PREVIEW / futures_30min / 2016-09-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-23.parquet
  size:    68 KB
  rows:    2,448

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
2016-09-23 00:00:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	997.0
2016-09-23 00:30:00	ES	Futures	2359.2	2359.47	2358.92	2359.2	702.0
2016-09-23 01:00:00	ES	Futures	2359.2	2359.47	2358.92	2358.92	1009.0
2016-09-23 01:30:00	ES	Futures	2359.2	2359.47	2358.65	2359.2	1438.0
2016-09-23 02:00:00	ES	Futures	2358.92	2359.2	2358.11	2358.38	2550.0
2016-09-23 02:30:00	ES	Futures	2358.38	2359.47	2358.38	2358.92	2553.0
2016-09-23 03:00:00	ES	Futures	2359.2	2361.1	2357.02	2357.29	13345.0
2016-09-23 03:30:00	ES	Futures	2357.29	2357.84	2355.39	2357.02	10262.0
2016-09-23 04:00:00	ES	Futures	2356.75	2357.29	2354.3	2354.84	10185.0
2016-09-23 04:30:00	ES	Futures	2355.12	2355.93	2354.84	2354.84	6386.0
2016-09-23 05:00:00	ES	Futures	2355.12	2356.75	2354.84	2356.2	4658.0
2016-09-23 05:30:00	ES	Futures	2356.2	2358.11	2355.93	2356.48	9308.0
2016-09-23 06:00:00	ES	Futures	2356.2	2357.84	2355.93	2356.75	6486.0
2016-09-23 06:30:00	ES	Futures	2356.75	2357.29	2355.12	2355.39	5987.0
2016-09-23 07:00:00	ES	Futures	2355.66	2356.75	2354.84	2354.84	5482.0
2016-09-23 07:30:00	ES	Futures	2355.12	2356.2	2354.57	2355.39	9001.0
2016-09-23 08:00:00	ES	Futures	2355.39	2356.48	2355.12	2356.2	10412.0
2016-09-23 08:30:00	ES	Futures	2355.93	2357.84	2355.39	2357.56	13947.0
2016-09-23 09:00:00	ES	Futures	2357.56	2358.38	2355.39	2355.66	26704.0
2016-09-23 09:30:00	ES	Futures	2355.39	2357.56	2352.67	2354.03	175007.0
2016-09-23 10:00:00	ES	Futures	2354.03	2355.93	2352.67	2354.84	106320.0
2016-09-23 10:30:00	ES	Futures	2355.12	2356.48	2353.48	2355.12	70309.0
2016-09-23 11:00:00	ES	Futures	2355.39	2356.75	2353.48	2354.84	69071.0
2016-09-23 11:30:00	ES	Futures	2354.84	2356.75	2352.4	2353.21	96233.0
2016-09-23 12:00:00	ES	Futures	2353.21	2354.57	2352.67	2354.3	46717.0
2016-09-23 12:30:00	ES	Futures	2354.3	2354.84	2352.4	2353.21	29692.0
2016-09-23 13:00:00	ES	Futures	2353.21	2353.48	2350.49	2351.85	72791.0
2016-09-23 13:30:00	ES	Futures	2351.85	2352.12	2346.41	2347.23	93048.0
2016-09-23 14:00:00	ES	Futures	2346.95	2350.49	2346.68	2349.95	85464.0
2016-09-23 14:30:00	ES	Futures	2349.95	2351.31	2348.86	2350.76	61013.0
2016-09-23 15:00:00	ES	Futures	2350.76	2352.4	2348.86	2352.12	64211.0
2016-09-23 15:30:00	ES	Futures	2351.85	2354.03	2347.23	2347.77	205459.0
2016-09-23 16:00:00	ES	Futures	2347.77	2350.22	2347.5	2349.4	89948.0
2016-09-23 16:30:00	ES	Futures	2348.86	2349.13	2347.77	2348.04	7448.0
2016-09-23 00:00:00	NQ	Futures	5830.06	5831.55	5830.06	5830.96	102.0
2016-09-23 00:30:00	NQ	Futures	5831.25	5831.25	5830.06	5830.66	90.0
2016-09-23 01:00:00	NQ	Futures	5830.66	5831.25	5830.06	5830.66	254.0
2016-09-23 01:30:00	NQ	Futures	5830.96	5832.15	5829.46	5830.36	229.0
2016-09-23 02:00:00	NQ	Futures	5830.36	5830.66	5828.57	5829.46	284.0
2016-09-23 02:30:00	NQ	Futures	5829.17	5832.45	5829.17	5830.36	360.0
2016-09-23 03:00:00	NQ	Futures	5830.66	5835.13	5827.08	5827.97	1538.0
2016-09-23 03:30:00	NQ	Futures	5828.27	5829.17	5823.5	5827.67	1766.0
2016-09-23 04:00:00	NQ	Futures	5827.38	5827.67	5820.51	5821.71	1380.0
2016-09-23 04:30:00	NQ	Futures	5821.71	5824.99	5821.71	5821.71	1068.0
2016-09-23 05:00:00	NQ	Futures	5822.01	5826.18	5822.01	5825.29	598.0
2016-09-23 05:30:00	NQ	Futures	5825.29	5828.57	5822.6	5823.2	1466.0
2016-09-23 06:00:00	NQ	Futures	5823.5	5826.48	5822.01	5823.8	1149.0
2016-09-23 06:30:00	NQ	Futures	5824.09	5825.59	5820.81	5821.71	849.0
2016-09-23 07:00:00	NQ	Futures	5822.01	5824.09	5819.32	5819.32	1051.0
2016-09-23 07:30:00	NQ	Futures	5819.32	5821.41	5817.83	5819.62	1531.0

> showing 50 of 2,448 rows — these rows as CSV

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