PREVIEW / futures_30min / 2016-08-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-25.parquet
  size:    74 KB
  rows:    2,907

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
2016-08-25 00:00:00	ES	Futures	2359.86	2359.86	2359.05	2359.59	793.0
2016-08-25 00:30:00	ES	Futures	2359.59	2359.86	2359.32	2359.32	1198.0
2016-08-25 01:00:00	ES	Futures	2359.59	2359.86	2359.05	2359.05	718.0
2016-08-25 01:30:00	ES	Futures	2359.05	2360.14	2358.78	2359.86	1236.0
2016-08-25 02:00:00	ES	Futures	2360.14	2360.41	2358.24	2359.05	4131.0
2016-08-25 02:30:00	ES	Futures	2359.32	2359.32	2357.97	2358.78	2706.0
2016-08-25 03:00:00	ES	Futures	2359.05	2359.05	2355.53	2356.61	19047.0
2016-08-25 03:30:00	ES	Futures	2356.61	2357.15	2355.25	2356.61	11417.0
2016-08-25 04:00:00	ES	Futures	2356.88	2356.88	2354.17	2354.98	12538.0
2016-08-25 04:30:00	ES	Futures	2354.71	2355.25	2353.63	2354.17	11862.0
2016-08-25 05:00:00	ES	Futures	2354.17	2357.97	2353.63	2357.69	10425.0
2016-08-25 05:30:00	ES	Futures	2357.69	2359.32	2356.07	2356.61	13064.0
2016-08-25 06:00:00	ES	Futures	2356.61	2357.15	2355.53	2355.8	7319.0
2016-08-25 06:30:00	ES	Futures	2355.8	2356.07	2353.36	2354.44	9822.0
2016-08-25 07:00:00	ES	Futures	2354.44	2354.71	2352.81	2354.71	16511.0
2016-08-25 07:30:00	ES	Futures	2354.44	2354.98	2353.08	2354.98	11099.0
2016-08-25 08:00:00	ES	Futures	2354.98	2355.25	2353.9	2354.98	8979.0
2016-08-25 08:30:00	ES	Futures	2354.98	2355.53	2353.36	2353.63	17036.0
2016-08-25 09:00:00	ES	Futures	2353.36	2354.71	2352.54	2353.08	19621.0
2016-08-25 09:30:00	ES	Futures	2353.08	2356.88	2351.46	2355.53	188148.0
2016-08-25 10:00:00	ES	Futures	2355.25	2359.05	2353.9	2357.69	124348.0
2016-08-25 10:30:00	ES	Futures	2357.69	2358.78	2355.53	2357.97	97150.0
2016-08-25 11:00:00	ES	Futures	2357.69	2361.76	2357.69	2360.14	110660.0
2016-08-25 11:30:00	ES	Futures	2360.14	2361.22	2357.97	2359.32	54538.0
2016-08-25 12:00:00	ES	Futures	2359.32	2359.32	2356.61	2358.24	53908.0
2016-08-25 12:30:00	ES	Futures	2357.97	2360.14	2357.97	2359.05	39073.0
2016-08-25 13:00:00	ES	Futures	2359.05	2359.86	2357.42	2359.05	44655.0
2016-08-25 13:30:00	ES	Futures	2359.32	2359.32	2353.36	2354.98	90700.0
2016-08-25 14:00:00	ES	Futures	2354.98	2356.07	2351.73	2353.63	91280.0
2016-08-25 14:30:00	ES	Futures	2353.63	2354.98	2351.46	2352.54	87772.0
2016-08-25 15:00:00	ES	Futures	2352.27	2355.8	2351.19	2354.71	78631.0
2016-08-25 15:30:00	ES	Futures	2354.44	2356.07	2352.54	2355.8	136786.0
2016-08-25 16:00:00	ES	Futures	2355.8	2358.51	2355.8	2357.42	79207.0
2016-08-25 16:30:00	ES	Futures	2357.97	2358.78	2357.69	2358.78	7327.0
2016-08-25 18:00:00	ES	Futures	2358.24	2359.32	2357.97	2358.51	2945.0
2016-08-25 18:30:00	ES	Futures	2358.78	2359.05	2358.78	2358.78	503.0
2016-08-25 19:00:00	ES	Futures	2359.05	2359.32	2358.78	2358.78	696.0
2016-08-25 19:30:00	ES	Futures	2358.78	2359.05	2357.97	2358.78	1429.0
2016-08-25 20:00:00	ES	Futures	2358.78	2358.78	2357.42	2357.69	2614.0
2016-08-25 20:30:00	ES	Futures	2357.69	2357.97	2357.15	2357.15	1595.0
2016-08-25 21:00:00	ES	Futures	2357.15	2358.51	2356.88	2357.97	2133.0
2016-08-25 21:30:00	ES	Futures	2357.97	2359.05	2357.69	2358.78	2065.0
2016-08-25 22:00:00	ES	Futures	2359.05	2359.86	2358.24	2359.05	3822.0
2016-08-25 22:30:00	ES	Futures	2359.32	2359.59	2358.51	2358.78	837.0
2016-08-25 23:00:00	ES	Futures	2358.78	2359.32	2358.51	2358.78	664.0
2016-08-25 23:30:00	ES	Futures	2358.51	2359.05	2357.97	2358.51	1418.0
2016-08-25 00:00:00	NQ	Futures	5709.18	5709.18	5706.79	5708.28	189.0
2016-08-25 00:30:00	NQ	Futures	5708.28	5708.58	5707.39	5707.69	225.0
2016-08-25 01:00:00	NQ	Futures	5707.69	5707.99	5706.2	5707.09	128.0
2016-08-25 01:30:00	NQ	Futures	5706.79	5710.67	5706.5	5710.37	262.0

> showing 50 of 2,907 rows — these rows as CSV

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