PREVIEW / futures_30min / 2016-08-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-18.parquet
  size:    80 KB
  rows:    3,015

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
2016-08-18 00:00:00	ES	Futures	2366.92	2366.92	2365.83	2366.64	1057.0
2016-08-18 00:30:00	ES	Futures	2366.37	2366.92	2365.83	2366.64	1239.0
2016-08-18 01:00:00	ES	Futures	2366.64	2367.46	2366.37	2366.92	893.0
2016-08-18 01:30:00	ES	Futures	2366.64	2366.64	2365.29	2365.83	2950.0
2016-08-18 02:00:00	ES	Futures	2366.1	2367.19	2365.56	2366.1	5226.0
2016-08-18 02:30:00	ES	Futures	2365.83	2366.92	2365.29	2366.64	3621.0
2016-08-18 03:00:00	ES	Futures	2366.37	2367.73	2364.2	2364.47	12258.0
2016-08-18 03:30:00	ES	Futures	2364.2	2365.29	2364.2	2364.75	6678.0
2016-08-18 04:00:00	ES	Futures	2364.75	2365.83	2364.47	2364.75	7472.0
2016-08-18 04:30:00	ES	Futures	2365.02	2365.56	2364.47	2365.02	5498.0
2016-08-18 05:00:00	ES	Futures	2364.75	2366.1	2364.47	2364.47	5451.0
2016-08-18 05:30:00	ES	Futures	2364.47	2364.75	2363.39	2363.39	4686.0
2016-08-18 06:00:00	ES	Futures	2363.66	2364.75	2363.39	2364.47	5178.0
2016-08-18 06:30:00	ES	Futures	2364.47	2364.75	2363.66	2363.93	4582.0
2016-08-18 07:00:00	ES	Futures	2363.66	2364.2	2362.3	2362.85	10837.0
2016-08-18 07:30:00	ES	Futures	2363.12	2363.39	2360.68	2361.22	10085.0
2016-08-18 08:00:00	ES	Futures	2361.22	2362.3	2360.68	2362.03	12088.0
2016-08-18 08:30:00	ES	Futures	2362.03	2362.85	2361.76	2362.03	12385.0
2016-08-18 09:00:00	ES	Futures	2362.03	2363.93	2361.76	2363.39	13565.0
2016-08-18 09:30:00	ES	Futures	2363.39	2366.64	2362.3	2365.02	180733.0
2016-08-18 10:00:00	ES	Futures	2365.02	2366.64	2363.93	2365.56	108415.0
2016-08-18 10:30:00	ES	Futures	2365.29	2369.36	2365.29	2368.81	95963.0
2016-08-18 11:00:00	ES	Futures	2369.08	2369.08	2366.92	2368.54	78177.0
2016-08-18 11:30:00	ES	Futures	2368.54	2368.81	2366.1	2366.37	43534.0
2016-08-18 12:00:00	ES	Futures	2366.64	2366.64	2363.12	2363.39	63585.0
2016-08-18 12:30:00	ES	Futures	2363.66	2365.02	2362.58	2363.93	55635.0
2016-08-18 13:00:00	ES	Futures	2364.2	2366.1	2363.93	2365.02	47016.0
2016-08-18 13:30:00	ES	Futures	2365.29	2367.46	2365.02	2366.37	38776.0
2016-08-18 14:00:00	ES	Futures	2366.37	2367.46	2365.56	2366.92	33921.0
2016-08-18 14:30:00	ES	Futures	2366.64	2367.19	2365.02	2366.37	49416.0
2016-08-18 15:00:00	ES	Futures	2366.37	2369.08	2366.37	2368.27	60967.0
2016-08-18 15:30:00	ES	Futures	2368.54	2369.63	2367.19	2369.36	121641.0
2016-08-18 16:00:00	ES	Futures	2369.36	2369.63	2368.0	2368.27	55066.0
2016-08-18 16:30:00	ES	Futures	2368.27	2368.81	2368.0	2368.0	5862.0
2016-08-18 18:00:00	ES	Futures	2368.54	2369.36	2368.27	2368.81	1736.0
2016-08-18 18:30:00	ES	Futures	2368.81	2369.08	2368.54	2368.81	539.0
2016-08-18 19:00:00	ES	Futures	2368.81	2368.81	2368.27	2368.54	467.0
2016-08-18 19:30:00	ES	Futures	2368.54	2369.36	2368.54	2368.81	665.0
2016-08-18 20:00:00	ES	Futures	2368.81	2369.08	2368.0	2368.0	2684.0
2016-08-18 20:30:00	ES	Futures	2368.0	2368.54	2367.73	2368.27	1025.0
2016-08-18 21:00:00	ES	Futures	2368.54	2369.36	2368.27	2368.54	2057.0
2016-08-18 21:30:00	ES	Futures	2368.54	2369.08	2366.92	2367.46	3666.0
2016-08-18 22:00:00	ES	Futures	2367.19	2367.46	2366.1	2366.92	4947.0
2016-08-18 22:30:00	ES	Futures	2366.64	2367.19	2366.37	2366.92	2114.0
2016-08-18 23:00:00	ES	Futures	2367.19	2367.19	2366.37	2366.92	864.0
2016-08-18 23:30:00	ES	Futures	2367.19	2368.0	2366.64	2367.73	1796.0
2016-08-18 00:00:00	NQ	Futures	5735.7	5736.0	5733.62	5735.11	210.0
2016-08-18 00:30:00	NQ	Futures	5735.41	5735.7	5733.92	5735.7	178.0
2016-08-18 01:00:00	NQ	Futures	5735.41	5736.9	5735.11	5735.41	92.0
2016-08-18 01:30:00	NQ	Futures	5735.41	5735.41	5732.43	5732.43	517.0

> showing 50 of 3,015 rows — these rows as CSV

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