PREVIEW / futures_30min / 2016-08-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-10.parquet
  size:    80 KB
  rows:    2,951

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
2016-08-10 00:00:00	ES	Futures	2360.68	2361.49	2360.68	2360.95	1469.0
2016-08-10 00:30:00	ES	Futures	2360.95	2361.22	2360.68	2360.95	471.0
2016-08-10 01:00:00	ES	Futures	2360.68	2360.95	2360.41	2360.41	583.0
2016-08-10 01:30:00	ES	Futures	2360.41	2360.95	2360.14	2360.41	3098.0
2016-08-10 02:00:00	ES	Futures	2360.41	2361.22	2360.14	2360.41	3283.0
2016-08-10 02:30:00	ES	Futures	2360.14	2360.95	2360.14	2360.41	2911.0
2016-08-10 03:00:00	ES	Futures	2360.41	2363.12	2359.59	2363.12	12481.0
2016-08-10 03:30:00	ES	Futures	2362.85	2364.75	2362.3	2362.3	10858.0
2016-08-10 04:00:00	ES	Futures	2362.58	2364.47	2362.3	2363.39	7373.0
2016-08-10 04:30:00	ES	Futures	2363.39	2365.02	2363.12	2364.2	7068.0
2016-08-10 05:00:00	ES	Futures	2364.2	2366.37	2364.2	2365.29	7955.0
2016-08-10 05:30:00	ES	Futures	2365.56	2365.56	2362.85	2363.39	8674.0
2016-08-10 06:00:00	ES	Futures	2363.66	2364.2	2362.85	2363.93	5606.0
2016-08-10 06:30:00	ES	Futures	2363.93	2364.2	2362.85	2362.85	4459.0
2016-08-10 07:00:00	ES	Futures	2362.85	2365.56	2362.85	2365.29	5484.0
2016-08-10 07:30:00	ES	Futures	2365.56	2366.1	2363.93	2364.2	9900.0
2016-08-10 08:00:00	ES	Futures	2364.47	2365.56	2364.2	2365.56	11736.0
2016-08-10 08:30:00	ES	Futures	2365.29	2365.83	2364.47	2365.29	10566.0
2016-08-10 09:00:00	ES	Futures	2365.29	2365.83	2363.39	2363.66	12768.0
2016-08-10 09:30:00	ES	Futures	2363.66	2364.75	2359.32	2359.32	158652.0
2016-08-10 10:00:00	ES	Futures	2359.59	2363.12	2359.05	2360.95	109801.0
2016-08-10 10:30:00	ES	Futures	2360.95	2362.58	2359.32	2360.41	95582.0
2016-08-10 11:00:00	ES	Futures	2360.68	2362.3	2354.71	2355.25	150730.0
2016-08-10 11:30:00	ES	Futures	2355.53	2355.8	2353.9	2354.71	66495.0
2016-08-10 12:00:00	ES	Futures	2354.71	2357.69	2354.17	2356.61	53390.0
2016-08-10 12:30:00	ES	Futures	2356.61	2358.24	2356.07	2358.24	45625.0
2016-08-10 13:00:00	ES	Futures	2357.97	2358.24	2355.25	2356.34	48908.0
2016-08-10 13:30:00	ES	Futures	2356.07	2357.69	2354.98	2355.53	41454.0
2016-08-10 14:00:00	ES	Futures	2355.53	2357.42	2351.73	2352.81	99899.0
2016-08-10 14:30:00	ES	Futures	2352.54	2353.63	2351.46	2353.08	59904.0
2016-08-10 15:00:00	ES	Futures	2352.81	2357.15	2352.0	2355.53	93504.0
2016-08-10 15:30:00	ES	Futures	2355.53	2356.34	2352.54	2356.07	124358.0
2016-08-10 16:00:00	ES	Futures	2356.07	2357.97	2356.07	2356.88	59201.0
2016-08-10 16:30:00	ES	Futures	2356.88	2357.15	2355.8	2356.88	5803.0
2016-08-10 18:00:00	ES	Futures	2356.61	2356.61	2353.9	2354.71	3566.0
2016-08-10 18:30:00	ES	Futures	2354.71	2355.25	2354.17	2355.25	608.0
2016-08-10 19:00:00	ES	Futures	2355.25	2355.8	2355.25	2355.53	599.0
2016-08-10 19:30:00	ES	Futures	2355.53	2355.8	2354.98	2354.98	480.0
2016-08-10 20:00:00	ES	Futures	2355.25	2355.8	2354.71	2355.53	1817.0
2016-08-10 20:30:00	ES	Futures	2355.25	2355.53	2354.71	2355.25	641.0
2016-08-10 21:00:00	ES	Futures	2354.98	2355.8	2354.98	2355.8	1064.0
2016-08-10 21:30:00	ES	Futures	2355.8	2357.69	2355.25	2357.42	2521.0
2016-08-10 22:00:00	ES	Futures	2357.42	2357.69	2357.15	2357.42	1042.0
2016-08-10 22:30:00	ES	Futures	2357.42	2357.69	2356.61	2356.88	1938.0
2016-08-10 23:00:00	ES	Futures	2356.88	2357.42	2356.88	2357.15	1072.0
2016-08-10 23:30:00	ES	Futures	2357.15	2357.42	2356.88	2357.42	807.0
2016-08-10 00:00:00	NQ	Futures	5709.18	5711.86	5709.18	5710.37	269.0
2016-08-10 00:30:00	NQ	Futures	5710.37	5711.26	5709.48	5709.48	95.0
2016-08-10 01:00:00	NQ	Futures	5709.77	5710.37	5708.88	5708.88	84.0
2016-08-10 01:30:00	NQ	Futures	5709.18	5709.77	5706.5	5707.39	466.0

> showing 50 of 2,951 rows — these rows as CSV

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