PREVIEW / futures_30min / 2016-08-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-11.parquet
  size:    81 KB
  rows:    2,941

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
2016-08-11 00:00:00	ES	Futures	2357.42	2359.05	2357.42	2358.51	2619.0
2016-08-11 00:30:00	ES	Futures	2358.78	2358.78	2358.24	2358.78	422.0
2016-08-11 01:00:00	ES	Futures	2358.78	2359.05	2358.24	2358.24	643.0
2016-08-11 01:30:00	ES	Futures	2358.24	2359.59	2357.97	2359.32	2274.0
2016-08-11 02:00:00	ES	Futures	2359.59	2362.3	2359.59	2361.76	7589.0
2016-08-11 02:30:00	ES	Futures	2361.76	2363.66	2361.22	2361.49	7659.0
2016-08-11 03:00:00	ES	Futures	2361.49	2362.03	2356.88	2356.88	14597.0
2016-08-11 03:30:00	ES	Futures	2356.88	2358.24	2356.34	2357.15	8205.0
2016-08-11 04:00:00	ES	Futures	2356.88	2358.51	2356.88	2357.42	7133.0
2016-08-11 04:30:00	ES	Futures	2357.42	2359.32	2357.42	2359.05	5732.0
2016-08-11 05:00:00	ES	Futures	2359.05	2361.49	2359.05	2360.41	7866.0
2016-08-11 05:30:00	ES	Futures	2360.41	2361.49	2360.41	2360.95	6173.0
2016-08-11 06:00:00	ES	Futures	2360.95	2362.3	2360.41	2362.3	6201.0
2016-08-11 06:30:00	ES	Futures	2362.3	2363.12	2361.22	2362.58	8215.0
2016-08-11 07:00:00	ES	Futures	2362.58	2363.66	2362.3	2362.85	9689.0
2016-08-11 07:30:00	ES	Futures	2363.12	2363.39	2361.49	2361.49	9729.0
2016-08-11 08:00:00	ES	Futures	2361.76	2362.03	2360.68	2361.22	13337.0
2016-08-11 08:30:00	ES	Futures	2361.22	2362.85	2361.22	2361.76	9512.0
2016-08-11 09:00:00	ES	Futures	2362.03	2363.39	2361.76	2362.85	16485.0
2016-08-11 09:30:00	ES	Futures	2362.85	2365.56	2361.76	2362.03	180521.0
2016-08-11 10:00:00	ES	Futures	2362.03	2362.85	2359.59	2362.3	97225.0
2016-08-11 10:30:00	ES	Futures	2362.3	2367.73	2362.3	2365.83	141099.0
2016-08-11 11:00:00	ES	Futures	2366.1	2367.19	2365.29	2366.92	61715.0
2016-08-11 11:30:00	ES	Futures	2366.92	2369.36	2366.37	2368.27	89923.0
2016-08-11 12:00:00	ES	Futures	2368.27	2368.81	2367.19	2367.73	49767.0
2016-08-11 12:30:00	ES	Futures	2367.73	2368.81	2367.19	2367.73	37171.0
2016-08-11 13:00:00	ES	Futures	2368.0	2369.36	2367.46	2367.73	46444.0
2016-08-11 13:30:00	ES	Futures	2367.73	2369.08	2367.19	2368.0	33607.0
2016-08-11 14:00:00	ES	Futures	2368.0	2370.17	2367.73	2369.36	56389.0
2016-08-11 14:30:00	ES	Futures	2369.63	2369.63	2366.1	2367.46	70590.0
2016-08-11 15:00:00	ES	Futures	2367.46	2368.54	2367.19	2367.46	53059.0
2016-08-11 15:30:00	ES	Futures	2367.19	2370.44	2367.19	2367.19	158264.0
2016-08-11 16:00:00	ES	Futures	2367.19	2367.46	2365.02	2366.64	73084.0
2016-08-11 16:30:00	ES	Futures	2366.37	2367.46	2365.83	2366.64	7532.0
2016-08-11 18:00:00	ES	Futures	2366.64	2367.46	2366.37	2366.64	1847.0
2016-08-11 18:30:00	ES	Futures	2366.64	2367.19	2366.1	2366.92	1006.0
2016-08-11 19:00:00	ES	Futures	2367.19	2367.46	2366.92	2366.92	632.0
2016-08-11 19:30:00	ES	Futures	2367.19	2368.27	2367.19	2367.19	2333.0
2016-08-11 20:00:00	ES	Futures	2367.46	2368.0	2366.1	2366.64	3226.0
2016-08-11 20:30:00	ES	Futures	2366.64	2366.92	2366.1	2366.37	1894.0
2016-08-11 21:00:00	ES	Futures	2366.37	2367.19	2366.1	2366.64	2622.0
2016-08-11 21:30:00	ES	Futures	2366.64	2366.92	2365.83	2365.83	2021.0
2016-08-11 22:00:00	ES	Futures	2365.83	2366.1	2365.29	2365.29	2515.0
2016-08-11 22:30:00	ES	Futures	2365.56	2366.37	2365.29	2365.83	1529.0
2016-08-11 23:00:00	ES	Futures	2365.83	2366.1	2365.56	2365.83	752.0
2016-08-11 23:30:00	ES	Futures	2365.83	2366.1	2365.29	2365.29	692.0
2016-08-11 00:00:00	NQ	Futures	5701.13	5705.6	5701.13	5705.0	466.0
2016-08-11 00:30:00	NQ	Futures	5704.71	5705.0	5703.81	5704.11	86.0
2016-08-11 01:00:00	NQ	Futures	5704.11	5705.0	5704.11	5704.11	122.0
2016-08-11 01:30:00	NQ	Futures	5703.81	5708.58	5703.51	5708.58	354.0

> showing 50 of 2,941 rows — these rows as CSV

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