PREVIEW / futures_30min / 2016-09-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-07.parquet
  size:    75 KB
  rows:    2,901

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
2016-09-07 00:00:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	330.0
2016-09-07 00:30:00	ES	Futures	2369.9	2370.44	2369.63	2370.17	695.0
2016-09-07 01:00:00	ES	Futures	2369.9	2370.44	2369.9	2370.44	1284.0
2016-09-07 01:30:00	ES	Futures	2370.44	2370.71	2370.17	2370.71	1561.0
2016-09-07 02:00:00	ES	Futures	2370.44	2370.71	2369.36	2369.63	4345.0
2016-09-07 02:30:00	ES	Futures	2369.63	2370.44	2369.63	2369.63	3810.0
2016-09-07 03:00:00	ES	Futures	2369.9	2370.44	2367.73	2369.08	17045.0
2016-09-07 03:30:00	ES	Futures	2369.08	2370.71	2368.81	2369.9	12953.0
2016-09-07 04:00:00	ES	Futures	2370.17	2370.17	2368.81	2369.9	8379.0
2016-09-07 04:30:00	ES	Futures	2369.9	2371.53	2369.36	2369.36	10620.0
2016-09-07 05:00:00	ES	Futures	2369.36	2370.71	2368.81	2369.63	9360.0
2016-09-07 05:30:00	ES	Futures	2369.9	2370.17	2368.27	2368.27	6379.0
2016-09-07 06:00:00	ES	Futures	2368.27	2369.08	2368.27	2368.27	4632.0
2016-09-07 06:30:00	ES	Futures	2368.54	2369.36	2368.0	2368.27	6163.0
2016-09-07 07:00:00	ES	Futures	2368.27	2368.27	2367.19	2367.46	6895.0
2016-09-07 07:30:00	ES	Futures	2367.19	2368.0	2366.92	2367.19	6948.0
2016-09-07 08:00:00	ES	Futures	2367.46	2367.46	2366.37	2366.64	14828.0
2016-09-07 08:30:00	ES	Futures	2366.64	2368.54	2366.1	2368.27	19923.0
2016-09-07 09:00:00	ES	Futures	2368.54	2368.54	2367.46	2367.73	13454.0
2016-09-07 09:30:00	ES	Futures	2368.0	2370.71	2366.37	2369.08	122467.0
2016-09-07 10:00:00	ES	Futures	2369.08	2371.8	2368.54	2371.53	141908.0
2016-09-07 10:30:00	ES	Futures	2371.8	2372.07	2366.1	2367.46	132247.0
2016-09-07 11:00:00	ES	Futures	2367.19	2368.27	2364.2	2365.02	116439.0
2016-09-07 11:30:00	ES	Futures	2365.02	2366.37	2364.2	2366.37	70237.0
2016-09-07 12:00:00	ES	Futures	2366.1	2366.92	2362.03	2363.39	82480.0
2016-09-07 12:30:00	ES	Futures	2363.39	2365.83	2362.85	2364.2	59158.0
2016-09-07 13:00:00	ES	Futures	2364.47	2366.92	2363.66	2366.1	53156.0
2016-09-07 13:30:00	ES	Futures	2366.1	2367.46	2365.56	2366.37	38968.0
2016-09-07 14:00:00	ES	Futures	2366.37	2369.08	2365.83	2368.27	52900.0
2016-09-07 14:30:00	ES	Futures	2368.0	2369.36	2366.64	2368.27	50801.0
2016-09-07 15:00:00	ES	Futures	2368.27	2370.17	2368.27	2368.81	58991.0
2016-09-07 15:30:00	ES	Futures	2369.08	2370.44	2368.0	2370.44	104750.0
2016-09-07 16:00:00	ES	Futures	2370.17	2370.71	2369.36	2369.9	58430.0
2016-09-07 16:30:00	ES	Futures	2369.63	2370.17	2369.08	2369.9	6283.0
2016-09-07 18:00:00	ES	Futures	2369.63	2369.9	2369.08	2369.63	1401.0
2016-09-07 18:30:00	ES	Futures	2369.63	2369.63	2368.81	2368.81	1644.0
2016-09-07 19:00:00	ES	Futures	2368.81	2369.08	2368.54	2368.54	843.0
2016-09-07 19:30:00	ES	Futures	2368.54	2369.36	2368.54	2369.08	643.0
2016-09-07 20:00:00	ES	Futures	2369.36	2369.9	2369.08	2369.36	2231.0
2016-09-07 20:30:00	ES	Futures	2369.36	2369.9	2369.08	2369.36	1587.0
2016-09-07 21:00:00	ES	Futures	2369.36	2369.63	2368.81	2369.08	1583.0
2016-09-07 21:30:00	ES	Futures	2369.36	2369.63	2369.08	2369.36	1012.0
2016-09-07 22:00:00	ES	Futures	2369.36	2369.63	2369.08	2369.63	874.0
2016-09-07 22:30:00	ES	Futures	2369.63	2370.17	2369.08	2370.17	1443.0
2016-09-07 23:00:00	ES	Futures	2370.17	2370.17	2369.63	2370.17	406.0
2016-09-07 23:30:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	815.0
2016-09-07 00:00:00	NQ	Futures	5757.76	5758.36	5757.16	5757.16	155.0
2016-09-07 00:30:00	NQ	Futures	5757.46	5759.25	5757.16	5758.06	252.0
2016-09-07 01:00:00	NQ	Futures	5758.36	5760.14	5757.76	5759.55	429.0
2016-09-07 01:30:00	NQ	Futures	5759.55	5761.34	5759.25	5760.14	294.0

> showing 50 of 2,901 rows — these rows as CSV

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