PREVIEW / futures_30min / 2016-08-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-02.parquet
  size:    88 KB
  rows:    3,042

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
2016-08-02 00:00:00	ES	Futures	2351.46	2352.27	2350.92	2352.0	1166.0
2016-08-02 00:30:00	ES	Futures	2351.73	2352.54	2350.92	2350.92	2305.0
2016-08-02 01:00:00	ES	Futures	2351.19	2352.0	2350.92	2351.19	1535.0
2016-08-02 01:30:00	ES	Futures	2351.19	2351.73	2350.64	2350.92	1759.0
2016-08-02 02:00:00	ES	Futures	2350.92	2351.73	2349.83	2351.19	7103.0
2016-08-02 02:30:00	ES	Futures	2350.92	2352.0	2350.37	2351.46	4358.0
2016-08-02 03:00:00	ES	Futures	2351.19	2352.81	2347.93	2350.1	21380.0
2016-08-02 03:30:00	ES	Futures	2349.83	2350.64	2343.86	2344.14	23867.0
2016-08-02 04:00:00	ES	Futures	2344.14	2345.76	2341.15	2341.42	20860.0
2016-08-02 04:30:00	ES	Futures	2341.42	2343.05	2340.34	2342.24	12792.0
2016-08-02 05:00:00	ES	Futures	2342.51	2343.05	2341.42	2343.05	9038.0
2016-08-02 05:30:00	ES	Futures	2342.78	2344.68	2342.51	2343.05	11758.0
2016-08-02 06:00:00	ES	Futures	2343.05	2344.14	2342.51	2342.51	10007.0
2016-08-02 06:30:00	ES	Futures	2342.51	2345.22	2342.51	2343.86	11506.0
2016-08-02 07:00:00	ES	Futures	2344.14	2344.68	2341.15	2341.97	18373.0
2016-08-02 07:30:00	ES	Futures	2341.69	2342.78	2340.88	2342.51	10003.0
2016-08-02 08:00:00	ES	Futures	2342.51	2343.86	2341.69	2343.32	14264.0
2016-08-02 08:30:00	ES	Futures	2343.32	2344.68	2342.78	2342.78	18100.0
2016-08-02 09:00:00	ES	Futures	2342.78	2345.76	2342.51	2345.49	21337.0
2016-08-02 09:30:00	ES	Futures	2345.49	2347.39	2339.8	2341.42	245273.0
2016-08-02 10:00:00	ES	Futures	2341.42	2342.24	2332.2	2334.92	201138.0
2016-08-02 10:30:00	ES	Futures	2334.92	2336.0	2326.78	2327.05	184449.0
2016-08-02 11:00:00	ES	Futures	2327.05	2332.75	2327.05	2330.58	119309.0
2016-08-02 11:30:00	ES	Futures	2330.58	2331.39	2327.59	2328.14	84827.0
2016-08-02 12:00:00	ES	Futures	2328.14	2331.39	2326.24	2330.03	81346.0
2016-08-02 12:30:00	ES	Futures	2329.76	2330.85	2324.88	2326.24	76098.0
2016-08-02 13:00:00	ES	Futures	2325.97	2326.51	2322.98	2326.24	97514.0
2016-08-02 13:30:00	ES	Futures	2326.24	2326.78	2323.25	2325.69	70723.0
2016-08-02 14:00:00	ES	Futures	2325.69	2331.66	2324.88	2330.58	92767.0
2016-08-02 14:30:00	ES	Futures	2330.58	2333.83	2329.22	2331.12	120677.0
2016-08-02 15:00:00	ES	Futures	2331.39	2333.29	2329.76	2331.66	82937.0
2016-08-02 15:30:00	ES	Futures	2331.39	2335.46	2331.12	2333.83	163335.0
2016-08-02 16:00:00	ES	Futures	2333.83	2336.0	2333.56	2335.46	74490.0
2016-08-02 16:30:00	ES	Futures	2335.19	2336.54	2334.37	2335.46	8589.0
2016-08-02 18:00:00	ES	Futures	2334.64	2335.46	2333.29	2333.56	3630.0
2016-08-02 18:30:00	ES	Futures	2333.83	2334.37	2333.29	2333.83	1415.0
2016-08-02 19:00:00	ES	Futures	2333.83	2334.37	2333.56	2334.37	1242.0
2016-08-02 19:30:00	ES	Futures	2334.1	2334.64	2333.29	2334.37	1684.0
2016-08-02 20:00:00	ES	Futures	2334.37	2334.37	2332.47	2333.83	4163.0
2016-08-02 20:30:00	ES	Futures	2333.83	2333.83	2332.75	2333.02	2564.0
2016-08-02 21:00:00	ES	Futures	2332.75	2333.83	2332.2	2333.83	3443.0
2016-08-02 21:30:00	ES	Futures	2333.83	2334.64	2333.02	2334.37	3209.0
2016-08-02 22:00:00	ES	Futures	2334.64	2335.46	2333.83	2334.37	3458.0
2016-08-02 22:30:00	ES	Futures	2334.37	2334.64	2333.29	2333.56	1479.0
2016-08-02 23:00:00	ES	Futures	2333.56	2333.56	2332.47	2332.75	2425.0
2016-08-02 23:30:00	ES	Futures	2333.02	2333.29	2332.2	2332.47	2987.0
2016-08-02 00:00:00	NQ	Futures	5667.45	5669.83	5666.56	5669.54	204.0
2016-08-02 00:30:00	NQ	Futures	5669.24	5671.03	5665.96	5665.96	358.0
2016-08-02 01:00:00	NQ	Futures	5665.96	5668.34	5665.07	5665.66	374.0
2016-08-02 01:30:00	NQ	Futures	5665.36	5667.75	5665.36	5665.96	212.0

> showing 50 of 3,042 rows — these rows as CSV

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