PREVIEW / futures_30min / 2016-08-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-23.parquet
  size:    78 KB
  rows:    2,951

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
2016-08-23 00:00:00	ES	Futures	2367.46	2368.27	2367.46	2367.73	1917.0
2016-08-23 00:30:00	ES	Futures	2367.46	2367.73	2366.92	2366.92	1532.0
2016-08-23 01:00:00	ES	Futures	2366.92	2367.19	2366.37	2367.19	2006.0
2016-08-23 01:30:00	ES	Futures	2366.92	2367.19	2366.37	2366.92	739.0
2016-08-23 02:00:00	ES	Futures	2366.64	2368.0	2366.37	2367.19	3065.0
2016-08-23 02:30:00	ES	Futures	2367.19	2367.73	2366.1	2367.46	2817.0
2016-08-23 03:00:00	ES	Futures	2367.46	2368.81	2366.92	2367.46	17613.0
2016-08-23 03:30:00	ES	Futures	2367.46	2369.36	2367.19	2368.54	9866.0
2016-08-23 04:00:00	ES	Futures	2368.81	2372.61	2368.54	2372.07	20819.0
2016-08-23 04:30:00	ES	Futures	2371.8	2372.61	2370.44	2371.25	11009.0
2016-08-23 05:00:00	ES	Futures	2371.25	2371.53	2369.63	2370.98	6030.0
2016-08-23 05:30:00	ES	Futures	2370.98	2372.61	2370.98	2372.07	8046.0
2016-08-23 06:00:00	ES	Futures	2372.07	2373.42	2371.53	2371.53	7831.0
2016-08-23 06:30:00	ES	Futures	2371.8	2372.34	2370.71	2371.25	6589.0
2016-08-23 07:00:00	ES	Futures	2370.98	2372.88	2370.98	2371.8	9742.0
2016-08-23 07:30:00	ES	Futures	2371.8	2372.34	2370.98	2371.53	6144.0
2016-08-23 08:00:00	ES	Futures	2371.8	2372.07	2370.44	2371.53	10925.0
2016-08-23 08:30:00	ES	Futures	2371.53	2372.61	2370.98	2372.61	9327.0
2016-08-23 09:00:00	ES	Futures	2372.61	2373.97	2372.34	2373.15	23260.0
2016-08-23 09:30:00	ES	Futures	2373.15	2376.95	2373.15	2376.41	203007.0
2016-08-23 10:00:00	ES	Futures	2376.14	2377.22	2374.78	2375.86	113039.0
2016-08-23 10:30:00	ES	Futures	2375.59	2376.68	2373.97	2375.59	66097.0
2016-08-23 11:00:00	ES	Futures	2375.86	2375.86	2372.88	2373.97	78321.0
2016-08-23 11:30:00	ES	Futures	2373.97	2375.05	2373.15	2373.69	45631.0
2016-08-23 12:00:00	ES	Futures	2373.42	2373.97	2371.8	2372.61	51899.0
2016-08-23 12:30:00	ES	Futures	2372.61	2373.69	2370.71	2372.07	45819.0
2016-08-23 13:00:00	ES	Futures	2372.07	2373.97	2371.25	2373.15	37319.0
2016-08-23 13:30:00	ES	Futures	2373.42	2373.69	2372.07	2372.88	30335.0
2016-08-23 14:00:00	ES	Futures	2372.61	2373.42	2371.25	2372.88	29583.0
2016-08-23 14:30:00	ES	Futures	2372.88	2373.15	2371.25	2372.07	38544.0
2016-08-23 15:00:00	ES	Futures	2371.8	2373.15	2371.25	2371.8	36475.0
2016-08-23 15:30:00	ES	Futures	2371.8	2372.07	2369.63	2370.17	105339.0
2016-08-23 16:00:00	ES	Futures	2370.17	2370.98	2369.63	2370.44	49237.0
2016-08-23 16:30:00	ES	Futures	2370.71	2371.25	2370.71	2370.71	5796.0
2016-08-23 18:00:00	ES	Futures	2370.98	2371.53	2369.9	2370.44	2597.0
2016-08-23 18:30:00	ES	Futures	2370.44	2370.71	2370.17	2370.44	357.0
2016-08-23 19:00:00	ES	Futures	2370.44	2370.98	2370.44	2370.98	295.0
2016-08-23 19:30:00	ES	Futures	2370.98	2371.8	2370.71	2371.25	1177.0
2016-08-23 20:00:00	ES	Futures	2370.98	2372.34	2370.98	2371.53	2042.0
2016-08-23 20:30:00	ES	Futures	2371.53	2371.8	2370.98	2371.53	1592.0
2016-08-23 21:00:00	ES	Futures	2371.53	2371.53	2370.71	2370.71	2219.0
2016-08-23 21:30:00	ES	Futures	2370.71	2371.25	2368.81	2369.36	4345.0
2016-08-23 22:00:00	ES	Futures	2369.36	2369.63	2368.81	2369.36	1644.0
2016-08-23 22:30:00	ES	Futures	2369.08	2369.36	2367.46	2368.0	4607.0
2016-08-23 23:00:00	ES	Futures	2368.0	2369.08	2367.73	2368.54	1438.0
2016-08-23 23:30:00	ES	Futures	2368.54	2369.63	2368.54	2369.36	1650.0
2016-08-23 00:00:00	NQ	Futures	5740.77	5742.26	5740.18	5740.77	346.0
2016-08-23 00:30:00	NQ	Futures	5740.77	5741.07	5739.28	5739.58	178.0
2016-08-23 01:00:00	NQ	Futures	5739.28	5740.18	5737.79	5739.28	158.0
2016-08-23 01:30:00	NQ	Futures	5738.98	5740.18	5738.09	5738.68	99.0

> showing 50 of 2,951 rows — these rows as CSV

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