PREVIEW / futures_30min / 2016-08-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-12.parquet
  size:    68 KB
  rows:    2,414

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
2016-08-12 00:00:00	ES	Futures	2365.56	2366.1	2365.29	2365.83	1125.0
2016-08-12 00:30:00	ES	Futures	2366.1	2366.64	2365.83	2366.1	768.0
2016-08-12 01:00:00	ES	Futures	2366.1	2366.64	2365.56	2365.56	923.0
2016-08-12 01:30:00	ES	Futures	2365.56	2366.37	2365.29	2365.83	1521.0
2016-08-12 02:00:00	ES	Futures	2366.1	2366.64	2365.29	2365.56	3423.0
2016-08-12 02:30:00	ES	Futures	2365.56	2366.64	2365.29	2366.64	4481.0
2016-08-12 03:00:00	ES	Futures	2366.64	2368.27	2366.37	2367.19	12458.0
2016-08-12 03:30:00	ES	Futures	2367.19	2368.81	2366.64	2367.19	8307.0
2016-08-12 04:00:00	ES	Futures	2367.19	2369.08	2366.64	2368.54	8457.0
2016-08-12 04:30:00	ES	Futures	2368.54	2369.08	2367.73	2368.0	5638.0
2016-08-12 05:00:00	ES	Futures	2368.0	2368.81	2368.0	2368.0	4165.0
2016-08-12 05:30:00	ES	Futures	2368.0	2368.54	2368.0	2368.0	2428.0
2016-08-12 06:00:00	ES	Futures	2368.27	2369.08	2368.0	2368.54	4526.0
2016-08-12 06:30:00	ES	Futures	2368.54	2368.54	2367.73	2368.0	4335.0
2016-08-12 07:00:00	ES	Futures	2368.0	2368.0	2366.92	2367.19	5383.0
2016-08-12 07:30:00	ES	Futures	2367.19	2368.0	2366.92	2367.46	5797.0
2016-08-12 08:00:00	ES	Futures	2367.46	2368.0	2366.1	2366.1	8787.0
2016-08-12 08:30:00	ES	Futures	2366.37	2366.37	2363.39	2364.47	42693.0
2016-08-12 09:00:00	ES	Futures	2364.47	2365.29	2363.12	2363.12	23797.0
2016-08-12 09:30:00	ES	Futures	2363.39	2365.29	2361.22	2363.93	208686.0
2016-08-12 10:00:00	ES	Futures	2364.2	2366.1	2362.85	2364.47	118156.0
2016-08-12 10:30:00	ES	Futures	2364.47	2367.46	2364.2	2366.64	71844.0
2016-08-12 11:00:00	ES	Futures	2366.64	2367.73	2366.1	2367.46	51494.0
2016-08-12 11:30:00	ES	Futures	2367.73	2368.0	2364.2	2365.29	52976.0
2016-08-12 12:00:00	ES	Futures	2365.56	2365.83	2362.58	2363.66	75990.0
2016-08-12 12:30:00	ES	Futures	2363.93	2365.02	2363.12	2363.12	53993.0
2016-08-12 13:00:00	ES	Futures	2363.12	2363.39	2359.86	2362.3	80787.0
2016-08-12 13:30:00	ES	Futures	2362.3	2362.58	2361.22	2361.49	38520.0
2016-08-12 14:00:00	ES	Futures	2361.49	2363.39	2360.95	2362.58	62310.0
2016-08-12 14:30:00	ES	Futures	2362.85	2364.47	2362.58	2363.39	46853.0
2016-08-12 15:00:00	ES	Futures	2363.66	2364.47	2363.12	2364.2	48072.0
2016-08-12 15:30:00	ES	Futures	2364.2	2366.37	2363.66	2364.75	125329.0
2016-08-12 16:00:00	ES	Futures	2364.75	2365.83	2364.75	2365.02	51221.0
2016-08-12 16:30:00	ES	Futures	2365.02	2366.1	2364.75	2366.1	7337.0
2016-08-12 00:00:00	NQ	Futures	5719.61	5721.7	5719.61	5720.21	130.0
2016-08-12 00:30:00	NQ	Futures	5721.1	5724.08	5721.1	5722.89	159.0
2016-08-12 01:00:00	NQ	Futures	5722.59	5723.48	5721.7	5721.7	84.0
2016-08-12 01:30:00	NQ	Futures	5721.7	5722.59	5721.1	5722.59	188.0
2016-08-12 02:00:00	NQ	Futures	5723.19	5724.08	5720.5	5721.1	331.0
2016-08-12 02:30:00	NQ	Futures	5721.4	5722.59	5720.5	5722.59	299.0
2016-08-12 03:00:00	NQ	Futures	5722.89	5727.06	5721.4	5723.78	1071.0
2016-08-12 03:30:00	NQ	Futures	5722.89	5728.85	5722.59	5724.38	727.0
2016-08-12 04:00:00	NQ	Futures	5724.38	5728.85	5722.59	5727.95	725.0
2016-08-12 04:30:00	NQ	Futures	5728.25	5728.85	5725.27	5725.57	392.0
2016-08-12 05:00:00	NQ	Futures	5725.57	5727.66	5724.68	5725.27	624.0
2016-08-12 05:30:00	NQ	Futures	5724.97	5725.57	5724.38	5724.68	175.0
2016-08-12 06:00:00	NQ	Futures	5725.27	5727.36	5724.68	5725.87	308.0
2016-08-12 06:30:00	NQ	Futures	5726.17	5726.46	5724.08	5724.68	328.0
2016-08-12 07:00:00	NQ	Futures	5724.68	5724.97	5722.29	5723.78	439.0
2016-08-12 07:30:00	NQ	Futures	5723.78	5725.57	5723.78	5724.97	392.0

> showing 50 of 2,414 rows — these rows as CSV

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