PREVIEW / futures_30min / 2016-08-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-30.parquet
  size:    77 KB
  rows:    2,945

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
2016-08-30 00:00:00	ES	Futures	2363.39	2363.93	2363.39	2363.66	614.0
2016-08-30 00:30:00	ES	Futures	2363.66	2363.93	2363.39	2363.39	725.0
2016-08-30 01:00:00	ES	Futures	2363.39	2364.2	2363.39	2363.93	815.0
2016-08-30 01:30:00	ES	Futures	2364.2	2364.2	2363.66	2363.93	786.0
2016-08-30 02:00:00	ES	Futures	2363.93	2364.2	2362.58	2362.58	4553.0
2016-08-30 02:30:00	ES	Futures	2362.85	2363.66	2362.58	2362.85	4580.0
2016-08-30 03:00:00	ES	Futures	2362.85	2365.29	2362.3	2364.75	18144.0
2016-08-30 03:30:00	ES	Futures	2364.75	2365.02	2363.66	2363.93	8520.0
2016-08-30 04:00:00	ES	Futures	2363.66	2363.93	2362.3	2363.39	7774.0
2016-08-30 04:30:00	ES	Futures	2363.39	2365.02	2362.85	2364.47	5585.0
2016-08-30 05:00:00	ES	Futures	2364.47	2364.75	2363.39	2363.66	6373.0
2016-08-30 05:30:00	ES	Futures	2363.66	2363.93	2362.3	2363.12	8022.0
2016-08-30 06:00:00	ES	Futures	2362.85	2363.39	2361.49	2361.76	9219.0
2016-08-30 06:30:00	ES	Futures	2361.76	2363.93	2361.22	2363.12	12297.0
2016-08-30 07:00:00	ES	Futures	2363.12	2363.66	2362.85	2363.12	2940.0
2016-08-30 07:30:00	ES	Futures	2363.12	2363.66	2362.3	2363.12	4054.0
2016-08-30 08:00:00	ES	Futures	2362.85	2364.2	2362.58	2363.12	10036.0
2016-08-30 08:30:00	ES	Futures	2363.12	2363.66	2362.3	2363.12	8296.0
2016-08-30 09:00:00	ES	Futures	2363.12	2363.66	2362.58	2362.58	14607.0
2016-08-30 09:30:00	ES	Futures	2362.58	2366.37	2361.76	2363.12	156410.0
2016-08-30 10:00:00	ES	Futures	2363.39	2364.75	2357.15	2359.05	180310.0
2016-08-30 10:30:00	ES	Futures	2359.05	2359.59	2355.53	2357.97	118798.0
2016-08-30 11:00:00	ES	Futures	2357.97	2360.14	2356.61	2357.42	88442.0
2016-08-30 11:30:00	ES	Futures	2357.42	2359.32	2356.34	2358.78	66718.0
2016-08-30 12:00:00	ES	Futures	2359.05	2360.68	2358.51	2359.59	41825.0
2016-08-30 12:30:00	ES	Futures	2359.59	2360.68	2357.97	2358.24	38475.0
2016-08-30 13:00:00	ES	Futures	2357.97	2359.32	2357.42	2358.24	33215.0
2016-08-30 13:30:00	ES	Futures	2357.97	2358.51	2355.8	2356.61	40537.0
2016-08-30 14:00:00	ES	Futures	2356.61	2356.88	2352.27	2354.44	96689.0
2016-08-30 14:30:00	ES	Futures	2354.44	2356.07	2352.81	2355.53	67762.0
2016-08-30 15:00:00	ES	Futures	2355.8	2357.69	2354.17	2356.88	78127.0
2016-08-30 15:30:00	ES	Futures	2356.88	2359.59	2355.8	2359.32	123693.0
2016-08-30 16:00:00	ES	Futures	2359.32	2360.95	2358.51	2359.86	72910.0
2016-08-30 16:30:00	ES	Futures	2359.86	2360.68	2359.86	2360.14	5079.0
2016-08-30 18:00:00	ES	Futures	2360.14	2360.68	2359.05	2359.32	2194.0
2016-08-30 18:30:00	ES	Futures	2359.59	2359.86	2359.32	2359.32	677.0
2016-08-30 19:00:00	ES	Futures	2359.32	2359.86	2358.78	2358.78	852.0
2016-08-30 19:30:00	ES	Futures	2359.05	2359.32	2358.78	2358.78	900.0
2016-08-30 20:00:00	ES	Futures	2359.05	2359.32	2357.97	2358.51	2115.0
2016-08-30 20:30:00	ES	Futures	2358.24	2359.05	2357.69	2357.97	2239.0
2016-08-30 21:00:00	ES	Futures	2357.97	2358.51	2357.15	2357.42	2400.0
2016-08-30 21:30:00	ES	Futures	2357.42	2359.05	2357.15	2358.78	2284.0
2016-08-30 22:00:00	ES	Futures	2358.78	2359.32	2358.24	2358.78	1183.0
2016-08-30 22:30:00	ES	Futures	2359.05	2359.86	2358.78	2359.59	1052.0
2016-08-30 23:00:00	ES	Futures	2359.59	2359.59	2359.05	2359.05	1028.0
2016-08-30 23:30:00	ES	Futures	2359.05	2359.59	2359.05	2359.32	748.0
2016-08-30 00:00:00	NQ	Futures	5714.24	5714.24	5713.65	5713.95	142.0
2016-08-30 00:30:00	NQ	Futures	5713.65	5714.24	5713.35	5713.65	266.0
2016-08-30 01:00:00	NQ	Futures	5713.65	5716.33	5713.65	5716.03	254.0
2016-08-30 01:30:00	NQ	Futures	5716.33	5716.63	5714.84	5715.44	116.0

> showing 50 of 2,945 rows — these rows as CSV

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