PREVIEW / futures_30min / 2016-08-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-19.parquet
  size:    69 KB
  rows:    2,460

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
2016-08-19 00:00:00	ES	Futures	2368.0	2368.0	2367.46	2367.73	703.0
2016-08-19 00:30:00	ES	Futures	2367.73	2368.0	2367.46	2367.73	571.0
2016-08-19 01:00:00	ES	Futures	2368.0	2368.27	2367.73	2368.0	912.0
2016-08-19 01:30:00	ES	Futures	2367.73	2368.27	2367.46	2368.0	798.0
2016-08-19 02:00:00	ES	Futures	2368.0	2368.81	2367.73	2368.27	2874.0
2016-08-19 02:30:00	ES	Futures	2368.27	2368.81	2368.0	2368.27	1938.0
2016-08-19 03:00:00	ES	Futures	2368.27	2368.81	2364.47	2364.75	19055.0
2016-08-19 03:30:00	ES	Futures	2364.47	2365.83	2363.12	2363.93	11857.0
2016-08-19 04:00:00	ES	Futures	2363.93	2364.2	2360.14	2360.68	14229.0
2016-08-19 04:30:00	ES	Futures	2360.68	2361.22	2359.59	2360.41	7705.0
2016-08-19 05:00:00	ES	Futures	2360.41	2362.58	2360.41	2362.03	7801.0
2016-08-19 05:30:00	ES	Futures	2362.03	2362.58	2361.49	2362.3	4875.0
2016-08-19 06:00:00	ES	Futures	2362.03	2364.2	2362.03	2362.85	9742.0
2016-08-19 06:30:00	ES	Futures	2362.58	2363.12	2361.49	2361.76	6485.0
2016-08-19 07:00:00	ES	Futures	2361.49	2363.12	2361.22	2362.58	4838.0
2016-08-19 07:30:00	ES	Futures	2362.58	2362.58	2360.41	2360.68	7360.0
2016-08-19 08:00:00	ES	Futures	2360.68	2362.3	2359.86	2362.3	11507.0
2016-08-19 08:30:00	ES	Futures	2362.03	2363.39	2361.76	2362.85	13965.0
2016-08-19 09:00:00	ES	Futures	2362.85	2363.93	2361.76	2363.12	32765.0
2016-08-19 09:30:00	ES	Futures	2363.39	2363.66	2356.61	2357.97	233068.0
2016-08-19 10:00:00	ES	Futures	2357.97	2364.2	2357.69	2363.93	147974.0
2016-08-19 10:30:00	ES	Futures	2363.93	2366.37	2363.12	2363.93	108762.0
2016-08-19 11:00:00	ES	Futures	2363.93	2365.56	2363.12	2365.29	62214.0
2016-08-19 11:30:00	ES	Futures	2365.29	2365.83	2363.39	2365.29	49507.0
2016-08-19 12:00:00	ES	Futures	2365.56	2366.37	2363.66	2365.56	46312.0
2016-08-19 12:30:00	ES	Futures	2365.56	2365.83	2360.14	2361.22	91050.0
2016-08-19 13:00:00	ES	Futures	2361.22	2362.58	2360.68	2361.76	51841.0
2016-08-19 13:30:00	ES	Futures	2362.03	2364.47	2360.68	2363.39	61020.0
2016-08-19 14:00:00	ES	Futures	2363.39	2364.75	2363.12	2363.93	36111.0
2016-08-19 14:30:00	ES	Futures	2364.2	2367.19	2363.66	2366.37	52695.0
2016-08-19 15:00:00	ES	Futures	2366.37	2367.73	2365.29	2367.46	71770.0
2016-08-19 15:30:00	ES	Futures	2367.46	2368.0	2365.83	2366.1	149853.0
2016-08-19 16:00:00	ES	Futures	2366.1	2366.92	2365.56	2366.64	71484.0
2016-08-19 16:30:00	ES	Futures	2366.64	2367.46	2366.1	2367.46	6505.0
2016-08-19 00:00:00	NQ	Futures	5727.95	5728.55	5727.06	5727.95	115.0
2016-08-19 00:30:00	NQ	Futures	5727.95	5728.55	5727.06	5727.95	151.0
2016-08-19 01:00:00	NQ	Futures	5728.25	5729.15	5727.95	5729.15	189.0
2016-08-19 01:30:00	NQ	Futures	5728.85	5729.15	5727.66	5728.55	89.0
2016-08-19 02:00:00	NQ	Futures	5728.85	5732.13	5728.85	5730.64	589.0
2016-08-19 02:30:00	NQ	Futures	5730.34	5730.94	5728.55	5730.04	243.0
2016-08-19 03:00:00	NQ	Futures	5730.34	5731.23	5718.42	5719.01	2513.0
2016-08-19 03:30:00	NQ	Futures	5719.01	5722.59	5715.73	5716.63	1769.0
2016-08-19 04:00:00	NQ	Futures	5716.93	5717.23	5709.18	5710.67	1964.0
2016-08-19 04:30:00	NQ	Futures	5710.37	5713.95	5708.28	5712.16	1321.0
2016-08-19 05:00:00	NQ	Futures	5712.16	5716.93	5711.86	5715.14	722.0
2016-08-19 05:30:00	NQ	Futures	5715.14	5717.52	5713.95	5715.44	355.0
2016-08-19 06:00:00	NQ	Futures	5716.03	5720.21	5715.73	5718.12	803.0
2016-08-19 06:30:00	NQ	Futures	5718.12	5719.01	5714.54	5715.44	1018.0
2016-08-19 07:00:00	NQ	Futures	5714.84	5719.31	5714.54	5717.23	712.0
2016-08-19 07:30:00	NQ	Futures	5716.93	5717.52	5712.75	5714.24	961.0

> showing 50 of 2,460 rows — these rows as CSV

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