PREVIEW / futures_30min / 2016-09-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-12.parquet
  size:    81 KB
  rows:    2,885

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
2016-09-12 00:00:00	ES	Futures	2288.27	2289.9	2287.46	2289.63	2524.0
2016-09-12 00:30:00	ES	Futures	2289.63	2291.53	2289.36	2290.98	1300.0
2016-09-12 01:00:00	ES	Futures	2290.98	2291.8	2289.36	2289.63	1311.0
2016-09-12 01:30:00	ES	Futures	2289.63	2291.53	2288.54	2290.98	2493.0
2016-09-12 02:00:00	ES	Futures	2290.98	2292.61	2288.54	2289.63	5073.0
2016-09-12 02:30:00	ES	Futures	2289.9	2294.51	2289.63	2290.44	6296.0
2016-09-12 03:00:00	ES	Futures	2290.44	2293.69	2285.56	2293.42	18271.0
2016-09-12 03:30:00	ES	Futures	2293.42	2293.69	2288.0	2288.27	8580.0
2016-09-12 04:00:00	ES	Futures	2288.27	2290.44	2287.73	2288.0	8154.0
2016-09-12 04:30:00	ES	Futures	2288.0	2289.63	2285.83	2288.81	10884.0
2016-09-12 05:00:00	ES	Futures	2289.08	2291.25	2288.27	2290.71	6513.0
2016-09-12 05:30:00	ES	Futures	2290.71	2291.53	2286.92	2288.0	6719.0
2016-09-12 06:00:00	ES	Futures	2288.0	2288.54	2286.1	2286.92	5196.0
2016-09-12 06:30:00	ES	Futures	2287.19	2289.36	2286.1	2288.81	3946.0
2016-09-12 07:00:00	ES	Futures	2288.81	2290.17	2286.64	2288.0	7216.0
2016-09-12 07:30:00	ES	Futures	2288.0	2295.59	2287.73	2294.51	14799.0
2016-09-12 08:00:00	ES	Futures	2294.78	2298.85	2293.15	2297.22	25022.0
2016-09-12 08:30:00	ES	Futures	2296.95	2300.47	2295.86	2298.58	18916.0
2016-09-12 09:00:00	ES	Futures	2298.3	2300.2	2297.22	2297.49	12969.0
2016-09-12 09:30:00	ES	Futures	2297.49	2311.59	2296.68	2309.15	112573.0
2016-09-12 10:00:00	ES	Futures	2309.15	2316.47	2308.34	2316.2	59337.0
2016-09-12 10:30:00	ES	Futures	2316.2	2317.29	2309.97	2314.3	42329.0
2016-09-12 11:00:00	ES	Futures	2314.58	2318.1	2313.76	2317.02	31258.0
2016-09-12 11:30:00	ES	Futures	2316.75	2321.9	2314.3	2320.0	25819.0
2016-09-12 12:00:00	ES	Futures	2320.0	2320.54	2317.56	2320.0	14485.0
2016-09-12 12:30:00	ES	Futures	2320.0	2326.51	2320.0	2325.69	21094.0
2016-09-12 13:00:00	ES	Futures	2325.69	2332.75	2319.46	2320.54	46109.0
2016-09-12 13:30:00	ES	Futures	2320.54	2332.75	2318.37	2331.39	43833.0
2016-09-12 14:00:00	ES	Futures	2331.39	2340.34	2330.85	2337.36	38132.0
2016-09-12 14:30:00	ES	Futures	2337.08	2343.59	2337.08	2340.61	31111.0
2016-09-12 15:00:00	ES	Futures	2340.34	2343.59	2338.71	2341.97	29406.0
2016-09-12 15:30:00	ES	Futures	2341.69	2346.03	2339.25	2340.34	59546.0
2016-09-12 16:00:00	ES	Futures	2340.34	2343.59	2340.07	2340.34	29166.0
2016-09-12 16:30:00	ES	Futures	2340.61	2341.15	2339.53	2341.15	3984.0
2016-09-12 18:00:00	ES	Futures	2338.98	2340.34	2336.27	2337.9	1832.0
2016-09-12 18:30:00	ES	Futures	2338.17	2338.98	2337.36	2337.9	631.0
2016-09-12 19:00:00	ES	Futures	2337.9	2338.44	2337.63	2337.9	369.0
2016-09-12 19:30:00	ES	Futures	2338.17	2339.8	2338.17	2338.71	602.0
2016-09-12 20:00:00	ES	Futures	2338.71	2339.53	2338.17	2338.44	601.0
2016-09-12 20:30:00	ES	Futures	2338.17	2338.44	2335.46	2336.27	1714.0
2016-09-12 21:00:00	ES	Futures	2336.0	2337.08	2334.92	2335.46	1706.0
2016-09-12 21:30:00	ES	Futures	2335.19	2335.73	2333.56	2334.37	2087.0
2016-09-12 22:00:00	ES	Futures	2334.37	2334.92	2333.02	2334.92	1214.0
2016-09-12 22:30:00	ES	Futures	2334.92	2335.73	2334.64	2335.46	343.0
2016-09-12 23:00:00	ES	Futures	2335.19	2335.46	2334.1	2335.19	544.0
2016-09-12 23:30:00	ES	Futures	2335.19	2335.73	2334.1	2334.37	458.0
2016-09-12 00:00:00	NQ	Futures	5532.43	5537.5	5530.35	5537.5	177.0
2016-09-12 00:30:00	NQ	Futures	5537.5	5540.18	5535.41	5539.88	208.0
2016-09-12 01:00:00	NQ	Futures	5539.59	5541.08	5533.33	5533.63	194.0
2016-09-12 01:30:00	NQ	Futures	5533.92	5537.5	5530.64	5535.71	325.0

> showing 50 of 2,885 rows — these rows as CSV

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