PREVIEW / futures_30min / 2016-08-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-08.parquet
  size:    76 KB
  rows:    2,958

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
2016-08-08 00:00:00	ES	Futures	2362.03	2362.85	2362.03	2362.03	1009.0
2016-08-08 00:30:00	ES	Futures	2362.03	2362.3	2361.76	2362.03	809.0
2016-08-08 01:00:00	ES	Futures	2362.3	2362.58	2361.76	2362.58	1055.0
2016-08-08 01:30:00	ES	Futures	2362.3	2362.85	2361.76	2362.85	1891.0
2016-08-08 02:00:00	ES	Futures	2362.85	2363.66	2361.76	2361.76	3739.0
2016-08-08 02:30:00	ES	Futures	2361.49	2362.85	2361.22	2362.58	4050.0
2016-08-08 03:00:00	ES	Futures	2362.58	2364.2	2360.95	2363.93	13702.0
2016-08-08 03:30:00	ES	Futures	2363.93	2366.1	2363.93	2365.83	12404.0
2016-08-08 04:00:00	ES	Futures	2365.83	2366.64	2365.02	2366.1	10084.0
2016-08-08 04:30:00	ES	Futures	2366.1	2368.0	2366.1	2366.92	11858.0
2016-08-08 05:00:00	ES	Futures	2366.92	2367.46	2366.1	2366.37	5011.0
2016-08-08 05:30:00	ES	Futures	2366.37	2366.92	2365.56	2365.83	3097.0
2016-08-08 06:00:00	ES	Futures	2365.56	2366.37	2365.29	2366.37	3672.0
2016-08-08 06:30:00	ES	Futures	2366.37	2366.37	2364.75	2365.56	4668.0
2016-08-08 07:00:00	ES	Futures	2365.29	2366.1	2365.02	2365.56	4658.0
2016-08-08 07:30:00	ES	Futures	2365.83	2365.83	2364.47	2365.02	4548.0
2016-08-08 08:00:00	ES	Futures	2365.02	2365.02	2363.66	2364.47	9103.0
2016-08-08 08:30:00	ES	Futures	2364.47	2364.47	2362.85	2363.12	9016.0
2016-08-08 09:00:00	ES	Futures	2363.12	2365.29	2363.12	2365.02	21351.0
2016-08-08 09:30:00	ES	Futures	2365.02	2366.1	2361.49	2362.03	158174.0
2016-08-08 10:00:00	ES	Futures	2362.03	2363.39	2359.32	2360.14	107885.0
2016-08-08 10:30:00	ES	Futures	2360.14	2361.76	2359.59	2360.95	51649.0
2016-08-08 11:00:00	ES	Futures	2360.95	2362.85	2360.41	2361.76	58934.0
2016-08-08 11:30:00	ES	Futures	2361.76	2362.85	2360.95	2361.22	34974.0
2016-08-08 12:00:00	ES	Futures	2361.22	2361.49	2359.86	2360.41	25565.0
2016-08-08 12:30:00	ES	Futures	2360.41	2361.49	2359.32	2360.68	25056.0
2016-08-08 13:00:00	ES	Futures	2360.68	2360.95	2359.59	2360.68	25482.0
2016-08-08 13:30:00	ES	Futures	2360.95	2361.22	2359.86	2360.95	24532.0
2016-08-08 14:00:00	ES	Futures	2360.68	2361.22	2357.42	2358.24	64729.0
2016-08-08 14:30:00	ES	Futures	2357.97	2359.32	2357.69	2358.24	30931.0
2016-08-08 15:00:00	ES	Futures	2358.24	2359.05	2357.42	2358.78	40549.0
2016-08-08 15:30:00	ES	Futures	2358.51	2360.95	2358.51	2360.68	90748.0
2016-08-08 16:00:00	ES	Futures	2360.41	2360.95	2359.32	2360.14	46189.0
2016-08-08 16:30:00	ES	Futures	2360.14	2361.22	2359.86	2360.95	5043.0
2016-08-08 18:00:00	ES	Futures	2360.41	2360.41	2359.05	2359.86	3814.0
2016-08-08 18:30:00	ES	Futures	2359.86	2360.14	2359.32	2359.86	689.0
2016-08-08 19:00:00	ES	Futures	2359.86	2359.86	2359.05	2359.32	468.0
2016-08-08 19:30:00	ES	Futures	2359.59	2359.86	2359.05	2359.32	886.0
2016-08-08 20:00:00	ES	Futures	2359.32	2360.41	2359.32	2360.14	2167.0
2016-08-08 20:30:00	ES	Futures	2360.14	2361.22	2359.86	2359.86	2145.0
2016-08-08 21:00:00	ES	Futures	2359.86	2360.14	2359.59	2360.14	1136.0
2016-08-08 21:30:00	ES	Futures	2359.86	2360.68	2359.86	2360.68	1279.0
2016-08-08 22:00:00	ES	Futures	2360.68	2360.95	2359.86	2359.86	1131.0
2016-08-08 22:30:00	ES	Futures	2360.14	2360.68	2359.86	2360.68	622.0
2016-08-08 23:00:00	ES	Futures	2360.41	2360.68	2360.14	2360.14	630.0
2016-08-08 23:30:00	ES	Futures	2360.41	2361.22	2360.41	2360.68	1546.0
2016-08-08 00:00:00	NQ	Futures	5709.48	5710.67	5709.18	5709.18	147.0
2016-08-08 00:30:00	NQ	Futures	5709.18	5709.77	5708.28	5709.48	122.0
2016-08-08 01:00:00	NQ	Futures	5710.07	5710.97	5709.18	5710.67	192.0
2016-08-08 01:30:00	NQ	Futures	5710.07	5710.67	5709.48	5710.67	215.0

> showing 50 of 2,958 rows — these rows as CSV

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