PREVIEW / futures_30min / 2016-08-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-16.parquet
  size:    81 KB
  rows:    3,002

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
2016-08-16 00:00:00	ES	Futures	2368.81	2368.81	2368.27	2368.54	605.0
2016-08-16 00:30:00	ES	Futures	2368.81	2369.36	2368.54	2369.08	1473.0
2016-08-16 01:00:00	ES	Futures	2369.08	2369.36	2368.0	2368.54	3051.0
2016-08-16 01:30:00	ES	Futures	2368.54	2368.81	2368.0	2368.0	2133.0
2016-08-16 02:00:00	ES	Futures	2368.27	2369.36	2368.0	2368.81	4693.0
2016-08-16 02:30:00	ES	Futures	2368.81	2369.08	2368.27	2368.81	3129.0
2016-08-16 03:00:00	ES	Futures	2369.08	2369.08	2365.83	2367.19	18501.0
2016-08-16 03:30:00	ES	Futures	2367.19	2368.27	2366.92	2367.19	8476.0
2016-08-16 04:00:00	ES	Futures	2367.19	2368.0	2365.83	2367.19	9439.0
2016-08-16 04:30:00	ES	Futures	2366.92	2367.46	2366.1	2366.64	3850.0
2016-08-16 05:00:00	ES	Futures	2366.92	2371.25	2366.64	2370.71	14394.0
2016-08-16 05:30:00	ES	Futures	2370.98	2371.25	2369.9	2370.17	5058.0
2016-08-16 06:00:00	ES	Futures	2370.17	2370.17	2366.64	2367.73	8346.0
2016-08-16 06:30:00	ES	Futures	2367.73	2369.08	2367.46	2368.81	7229.0
2016-08-16 07:00:00	ES	Futures	2369.08	2369.36	2368.54	2369.36	5226.0
2016-08-16 07:30:00	ES	Futures	2369.63	2369.63	2366.92	2367.46	7671.0
2016-08-16 08:00:00	ES	Futures	2367.73	2368.0	2366.92	2367.19	9468.0
2016-08-16 08:30:00	ES	Futures	2366.92	2368.0	2365.02	2366.37	35940.0
2016-08-16 09:00:00	ES	Futures	2366.37	2366.92	2365.83	2366.64	19583.0
2016-08-16 09:30:00	ES	Futures	2366.37	2367.19	2361.49	2364.2	196635.0
2016-08-16 10:00:00	ES	Futures	2364.2	2367.46	2363.66	2364.47	123503.0
2016-08-16 10:30:00	ES	Futures	2364.47	2365.83	2362.3	2363.39	99542.0
2016-08-16 11:00:00	ES	Futures	2363.12	2366.92	2362.85	2365.56	74200.0
2016-08-16 11:30:00	ES	Futures	2365.83	2366.1	2363.39	2365.02	56197.0
2016-08-16 12:00:00	ES	Futures	2365.29	2365.29	2363.66	2364.2	39588.0
2016-08-16 12:30:00	ES	Futures	2363.93	2366.37	2363.39	2366.1	35404.0
2016-08-16 13:00:00	ES	Futures	2366.1	2366.37	2361.76	2363.12	57861.0
2016-08-16 13:30:00	ES	Futures	2362.85	2363.39	2361.76	2362.85	57238.0
2016-08-16 14:00:00	ES	Futures	2362.85	2363.93	2360.68	2362.58	73945.0
2016-08-16 14:30:00	ES	Futures	2362.3	2364.75	2361.76	2364.2	81129.0
2016-08-16 15:00:00	ES	Futures	2364.2	2364.47	2362.85	2363.39	52909.0
2016-08-16 15:30:00	ES	Futures	2363.39	2364.2	2359.59	2359.59	146317.0
2016-08-16 16:00:00	ES	Futures	2359.59	2362.85	2359.59	2361.49	89573.0
2016-08-16 16:30:00	ES	Futures	2362.03	2363.12	2360.95	2362.85	8751.0
2016-08-16 18:00:00	ES	Futures	2362.03	2363.12	2361.76	2362.85	3327.0
2016-08-16 18:30:00	ES	Futures	2362.58	2363.12	2361.76	2362.03	912.0
2016-08-16 19:00:00	ES	Futures	2362.3	2363.39	2362.03	2363.39	957.0
2016-08-16 19:30:00	ES	Futures	2363.12	2363.39	2362.58	2362.85	880.0
2016-08-16 20:00:00	ES	Futures	2362.85	2364.75	2362.85	2363.93	4248.0
2016-08-16 20:30:00	ES	Futures	2363.93	2364.47	2363.66	2363.66	1532.0
2016-08-16 21:00:00	ES	Futures	2363.66	2364.2	2363.39	2363.66	2734.0
2016-08-16 21:30:00	ES	Futures	2363.66	2363.93	2362.85	2363.66	1929.0
2016-08-16 22:00:00	ES	Futures	2363.66	2363.93	2362.85	2363.12	1111.0
2016-08-16 22:30:00	ES	Futures	2363.12	2363.93	2363.12	2363.39	1250.0
2016-08-16 23:00:00	ES	Futures	2363.39	2363.66	2362.85	2362.85	1118.0
2016-08-16 23:30:00	ES	Futures	2363.12	2363.66	2363.12	2363.12	783.0
2016-08-16 00:00:00	NQ	Futures	5744.35	5745.24	5744.05	5744.65	46.0
2016-08-16 00:30:00	NQ	Futures	5744.65	5746.73	5744.65	5746.14	207.0
2016-08-16 01:00:00	NQ	Futures	5746.14	5746.14	5743.75	5745.24	186.0
2016-08-16 01:30:00	NQ	Futures	5745.24	5745.24	5743.75	5744.05	163.0

> showing 50 of 3,002 rows — these rows as CSV

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