PREVIEW / futures_30min / 2016-09-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-14.parquet
  size:    79 KB
  rows:    2,937

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
2016-09-14 00:00:00	ES	Futures	2314.58	2314.85	2313.22	2313.22	1495.0
2016-09-14 00:30:00	ES	Futures	2313.49	2314.85	2313.22	2314.3	1451.0
2016-09-14 01:00:00	ES	Futures	2314.3	2315.12	2314.03	2314.85	1533.0
2016-09-14 01:30:00	ES	Futures	2314.58	2315.39	2314.3	2314.85	2066.0
2016-09-14 02:00:00	ES	Futures	2314.58	2315.39	2313.22	2315.12	5750.0
2016-09-14 02:30:00	ES	Futures	2315.12	2316.75	2314.85	2316.21	5271.0
2016-09-14 03:00:00	ES	Futures	2316.48	2316.75	2311.58	2313.49	22053.0
2016-09-14 03:30:00	ES	Futures	2313.49	2313.76	2308.59	2311.04	17215.0
2016-09-14 04:00:00	ES	Futures	2310.77	2315.66	2310.49	2315.12	12954.0
2016-09-14 04:30:00	ES	Futures	2315.12	2317.57	2314.58	2315.39	13296.0
2016-09-14 05:00:00	ES	Futures	2315.66	2315.66	2309.68	2311.04	20862.0
2016-09-14 05:30:00	ES	Futures	2311.04	2312.94	2310.49	2312.67	8600.0
2016-09-14 06:00:00	ES	Futures	2312.67	2312.94	2310.77	2312.94	9589.0
2016-09-14 06:30:00	ES	Futures	2312.94	2313.22	2311.04	2311.31	5267.0
2016-09-14 07:00:00	ES	Futures	2311.04	2316.48	2311.04	2315.66	13981.0
2016-09-14 07:30:00	ES	Futures	2315.39	2315.66	2313.22	2313.76	7785.0
2016-09-14 08:00:00	ES	Futures	2313.76	2315.12	2312.13	2314.03	16203.0
2016-09-14 08:30:00	ES	Futures	2314.3	2315.39	2313.22	2314.03	16450.0
2016-09-14 09:00:00	ES	Futures	2314.03	2314.03	2305.6	2308.05	58864.0
2016-09-14 09:30:00	ES	Futures	2307.77	2313.22	2304.51	2310.49	255959.0
2016-09-14 10:00:00	ES	Futures	2310.49	2320.29	2309.41	2319.47	169230.0
2016-09-14 10:30:00	ES	Futures	2319.47	2323.01	2310.77	2312.94	213699.0
2016-09-14 11:00:00	ES	Futures	2312.94	2317.57	2309.68	2315.12	157389.0
2016-09-14 11:30:00	ES	Futures	2315.12	2316.48	2311.04	2315.66	100155.0
2016-09-14 12:00:00	ES	Futures	2315.66	2318.11	2313.22	2316.48	63044.0
2016-09-14 12:30:00	ES	Futures	2316.48	2317.3	2311.31	2312.94	77469.0
2016-09-14 13:00:00	ES	Futures	2313.22	2314.85	2311.58	2313.49	53707.0
2016-09-14 13:30:00	ES	Futures	2313.49	2315.39	2307.23	2308.59	98655.0
2016-09-14 14:00:00	ES	Futures	2308.59	2310.22	2301.79	2306.69	131817.0
2016-09-14 14:30:00	ES	Futures	2306.41	2309.41	2304.51	2308.05	94818.0
2016-09-14 15:00:00	ES	Futures	2308.05	2308.86	2298.52	2298.8	127402.0
2016-09-14 15:30:00	ES	Futures	2299.07	2306.69	2298.8	2305.6	237287.0
2016-09-14 16:00:00	ES	Futures	2305.6	2306.69	2299.07	2299.61	81336.0
2016-09-14 16:30:00	ES	Futures	2300.16	2302.88	2300.16	2302.6	8661.0
2016-09-14 18:00:00	ES	Futures	2301.79	2302.6	2301.52	2302.33	3358.0
2016-09-14 18:30:00	ES	Futures	2302.6	2303.15	2302.33	2303.15	1402.0
2016-09-14 19:00:00	ES	Futures	2303.15	2303.69	2302.88	2303.42	694.0
2016-09-14 19:30:00	ES	Futures	2303.42	2305.05	2303.15	2304.51	1944.0
2016-09-14 20:00:00	ES	Futures	2304.51	2304.78	2303.69	2304.24	2346.0
2016-09-14 20:30:00	ES	Futures	2303.96	2304.24	2302.33	2302.6	1467.0
2016-09-14 21:00:00	ES	Futures	2302.6	2303.42	2302.06	2303.15	1431.0
2016-09-14 21:30:00	ES	Futures	2302.88	2303.42	2295.26	2295.53	10172.0
2016-09-14 22:00:00	ES	Futures	2295.53	2296.07	2293.9	2295.8	7925.0
2016-09-14 22:30:00	ES	Futures	2295.8	2298.52	2295.53	2296.07	4683.0
2016-09-14 23:00:00	ES	Futures	2296.07	2297.44	2295.53	2297.44	1372.0
2016-09-14 23:30:00	ES	Futures	2297.44	2299.07	2296.89	2298.8	3011.0
2016-09-14 00:00:00	NQ	Futures	5648.38	5648.67	5643.6	5643.6	254.0
2016-09-14 00:30:00	NQ	Futures	5643.6	5647.48	5643.01	5646.88	230.0
2016-09-14 01:00:00	NQ	Futures	5646.88	5648.67	5646.88	5647.48	180.0
2016-09-14 01:30:00	NQ	Futures	5647.48	5648.67	5646.29	5646.88	257.0

> showing 50 of 2,937 rows — these rows as CSV

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