PREVIEW / futures_30min / 2016-08-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-17.parquet
  size:    84 KB
  rows:    3,032

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
2016-08-17 00:00:00	ES	Futures	2363.12	2363.66	2362.85	2363.39	575.0
2016-08-17 00:30:00	ES	Futures	2363.12	2363.39	2362.85	2363.39	1003.0
2016-08-17 01:00:00	ES	Futures	2363.39	2363.93	2363.12	2363.39	1519.0
2016-08-17 01:30:00	ES	Futures	2363.66	2363.93	2363.12	2363.66	730.0
2016-08-17 02:00:00	ES	Futures	2363.66	2365.56	2363.66	2365.56	4135.0
2016-08-17 02:30:00	ES	Futures	2365.29	2365.56	2364.47	2364.75	2767.0
2016-08-17 03:00:00	ES	Futures	2364.75	2365.83	2361.76	2363.39	17346.0
2016-08-17 03:30:00	ES	Futures	2363.39	2363.66	2359.59	2359.86	13723.0
2016-08-17 04:00:00	ES	Futures	2360.14	2360.14	2357.69	2358.51	13446.0
2016-08-17 04:30:00	ES	Futures	2358.78	2360.68	2358.51	2359.59	8406.0
2016-08-17 05:00:00	ES	Futures	2359.86	2361.76	2359.59	2360.41	6138.0
2016-08-17 05:30:00	ES	Futures	2360.41	2362.03	2360.41	2361.49	4010.0
2016-08-17 06:00:00	ES	Futures	2361.49	2362.03	2360.95	2361.22	3662.0
2016-08-17 06:30:00	ES	Futures	2360.95	2361.22	2359.86	2360.14	5605.0
2016-08-17 07:00:00	ES	Futures	2360.41	2360.41	2359.32	2360.41	7281.0
2016-08-17 07:30:00	ES	Futures	2360.41	2362.58	2360.41	2361.49	9861.0
2016-08-17 08:00:00	ES	Futures	2361.76	2362.3	2360.68	2360.95	13495.0
2016-08-17 08:30:00	ES	Futures	2361.22	2361.76	2360.95	2361.76	5732.0
2016-08-17 09:00:00	ES	Futures	2361.49	2362.03	2359.86	2359.86	21248.0
2016-08-17 09:30:00	ES	Futures	2360.14	2360.95	2352.81	2352.81	216860.0
2016-08-17 10:00:00	ES	Futures	2353.08	2354.44	2352.27	2353.36	116624.0
2016-08-17 10:30:00	ES	Futures	2353.36	2355.25	2352.27	2353.63	126104.0
2016-08-17 11:00:00	ES	Futures	2353.36	2354.71	2350.64	2351.19	82112.0
2016-08-17 11:30:00	ES	Futures	2351.19	2351.73	2349.02	2349.83	77283.0
2016-08-17 12:00:00	ES	Futures	2349.83	2353.63	2349.56	2353.08	47301.0
2016-08-17 12:30:00	ES	Futures	2353.08	2358.51	2352.81	2357.42	92387.0
2016-08-17 13:00:00	ES	Futures	2357.42	2357.97	2356.07	2357.15	39701.0
2016-08-17 13:30:00	ES	Futures	2356.88	2361.22	2356.61	2357.15	84301.0
2016-08-17 14:00:00	ES	Futures	2357.15	2364.47	2353.08	2361.76	198911.0
2016-08-17 14:30:00	ES	Futures	2362.03	2363.12	2359.05	2362.03	107045.0
2016-08-17 15:00:00	ES	Futures	2362.03	2363.39	2359.32	2363.12	102196.0
2016-08-17 15:30:00	ES	Futures	2363.12	2365.83	2362.3	2363.93	162544.0
2016-08-17 16:00:00	ES	Futures	2363.66	2365.83	2363.39	2364.75	59473.0
2016-08-17 16:30:00	ES	Futures	2364.47	2366.92	2364.47	2365.56	10398.0
2016-08-17 18:00:00	ES	Futures	2365.56	2366.64	2365.29	2365.56	2193.0
2016-08-17 18:30:00	ES	Futures	2365.56	2365.83	2364.75	2365.02	1065.0
2016-08-17 19:00:00	ES	Futures	2365.02	2365.56	2364.75	2364.75	1448.0
2016-08-17 19:30:00	ES	Futures	2364.75	2365.02	2363.39	2364.75	2972.0
2016-08-17 20:00:00	ES	Futures	2364.75	2365.29	2364.47	2364.47	3472.0
2016-08-17 20:30:00	ES	Futures	2364.47	2365.02	2363.66	2365.02	2932.0
2016-08-17 21:00:00	ES	Futures	2365.29	2366.37	2365.02	2365.56	3083.0
2016-08-17 21:30:00	ES	Futures	2365.83	2367.19	2365.56	2367.19	3158.0
2016-08-17 22:00:00	ES	Futures	2366.92	2367.46	2366.92	2367.46	2148.0
2016-08-17 22:30:00	ES	Futures	2367.19	2367.46	2366.64	2367.19	2693.0
2016-08-17 23:00:00	ES	Futures	2367.19	2367.46	2366.92	2367.46	931.0
2016-08-17 23:30:00	ES	Futures	2367.19	2367.46	2366.64	2366.64	1419.0
2016-08-17 00:00:00	NQ	Futures	5726.76	5727.36	5725.57	5725.87	79.0
2016-08-17 00:30:00	NQ	Futures	5725.87	5727.36	5725.87	5727.06	116.0
2016-08-17 01:00:00	NQ	Futures	5726.76	5729.45	5726.76	5728.25	274.0
2016-08-17 01:30:00	NQ	Futures	5728.25	5728.85	5727.36	5728.85	132.0

> showing 50 of 3,032 rows — these rows as CSV

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