PREVIEW / futures_30min / 2016-09-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-09.parquet
  size:    72 KB
  rows:    2,428

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
2016-09-09 00:00:00	ES	Futures	2362.85	2362.85	2362.58	2362.58	471.0
2016-09-09 00:30:00	ES	Futures	2362.58	2362.85	2362.3	2362.3	586.0
2016-09-09 01:00:00	ES	Futures	2362.58	2362.58	2361.22	2361.22	2320.0
2016-09-09 01:30:00	ES	Futures	2361.49	2362.03	2361.22	2361.76	1385.0
2016-09-09 02:00:00	ES	Futures	2361.49	2362.58	2360.95	2361.49	2469.0
2016-09-09 02:30:00	ES	Futures	2361.49	2361.49	2360.14	2360.41	1761.0
2016-09-09 03:00:00	ES	Futures	2360.14	2360.68	2358.24	2358.78	8928.0
2016-09-09 03:30:00	ES	Futures	2358.78	2360.41	2358.24	2359.05	4485.0
2016-09-09 04:00:00	ES	Futures	2359.05	2359.86	2357.69	2358.78	6844.0
2016-09-09 04:30:00	ES	Futures	2358.78	2360.68	2358.51	2360.14	4258.0
2016-09-09 05:00:00	ES	Futures	2360.14	2360.41	2359.05	2359.86	2924.0
2016-09-09 05:30:00	ES	Futures	2359.86	2360.14	2358.51	2359.05	2638.0
2016-09-09 06:00:00	ES	Futures	2358.78	2359.05	2356.88	2356.88	4939.0
2016-09-09 06:30:00	ES	Futures	2357.15	2357.15	2355.53	2355.8	7355.0
2016-09-09 07:00:00	ES	Futures	2355.53	2355.8	2354.44	2354.44	5172.0
2016-09-09 07:30:00	ES	Futures	2354.71	2355.53	2351.46	2353.08	15867.0
2016-09-09 08:00:00	ES	Futures	2353.36	2353.36	2347.39	2350.1	27161.0
2016-09-09 08:30:00	ES	Futures	2350.1	2350.64	2347.93	2348.47	20074.0
2016-09-09 09:00:00	ES	Futures	2348.2	2350.1	2346.85	2347.12	25594.0
2016-09-09 09:30:00	ES	Futures	2347.39	2347.93	2339.8	2342.24	159443.0
2016-09-09 10:00:00	ES	Futures	2342.24	2343.59	2338.44	2340.61	113075.0
2016-09-09 10:30:00	ES	Futures	2340.61	2341.15	2333.83	2338.17	98841.0
2016-09-09 11:00:00	ES	Futures	2338.44	2338.98	2335.19	2338.44	60383.0
2016-09-09 11:30:00	ES	Futures	2338.44	2338.98	2331.12	2332.47	53805.0
2016-09-09 12:00:00	ES	Futures	2332.47	2334.37	2328.68	2330.58	48950.0
2016-09-09 12:30:00	ES	Futures	2330.58	2331.12	2328.41	2330.3	34843.0
2016-09-09 13:00:00	ES	Futures	2330.3	2330.58	2323.53	2325.97	48137.0
2016-09-09 13:30:00	ES	Futures	2325.97	2326.24	2318.92	2321.63	64225.0
2016-09-09 14:00:00	ES	Futures	2321.36	2321.63	2315.12	2320.81	87167.0
2016-09-09 14:30:00	ES	Futures	2321.08	2322.71	2315.66	2319.73	73628.0
2016-09-09 15:00:00	ES	Futures	2319.73	2320.81	2314.85	2319.19	72946.0
2016-09-09 15:30:00	ES	Futures	2319.19	2319.73	2306.71	2306.98	171421.0
2016-09-09 16:00:00	ES	Futures	2307.25	2308.34	2302.1	2302.92	96400.0
2016-09-09 16:30:00	ES	Futures	2303.73	2305.08	2299.39	2301.02	13862.0
2016-09-09 00:00:00	NQ	Futures	5718.72	5719.31	5718.12	5719.01	37.0
2016-09-09 00:30:00	NQ	Futures	5718.72	5720.21	5718.12	5719.31	203.0
2016-09-09 01:00:00	NQ	Futures	5719.61	5719.91	5716.63	5716.63	262.0
2016-09-09 01:30:00	NQ	Futures	5716.63	5717.82	5716.03	5716.63	295.0
2016-09-09 02:00:00	NQ	Futures	5716.93	5718.42	5715.14	5715.73	224.0
2016-09-09 02:30:00	NQ	Futures	5716.03	5716.03	5713.95	5714.54	415.0
2016-09-09 03:00:00	NQ	Futures	5714.24	5715.44	5708.58	5709.18	1690.0
2016-09-09 03:30:00	NQ	Futures	5709.48	5713.95	5707.39	5709.48	867.0
2016-09-09 04:00:00	NQ	Futures	5709.77	5712.16	5707.39	5710.07	452.0
2016-09-09 04:30:00	NQ	Futures	5710.37	5713.95	5709.18	5712.46	260.0
2016-09-09 05:00:00	NQ	Futures	5711.26	5712.75	5709.18	5711.56	231.0
2016-09-09 05:30:00	NQ	Futures	5711.86	5711.86	5708.58	5710.37	238.0
2016-09-09 06:00:00	NQ	Futures	5709.77	5710.97	5705.0	5706.2	639.0
2016-09-09 06:30:00	NQ	Futures	5705.9	5706.5	5703.51	5704.71	600.0
2016-09-09 07:00:00	NQ	Futures	5704.71	5704.71	5702.02	5702.62	611.0
2016-09-09 07:30:00	NQ	Futures	5702.62	5704.71	5694.57	5698.15	1788.0

> showing 50 of 2,428 rows — these rows as CSV

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