PREVIEW / futures_30min / 2016-09-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-16.parquet
  size:    71 KB
  rows:    2,492

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
2016-09-16 00:00:00	ES	Futures	2323.28	2323.55	2322.19	2322.74	1746.0
2016-09-16 00:30:00	ES	Futures	2322.74	2323.55	2322.47	2323.28	627.0
2016-09-16 01:00:00	ES	Futures	2323.28	2323.83	2323.01	2323.83	760.0
2016-09-16 01:30:00	ES	Futures	2323.83	2324.1	2323.28	2323.83	1566.0
2016-09-16 02:00:00	ES	Futures	2323.55	2323.83	2322.47	2323.28	4421.0
2016-09-16 02:30:00	ES	Futures	2323.28	2324.37	2322.47	2322.47	3683.0
2016-09-16 03:00:00	ES	Futures	2322.19	2324.92	2320.83	2323.83	16767.0
2016-09-16 03:30:00	ES	Futures	2323.83	2324.1	2321.92	2322.19	12874.0
2016-09-16 04:00:00	ES	Futures	2322.47	2322.47	2320.83	2321.11	9155.0
2016-09-16 04:30:00	ES	Futures	2321.11	2321.11	2317.57	2319.75	16318.0
2016-09-16 05:00:00	ES	Futures	2320.02	2322.74	2319.47	2320.83	10736.0
2016-09-16 05:30:00	ES	Futures	2320.83	2323.01	2320.29	2320.56	10304.0
2016-09-16 06:00:00	ES	Futures	2320.56	2320.83	2315.12	2315.39	22034.0
2016-09-16 06:30:00	ES	Futures	2315.39	2317.02	2314.3	2317.02	19180.0
2016-09-16 07:00:00	ES	Futures	2316.75	2317.84	2314.85	2316.21	16871.0
2016-09-16 07:30:00	ES	Futures	2315.94	2317.84	2315.66	2316.75	15256.0
2016-09-16 08:00:00	ES	Futures	2316.48	2323.83	2316.48	2321.65	31194.0
2016-09-16 08:30:00	ES	Futures	2321.65	2322.74	2317.57	2322.47	55622.0
2016-09-16 09:00:00	ES	Futures	2322.47	2324.64	2318.66	2319.47	86161.0
2016-09-16 09:30:00	ES	Futures	2319.47	2320.29	2314.58	2317.57	277765.0
2016-09-16 10:00:00	ES	Futures	2317.3	2317.84	2310.77	2313.49	188791.0
2016-09-16 10:30:00	ES	Futures	2313.76	2320.83	2312.67	2315.66	139479.0
2016-09-16 11:00:00	ES	Futures	2315.66	2316.75	2313.22	2314.58	110226.0
2016-09-16 11:30:00	ES	Futures	2314.58	2319.47	2313.49	2317.3	101637.0
2016-09-16 12:00:00	ES	Futures	2317.57	2320.29	2316.75	2318.93	61578.0
2016-09-16 12:30:00	ES	Futures	2319.2	2320.02	2315.94	2316.21	72556.0
2016-09-16 13:00:00	ES	Futures	2316.21	2317.84	2314.3	2314.85	61987.0
2016-09-16 13:30:00	ES	Futures	2314.58	2315.66	2310.49	2312.94	73616.0
2016-09-16 14:00:00	ES	Futures	2312.67	2317.02	2311.31	2315.66	86813.0
2016-09-16 14:30:00	ES	Futures	2315.66	2319.2	2315.12	2315.66	84918.0
2016-09-16 15:00:00	ES	Futures	2315.39	2319.2	2315.12	2318.11	95277.0
2016-09-16 15:30:00	ES	Futures	2318.11	2322.74	2317.84	2318.66	208810.0
2016-09-16 16:00:00	ES	Futures	2318.66	2321.65	2318.11	2320.29	79384.0
2016-09-16 16:30:00	ES	Futures	2320.83	2321.65	2320.29	2320.83	15177.0
2016-09-16 00:00:00	NQ	Futures	5738.47	5739.07	5736.09	5737.28	417.0
2016-09-16 00:30:00	NQ	Futures	5737.58	5739.07	5737.28	5738.47	147.0
2016-09-16 01:00:00	NQ	Futures	5738.47	5740.56	5738.17	5739.96	246.0
2016-09-16 01:30:00	NQ	Futures	5739.96	5741.46	5739.37	5740.56	203.0
2016-09-16 02:00:00	NQ	Futures	5740.26	5740.56	5737.58	5739.07	650.0
2016-09-16 02:30:00	NQ	Futures	5738.77	5741.75	5736.38	5736.68	575.0
2016-09-16 03:00:00	NQ	Futures	5736.38	5741.75	5732.21	5739.07	2821.0
2016-09-16 03:30:00	NQ	Futures	5738.47	5739.67	5734.3	5736.09	1311.0
2016-09-16 04:00:00	NQ	Futures	5735.49	5736.98	5732.21	5733.4	1689.0
2016-09-16 04:30:00	NQ	Futures	5733.4	5733.4	5725.94	5731.61	2252.0
2016-09-16 05:00:00	NQ	Futures	5731.61	5738.17	5729.82	5732.8	1387.0
2016-09-16 05:30:00	NQ	Futures	5733.1	5739.67	5732.21	5733.1	1702.0
2016-09-16 06:00:00	NQ	Futures	5733.4	5733.7	5722.06	5722.36	3600.0
2016-09-16 06:30:00	NQ	Futures	5722.36	5727.43	5720.27	5727.14	3303.0
2016-09-16 07:00:00	NQ	Futures	5726.84	5729.82	5723.56	5725.05	2683.0
2016-09-16 07:30:00	NQ	Futures	5724.75	5728.33	5722.96	5724.45	1623.0

> showing 50 of 2,492 rows — these rows as CSV

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