PREVIEW / futures_30min / 2016-08-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-15.parquet
  size:    77 KB
  rows:    2,947

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
2016-08-15 00:00:00	ES	Futures	2368.81	2368.81	2368.0	2368.54	1211.0
2016-08-15 00:30:00	ES	Futures	2368.54	2368.81	2368.27	2368.54	456.0
2016-08-15 01:00:00	ES	Futures	2368.54	2369.08	2368.54	2368.81	771.0
2016-08-15 01:30:00	ES	Futures	2368.81	2368.81	2368.0	2368.0	1044.0
2016-08-15 02:00:00	ES	Futures	2368.0	2368.81	2368.0	2368.54	2618.0
2016-08-15 02:30:00	ES	Futures	2368.54	2369.08	2368.27	2368.27	2582.0
2016-08-15 03:00:00	ES	Futures	2368.54	2369.9	2366.92	2369.08	9874.0
2016-08-15 03:30:00	ES	Futures	2369.08	2370.98	2368.54	2369.9	7428.0
2016-08-15 04:00:00	ES	Futures	2369.63	2370.44	2369.08	2369.9	3629.0
2016-08-15 04:30:00	ES	Futures	2369.63	2369.9	2368.0	2368.27	3544.0
2016-08-15 05:00:00	ES	Futures	2368.0	2368.81	2368.0	2368.27	8682.0
2016-08-15 05:30:00	ES	Futures	2368.54	2368.54	2367.73	2368.27	6293.0
2016-08-15 06:00:00	ES	Futures	2368.27	2368.81	2368.0	2368.81	2899.0
2016-08-15 06:30:00	ES	Futures	2368.81	2369.08	2368.27	2368.81	2496.0
2016-08-15 07:00:00	ES	Futures	2368.81	2369.63	2368.54	2369.36	7425.0
2016-08-15 07:30:00	ES	Futures	2369.36	2369.9	2369.36	2369.63	8617.0
2016-08-15 08:00:00	ES	Futures	2369.36	2370.44	2368.81	2370.17	10996.0
2016-08-15 08:30:00	ES	Futures	2369.9	2370.98	2369.63	2369.9	11026.0
2016-08-15 09:00:00	ES	Futures	2369.9	2370.44	2369.63	2369.9	11875.0
2016-08-15 09:30:00	ES	Futures	2369.9	2373.69	2369.63	2371.8	187450.0
2016-08-15 10:00:00	ES	Futures	2372.07	2374.78	2371.53	2374.24	93163.0
2016-08-15 10:30:00	ES	Futures	2374.24	2376.14	2373.97	2375.32	102449.0
2016-08-15 11:00:00	ES	Futures	2375.32	2376.41	2374.78	2376.14	54520.0
2016-08-15 11:30:00	ES	Futures	2376.14	2376.41	2374.51	2374.78	64289.0
2016-08-15 12:00:00	ES	Futures	2374.78	2376.41	2374.78	2376.14	48488.0
2016-08-15 12:30:00	ES	Futures	2375.86	2376.14	2374.51	2375.05	35175.0
2016-08-15 13:00:00	ES	Futures	2375.32	2375.59	2374.24	2375.05	36926.0
2016-08-15 13:30:00	ES	Futures	2375.32	2376.14	2374.78	2374.78	34349.0
2016-08-15 14:00:00	ES	Futures	2375.05	2375.32	2373.97	2374.51	35207.0
2016-08-15 14:30:00	ES	Futures	2374.51	2375.86	2374.24	2375.05	39854.0
2016-08-15 15:00:00	ES	Futures	2375.32	2375.59	2372.88	2373.69	62848.0
2016-08-15 15:30:00	ES	Futures	2373.69	2374.24	2371.8	2372.34	104740.0
2016-08-15 16:00:00	ES	Futures	2372.34	2372.34	2370.71	2371.53	50370.0
2016-08-15 16:30:00	ES	Futures	2371.25	2372.07	2370.71	2370.71	6777.0
2016-08-15 18:00:00	ES	Futures	2371.25	2371.53	2370.17	2370.44	2387.0
2016-08-15 18:30:00	ES	Futures	2370.71	2370.71	2370.17	2370.71	1074.0
2016-08-15 19:00:00	ES	Futures	2370.71	2370.98	2370.44	2370.71	673.0
2016-08-15 19:30:00	ES	Futures	2370.71	2370.98	2370.17	2370.17	1487.0
2016-08-15 20:00:00	ES	Futures	2370.17	2370.98	2369.63	2370.71	3715.0
2016-08-15 20:30:00	ES	Futures	2370.71	2370.98	2369.36	2369.36	2998.0
2016-08-15 21:00:00	ES	Futures	2369.36	2369.9	2369.08	2369.63	2733.0
2016-08-15 21:30:00	ES	Futures	2369.63	2370.44	2368.27	2368.27	3381.0
2016-08-15 22:00:00	ES	Futures	2368.27	2368.81	2368.27	2368.54	1287.0
2016-08-15 22:30:00	ES	Futures	2368.81	2368.81	2368.0	2368.27	2317.0
2016-08-15 23:00:00	ES	Futures	2368.27	2369.08	2368.0	2368.54	1679.0
2016-08-15 23:30:00	ES	Futures	2368.54	2368.81	2368.27	2368.54	1605.0
2016-08-15 00:00:00	NQ	Futures	5737.49	5738.09	5736.0	5737.19	134.0
2016-08-15 00:30:00	NQ	Futures	5736.9	5737.79	5736.3	5736.9	96.0
2016-08-15 01:00:00	NQ	Futures	5737.19	5738.09	5736.9	5738.09	79.0
2016-08-15 01:30:00	NQ	Futures	5738.09	5738.09	5736.6	5736.9	92.0

> showing 50 of 2,947 rows — these rows as CSV

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