PREVIEW / futures_30min / 2016-09-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-21.parquet
  size:    86 KB
  rows:    3,051

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
2016-09-21 00:00:00	ES	Futures	2321.92	2325.19	2314.03	2321.38	22804.0
2016-09-21 00:30:00	ES	Futures	2321.65	2327.09	2321.65	2326.82	12961.0
2016-09-21 01:00:00	ES	Futures	2326.55	2329.0	2326.28	2327.36	7279.0
2016-09-21 01:30:00	ES	Futures	2327.64	2327.91	2325.19	2327.09	3881.0
2016-09-21 02:00:00	ES	Futures	2327.09	2331.17	2327.09	2329.27	9439.0
2016-09-21 02:30:00	ES	Futures	2329.0	2330.63	2328.18	2330.63	4771.0
2016-09-21 03:00:00	ES	Futures	2330.63	2333.35	2329.81	2331.17	18057.0
2016-09-21 03:30:00	ES	Futures	2330.9	2332.26	2328.72	2329.81	10387.0
2016-09-21 04:00:00	ES	Futures	2330.08	2330.08	2326.82	2327.64	7750.0
2016-09-21 04:30:00	ES	Futures	2327.64	2329.27	2327.36	2328.18	4622.0
2016-09-21 05:00:00	ES	Futures	2328.45	2329.27	2326.82	2327.64	4765.0
2016-09-21 05:30:00	ES	Futures	2327.36	2328.45	2327.09	2327.36	4725.0
2016-09-21 06:00:00	ES	Futures	2327.64	2329.0	2327.36	2329.0	4252.0
2016-09-21 06:30:00	ES	Futures	2328.72	2329.81	2327.91	2329.0	5228.0
2016-09-21 07:00:00	ES	Futures	2329.27	2330.08	2328.72	2329.54	4477.0
2016-09-21 07:30:00	ES	Futures	2329.54	2329.54	2326.82	2327.91	8864.0
2016-09-21 08:00:00	ES	Futures	2327.91	2327.91	2326.0	2327.64	14578.0
2016-09-21 08:30:00	ES	Futures	2327.36	2327.64	2324.92	2324.92	20026.0
2016-09-21 09:00:00	ES	Futures	2325.19	2328.72	2324.64	2328.45	24839.0
2016-09-21 09:30:00	ES	Futures	2328.72	2332.26	2328.18	2332.26	175851.0
2016-09-21 10:00:00	ES	Futures	2331.99	2333.62	2330.08	2331.17	89997.0
2016-09-21 10:30:00	ES	Futures	2331.17	2333.08	2328.18	2328.45	104466.0
2016-09-21 11:00:00	ES	Futures	2328.45	2329.54	2326.0	2328.18	82300.0
2016-09-21 11:30:00	ES	Futures	2328.45	2328.72	2325.73	2327.36	75065.0
2016-09-21 12:00:00	ES	Futures	2327.36	2328.18	2320.29	2321.92	95680.0
2016-09-21 12:30:00	ES	Futures	2321.65	2324.92	2319.75	2324.64	70653.0
2016-09-21 13:00:00	ES	Futures	2324.37	2326.28	2321.92	2322.47	57401.0
2016-09-21 13:30:00	ES	Futures	2322.47	2326.28	2321.92	2323.83	48036.0
2016-09-21 14:00:00	ES	Futures	2323.83	2335.8	2320.83	2325.46	238368.0
2016-09-21 14:30:00	ES	Futures	2325.46	2336.89	2324.64	2335.8	152592.0
2016-09-21 15:00:00	ES	Futures	2336.07	2342.33	2333.89	2340.42	127395.0
2016-09-21 15:30:00	ES	Futures	2340.42	2348.04	2340.42	2345.59	187999.0
2016-09-21 16:00:00	ES	Futures	2345.59	2347.23	2345.32	2346.68	81873.0
2016-09-21 16:30:00	ES	Futures	2345.59	2347.23	2344.78	2346.68	10743.0
2016-09-21 18:00:00	ES	Futures	2346.68	2346.68	2344.78	2345.05	3453.0
2016-09-21 18:30:00	ES	Futures	2345.32	2345.32	2344.23	2344.5	1560.0
2016-09-21 19:00:00	ES	Futures	2344.23	2345.05	2343.96	2344.23	1336.0
2016-09-21 19:30:00	ES	Futures	2344.23	2344.78	2343.96	2344.78	1343.0
2016-09-21 20:00:00	ES	Futures	2344.5	2345.32	2344.5	2345.05	2389.0
2016-09-21 20:30:00	ES	Futures	2345.05	2345.32	2343.96	2344.23	1413.0
2016-09-21 21:00:00	ES	Futures	2344.23	2344.78	2343.96	2344.23	1694.0
2016-09-21 21:30:00	ES	Futures	2344.23	2345.05	2343.96	2344.23	2462.0
2016-09-21 22:00:00	ES	Futures	2344.23	2344.78	2343.96	2344.78	1608.0
2016-09-21 22:30:00	ES	Futures	2344.5	2345.32	2344.23	2345.05	1472.0
2016-09-21 23:00:00	ES	Futures	2345.05	2346.14	2344.78	2345.87	1403.0
2016-09-21 23:30:00	ES	Futures	2345.87	2346.95	2345.59	2345.87	1973.0
2016-09-21 00:00:00	NQ	Futures	5733.1	5740.26	5714.31	5732.21	4020.0
2016-09-21 00:30:00	NQ	Futures	5733.4	5745.93	5732.8	5745.04	1981.0
2016-09-21 01:00:00	NQ	Futures	5744.14	5751.0	5743.54	5748.02	1154.0
2016-09-21 01:30:00	NQ	Futures	5748.91	5749.81	5744.14	5747.72	678.0

> showing 50 of 3,051 rows — these rows as CSV

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