PREVIEW / futures_30min / 2016-09-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-08.parquet
  size:    82 KB
  rows:    2,968

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
2016-09-08 00:00:00	ES	Futures	2370.17	2370.17	2369.63	2369.9	819.0
2016-09-08 00:30:00	ES	Futures	2369.9	2370.17	2369.63	2369.9	1087.0
2016-09-08 01:00:00	ES	Futures	2370.17	2370.98	2369.9	2370.44	1773.0
2016-09-08 01:30:00	ES	Futures	2370.44	2371.25	2370.44	2371.25	1362.0
2016-09-08 02:00:00	ES	Futures	2371.25	2372.07	2370.44	2371.25	5584.0
2016-09-08 02:30:00	ES	Futures	2371.25	2371.8	2370.71	2371.25	2605.0
2016-09-08 03:00:00	ES	Futures	2370.98	2373.69	2370.71	2373.42	15152.0
2016-09-08 03:30:00	ES	Futures	2373.42	2374.24	2372.88	2372.88	8703.0
2016-09-08 04:00:00	ES	Futures	2373.15	2374.78	2373.15	2373.97	9970.0
2016-09-08 04:30:00	ES	Futures	2373.97	2374.24	2372.61	2372.88	8229.0
2016-09-08 05:00:00	ES	Futures	2372.88	2373.15	2372.07	2372.61	5624.0
2016-09-08 05:30:00	ES	Futures	2372.88	2372.88	2371.8	2372.07	6651.0
2016-09-08 06:00:00	ES	Futures	2372.07	2372.34	2371.53	2371.8	7166.0
2016-09-08 06:30:00	ES	Futures	2372.07	2372.07	2370.71	2371.25	6484.0
2016-09-08 07:00:00	ES	Futures	2371.25	2371.53	2370.44	2370.71	5122.0
2016-09-08 07:30:00	ES	Futures	2370.98	2370.98	2368.54	2368.81	17718.0
2016-09-08 08:00:00	ES	Futures	2368.81	2370.17	2368.54	2369.63	10824.0
2016-09-08 08:30:00	ES	Futures	2369.9	2371.25	2365.02	2366.64	65079.0
2016-09-08 09:00:00	ES	Futures	2366.37	2366.92	2360.95	2365.29	94146.0
2016-09-08 09:30:00	ES	Futures	2365.29	2366.1	2360.95	2362.03	211753.0
2016-09-08 10:00:00	ES	Futures	2362.3	2364.47	2360.14	2362.85	128336.0
2016-09-08 10:30:00	ES	Futures	2362.85	2367.73	2362.58	2364.75	105086.0
2016-09-08 11:00:00	ES	Futures	2365.02	2369.08	2364.75	2366.64	140149.0
2016-09-08 11:30:00	ES	Futures	2366.92	2367.73	2363.93	2366.37	72104.0
2016-09-08 12:00:00	ES	Futures	2366.64	2367.46	2363.93	2365.02	52173.0
2016-09-08 12:30:00	ES	Futures	2364.75	2365.83	2362.85	2365.02	61159.0
2016-09-08 13:00:00	ES	Futures	2365.02	2365.56	2363.12	2363.39	37754.0
2016-09-08 13:30:00	ES	Futures	2363.39	2363.93	2360.68	2363.66	55540.0
2016-09-08 14:00:00	ES	Futures	2363.93	2365.83	2362.3	2364.2	68772.0
2016-09-08 14:30:00	ES	Futures	2363.93	2366.64	2363.39	2366.1	58720.0
2016-09-08 15:00:00	ES	Futures	2366.37	2366.64	2364.47	2365.02	49891.0
2016-09-08 15:30:00	ES	Futures	2364.75	2366.64	2364.2	2364.47	104514.0
2016-09-08 16:00:00	ES	Futures	2364.47	2365.56	2361.49	2362.03	77589.0
2016-09-08 16:30:00	ES	Futures	2362.03	2362.85	2361.76	2362.58	6018.0
2016-09-08 18:00:00	ES	Futures	2361.76	2362.03	2360.68	2361.22	1506.0
2016-09-08 18:30:00	ES	Futures	2361.49	2362.03	2361.22	2361.76	721.0
2016-09-08 19:00:00	ES	Futures	2361.76	2362.3	2361.49	2362.3	307.0
2016-09-08 19:30:00	ES	Futures	2362.3	2362.58	2362.03	2362.58	695.0
2016-09-08 20:00:00	ES	Futures	2362.3	2362.58	2361.76	2362.3	1930.0
2016-09-08 20:30:00	ES	Futures	2362.3	2362.85	2361.49	2361.49	1433.0
2016-09-08 21:00:00	ES	Futures	2361.76	2361.76	2361.22	2361.76	980.0
2016-09-08 21:30:00	ES	Futures	2361.76	2362.85	2361.76	2362.03	1335.0
2016-09-08 22:00:00	ES	Futures	2362.03	2362.03	2361.49	2361.49	1193.0
2016-09-08 22:30:00	ES	Futures	2361.76	2362.58	2361.49	2362.3	896.0
2016-09-08 23:00:00	ES	Futures	2362.3	2362.58	2362.03	2362.3	626.0
2016-09-08 23:30:00	ES	Futures	2362.58	2362.85	2362.3	2362.85	820.0
2016-09-08 00:00:00	NQ	Futures	5757.16	5757.16	5755.38	5755.38	105.0
2016-09-08 00:30:00	NQ	Futures	5755.38	5757.46	5755.08	5757.16	175.0
2016-09-08 01:00:00	NQ	Futures	5757.46	5759.25	5756.87	5758.36	244.0
2016-09-08 01:30:00	NQ	Futures	5758.06	5759.85	5758.06	5758.65	378.0

> showing 50 of 2,968 rows — these rows as CSV

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