PREVIEW / futures_30min / 2016-08-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-03.parquet
  size:    80 KB
  rows:    2,990

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
2016-08-03 00:00:00	ES	Futures	2332.47	2332.75	2330.58	2331.12	4286.0
2016-08-03 00:30:00	ES	Futures	2331.12	2333.83	2330.3	2333.02	4700.0
2016-08-03 01:00:00	ES	Futures	2333.29	2333.29	2332.2	2332.75	1541.0
2016-08-03 01:30:00	ES	Futures	2333.02	2333.29	2331.39	2331.93	1994.0
2016-08-03 02:00:00	ES	Futures	2331.93	2332.47	2330.3	2331.93	6473.0
2016-08-03 02:30:00	ES	Futures	2331.93	2333.83	2331.66	2333.56	4647.0
2016-08-03 03:00:00	ES	Futures	2333.29	2334.1	2327.32	2329.49	27698.0
2016-08-03 03:30:00	ES	Futures	2329.49	2330.3	2327.05	2330.03	14556.0
2016-08-03 04:00:00	ES	Futures	2330.3	2331.39	2328.14	2330.3	14778.0
2016-08-03 04:30:00	ES	Futures	2330.3	2331.39	2328.68	2330.03	6070.0
2016-08-03 05:00:00	ES	Futures	2330.03	2331.39	2328.68	2330.58	9155.0
2016-08-03 05:30:00	ES	Futures	2330.58	2331.93	2330.3	2331.39	8658.0
2016-08-03 06:00:00	ES	Futures	2331.12	2331.93	2330.03	2330.58	6674.0
2016-08-03 06:30:00	ES	Futures	2330.58	2331.93	2330.03	2330.85	8012.0
2016-08-03 07:00:00	ES	Futures	2330.58	2331.39	2329.49	2329.76	11162.0
2016-08-03 07:30:00	ES	Futures	2330.03	2331.66	2329.76	2331.39	10997.0
2016-08-03 08:00:00	ES	Futures	2331.39	2333.29	2330.58	2331.93	15130.0
2016-08-03 08:30:00	ES	Futures	2332.2	2332.2	2330.58	2331.39	15417.0
2016-08-03 09:00:00	ES	Futures	2331.39	2333.02	2330.85	2332.75	22073.0
2016-08-03 09:30:00	ES	Futures	2333.02	2335.73	2328.95	2333.83	176394.0
2016-08-03 10:00:00	ES	Futures	2333.83	2337.63	2332.75	2335.19	121483.0
2016-08-03 10:30:00	ES	Futures	2335.19	2338.17	2332.75	2334.64	157651.0
2016-08-03 11:00:00	ES	Futures	2334.92	2337.63	2333.29	2335.73	86917.0
2016-08-03 11:30:00	ES	Futures	2336.0	2337.36	2334.37	2337.08	68150.0
2016-08-03 12:00:00	ES	Futures	2336.81	2337.63	2335.73	2336.54	41331.0
2016-08-03 12:30:00	ES	Futures	2336.81	2338.98	2335.73	2337.9	44330.0
2016-08-03 13:00:00	ES	Futures	2338.17	2338.98	2337.08	2338.44	31233.0
2016-08-03 13:30:00	ES	Futures	2338.44	2338.98	2335.73	2337.08	38256.0
2016-08-03 14:00:00	ES	Futures	2337.08	2337.9	2334.37	2334.37	58999.0
2016-08-03 14:30:00	ES	Futures	2334.64	2336.54	2333.83	2335.46	54157.0
2016-08-03 15:00:00	ES	Futures	2335.73	2338.71	2334.92	2338.44	61623.0
2016-08-03 15:30:00	ES	Futures	2338.44	2341.15	2337.08	2340.61	111222.0
2016-08-03 16:00:00	ES	Futures	2340.88	2340.88	2337.63	2339.8	74963.0
2016-08-03 16:30:00	ES	Futures	2339.53	2340.61	2339.53	2339.53	5836.0
2016-08-03 18:00:00	ES	Futures	2339.53	2340.61	2338.71	2340.07	3355.0
2016-08-03 18:30:00	ES	Futures	2339.8	2340.07	2339.53	2339.53	663.0
2016-08-03 19:00:00	ES	Futures	2339.53	2340.07	2339.53	2339.53	1045.0
2016-08-03 19:30:00	ES	Futures	2339.8	2341.15	2339.53	2340.88	2659.0
2016-08-03 20:00:00	ES	Futures	2340.88	2343.59	2340.61	2343.05	5603.0
2016-08-03 20:30:00	ES	Futures	2343.05	2343.86	2341.97	2342.24	3640.0
2016-08-03 21:00:00	ES	Futures	2342.24	2342.78	2340.07	2340.88	4287.0
2016-08-03 21:30:00	ES	Futures	2340.88	2341.42	2338.71	2338.98	5435.0
2016-08-03 22:00:00	ES	Futures	2338.98	2340.07	2338.71	2339.8	2149.0
2016-08-03 22:30:00	ES	Futures	2339.53	2340.34	2338.98	2339.8	2452.0
2016-08-03 23:00:00	ES	Futures	2339.8	2340.34	2338.98	2340.07	1559.0
2016-08-03 23:30:00	ES	Futures	2340.34	2341.15	2339.25	2339.53	2466.0
2016-08-03 00:00:00	NQ	Futures	5612.31	5612.61	5608.44	5610.52	763.0
2016-08-03 00:30:00	NQ	Futures	5610.22	5616.19	5607.24	5613.8	1028.0
2016-08-03 01:00:00	NQ	Futures	5613.8	5614.7	5611.71	5614.1	322.0
2016-08-03 01:30:00	NQ	Futures	5614.4	5614.4	5610.52	5612.31	283.0

> showing 50 of 2,990 rows — these rows as CSV

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