PREVIEW / futures_30min / 2016-08-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-08-31.parquet
  size:    77 KB
  rows:    2,957

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
2016-08-31 00:00:00	ES	Futures	2359.59	2360.41	2359.32	2360.41	1271.0
2016-08-31 00:30:00	ES	Futures	2360.14	2360.41	2359.86	2360.41	804.0
2016-08-31 01:00:00	ES	Futures	2360.41	2360.41	2358.78	2358.78	1298.0
2016-08-31 01:30:00	ES	Futures	2358.78	2359.05	2358.24	2359.05	2909.0
2016-08-31 02:00:00	ES	Futures	2358.78	2359.32	2357.69	2357.97	2912.0
2016-08-31 02:30:00	ES	Futures	2358.24	2358.24	2356.61	2357.42	5554.0
2016-08-31 03:00:00	ES	Futures	2357.42	2359.05	2356.88	2358.51	13506.0
2016-08-31 03:30:00	ES	Futures	2358.51	2360.41	2357.97	2360.14	9647.0
2016-08-31 04:00:00	ES	Futures	2360.14	2360.41	2358.78	2360.14	6688.0
2016-08-31 04:30:00	ES	Futures	2359.86	2360.14	2358.51	2358.51	5793.0
2016-08-31 05:00:00	ES	Futures	2358.78	2359.86	2358.51	2359.86	4914.0
2016-08-31 05:30:00	ES	Futures	2359.59	2360.41	2359.32	2359.86	5376.0
2016-08-31 06:00:00	ES	Futures	2359.86	2359.86	2357.69	2357.97	5022.0
2016-08-31 06:30:00	ES	Futures	2357.97	2359.05	2357.97	2359.05	4605.0
2016-08-31 07:00:00	ES	Futures	2358.78	2360.14	2358.78	2359.05	4906.0
2016-08-31 07:30:00	ES	Futures	2359.05	2359.59	2358.78	2359.05	3789.0
2016-08-31 08:00:00	ES	Futures	2358.78	2359.32	2357.42	2357.42	9328.0
2016-08-31 08:30:00	ES	Futures	2357.69	2358.24	2355.53	2356.34	17006.0
2016-08-31 09:00:00	ES	Futures	2356.34	2357.15	2355.53	2355.53	15635.0
2016-08-31 09:30:00	ES	Futures	2355.8	2356.88	2353.36	2355.25	154210.0
2016-08-31 10:00:00	ES	Futures	2355.53	2356.61	2352.81	2354.44	115640.0
2016-08-31 10:30:00	ES	Futures	2354.17	2354.17	2349.29	2349.56	134952.0
2016-08-31 11:00:00	ES	Futures	2349.29	2350.92	2348.2	2350.64	105711.0
2016-08-31 11:30:00	ES	Futures	2350.64	2350.92	2348.2	2349.02	59601.0
2016-08-31 12:00:00	ES	Futures	2348.75	2349.02	2343.05	2344.14	153476.0
2016-08-31 12:30:00	ES	Futures	2344.14	2346.85	2342.51	2345.22	104795.0
2016-08-31 13:00:00	ES	Futures	2345.22	2346.85	2343.32	2346.3	85762.0
2016-08-31 13:30:00	ES	Futures	2346.3	2348.2	2344.95	2347.12	59871.0
2016-08-31 14:00:00	ES	Futures	2347.12	2351.46	2346.85	2350.37	105444.0
2016-08-31 14:30:00	ES	Futures	2350.37	2350.37	2346.85	2347.93	83465.0
2016-08-31 15:00:00	ES	Futures	2347.93	2353.63	2347.66	2352.81	133328.0
2016-08-31 15:30:00	ES	Futures	2352.81	2354.98	2352.0	2352.54	255115.0
2016-08-31 16:00:00	ES	Futures	2352.27	2354.44	2351.73	2354.17	120220.0
2016-08-31 16:30:00	ES	Futures	2354.44	2354.98	2352.27	2352.27	7898.0
2016-08-31 18:00:00	ES	Futures	2352.81	2353.36	2352.27	2353.08	2458.0
2016-08-31 18:30:00	ES	Futures	2353.08	2353.36	2352.81	2352.81	599.0
2016-08-31 19:00:00	ES	Futures	2352.81	2353.9	2352.27	2352.81	1481.0
2016-08-31 19:30:00	ES	Futures	2352.81	2353.36	2352.54	2353.08	904.0
2016-08-31 20:00:00	ES	Futures	2353.08	2353.9	2352.81	2353.63	2760.0
2016-08-31 20:30:00	ES	Futures	2353.63	2353.63	2352.27	2353.36	2508.0
2016-08-31 21:00:00	ES	Futures	2353.36	2353.9	2352.0	2352.54	3958.0
2016-08-31 21:30:00	ES	Futures	2352.54	2353.9	2352.27	2353.36	2624.0
2016-08-31 22:00:00	ES	Futures	2353.63	2355.8	2353.36	2355.8	3067.0
2016-08-31 22:30:00	ES	Futures	2355.8	2356.34	2355.25	2355.8	2109.0
2016-08-31 23:00:00	ES	Futures	2355.8	2356.34	2355.53	2356.34	1345.0
2016-08-31 23:30:00	ES	Futures	2356.07	2358.24	2356.07	2357.97	5131.0
2016-08-31 00:00:00	NQ	Futures	5692.49	5694.57	5692.19	5694.28	336.0
2016-08-31 00:30:00	NQ	Futures	5694.28	5694.57	5693.38	5693.68	120.0
2016-08-31 01:00:00	NQ	Futures	5693.98	5694.28	5690.4	5690.7	253.0
2016-08-31 01:30:00	NQ	Futures	5691.29	5691.59	5688.91	5691.0	251.0

> showing 50 of 2,957 rows — these rows as CSV

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