PREVIEW / futures_30min / 2016-08-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-04.parquet
  size:    81 KB
  rows:    3,008

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
2016-08-04 00:00:00	ES	Futures	2339.8	2340.34	2339.25	2340.34	841.0
2016-08-04 00:30:00	ES	Futures	2340.34	2340.88	2340.07	2340.61	806.0
2016-08-04 01:00:00	ES	Futures	2340.61	2341.42	2340.07	2340.61	1900.0
2016-08-04 01:30:00	ES	Futures	2340.61	2341.69	2340.07	2341.15	1688.0
2016-08-04 02:00:00	ES	Futures	2341.15	2342.24	2339.8	2340.34	3968.0
2016-08-04 02:30:00	ES	Futures	2340.34	2340.34	2339.25	2340.34	3018.0
2016-08-04 03:00:00	ES	Futures	2340.07	2341.42	2338.98	2339.53	12977.0
2016-08-04 03:30:00	ES	Futures	2339.8	2340.34	2337.36	2339.25	12554.0
2016-08-04 04:00:00	ES	Futures	2339.53	2340.61	2338.71	2340.34	6422.0
2016-08-04 04:30:00	ES	Futures	2340.34	2340.88	2339.25	2339.25	6254.0
2016-08-04 05:00:00	ES	Futures	2339.25	2340.07	2338.17	2339.53	5320.0
2016-08-04 05:30:00	ES	Futures	2339.8	2340.88	2339.25	2340.34	3734.0
2016-08-04 06:00:00	ES	Futures	2340.61	2340.88	2338.98	2338.98	3849.0
2016-08-04 06:30:00	ES	Futures	2338.98	2340.88	2338.71	2340.61	5027.0
2016-08-04 07:00:00	ES	Futures	2340.61	2347.66	2340.61	2346.3	39575.0
2016-08-04 07:30:00	ES	Futures	2346.3	2346.85	2344.41	2345.22	21568.0
2016-08-04 08:00:00	ES	Futures	2345.22	2345.76	2340.61	2341.15	24707.0
2016-08-04 08:30:00	ES	Futures	2341.42	2343.32	2340.61	2341.15	18317.0
2016-08-04 09:00:00	ES	Futures	2341.15	2343.05	2340.88	2341.97	21808.0
2016-08-04 09:30:00	ES	Futures	2341.69	2345.22	2339.25	2339.25	160870.0
2016-08-04 10:00:00	ES	Futures	2339.53	2340.34	2336.54	2339.53	121092.0
2016-08-04 10:30:00	ES	Futures	2339.8	2344.68	2339.8	2344.14	105628.0
2016-08-04 11:00:00	ES	Futures	2344.14	2344.68	2341.69	2342.51	84897.0
2016-08-04 11:30:00	ES	Futures	2342.51	2345.76	2342.24	2345.22	70920.0
2016-08-04 12:00:00	ES	Futures	2345.49	2346.85	2344.68	2344.95	56970.0
2016-08-04 12:30:00	ES	Futures	2344.95	2345.22	2342.78	2343.05	32531.0
2016-08-04 13:00:00	ES	Futures	2343.32	2343.59	2340.88	2342.24	54837.0
2016-08-04 13:30:00	ES	Futures	2342.24	2342.78	2341.15	2342.51	30865.0
2016-08-04 14:00:00	ES	Futures	2342.51	2343.59	2339.53	2340.61	51919.0
2016-08-04 14:30:00	ES	Futures	2340.61	2341.97	2340.07	2341.97	29450.0
2016-08-04 15:00:00	ES	Futures	2341.69	2341.97	2340.34	2341.69	39924.0
2016-08-04 15:30:00	ES	Futures	2341.69	2343.86	2341.42	2343.05	113473.0
2016-08-04 16:00:00	ES	Futures	2343.05	2343.32	2341.97	2341.97	46455.0
2016-08-04 16:30:00	ES	Futures	2342.24	2343.32	2342.24	2343.32	5979.0
2016-08-04 18:00:00	ES	Futures	2342.51	2343.32	2342.24	2342.78	1570.0
2016-08-04 18:30:00	ES	Futures	2343.05	2343.05	2342.78	2343.05	462.0
2016-08-04 19:00:00	ES	Futures	2343.05	2343.86	2342.78	2343.86	1070.0
2016-08-04 19:30:00	ES	Futures	2343.59	2344.14	2343.32	2344.14	1285.0
2016-08-04 20:00:00	ES	Futures	2344.14	2345.22	2343.86	2344.41	2842.0
2016-08-04 20:30:00	ES	Futures	2344.41	2344.68	2343.86	2344.14	1338.0
2016-08-04 21:00:00	ES	Futures	2344.14	2344.95	2343.32	2344.68	1994.0
2016-08-04 21:30:00	ES	Futures	2344.41	2345.76	2343.59	2344.95	3162.0
2016-08-04 22:00:00	ES	Futures	2345.22	2346.85	2344.95	2346.03	2198.0
2016-08-04 22:30:00	ES	Futures	2346.03	2346.58	2345.76	2346.03	1422.0
2016-08-04 23:00:00	ES	Futures	2346.03	2346.58	2345.49	2345.76	851.0
2016-08-04 23:30:00	ES	Futures	2345.76	2346.58	2345.76	2346.3	1350.0
2016-08-04 00:00:00	NQ	Futures	5632.28	5633.47	5630.49	5633.47	213.0
2016-08-04 00:30:00	NQ	Futures	5633.47	5634.37	5632.28	5634.07	123.0
2016-08-04 01:00:00	NQ	Futures	5633.77	5636.75	5633.77	5634.66	271.0
2016-08-04 01:30:00	NQ	Futures	5634.66	5637.65	5634.07	5636.16	301.0

> showing 50 of 3,008 rows — these rows as CSV

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