PREVIEW / futures_30min / 2016-09-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-20.parquet
  size:    78 KB
  rows:    2,998

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
2016-09-20 00:00:00	ES	Futures	2324.92	2325.46	2324.37	2324.37	971.0
2016-09-20 00:30:00	ES	Futures	2324.37	2325.46	2324.1	2324.92	1058.0
2016-09-20 01:00:00	ES	Futures	2325.19	2325.46	2324.37	2324.64	1110.0
2016-09-20 01:30:00	ES	Futures	2324.64	2326.0	2324.37	2325.73	2055.0
2016-09-20 02:00:00	ES	Futures	2325.73	2326.82	2325.19	2326.0	3029.0
2016-09-20 02:30:00	ES	Futures	2326.28	2326.82	2325.46	2326.0	2065.0
2016-09-20 03:00:00	ES	Futures	2326.0	2327.91	2324.37	2325.73	13409.0
2016-09-20 03:30:00	ES	Futures	2325.73	2328.18	2325.19	2327.36	12366.0
2016-09-20 04:00:00	ES	Futures	2327.64	2327.91	2324.1	2324.92	9948.0
2016-09-20 04:30:00	ES	Futures	2324.64	2326.28	2324.37	2326.0	6456.0
2016-09-20 05:00:00	ES	Futures	2325.73	2327.36	2325.46	2327.09	5603.0
2016-09-20 05:30:00	ES	Futures	2327.09	2329.54	2326.82	2329.54	10026.0
2016-09-20 06:00:00	ES	Futures	2329.54	2331.17	2327.91	2328.72	13206.0
2016-09-20 06:30:00	ES	Futures	2328.72	2330.63	2328.72	2329.54	8926.0
2016-09-20 07:00:00	ES	Futures	2329.81	2330.63	2328.72	2330.63	8290.0
2016-09-20 07:30:00	ES	Futures	2330.63	2330.9	2327.91	2328.45	10899.0
2016-09-20 08:00:00	ES	Futures	2328.72	2330.36	2328.18	2330.08	11308.0
2016-09-20 08:30:00	ES	Futures	2329.81	2331.44	2328.18	2329.54	18389.0
2016-09-20 09:00:00	ES	Futures	2329.27	2331.17	2328.72	2330.9	21193.0
2016-09-20 09:30:00	ES	Futures	2330.9	2332.26	2326.28	2330.08	190394.0
2016-09-20 10:00:00	ES	Futures	2330.08	2332.81	2327.36	2328.45	108771.0
2016-09-20 10:30:00	ES	Futures	2328.72	2329.27	2323.01	2325.19	109153.0
2016-09-20 11:00:00	ES	Futures	2325.19	2329.0	2324.92	2326.0	77535.0
2016-09-20 11:30:00	ES	Futures	2326.0	2327.36	2323.55	2323.83	69235.0
2016-09-20 12:00:00	ES	Futures	2324.1	2326.55	2322.47	2325.73	65281.0
2016-09-20 12:30:00	ES	Futures	2325.73	2326.0	2319.75	2320.29	70118.0
2016-09-20 13:00:00	ES	Futures	2320.56	2322.74	2319.2	2322.19	52772.0
2016-09-20 13:30:00	ES	Futures	2322.19	2325.73	2321.38	2324.64	50508.0
2016-09-20 14:00:00	ES	Futures	2324.64	2326.28	2323.01	2324.1	46505.0
2016-09-20 14:30:00	ES	Futures	2324.37	2327.09	2323.55	2326.0	46209.0
2016-09-20 15:00:00	ES	Futures	2326.0	2327.64	2324.64	2326.0	68983.0
2016-09-20 15:30:00	ES	Futures	2326.0	2326.55	2319.2	2320.02	154097.0
2016-09-20 16:00:00	ES	Futures	2319.75	2321.38	2317.84	2319.2	75036.0
2016-09-20 16:30:00	ES	Futures	2319.2	2319.75	2317.02	2318.11	13347.0
2016-09-20 18:00:00	ES	Futures	2318.11	2320.56	2317.57	2320.02	3015.0
2016-09-20 18:30:00	ES	Futures	2320.02	2320.56	2318.93	2319.75	1625.0
2016-09-20 19:00:00	ES	Futures	2320.02	2320.56	2319.47	2320.02	694.0
2016-09-20 19:30:00	ES	Futures	2320.02	2320.56	2319.47	2319.47	864.0
2016-09-20 20:00:00	ES	Futures	2319.47	2320.02	2318.11	2319.47	2358.0
2016-09-20 20:30:00	ES	Futures	2319.47	2321.38	2319.47	2320.83	2864.0
2016-09-20 21:00:00	ES	Futures	2320.83	2321.11	2319.2	2320.29	2643.0
2016-09-20 21:30:00	ES	Futures	2320.02	2321.11	2319.2	2320.83	2623.0
2016-09-20 22:00:00	ES	Futures	2320.83	2320.83	2319.47	2320.02	1452.0
2016-09-20 22:30:00	ES	Futures	2319.75	2320.83	2319.47	2319.75	1833.0
2016-09-20 23:00:00	ES	Futures	2320.02	2320.83	2319.47	2320.56	1347.0
2016-09-20 23:30:00	ES	Futures	2320.56	2323.55	2318.11	2321.92	5494.0
2016-09-20 00:00:00	NQ	Futures	5730.72	5731.61	5728.93	5730.42	135.0
2016-09-20 00:30:00	NQ	Futures	5730.42	5732.51	5729.82	5732.51	197.0
2016-09-20 01:00:00	NQ	Futures	5732.8	5733.4	5730.42	5731.91	407.0
2016-09-20 01:30:00	NQ	Futures	5731.31	5735.19	5731.01	5735.19	301.0

> showing 50 of 2,998 rows — these rows as CSV

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