PREVIEW / futures_30min / 2016-09-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-05.parquet
  size:    54 KB
  rows:    2,050

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
2016-09-05 00:00:00	ES	Futures	2365.83	2366.64	2365.83	2366.64	702.0
2016-09-05 00:30:00	ES	Futures	2366.37	2366.92	2366.37	2366.37	844.0
2016-09-05 01:00:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	1030.0
2016-09-05 01:30:00	ES	Futures	2366.64	2366.92	2366.37	2366.64	1037.0
2016-09-05 02:00:00	ES	Futures	2366.92	2367.19	2366.1	2366.37	2664.0
2016-09-05 02:30:00	ES	Futures	2366.37	2366.64	2365.56	2365.56	2353.0
2016-09-05 03:00:00	ES	Futures	2365.56	2367.19	2364.47	2366.37	12822.0
2016-09-05 03:30:00	ES	Futures	2366.64	2366.64	2364.47	2365.29	8820.0
2016-09-05 04:00:00	ES	Futures	2365.29	2366.37	2364.75	2365.56	6255.0
2016-09-05 04:30:00	ES	Futures	2365.83	2366.92	2365.56	2366.1	6511.0
2016-09-05 05:00:00	ES	Futures	2366.1	2366.92	2365.29	2366.64	4808.0
2016-09-05 05:30:00	ES	Futures	2366.37	2366.64	2364.75	2364.75	8140.0
2016-09-05 06:00:00	ES	Futures	2365.02	2365.29	2363.93	2364.47	4199.0
2016-09-05 06:30:00	ES	Futures	2364.47	2365.29	2363.93	2365.02	2589.0
2016-09-05 07:00:00	ES	Futures	2365.02	2365.29	2364.47	2364.75	2198.0
2016-09-05 07:30:00	ES	Futures	2364.47	2365.02	2363.93	2364.47	4474.0
2016-09-05 08:00:00	ES	Futures	2364.47	2364.75	2363.93	2364.47	2311.0
2016-09-05 08:30:00	ES	Futures	2364.2	2364.75	2363.66	2363.66	3928.0
2016-09-05 09:00:00	ES	Futures	2363.66	2364.75	2363.39	2363.39	2754.0
2016-09-05 09:30:00	ES	Futures	2363.39	2363.66	2361.76	2362.03	7538.0
2016-09-05 10:00:00	ES	Futures	2361.76	2362.03	2359.59	2359.86	7527.0
2016-09-05 10:30:00	ES	Futures	2359.86	2360.68	2359.32	2360.41	5207.0
2016-09-05 11:00:00	ES	Futures	2360.41	2361.49	2360.14	2361.22	5328.0
2016-09-05 11:30:00	ES	Futures	2361.22	2362.03	2360.68	2361.76	3256.0
2016-09-05 12:00:00	ES	Futures	2361.49	2363.12	2361.49	2362.85	2949.0
2016-09-05 12:30:00	ES	Futures	2362.85	2363.93	2362.58	2363.39	2664.0
2016-09-05 18:00:00	ES	Futures	2363.39	2363.66	2361.49	2362.3	1336.0
2016-09-05 18:30:00	ES	Futures	2362.3	2362.58	2362.03	2362.03	370.0
2016-09-05 19:00:00	ES	Futures	2362.03	2362.3	2361.76	2362.3	416.0
2016-09-05 19:30:00	ES	Futures	2362.3	2362.58	2361.76	2362.58	437.0
2016-09-05 20:00:00	ES	Futures	2362.85	2363.66	2362.03	2362.58	1651.0
2016-09-05 20:30:00	ES	Futures	2362.3	2363.12	2362.03	2362.85	1166.0
2016-09-05 21:00:00	ES	Futures	2362.85	2363.12	2362.58	2363.12	551.0
2016-09-05 21:30:00	ES	Futures	2362.85	2364.2	2362.85	2362.85	3019.0
2016-09-05 22:00:00	ES	Futures	2362.85	2363.93	2362.58	2363.39	1144.0
2016-09-05 22:30:00	ES	Futures	2363.39	2363.93	2363.39	2363.93	855.0
2016-09-05 23:00:00	ES	Futures	2363.93	2365.02	2363.66	2365.02	1281.0
2016-09-05 23:30:00	ES	Futures	2365.02	2365.02	2363.93	2364.75	1111.0
2016-09-05 00:00:00	NQ	Futures	5725.87	5728.25	5725.87	5727.95	156.0
2016-09-05 00:30:00	NQ	Futures	5727.66	5729.45	5727.36	5727.95	339.0
2016-09-05 01:00:00	NQ	Futures	5728.25	5728.25	5727.06	5727.66	158.0
2016-09-05 01:30:00	NQ	Futures	5727.66	5729.74	5727.36	5728.55	255.0
2016-09-05 02:00:00	NQ	Futures	5728.85	5729.45	5726.17	5726.76	450.0
2016-09-05 02:30:00	NQ	Futures	5726.76	5727.66	5725.57	5727.06	647.0
2016-09-05 03:00:00	NQ	Futures	5727.06	5728.85	5722.89	5726.46	2300.0
2016-09-05 03:30:00	NQ	Futures	5726.46	5726.76	5719.91	5722.29	965.0
2016-09-05 04:00:00	NQ	Futures	5722.59	5724.68	5720.8	5722.89	615.0
2016-09-05 04:30:00	NQ	Futures	5722.89	5725.57	5721.4	5722.89	704.0
2016-09-05 05:00:00	NQ	Futures	5722.89	5724.08	5720.5	5722.89	705.0
2016-09-05 05:30:00	NQ	Futures	5723.19	5723.78	5719.01	5720.21	1095.0

> showing 50 of 2,050 rows — these rows as CSV

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