PREVIEW / futures_30min / 2016-09-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-01.parquet
  size:    81 KB
  rows:    2,986

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
2016-09-01 00:00:00	ES	Futures	2357.97	2358.78	2357.97	2358.51	2011.0
2016-09-01 00:30:00	ES	Futures	2358.51	2358.78	2357.97	2358.78	1529.0
2016-09-01 01:00:00	ES	Futures	2358.78	2359.05	2357.69	2357.69	1721.0
2016-09-01 01:30:00	ES	Futures	2357.69	2357.97	2357.42	2357.97	1755.0
2016-09-01 02:00:00	ES	Futures	2357.97	2358.51	2357.42	2358.24	4372.0
2016-09-01 02:30:00	ES	Futures	2358.24	2358.78	2357.69	2358.51	2816.0
2016-09-01 03:00:00	ES	Futures	2358.51	2361.76	2358.24	2360.14	22274.0
2016-09-01 03:30:00	ES	Futures	2360.14	2360.95	2359.05	2360.41	10378.0
2016-09-01 04:00:00	ES	Futures	2360.41	2360.95	2359.32	2359.86	9323.0
2016-09-01 04:30:00	ES	Futures	2360.14	2361.22	2359.05	2360.14	11761.0
2016-09-01 05:00:00	ES	Futures	2360.14	2360.14	2357.69	2357.69	12832.0
2016-09-01 05:30:00	ES	Futures	2357.97	2358.24	2355.53	2355.8	12713.0
2016-09-01 06:00:00	ES	Futures	2356.07	2357.97	2355.8	2357.97	5909.0
2016-09-01 06:30:00	ES	Futures	2357.97	2358.51	2356.88	2357.69	7388.0
2016-09-01 07:00:00	ES	Futures	2357.42	2358.24	2356.61	2357.97	8182.0
2016-09-01 07:30:00	ES	Futures	2357.69	2357.97	2356.61	2357.15	6559.0
2016-09-01 08:00:00	ES	Futures	2357.15	2357.97	2356.07	2356.61	10865.0
2016-09-01 08:30:00	ES	Futures	2356.34	2356.88	2353.08	2354.17	28014.0
2016-09-01 09:00:00	ES	Futures	2353.9	2355.25	2351.73	2352.0	29311.0
2016-09-01 09:30:00	ES	Futures	2352.0	2356.34	2348.75	2350.92	178518.0
2016-09-01 10:00:00	ES	Futures	2350.64	2353.36	2343.32	2343.86	250702.0
2016-09-01 10:30:00	ES	Futures	2343.59	2343.86	2338.98	2340.88	191325.0
2016-09-01 11:00:00	ES	Futures	2341.15	2343.59	2337.36	2343.32	125981.0
2016-09-01 11:30:00	ES	Futures	2343.05	2343.59	2338.98	2342.24	91182.0
2016-09-01 12:00:00	ES	Futures	2341.97	2350.1	2341.15	2349.29	128350.0
2016-09-01 12:30:00	ES	Futures	2349.29	2352.27	2348.75	2348.75	98588.0
2016-09-01 13:00:00	ES	Futures	2349.02	2351.73	2348.2	2350.37	51750.0
2016-09-01 13:30:00	ES	Futures	2350.64	2351.73	2349.02	2349.56	55314.0
2016-09-01 14:00:00	ES	Futures	2349.56	2349.83	2345.49	2349.29	93734.0
2016-09-01 14:30:00	ES	Futures	2349.29	2351.46	2347.12	2349.29	84218.0
2016-09-01 15:00:00	ES	Futures	2349.56	2350.1	2345.22	2347.93	110513.0
2016-09-01 15:30:00	ES	Futures	2347.93	2352.81	2346.85	2352.54	169119.0
2016-09-01 16:00:00	ES	Futures	2352.81	2352.81	2350.37	2350.64	68516.0
2016-09-01 16:30:00	ES	Futures	2350.37	2351.19	2349.83	2349.83	5304.0
2016-09-01 18:00:00	ES	Futures	2349.83	2351.73	2349.83	2351.19	2161.0
2016-09-01 18:30:00	ES	Futures	2350.92	2351.46	2350.64	2350.64	801.0
2016-09-01 19:00:00	ES	Futures	2350.92	2351.46	2350.92	2350.92	624.0
2016-09-01 19:30:00	ES	Futures	2350.92	2351.19	2350.64	2350.92	601.0
2016-09-01 20:00:00	ES	Futures	2350.92	2351.19	2349.29	2349.56	2645.0
2016-09-01 20:30:00	ES	Futures	2349.56	2350.37	2349.29	2350.1	1335.0
2016-09-01 21:00:00	ES	Futures	2350.1	2350.37	2349.29	2349.56	1588.0
2016-09-01 21:30:00	ES	Futures	2349.56	2350.64	2349.02	2349.56	1351.0
2016-09-01 22:00:00	ES	Futures	2349.56	2350.1	2349.02	2349.83	1234.0
2016-09-01 22:30:00	ES	Futures	2350.1	2350.1	2349.56	2349.56	671.0
2016-09-01 23:00:00	ES	Futures	2349.83	2349.83	2349.02	2349.56	1261.0
2016-09-01 23:30:00	ES	Futures	2349.56	2350.1	2348.75	2349.29	1419.0
2016-09-01 00:00:00	NQ	Futures	5706.79	5708.88	5706.5	5707.39	498.0
2016-09-01 00:30:00	NQ	Futures	5707.39	5707.99	5705.6	5707.99	609.0
2016-09-01 01:00:00	NQ	Futures	5707.99	5708.28	5705.0	5705.3	732.0
2016-09-01 01:30:00	NQ	Futures	5705.3	5706.2	5704.41	5705.3	321.0

> showing 50 of 2,986 rows — these rows as CSV

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