PREVIEW / futures_30min / 2016-09-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-06.parquet
  size:    80 KB
  rows:    2,937

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
2016-09-06 00:00:00	ES	Futures	2364.47	2364.75	2364.2	2364.2	400.0
2016-09-06 00:30:00	ES	Futures	2364.2	2364.47	2363.93	2363.93	387.0
2016-09-06 01:00:00	ES	Futures	2363.66	2364.47	2363.66	2363.93	1017.0
2016-09-06 01:30:00	ES	Futures	2363.93	2364.47	2363.93	2363.93	1094.0
2016-09-06 02:00:00	ES	Futures	2364.2	2365.29	2363.93	2364.75	3357.0
2016-09-06 02:30:00	ES	Futures	2365.02	2365.83	2364.75	2365.29	3133.0
2016-09-06 03:00:00	ES	Futures	2365.29	2366.1	2364.2	2365.56	12225.0
2016-09-06 03:30:00	ES	Futures	2365.56	2365.83	2363.39	2363.93	9476.0
2016-09-06 04:00:00	ES	Futures	2363.93	2365.02	2363.66	2365.02	5373.0
2016-09-06 04:30:00	ES	Futures	2365.02	2365.83	2364.47	2365.29	5558.0
2016-09-06 05:00:00	ES	Futures	2365.29	2366.37	2365.02	2365.83	5961.0
2016-09-06 05:30:00	ES	Futures	2365.83	2366.1	2365.56	2365.56	2505.0
2016-09-06 06:00:00	ES	Futures	2365.56	2365.83	2364.2	2364.47	4277.0
2016-09-06 06:30:00	ES	Futures	2364.75	2365.29	2363.93	2364.47	4521.0
2016-09-06 07:00:00	ES	Futures	2364.75	2364.75	2363.66	2364.2	6429.0
2016-09-06 07:30:00	ES	Futures	2364.2	2365.29	2364.2	2365.02	8507.0
2016-09-06 08:00:00	ES	Futures	2365.02	2365.02	2364.2	2364.2	10255.0
2016-09-06 08:30:00	ES	Futures	2364.47	2364.75	2363.39	2364.2	11729.0
2016-09-06 09:00:00	ES	Futures	2364.2	2366.92	2364.2	2366.64	20114.0
2016-09-06 09:30:00	ES	Futures	2366.64	2367.73	2363.93	2365.29	158933.0
2016-09-06 10:00:00	ES	Futures	2365.02	2366.64	2357.15	2359.32	264594.0
2016-09-06 10:30:00	ES	Futures	2359.32	2361.49	2358.24	2360.14	113634.0
2016-09-06 11:00:00	ES	Futures	2359.86	2363.12	2359.05	2362.85	83306.0
2016-09-06 11:30:00	ES	Futures	2362.58	2366.37	2361.76	2366.1	88602.0
2016-09-06 12:00:00	ES	Futures	2366.1	2367.19	2365.02	2366.1	45499.0
2016-09-06 12:30:00	ES	Futures	2365.83	2368.54	2365.56	2366.92	75998.0
2016-09-06 13:00:00	ES	Futures	2366.64	2367.19	2365.56	2365.56	42078.0
2016-09-06 13:30:00	ES	Futures	2365.56	2367.19	2365.29	2366.1	30994.0
2016-09-06 14:00:00	ES	Futures	2366.1	2367.19	2365.29	2366.64	37430.0
2016-09-06 14:30:00	ES	Futures	2366.64	2367.46	2365.83	2367.46	38930.0
2016-09-06 15:00:00	ES	Futures	2367.19	2367.73	2365.29	2366.64	47233.0
2016-09-06 15:30:00	ES	Futures	2366.64	2370.98	2366.1	2370.71	132019.0
2016-09-06 16:00:00	ES	Futures	2370.71	2371.53	2369.08	2369.63	92716.0
2016-09-06 16:30:00	ES	Futures	2369.9	2370.98	2369.63	2370.44	7252.0
2016-09-06 18:00:00	ES	Futures	2370.44	2370.71	2369.63	2369.63	3709.0
2016-09-06 18:30:00	ES	Futures	2369.9	2370.17	2369.36	2369.9	1648.0
2016-09-06 19:00:00	ES	Futures	2369.9	2369.9	2369.08	2369.36	1128.0
2016-09-06 19:30:00	ES	Futures	2369.36	2369.9	2369.08	2369.9	1638.0
2016-09-06 20:00:00	ES	Futures	2369.63	2369.9	2369.36	2369.9	2602.0
2016-09-06 20:30:00	ES	Futures	2369.9	2369.9	2369.36	2369.9	1947.0
2016-09-06 21:00:00	ES	Futures	2369.9	2370.17	2369.08	2369.9	1521.0
2016-09-06 21:30:00	ES	Futures	2369.63	2369.9	2369.36	2369.63	1344.0
2016-09-06 22:00:00	ES	Futures	2369.36	2370.44	2369.36	2370.17	2302.0
2016-09-06 22:30:00	ES	Futures	2370.17	2370.98	2369.9	2370.71	1303.0
2016-09-06 23:00:00	ES	Futures	2370.98	2370.98	2370.17	2370.71	980.0
2016-09-06 23:30:00	ES	Futures	2370.44	2370.44	2369.63	2370.17	1270.0
2016-09-06 00:00:00	NQ	Futures	5718.42	5718.72	5717.23	5717.23	57.0
2016-09-06 00:30:00	NQ	Futures	5717.52	5717.82	5716.93	5716.93	52.0
2016-09-06 01:00:00	NQ	Futures	5717.23	5717.82	5716.03	5717.23	121.0
2016-09-06 01:30:00	NQ	Futures	5717.52	5718.42	5717.23	5717.52	145.0

> showing 50 of 2,937 rows — these rows as CSV

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