PREVIEW / futures_30min / 2016-08-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-01.parquet
  size:    81 KB
  rows:    2,986

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
2016-08-01 00:00:00	ES	Futures	2361.22	2361.49	2360.41	2360.68	1102.0
2016-08-01 00:30:00	ES	Futures	2360.41	2361.22	2360.41	2360.68	694.0
2016-08-01 01:00:00	ES	Futures	2360.95	2360.95	2359.86	2360.14	2005.0
2016-08-01 01:30:00	ES	Futures	2360.14	2361.49	2360.14	2361.49	2437.0
2016-08-01 02:00:00	ES	Futures	2361.49	2362.3	2361.22	2361.22	5075.0
2016-08-01 02:30:00	ES	Futures	2361.22	2361.76	2360.14	2360.41	2561.0
2016-08-01 03:00:00	ES	Futures	2360.41	2361.49	2359.32	2360.95	8472.0
2016-08-01 03:30:00	ES	Futures	2360.95	2360.95	2358.51	2358.51	7677.0
2016-08-01 04:00:00	ES	Futures	2358.51	2359.32	2356.88	2359.05	9823.0
2016-08-01 04:30:00	ES	Futures	2358.78	2359.32	2355.25	2355.53	8760.0
2016-08-01 05:00:00	ES	Futures	2355.8	2356.34	2354.17	2354.98	9147.0
2016-08-01 05:30:00	ES	Futures	2354.98	2356.07	2353.36	2353.63	7390.0
2016-08-01 06:00:00	ES	Futures	2353.63	2354.44	2352.27	2354.17	7429.0
2016-08-01 06:30:00	ES	Futures	2354.17	2354.44	2352.81	2353.36	6199.0
2016-08-01 07:00:00	ES	Futures	2353.36	2354.17	2353.08	2353.36	9101.0
2016-08-01 07:30:00	ES	Futures	2353.36	2355.25	2353.36	2355.25	11067.0
2016-08-01 08:00:00	ES	Futures	2354.98	2355.53	2354.17	2354.44	12006.0
2016-08-01 08:30:00	ES	Futures	2354.44	2355.25	2351.73	2352.27	15682.0
2016-08-01 09:00:00	ES	Futures	2352.0	2354.17	2351.19	2352.0	27537.0
2016-08-01 09:30:00	ES	Futures	2351.73	2352.54	2345.49	2349.29	186184.0
2016-08-01 10:00:00	ES	Futures	2348.75	2353.36	2347.39	2352.27	132006.0
2016-08-01 10:30:00	ES	Futures	2352.0	2353.63	2349.56	2353.08	96732.0
2016-08-01 11:00:00	ES	Futures	2353.08	2356.88	2352.27	2354.44	86435.0
2016-08-01 11:30:00	ES	Futures	2354.71	2355.8	2350.37	2350.64	75389.0
2016-08-01 12:00:00	ES	Futures	2350.64	2350.64	2342.78	2344.68	124668.0
2016-08-01 12:30:00	ES	Futures	2344.41	2347.12	2343.86	2345.76	72038.0
2016-08-01 13:00:00	ES	Futures	2345.76	2348.75	2344.14	2347.93	64238.0
2016-08-01 13:30:00	ES	Futures	2347.66	2349.29	2344.68	2348.75	75515.0
2016-08-01 14:00:00	ES	Futures	2348.75	2350.37	2345.76	2346.58	101300.0
2016-08-01 14:30:00	ES	Futures	2346.3	2349.02	2346.03	2348.2	66853.0
2016-08-01 15:00:00	ES	Futures	2348.47	2349.02	2343.32	2343.86	102363.0
2016-08-01 15:30:00	ES	Futures	2344.14	2348.47	2343.86	2348.2	188858.0
2016-08-01 16:00:00	ES	Futures	2348.47	2349.02	2347.12	2348.2	71000.0
2016-08-01 16:30:00	ES	Futures	2348.2	2349.29	2347.93	2349.02	7222.0
2016-08-01 18:00:00	ES	Futures	2349.56	2349.56	2347.93	2349.02	2400.0
2016-08-01 18:30:00	ES	Futures	2348.75	2349.29	2348.47	2348.75	815.0
2016-08-01 19:00:00	ES	Futures	2348.75	2349.29	2348.47	2349.02	834.0
2016-08-01 19:30:00	ES	Futures	2349.02	2349.56	2348.47	2349.02	1122.0
2016-08-01 20:00:00	ES	Futures	2349.02	2350.37	2348.75	2349.56	2732.0
2016-08-01 20:30:00	ES	Futures	2349.83	2352.27	2349.02	2351.73	4599.0
2016-08-01 21:00:00	ES	Futures	2351.46	2351.73	2350.92	2351.46	1452.0
2016-08-01 21:30:00	ES	Futures	2351.46	2353.63	2350.92	2353.63	3784.0
2016-08-01 22:00:00	ES	Futures	2353.63	2354.98	2352.81	2353.36	4352.0
2016-08-01 22:30:00	ES	Futures	2353.08	2353.36	2352.27	2352.54	1942.0
2016-08-01 23:00:00	ES	Futures	2352.54	2352.54	2351.73	2352.0	1130.0
2016-08-01 23:30:00	ES	Futures	2352.0	2352.27	2351.19	2351.46	1781.0
2016-08-01 00:00:00	NQ	Futures	5654.63	5654.93	5650.46	5651.06	367.0
2016-08-01 00:30:00	NQ	Futures	5651.36	5652.25	5650.46	5651.65	135.0
2016-08-01 01:00:00	NQ	Futures	5651.65	5651.95	5649.87	5650.46	232.0
2016-08-01 01:30:00	NQ	Futures	5650.16	5653.44	5650.16	5653.44	334.0

> showing 50 of 2,986 rows — these rows as CSV

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