PREVIEW / futures_30min / 2016-09-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-13.parquet
  size:    85 KB
  rows:    2,956

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
2016-09-13 00:00:00	ES	Futures	2334.37	2336.27	2334.37	2336.0	769.0
2016-09-13 00:30:00	ES	Futures	2336.0	2336.0	2335.46	2335.73	549.0
2016-09-13 01:00:00	ES	Futures	2335.73	2335.73	2333.56	2334.37	626.0
2016-09-13 01:30:00	ES	Futures	2334.37	2334.37	2332.47	2332.47	1362.0
2016-09-13 02:00:00	ES	Futures	2332.47	2333.02	2329.49	2331.12	4621.0
2016-09-13 02:30:00	ES	Futures	2331.12	2331.39	2329.22	2329.49	3811.0
2016-09-13 03:00:00	ES	Futures	2329.49	2331.12	2325.42	2325.69	8298.0
2016-09-13 03:30:00	ES	Futures	2325.97	2327.86	2325.15	2327.86	5844.0
2016-09-13 04:00:00	ES	Futures	2327.86	2327.86	2324.07	2325.97	3623.0
2016-09-13 04:30:00	ES	Futures	2325.97	2326.24	2324.07	2325.97	2453.0
2016-09-13 05:00:00	ES	Futures	2325.69	2327.59	2325.42	2327.05	2854.0
2016-09-13 05:30:00	ES	Futures	2326.78	2327.32	2325.42	2326.78	2155.0
2016-09-13 06:00:00	ES	Futures	2326.78	2328.41	2326.51	2328.14	2840.0
2016-09-13 06:30:00	ES	Futures	2327.86	2329.49	2327.86	2328.95	3152.0
2016-09-13 07:00:00	ES	Futures	2328.95	2329.22	2325.97	2326.24	2482.0
2016-09-13 07:30:00	ES	Futures	2326.24	2326.78	2324.07	2326.24	5620.0
2016-09-13 08:00:00	ES	Futures	2325.97	2327.59	2325.42	2325.97	5330.0
2016-09-13 08:30:00	ES	Futures	2325.69	2325.69	2322.44	2323.8	7124.0
2016-09-13 09:00:00	ES	Futures	2323.53	2325.15	2320.81	2323.8	12666.0
2016-09-13 09:30:00	ES	Futures	2324.07	2327.59	2315.66	2315.93	61320.0
2016-09-13 10:00:00	ES	Futures	2315.66	2317.56	2311.05	2312.41	48492.0
2016-09-13 10:30:00	ES	Futures	2312.41	2317.02	2308.61	2309.69	29641.0
2016-09-13 11:00:00	ES	Futures	2309.69	2310.78	2304.0	2305.08	28032.0
2016-09-13 11:30:00	ES	Futures	2305.08	2307.53	2302.37	2306.71	26157.0
2016-09-13 12:00:00	ES	Futures	2306.44	2312.41	2304.81	2305.36	29060.0
2016-09-13 12:30:00	ES	Futures	2305.36	2307.25	2300.2	2302.37	15850.0
2016-09-13 13:00:00	ES	Futures	2302.1	2314.03	2298.58	2313.22	31409.0
2016-09-13 13:30:00	ES	Futures	2313.49	2317.02	2304.27	2306.44	27037.0
2016-09-13 14:00:00	ES	Futures	2306.44	2307.8	2302.1	2302.37	9934.0
2016-09-13 14:30:00	ES	Futures	2302.64	2309.69	2300.2	2304.0	17551.0
2016-09-13 15:00:00	ES	Futures	2303.73	2310.24	2299.93	2308.61	19131.0
2016-09-13 15:30:00	ES	Futures	2308.88	2313.49	2302.92	2306.17	42716.0
2016-09-13 16:00:00	ES	Futures	2306.17	2309.97	2305.9	2309.97	18444.0
2016-09-13 16:30:00	ES	Futures	2309.69	2313.49	2309.69	2312.68	3505.0
2016-09-13 18:00:00	ES	Futures	2312.41	2312.68	2309.97	2311.59	907.0
2016-09-13 18:30:00	ES	Futures	2311.59	2312.41	2311.32	2311.86	267.0
2016-09-13 19:00:00	ES	Futures	2311.86	2312.41	2311.05	2311.32	161.0
2016-09-13 19:30:00	ES	Futures	2311.32	2311.32	2309.42	2309.69	732.0
2016-09-13 20:00:00	ES	Futures	2309.69	2314.58	2309.15	2314.3	997.0
2016-09-13 20:30:00	ES	Futures	2314.58	2314.58	2312.95	2313.76	559.0
2016-09-13 21:00:00	ES	Futures	2313.76	2316.2	2313.49	2315.39	1168.0
2016-09-13 21:30:00	ES	Futures	2315.39	2316.47	2314.58	2316.47	557.0
2016-09-13 22:00:00	ES	Futures	2316.2	2317.83	2314.3	2314.3	1406.0
2016-09-13 22:30:00	ES	Futures	2314.3	2315.12	2314.3	2315.12	373.0
2016-09-13 23:00:00	ES	Futures	2315.12	2316.2	2314.85	2314.85	421.0
2016-09-13 23:30:00	ES	Futures	2314.58	2315.12	2313.76	2314.58	262.0
2016-09-13 00:00:00	NQ	Futures	5666.26	5670.43	5665.66	5669.54	76.0
2016-09-13 00:30:00	NQ	Futures	5669.54	5670.13	5668.64	5669.83	50.0
2016-09-13 01:00:00	NQ	Futures	5669.83	5669.83	5664.47	5666.26	126.0
2016-09-13 01:30:00	NQ	Futures	5666.26	5666.85	5660.89	5660.89	155.0

> showing 50 of 2,956 rows — these rows as CSV

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