PREVIEW / futures_30min / 2016-08-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-05.parquet
  size:    71 KB
  rows:    2,470

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
2016-08-05 00:00:00	ES	Futures	2346.3	2346.3	2345.49	2345.76	708.0
2016-08-05 00:30:00	ES	Futures	2345.49	2345.76	2344.95	2345.22	1169.0
2016-08-05 01:00:00	ES	Futures	2345.49	2345.49	2344.95	2345.22	2078.0
2016-08-05 01:30:00	ES	Futures	2344.95	2345.49	2344.68	2345.49	1536.0
2016-08-05 02:00:00	ES	Futures	2345.22	2345.49	2344.14	2345.22	2923.0
2016-08-05 02:30:00	ES	Futures	2344.95	2346.03	2344.68	2345.49	2367.0
2016-08-05 03:00:00	ES	Futures	2345.49	2348.75	2344.95	2348.2	18030.0
2016-08-05 03:30:00	ES	Futures	2348.47	2348.75	2346.85	2346.85	8340.0
2016-08-05 04:00:00	ES	Futures	2347.12	2347.66	2346.58	2347.12	4541.0
2016-08-05 04:30:00	ES	Futures	2347.12	2347.39	2344.68	2345.76	9015.0
2016-08-05 05:00:00	ES	Futures	2345.76	2347.39	2345.49	2346.85	6527.0
2016-08-05 05:30:00	ES	Futures	2346.85	2348.47	2346.85	2347.66	5750.0
2016-08-05 06:00:00	ES	Futures	2347.39	2347.93	2346.58	2347.39	3672.0
2016-08-05 06:30:00	ES	Futures	2347.39	2348.47	2347.12	2348.2	6556.0
2016-08-05 07:00:00	ES	Futures	2348.2	2348.47	2346.58	2346.85	6214.0
2016-08-05 07:30:00	ES	Futures	2347.12	2347.39	2345.76	2345.76	9933.0
2016-08-05 08:00:00	ES	Futures	2346.03	2347.39	2344.95	2345.22	14819.0
2016-08-05 08:30:00	ES	Futures	2345.49	2352.0	2343.59	2351.19	79373.0
2016-08-05 09:00:00	ES	Futures	2350.92	2352.81	2349.56	2351.73	36399.0
2016-08-05 09:30:00	ES	Futures	2351.73	2359.05	2350.1	2359.05	233125.0
2016-08-05 10:00:00	ES	Futures	2358.78	2360.14	2357.42	2358.24	137336.0
2016-08-05 10:30:00	ES	Futures	2358.24	2360.14	2356.88	2359.86	86973.0
2016-08-05 11:00:00	ES	Futures	2359.59	2361.76	2359.32	2360.68	70799.0
2016-08-05 11:30:00	ES	Futures	2360.95	2362.03	2360.41	2360.41	47641.0
2016-08-05 12:00:00	ES	Futures	2360.41	2362.3	2360.41	2362.3	45904.0
2016-08-05 12:30:00	ES	Futures	2362.3	2362.58	2360.95	2361.22	37547.0
2016-08-05 13:00:00	ES	Futures	2361.22	2361.49	2360.41	2360.68	30341.0
2016-08-05 13:30:00	ES	Futures	2360.41	2362.03	2360.14	2361.76	29637.0
2016-08-05 14:00:00	ES	Futures	2361.76	2362.03	2360.14	2360.68	34290.0
2016-08-05 14:30:00	ES	Futures	2360.41	2361.49	2359.32	2360.14	36789.0
2016-08-05 15:00:00	ES	Futures	2360.14	2363.12	2360.14	2361.76	71656.0
2016-08-05 15:30:00	ES	Futures	2361.76	2362.58	2360.14	2362.3	183784.0
2016-08-05 16:00:00	ES	Futures	2362.3	2362.58	2360.95	2361.22	69583.0
2016-08-05 16:30:00	ES	Futures	2361.49	2362.58	2360.95	2362.03	8232.0
2016-08-05 00:00:00	NQ	Futures	5665.66	5665.96	5664.17	5664.77	90.0
2016-08-05 00:30:00	NQ	Futures	5664.47	5665.07	5662.68	5664.77	276.0
2016-08-05 01:00:00	NQ	Futures	5664.77	5665.36	5663.28	5664.77	207.0
2016-08-05 01:30:00	NQ	Futures	5664.17	5665.66	5663.28	5664.47	179.0
2016-08-05 02:00:00	NQ	Futures	5664.47	5665.36	5661.49	5664.47	429.0
2016-08-05 02:30:00	NQ	Futures	5664.17	5665.66	5663.58	5664.47	331.0
2016-08-05 03:00:00	NQ	Futures	5664.47	5674.31	5663.28	5673.71	1950.0
2016-08-05 03:30:00	NQ	Futures	5674.01	5674.31	5669.54	5670.13	708.0
2016-08-05 04:00:00	NQ	Futures	5670.43	5671.33	5668.94	5670.43	478.0
2016-08-05 04:30:00	NQ	Futures	5670.73	5671.03	5662.98	5665.96	923.0
2016-08-05 05:00:00	NQ	Futures	5665.36	5669.83	5665.07	5668.05	411.0
2016-08-05 05:30:00	NQ	Futures	5668.05	5671.33	5667.75	5668.64	576.0
2016-08-05 06:00:00	NQ	Futures	5668.64	5668.94	5666.85	5668.34	570.0
2016-08-05 06:30:00	NQ	Futures	5668.05	5669.54	5667.45	5669.24	660.0
2016-08-05 07:00:00	NQ	Futures	5668.94	5669.24	5665.36	5666.85	734.0
2016-08-05 07:30:00	NQ	Futures	5666.85	5667.45	5664.77	5665.07	731.0

> showing 50 of 2,470 rows — these rows as CSV

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