PREVIEW / futures_30min / 2016-09-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-22.parquet
  size:    82 KB
  rows:    3,017

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
2016-09-22 00:00:00	ES	Futures	2346.14	2346.14	2345.59	2345.87	662.0
2016-09-22 00:30:00	ES	Futures	2345.87	2346.14	2345.59	2345.87	443.0
2016-09-22 01:00:00	ES	Futures	2345.87	2346.41	2345.32	2345.59	979.0
2016-09-22 01:30:00	ES	Futures	2345.59	2345.59	2344.23	2344.5	2228.0
2016-09-22 02:00:00	ES	Futures	2344.23	2344.5	2342.87	2343.69	4872.0
2016-09-22 02:30:00	ES	Futures	2343.69	2345.59	2343.14	2345.59	5224.0
2016-09-22 03:00:00	ES	Futures	2345.32	2346.68	2345.05	2346.41	14994.0
2016-09-22 03:30:00	ES	Futures	2346.41	2346.95	2345.05	2346.68	8265.0
2016-09-22 04:00:00	ES	Futures	2346.68	2347.77	2345.59	2346.68	6101.0
2016-09-22 04:30:00	ES	Futures	2346.68	2348.31	2346.41	2347.77	6630.0
2016-09-22 05:00:00	ES	Futures	2348.04	2353.21	2347.5	2352.4	19948.0
2016-09-22 05:30:00	ES	Futures	2352.67	2353.21	2351.85	2352.67	8434.0
2016-09-22 06:00:00	ES	Futures	2352.67	2355.12	2352.4	2354.57	14177.0
2016-09-22 06:30:00	ES	Futures	2354.57	2354.84	2352.4	2352.67	11052.0
2016-09-22 07:00:00	ES	Futures	2352.94	2354.57	2352.4	2354.57	8171.0
2016-09-22 07:30:00	ES	Futures	2354.57	2355.93	2354.03	2355.66	13287.0
2016-09-22 08:00:00	ES	Futures	2355.66	2356.75	2353.76	2356.2	17314.0
2016-09-22 08:30:00	ES	Futures	2355.93	2357.84	2355.39	2357.02	22666.0
2016-09-22 09:00:00	ES	Futures	2357.02	2358.92	2356.48	2358.65	28905.0
2016-09-22 09:30:00	ES	Futures	2358.92	2363.55	2357.84	2361.92	228453.0
2016-09-22 10:00:00	ES	Futures	2361.65	2362.46	2358.92	2361.92	129100.0
2016-09-22 10:30:00	ES	Futures	2361.92	2364.64	2360.29	2360.29	84326.0
2016-09-22 11:00:00	ES	Futures	2360.29	2361.1	2357.02	2358.11	89489.0
2016-09-22 11:30:00	ES	Futures	2357.84	2359.74	2357.29	2358.38	55077.0
2016-09-22 12:00:00	ES	Futures	2358.11	2360.29	2357.56	2359.74	38576.0
2016-09-22 12:30:00	ES	Futures	2359.74	2361.1	2358.92	2361.1	35836.0
2016-09-22 13:00:00	ES	Futures	2360.83	2363.55	2360.56	2361.37	42989.0
2016-09-22 13:30:00	ES	Futures	2361.65	2363.55	2360.83	2361.92	40464.0
2016-09-22 14:00:00	ES	Futures	2361.65	2362.73	2355.39	2357.29	123418.0
2016-09-22 14:30:00	ES	Futures	2357.29	2362.19	2355.66	2361.92	104536.0
2016-09-22 15:00:00	ES	Futures	2361.92	2363.01	2360.29	2360.83	68661.0
2016-09-22 15:30:00	ES	Futures	2360.83	2364.09	2360.01	2360.29	177015.0
2016-09-22 16:00:00	ES	Futures	2360.29	2360.83	2357.84	2359.74	79331.0
2016-09-22 16:30:00	ES	Futures	2359.74	2360.56	2359.47	2360.29	5970.0
2016-09-22 18:00:00	ES	Futures	2359.74	2360.29	2358.92	2359.47	2214.0
2016-09-22 18:30:00	ES	Futures	2359.74	2359.74	2358.92	2359.2	730.0
2016-09-22 19:00:00	ES	Futures	2359.2	2359.47	2358.38	2358.38	1312.0
2016-09-22 19:30:00	ES	Futures	2358.38	2358.92	2358.11	2358.65	2094.0
2016-09-22 20:00:00	ES	Futures	2358.92	2359.74	2358.38	2359.2	4606.0
2016-09-22 20:30:00	ES	Futures	2358.92	2360.01	2358.65	2358.92	1787.0
2016-09-22 21:00:00	ES	Futures	2358.92	2359.47	2358.65	2358.92	1447.0
2016-09-22 21:30:00	ES	Futures	2358.65	2359.2	2357.84	2358.92	2030.0
2016-09-22 22:00:00	ES	Futures	2359.2	2360.01	2358.92	2358.92	2415.0
2016-09-22 22:30:00	ES	Futures	2358.65	2359.47	2358.65	2358.92	1299.0
2016-09-22 23:00:00	ES	Futures	2358.92	2359.2	2358.65	2358.92	580.0
2016-09-22 23:30:00	ES	Futures	2358.92	2359.47	2358.65	2358.92	1248.0
2016-09-22 00:00:00	NQ	Futures	5787.1	5787.7	5786.5	5786.8	61.0
2016-09-22 00:30:00	NQ	Futures	5786.8	5786.8	5786.21	5786.8	106.0
2016-09-22 01:00:00	NQ	Futures	5786.8	5788.29	5785.61	5785.61	181.0
2016-09-22 01:30:00	NQ	Futures	5785.31	5785.31	5782.03	5782.03	402.0

> showing 50 of 3,017 rows — these rows as CSV

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