PREVIEW / futures_30min / 2016-09-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-02.parquet
  size:    71 KB
  rows:    2,474

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
2016-09-02 00:00:00	ES	Futures	2349.29	2349.56	2349.02	2349.29	888.0
2016-09-02 00:30:00	ES	Futures	2349.29	2349.56	2349.02	2349.56	523.0
2016-09-02 01:00:00	ES	Futures	2349.56	2350.64	2349.29	2350.64	1357.0
2016-09-02 01:30:00	ES	Futures	2350.64	2350.64	2349.56	2350.37	1541.0
2016-09-02 02:00:00	ES	Futures	2350.37	2351.46	2350.37	2350.64	3648.0
2016-09-02 02:30:00	ES	Futures	2350.64	2351.73	2350.37	2351.46	2662.0
2016-09-02 03:00:00	ES	Futures	2351.73	2351.73	2348.2	2349.83	18326.0
2016-09-02 03:30:00	ES	Futures	2349.83	2353.08	2349.83	2350.92	16489.0
2016-09-02 04:00:00	ES	Futures	2351.19	2351.73	2349.83	2350.92	9619.0
2016-09-02 04:30:00	ES	Futures	2350.92	2352.27	2349.83	2350.92	12840.0
2016-09-02 05:00:00	ES	Futures	2350.92	2353.36	2350.64	2353.08	9732.0
2016-09-02 05:30:00	ES	Futures	2352.81	2352.81	2351.19	2352.0	6894.0
2016-09-02 06:00:00	ES	Futures	2352.0	2352.54	2350.92	2351.19	7100.0
2016-09-02 06:30:00	ES	Futures	2351.19	2353.36	2351.19	2352.27	7034.0
2016-09-02 07:00:00	ES	Futures	2352.27	2352.81	2351.19	2351.46	7789.0
2016-09-02 07:30:00	ES	Futures	2351.73	2352.27	2349.83	2350.37	12255.0
2016-09-02 08:00:00	ES	Futures	2350.37	2350.64	2347.66	2349.56	21267.0
2016-09-02 08:30:00	ES	Futures	2349.29	2359.32	2349.02	2358.78	102535.0
2016-09-02 09:00:00	ES	Futures	2358.51	2363.66	2357.97	2363.66	80120.0
2016-09-02 09:30:00	ES	Futures	2363.39	2368.81	2362.03	2367.46	256017.0
2016-09-02 10:00:00	ES	Futures	2367.46	2368.81	2362.3	2365.29	158085.0
2016-09-02 10:30:00	ES	Futures	2365.29	2365.83	2362.58	2363.39	104384.0
2016-09-02 11:00:00	ES	Futures	2363.39	2366.1	2361.49	2362.03	93160.0
2016-09-02 11:30:00	ES	Futures	2362.03	2363.39	2360.95	2362.85	70013.0
2016-09-02 12:00:00	ES	Futures	2363.12	2363.39	2356.61	2358.24	95037.0
2016-09-02 12:30:00	ES	Futures	2358.51	2361.49	2357.97	2359.59	56722.0
2016-09-02 13:00:00	ES	Futures	2359.86	2360.95	2358.78	2359.59	48503.0
2016-09-02 13:30:00	ES	Futures	2359.59	2359.86	2355.8	2357.15	62732.0
2016-09-02 14:00:00	ES	Futures	2357.15	2360.95	2356.88	2360.14	65513.0
2016-09-02 14:30:00	ES	Futures	2360.14	2362.3	2359.32	2361.76	55228.0
2016-09-02 15:00:00	ES	Futures	2361.76	2363.93	2360.95	2363.12	82637.0
2016-09-02 15:30:00	ES	Futures	2363.12	2363.93	2360.95	2363.12	117820.0
2016-09-02 16:00:00	ES	Futures	2363.12	2363.66	2362.3	2362.58	63076.0
2016-09-02 16:30:00	ES	Futures	2362.58	2364.2	2362.3	2363.93	5774.0
2016-09-02 00:00:00	NQ	Futures	5692.78	5693.08	5691.89	5692.49	120.0
2016-09-02 00:30:00	NQ	Futures	5692.78	5693.08	5692.49	5693.08	38.0
2016-09-02 01:00:00	NQ	Futures	5693.38	5697.55	5693.38	5697.55	396.0
2016-09-02 01:30:00	NQ	Futures	5696.96	5697.26	5695.17	5697.26	333.0
2016-09-02 02:00:00	NQ	Futures	5697.26	5699.64	5696.66	5697.26	648.0
2016-09-02 02:30:00	NQ	Futures	5697.85	5701.73	5696.66	5701.43	672.0
2016-09-02 03:00:00	NQ	Futures	5701.43	5702.62	5694.28	5697.85	2763.0
2016-09-02 03:30:00	NQ	Futures	5698.45	5708.28	5698.15	5702.32	2431.0
2016-09-02 04:00:00	NQ	Futures	5702.62	5704.41	5698.75	5701.43	1069.0
2016-09-02 04:30:00	NQ	Futures	5701.73	5705.3	5698.75	5701.43	1085.0
2016-09-02 05:00:00	NQ	Futures	5701.73	5707.69	5701.73	5706.5	801.0
2016-09-02 05:30:00	NQ	Futures	5706.5	5707.39	5703.51	5705.0	597.0
2016-09-02 06:00:00	NQ	Futures	5705.0	5706.5	5702.32	5702.92	645.0
2016-09-02 06:30:00	NQ	Futures	5703.22	5707.99	5703.22	5704.71	601.0
2016-09-02 07:00:00	NQ	Futures	5705.0	5707.09	5703.51	5705.3	694.0
2016-09-02 07:30:00	NQ	Futures	5705.6	5706.2	5700.83	5701.43	1021.0

> showing 50 of 2,474 rows — these rows as CSV

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