	2343.86	2344.14	26840.0
2016-07-29 09:30:00	ES	Futures	2344.14	2348.47	2342.78	2344.14	161653.0
2016-07-29 10:00:00	ES	Futures	2344.14	2345.22	2340.34	2343.05	145764.0
2016-07-29 10:30:00	ES	Futures	2343.05	2350.92	2342.78	2349.29	119975.0
2016-07-29 11:00:00	ES	Futures	2349.02	2353.36	2349.02	2351.46	104504.0
2016-07-29 11:30:00	ES	Futures	2351.73	2354.71	2351.19	2353.63	80668.0
2016-07-29 12:00:00	ES	Futures	2353.63	2355.8	2352.0	2352.54	60448.0
2016-07-29 12:30:00	ES	Futures	2352.54	2353.63	2350.1	2351.19	73627.0
2016-07-29 13:00:00	ES	Futures	2351.19	2352.54	2350.1	2352.54	53881.0
2016-07-29 13:30:00	ES	Futures	2352.54	2353.63	2351.19	2353.36	48985.0
2016-07-29 14:00:00	ES	Futures	2353.36	2354.44	2352.54	2354.17	57621.0
2016-07-29 14:30:00	ES	Futures	2354.17	2354.17	2350.1	2352.0	77990.0
2016-07-29 15:00:00	ES	Futures	2351.73	2352.54	2349.29	2350.1	97260.0
2016-07-29 15:30:00	ES	Futures	2350.1	2355.25	2349.56	2350.92	231305.0
2016-07-29 16:00:00	ES	Futures	2350.92	2354.98	2350.64	2354.44	98097.0
2016-07-29 16:30:00	ES	Futures	2354.44	2355.25	2353.63	2354.98	8104.0
2016-07-29 00:00:00	NQ	Futures	5635.26	5637.94	5620.66	5621.85	1871.0
2016-07-29 00:30:00	NQ	Futures	5621.55	5626.92	5620.06	5624.53	1159.0
2016-07-29 01:00:00	NQ	Futures	5625.13	5631.98	5624.83	5628.7	1161.0
2016-07-29 01:30:00	NQ	Futures	5628.41	5631.39	5624.53	5629.0	568.0
2016-07-29 02:00:00	NQ	Futures	5630.19	5636.16	5629.3	5632.88	683.0
2016-07-29 02:30:00	NQ	Futures	5632.28	5634.07	5624.53	5627.51	1536.0
2016-07-29 03:00:00	NQ	Futures	5627.51	5628.11	5617.38	5624.53	2685.0
2016-07-29 03:30:00	NQ	Futures	5624.23	5627.51	5621.25	5622.74	830.0
2016-07-29 04:00:00	NQ	Futures	5622.44	5628.7	5621.55	5623.04	1078.0
2016-07-29 04:30:00	NQ	Futures	5622.74	5626.62	5622.15	5623.93	507.0
2016-07-29 05:00:00	NQ	Futures	5623.34	5623.93	5620.95	5621.85	632.0
2016-07-29 05:30:00	NQ	Futures	5621.55	5626.92	5620.95	5626.02	571.0
2016-07-29 06:00:00	NQ	Futures	5626.32	5628.7	5625.43	5627.81	421.0
2016-07-29 06:30:00	NQ	Futures	5627.81	5629.3	5623.34	5626.32	950.0
2016-07-29 07:00:00	NQ	Futures	5626.02	5628.41	5624.53	5628.11	806.0
2016-07-29 07:30:00	NQ	Futures	5628.41	5630.19	5626.92	5629.0	934.0

> showing 50 of 2,500 rows — these rows as CSV

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