PREVIEW / futures_30min / 2016-09-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-19.parquet
  size:    77 KB
  rows:    2,980

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
2016-09-19 00:00:00	ES	Futures	2328.45	2328.45	2327.91	2328.18	493.0
2016-09-19 00:30:00	ES	Futures	2328.18	2328.45	2327.64	2327.91	642.0
2016-09-19 01:00:00	ES	Futures	2327.91	2329.0	2327.91	2328.72	1809.0
2016-09-19 01:30:00	ES	Futures	2328.72	2329.0	2328.45	2328.45	1284.0
2016-09-19 02:00:00	ES	Futures	2328.72	2331.17	2328.45	2329.81	6668.0
2016-09-19 02:30:00	ES	Futures	2329.81	2330.9	2329.54	2330.08	2473.0
2016-09-19 03:00:00	ES	Futures	2330.08	2331.17	2328.18	2330.08	12742.0
2016-09-19 03:30:00	ES	Futures	2330.08	2333.35	2330.08	2330.9	13825.0
2016-09-19 04:00:00	ES	Futures	2330.9	2331.17	2329.54	2330.63	7983.0
2016-09-19 04:30:00	ES	Futures	2330.9	2332.81	2330.63	2331.17	7279.0
2016-09-19 05:00:00	ES	Futures	2331.17	2333.62	2330.63	2332.53	7168.0
2016-09-19 05:30:00	ES	Futures	2332.81	2332.81	2330.63	2330.63	5616.0
2016-09-19 06:00:00	ES	Futures	2330.9	2330.9	2330.08	2330.63	4942.0
2016-09-19 06:30:00	ES	Futures	2330.36	2331.17	2329.81	2330.08	5722.0
2016-09-19 07:00:00	ES	Futures	2330.08	2331.17	2329.0	2330.9	8508.0
2016-09-19 07:30:00	ES	Futures	2330.9	2332.53	2330.36	2331.44	7961.0
2016-09-19 08:00:00	ES	Futures	2331.44	2332.26	2330.9	2331.72	10607.0
2016-09-19 08:30:00	ES	Futures	2331.99	2332.81	2329.81	2330.36	12479.0
2016-09-19 09:00:00	ES	Futures	2330.36	2330.36	2327.36	2327.91	20278.0
2016-09-19 09:30:00	ES	Futures	2327.91	2335.25	2327.36	2334.71	164290.0
2016-09-19 10:00:00	ES	Futures	2334.98	2336.34	2331.99	2333.08	117841.0
2016-09-19 10:30:00	ES	Futures	2333.08	2333.89	2329.27	2330.36	76530.0
2016-09-19 11:00:00	ES	Futures	2330.36	2331.99	2329.54	2331.17	68575.0
2016-09-19 11:30:00	ES	Futures	2330.9	2333.08	2329.54	2332.26	53688.0
2016-09-19 12:00:00	ES	Futures	2332.26	2333.08	2323.28	2324.92	102670.0
2016-09-19 12:30:00	ES	Futures	2325.19	2326.28	2322.19	2322.47	55759.0
2016-09-19 13:00:00	ES	Futures	2322.74	2324.64	2321.11	2322.19	71858.0
2016-09-19 13:30:00	ES	Futures	2321.92	2322.19	2315.66	2321.11	137309.0
2016-09-19 14:00:00	ES	Futures	2320.83	2324.92	2320.29	2324.37	83889.0
2016-09-19 14:30:00	ES	Futures	2324.1	2327.91	2323.83	2327.36	69528.0
2016-09-19 15:00:00	ES	Futures	2327.36	2327.91	2320.83	2321.65	100723.0
2016-09-19 15:30:00	ES	Futures	2321.65	2323.01	2318.11	2319.47	185778.0
2016-09-19 16:00:00	ES	Futures	2319.2	2321.65	2318.93	2321.38	59183.0
2016-09-19 16:30:00	ES	Futures	2321.38	2322.47	2321.11	2321.92	5767.0
2016-09-19 18:00:00	ES	Futures	2322.19	2322.74	2321.38	2321.92	1809.0
2016-09-19 18:30:00	ES	Futures	2322.19	2322.19	2321.38	2321.65	1068.0
2016-09-19 19:00:00	ES	Futures	2321.92	2323.28	2321.65	2321.92	1359.0
2016-09-19 19:30:00	ES	Futures	2321.92	2322.47	2318.93	2320.02	2005.0
2016-09-19 20:00:00	ES	Futures	2319.75	2321.92	2319.75	2321.65	3254.0
2016-09-19 20:30:00	ES	Futures	2321.92	2324.37	2321.65	2322.74	2576.0
2016-09-19 21:00:00	ES	Futures	2323.01	2326.0	2322.47	2325.19	4472.0
2016-09-19 21:30:00	ES	Futures	2325.19	2326.28	2323.83	2324.37	3336.0
2016-09-19 22:00:00	ES	Futures	2324.1	2325.46	2323.55	2324.1	1833.0
2016-09-19 22:30:00	ES	Futures	2323.83	2324.64	2323.55	2324.37	970.0
2016-09-19 23:00:00	ES	Futures	2324.37	2325.19	2323.83	2324.92	1117.0
2016-09-19 23:30:00	ES	Futures	2324.64	2325.19	2324.37	2324.92	1285.0
2016-09-19 00:00:00	NQ	Futures	5762.34	5763.23	5761.44	5762.94	78.0
2016-09-19 00:30:00	NQ	Futures	5762.94	5762.94	5761.74	5761.74	69.0
2016-09-19 01:00:00	NQ	Futures	5762.34	5765.62	5762.34	5765.62	264.0
2016-09-19 01:30:00	NQ	Futures	5765.62	5766.81	5765.32	5766.22	576.0

> showing 50 of 2,980 rows — these rows as CSV

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