PREVIEW / futures_30min / 2016-08-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-09.parquet
  size:    81 KB
  rows:    2,992

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
2016-08-09 00:00:00	ES	Futures	2360.68	2361.22	2360.68	2360.95	1254.0
2016-08-09 00:30:00	ES	Futures	2360.68	2360.95	2360.41	2360.68	592.0
2016-08-09 01:00:00	ES	Futures	2360.68	2360.95	2360.14	2360.14	1026.0
2016-08-09 01:30:00	ES	Futures	2360.14	2360.41	2359.86	2360.14	1423.0
2016-08-09 02:00:00	ES	Futures	2360.14	2360.68	2358.78	2359.05	2631.0
2016-08-09 02:30:00	ES	Futures	2359.05	2359.59	2359.05	2359.59	1753.0
2016-08-09 03:00:00	ES	Futures	2359.59	2360.95	2359.05	2360.14	10653.0
2016-08-09 03:30:00	ES	Futures	2359.86	2361.49	2358.78	2360.68	8873.0
2016-08-09 04:00:00	ES	Futures	2360.95	2361.49	2359.59	2359.86	6116.0
2016-08-09 04:30:00	ES	Futures	2359.86	2360.41	2359.32	2360.14	3529.0
2016-08-09 05:00:00	ES	Futures	2359.86	2360.95	2359.86	2360.68	3129.0
2016-08-09 05:30:00	ES	Futures	2360.95	2360.95	2360.14	2360.14	3617.0
2016-08-09 06:00:00	ES	Futures	2360.41	2360.68	2360.14	2360.68	2157.0
2016-08-09 06:30:00	ES	Futures	2360.68	2362.3	2360.41	2361.76	8082.0
2016-08-09 07:00:00	ES	Futures	2361.76	2362.58	2361.22	2362.3	9108.0
2016-08-09 07:30:00	ES	Futures	2362.3	2362.85	2361.76	2362.3	7075.0
2016-08-09 08:00:00	ES	Futures	2362.58	2363.66	2362.3	2362.3	10327.0
2016-08-09 08:30:00	ES	Futures	2362.58	2362.58	2360.68	2361.49	11930.0
2016-08-09 09:00:00	ES	Futures	2361.76	2362.85	2361.22	2361.76	16181.0
2016-08-09 09:30:00	ES	Futures	2361.76	2365.02	2360.41	2364.47	142776.0
2016-08-09 10:00:00	ES	Futures	2364.75	2367.46	2362.03	2366.64	122955.0
2016-08-09 10:30:00	ES	Futures	2366.64	2367.46	2365.56	2366.1	93949.0
2016-08-09 11:00:00	ES	Futures	2366.37	2368.54	2366.1	2367.19	66045.0
2016-08-09 11:30:00	ES	Futures	2367.19	2368.0	2366.1	2366.64	68235.0
2016-08-09 12:00:00	ES	Futures	2366.64	2367.73	2363.39	2363.93	60481.0
2016-08-09 12:30:00	ES	Futures	2363.66	2364.2	2362.03	2362.85	49018.0
2016-08-09 13:00:00	ES	Futures	2362.85	2363.93	2362.3	2362.58	31462.0
2016-08-09 13:30:00	ES	Futures	2362.85	2363.39	2360.41	2361.49	49254.0
2016-08-09 14:00:00	ES	Futures	2361.49	2362.03	2359.86	2359.86	56035.0
2016-08-09 14:30:00	ES	Futures	2359.86	2360.41	2357.97	2360.41	87971.0
2016-08-09 15:00:00	ES	Futures	2360.41	2361.76	2359.05	2361.49	70487.0
2016-08-09 15:30:00	ES	Futures	2361.49	2362.3	2360.68	2362.03	107385.0
2016-08-09 16:00:00	ES	Futures	2362.03	2362.58	2361.49	2362.3	49015.0
2016-08-09 16:30:00	ES	Futures	2362.03	2362.85	2362.03	2362.85	7829.0
2016-08-09 18:00:00	ES	Futures	2362.58	2362.58	2360.14	2360.68	4810.0
2016-08-09 18:30:00	ES	Futures	2360.95	2360.95	2360.14	2360.41	1017.0
2016-08-09 19:00:00	ES	Futures	2360.41	2361.22	2360.41	2360.68	902.0
2016-08-09 19:30:00	ES	Futures	2360.68	2360.68	2359.86	2360.14	1817.0
2016-08-09 20:00:00	ES	Futures	2360.14	2360.41	2359.59	2360.14	3818.0
2016-08-09 20:30:00	ES	Futures	2359.86	2360.41	2359.32	2359.59	1973.0
2016-08-09 21:00:00	ES	Futures	2359.32	2360.14	2359.05	2359.05	2186.0
2016-08-09 21:30:00	ES	Futures	2359.05	2359.86	2358.78	2359.59	1939.0
2016-08-09 22:00:00	ES	Futures	2359.59	2360.41	2359.32	2360.14	1833.0
2016-08-09 22:30:00	ES	Futures	2360.14	2360.41	2359.86	2360.14	1083.0
2016-08-09 23:00:00	ES	Futures	2360.14	2360.41	2359.86	2359.86	1091.0
2016-08-09 23:30:00	ES	Futures	2359.86	2360.68	2359.59	2360.41	1610.0
2016-08-09 00:00:00	NQ	Futures	5700.83	5702.02	5700.53	5701.13	154.0
2016-08-09 00:30:00	NQ	Futures	5700.83	5701.13	5700.53	5700.83	142.0
2016-08-09 01:00:00	NQ	Futures	5700.83	5701.43	5700.53	5700.53	107.0
2016-08-09 01:30:00	NQ	Futures	5700.24	5701.43	5699.64	5701.43	178.0

> showing 50 of 2,992 rows — these rows as CSV

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