PREVIEW / futures_30min / 2016-08-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-22.parquet
  size:    79 KB
  rows:    2,955

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
2016-08-22 00:00:00	ES	Futures	2362.58	2362.85	2361.49	2361.76	845.0
2016-08-22 00:30:00	ES	Futures	2361.49	2362.3	2361.22	2362.03	1289.0
2016-08-22 01:00:00	ES	Futures	2362.3	2362.58	2361.49	2362.58	875.0
2016-08-22 01:30:00	ES	Futures	2362.58	2362.85	2361.76	2362.03	1380.0
2016-08-22 02:00:00	ES	Futures	2362.03	2362.3	2361.22	2362.03	3052.0
2016-08-22 02:30:00	ES	Futures	2362.03	2362.3	2361.22	2362.3	2214.0
2016-08-22 03:00:00	ES	Futures	2362.3	2364.75	2359.86	2364.2	21513.0
2016-08-22 03:30:00	ES	Futures	2364.47	2366.64	2364.2	2366.1	13990.0
2016-08-22 04:00:00	ES	Futures	2366.1	2369.08	2366.1	2367.46	14501.0
2016-08-22 04:30:00	ES	Futures	2367.73	2368.81	2367.46	2368.0	5881.0
2016-08-22 05:00:00	ES	Futures	2368.0	2369.63	2365.29	2365.29	15237.0
2016-08-22 05:30:00	ES	Futures	2365.29	2367.46	2365.02	2366.1	12256.0
2016-08-22 06:00:00	ES	Futures	2365.83	2366.37	2362.3	2363.39	13303.0
2016-08-22 06:30:00	ES	Futures	2363.39	2363.66	2360.95	2361.22	9992.0
2016-08-22 07:00:00	ES	Futures	2361.22	2362.03	2360.14	2361.49	17801.0
2016-08-22 07:30:00	ES	Futures	2361.76	2362.03	2360.68	2361.49	7568.0
2016-08-22 08:00:00	ES	Futures	2361.22	2363.12	2360.95	2363.12	11736.0
2016-08-22 08:30:00	ES	Futures	2362.85	2363.66	2362.03	2362.03	10513.0
2016-08-22 09:00:00	ES	Futures	2362.03	2363.12	2361.49	2362.85	16813.0
2016-08-22 09:30:00	ES	Futures	2362.58	2363.12	2357.69	2360.95	212680.0
2016-08-22 10:00:00	ES	Futures	2360.68	2367.46	2358.78	2366.37	120338.0
2016-08-22 10:30:00	ES	Futures	2366.37	2367.73	2366.1	2366.1	63253.0
2016-08-22 11:00:00	ES	Futures	2366.1	2367.19	2359.59	2359.86	106805.0
2016-08-22 11:30:00	ES	Futures	2360.14	2362.58	2359.32	2361.76	71702.0
2016-08-22 12:00:00	ES	Futures	2361.76	2368.54	2360.14	2367.19	90421.0
2016-08-22 12:30:00	ES	Futures	2366.92	2367.46	2363.93	2364.75	65457.0
2016-08-22 13:00:00	ES	Futures	2365.02	2365.83	2359.59	2361.49	97149.0
2016-08-22 13:30:00	ES	Futures	2361.76	2365.56	2360.41	2364.47	77189.0
2016-08-22 14:00:00	ES	Futures	2364.47	2366.37	2362.3	2362.58	97673.0
2016-08-22 14:30:00	ES	Futures	2362.58	2365.29	2362.03	2363.39	76741.0
2016-08-22 15:00:00	ES	Futures	2363.39	2365.83	2363.39	2365.29	69584.0
2016-08-22 15:30:00	ES	Futures	2365.29	2365.83	2363.93	2365.29	118708.0
2016-08-22 16:00:00	ES	Futures	2365.29	2366.64	2365.02	2366.64	55952.0
2016-08-22 16:30:00	ES	Futures	2366.37	2366.64	2364.75	2365.83	6604.0
2016-08-22 18:00:00	ES	Futures	2365.56	2366.1	2364.75	2366.1	1878.0
2016-08-22 18:30:00	ES	Futures	2366.1	2366.1	2364.75	2365.29	1234.0
2016-08-22 19:00:00	ES	Futures	2365.29	2365.29	2364.2	2365.02	783.0
2016-08-22 19:30:00	ES	Futures	2364.75	2365.02	2364.47	2364.75	438.0
2016-08-22 20:00:00	ES	Futures	2364.47	2365.02	2363.93	2364.75	1968.0
2016-08-22 20:30:00	ES	Futures	2364.75	2365.29	2364.47	2365.02	1167.0
2016-08-22 21:00:00	ES	Futures	2365.02	2366.92	2364.75	2366.64	3316.0
2016-08-22 21:30:00	ES	Futures	2366.92	2366.92	2365.29	2365.56	3458.0
2016-08-22 22:00:00	ES	Futures	2365.56	2365.83	2365.02	2365.56	1345.0
2016-08-22 22:30:00	ES	Futures	2365.56	2365.83	2365.02	2365.56	1356.0
2016-08-22 23:00:00	ES	Futures	2365.56	2366.37	2365.56	2365.83	1116.0
2016-08-22 23:30:00	ES	Futures	2365.83	2367.73	2365.56	2367.46	2678.0
2016-08-22 00:00:00	NQ	Futures	5721.4	5721.7	5718.72	5718.72	105.0
2016-08-22 00:30:00	NQ	Futures	5718.72	5720.21	5717.82	5719.91	128.0
2016-08-22 01:00:00	NQ	Futures	5719.91	5721.1	5718.12	5721.1	159.0
2016-08-22 01:30:00	NQ	Futures	5721.1	5721.4	5719.61	5720.5	180.0

> showing 50 of 2,955 rows — these rows as CSV

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