PREVIEW / futures_30min / 2016-08-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-29.parquet
  size:    75 KB
  rows:    2,845

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
2016-08-29 00:00:00	ES	Futures	2350.37	2350.92	2350.37	2350.64	459.0
2016-08-29 00:30:00	ES	Futures	2350.64	2350.64	2349.83	2350.37	676.0
2016-08-29 01:00:00	ES	Futures	2350.37	2351.19	2350.1	2351.19	1341.0
2016-08-29 01:30:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	990.0
2016-08-29 02:00:00	ES	Futures	2351.19	2351.46	2350.1	2350.92	2582.0
2016-08-29 02:30:00	ES	Futures	2350.92	2351.19	2350.37	2350.64	2062.0
2016-08-29 03:00:00	ES	Futures	2350.64	2352.27	2349.29	2349.83	16145.0
2016-08-29 03:30:00	ES	Futures	2350.1	2350.37	2348.2	2348.47	11397.0
2016-08-29 04:00:00	ES	Futures	2348.47	2350.37	2348.2	2350.1	7776.0
2016-08-29 04:30:00	ES	Futures	2349.83	2352.0	2349.83	2350.64	7492.0
2016-08-29 05:00:00	ES	Futures	2350.92	2350.92	2349.02	2349.02	4052.0
2016-08-29 05:30:00	ES	Futures	2349.29	2351.46	2348.75	2351.46	8902.0
2016-08-29 06:00:00	ES	Futures	2351.46	2351.73	2351.19	2351.73	3050.0
2016-08-29 06:30:00	ES	Futures	2351.73	2353.36	2351.46	2353.08	6262.0
2016-08-29 07:00:00	ES	Futures	2352.81	2353.08	2352.27	2352.54	5114.0
2016-08-29 07:30:00	ES	Futures	2352.54	2353.08	2352.0	2352.54	4201.0
2016-08-29 08:00:00	ES	Futures	2352.54	2354.17	2352.27	2354.17	8347.0
2016-08-29 08:30:00	ES	Futures	2353.9	2355.8	2353.36	2354.44	12571.0
2016-08-29 09:00:00	ES	Futures	2354.44	2354.98	2353.36	2353.9	13611.0
2016-08-29 09:30:00	ES	Futures	2353.63	2361.76	2353.08	2360.68	201867.0
2016-08-29 10:00:00	ES	Futures	2360.41	2362.58	2360.14	2360.95	108402.0
2016-08-29 10:30:00	ES	Futures	2360.95	2363.12	2359.59	2361.49	98915.0
2016-08-29 11:00:00	ES	Futures	2361.49	2363.12	2360.95	2362.85	70743.0
2016-08-29 11:30:00	ES	Futures	2362.85	2366.1	2361.76	2365.29	83344.0
2016-08-29 12:00:00	ES	Futures	2365.29	2366.37	2363.93	2364.47	46975.0
2016-08-29 12:30:00	ES	Futures	2364.47	2366.37	2363.93	2365.83	38045.0
2016-08-29 13:00:00	ES	Futures	2366.1	2366.37	2365.02	2366.1	30528.0
2016-08-29 13:30:00	ES	Futures	2366.1	2367.19	2365.56	2366.64	42387.0
2016-08-29 14:00:00	ES	Futures	2366.64	2366.92	2363.93	2364.47	48921.0
2016-08-29 14:30:00	ES	Futures	2364.47	2365.02	2363.66	2365.02	58900.0
2016-08-29 15:00:00	ES	Futures	2365.02	2365.83	2362.85	2363.66	62960.0
2016-08-29 15:30:00	ES	Futures	2363.66	2364.47	2362.85	2363.93	104857.0
2016-08-29 16:00:00	ES	Futures	2363.66	2364.75	2362.85	2363.93	71190.0
2016-08-29 16:30:00	ES	Futures	2364.2	2365.02	2363.66	2364.75	7705.0
2016-08-29 18:00:00	ES	Futures	2364.75	2365.29	2363.93	2365.02	2184.0
2016-08-29 18:30:00	ES	Futures	2365.02	2365.29	2364.47	2365.02	649.0
2016-08-29 19:00:00	ES	Futures	2365.02	2365.56	2365.02	2365.02	683.0
2016-08-29 19:30:00	ES	Futures	2365.02	2365.29	2364.47	2364.75	1614.0
2016-08-29 20:00:00	ES	Futures	2365.02	2365.56	2364.47	2365.56	1506.0
2016-08-29 20:30:00	ES	Futures	2365.29	2365.56	2365.02	2365.02	1438.0
2016-08-29 21:00:00	ES	Futures	2365.02	2365.56	2364.75	2365.02	951.0
2016-08-29 21:30:00	ES	Futures	2365.02	2365.56	2364.47	2364.47	1887.0
2016-08-29 22:00:00	ES	Futures	2364.47	2364.75	2363.93	2364.2	876.0
2016-08-29 22:30:00	ES	Futures	2364.2	2364.2	2363.66	2363.93	1907.0
2016-08-29 23:00:00	ES	Futures	2363.93	2364.2	2363.39	2363.93	2008.0
2016-08-29 23:30:00	ES	Futures	2363.93	2364.2	2363.39	2363.39	1362.0
2016-08-29 00:00:00	NQ	Futures	5699.04	5700.24	5699.04	5699.34	96.0
2016-08-29 00:30:00	NQ	Futures	5699.34	5699.34	5697.26	5698.45	97.0
2016-08-29 01:00:00	NQ	Futures	5698.15	5700.24	5697.85	5699.64	150.0
2016-08-29 01:30:00	NQ	Futures	5700.24	5701.43	5699.64	5700.24	232.0

> showing 50 of 2,845 rows — these rows as CSV

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