PREVIEW / futures_30min / 2016-09-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-26.parquet
  size:    81 KB
  rows:    3,029

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
2016-09-26 00:00:00	ES	Futures	2345.32	2345.59	2344.78	2345.32	964.0
2016-09-26 00:30:00	ES	Futures	2345.05	2346.14	2344.78	2345.87	575.0
2016-09-26 01:00:00	ES	Futures	2346.14	2346.14	2345.32	2345.59	779.0
2016-09-26 01:30:00	ES	Futures	2345.59	2345.59	2343.14	2343.42	3555.0
2016-09-26 02:00:00	ES	Futures	2343.69	2345.05	2343.14	2343.69	3904.0
2016-09-26 02:30:00	ES	Futures	2343.69	2345.05	2343.69	2344.78	3956.0
2016-09-26 03:00:00	ES	Futures	2344.78	2344.78	2339.06	2339.34	23854.0
2016-09-26 03:30:00	ES	Futures	2339.34	2339.88	2333.62	2336.34	27192.0
2016-09-26 04:00:00	ES	Futures	2336.07	2337.16	2333.62	2336.07	24966.0
2016-09-26 04:30:00	ES	Futures	2336.07	2337.43	2335.25	2336.89	9170.0
2016-09-26 05:00:00	ES	Futures	2337.16	2338.25	2336.07	2336.89	8490.0
2016-09-26 05:30:00	ES	Futures	2336.61	2336.61	2334.98	2335.53	6271.0
2016-09-26 06:00:00	ES	Futures	2335.53	2339.06	2335.53	2339.06	9240.0
2016-09-26 06:30:00	ES	Futures	2339.06	2339.06	2337.43	2338.25	5720.0
2016-09-26 07:00:00	ES	Futures	2338.25	2339.06	2337.16	2338.52	6870.0
2016-09-26 07:30:00	ES	Futures	2338.52	2339.61	2337.97	2338.79	7385.0
2016-09-26 08:00:00	ES	Futures	2338.79	2339.88	2337.97	2338.79	10694.0
2016-09-26 08:30:00	ES	Futures	2338.79	2339.06	2336.61	2337.43	17212.0
2016-09-26 09:00:00	ES	Futures	2337.7	2339.06	2336.89	2337.43	18133.0
2016-09-26 09:30:00	ES	Futures	2337.7	2338.79	2330.36	2331.99	195388.0
2016-09-26 10:00:00	ES	Futures	2332.26	2338.52	2330.9	2334.98	140202.0
2016-09-26 10:30:00	ES	Futures	2334.98	2339.34	2334.98	2335.53	92137.0
2016-09-26 11:00:00	ES	Futures	2335.8	2336.34	2330.9	2331.72	93727.0
2016-09-26 11:30:00	ES	Futures	2331.44	2332.81	2329.0	2331.44	84181.0
2016-09-26 12:00:00	ES	Futures	2331.44	2333.35	2330.36	2332.26	44382.0
2016-09-26 12:30:00	ES	Futures	2332.53	2334.71	2330.36	2333.08	51694.0
2016-09-26 13:00:00	ES	Futures	2332.81	2333.08	2328.18	2329.0	58508.0
2016-09-26 13:30:00	ES	Futures	2328.72	2329.81	2326.55	2328.72	72871.0
2016-09-26 14:00:00	ES	Futures	2328.72	2330.9	2328.18	2330.36	57298.0
2016-09-26 14:30:00	ES	Futures	2330.08	2330.36	2326.55	2327.91	56645.0
2016-09-26 15:00:00	ES	Futures	2327.91	2330.63	2326.82	2329.54	94698.0
2016-09-26 15:30:00	ES	Futures	2329.81	2331.44	2325.46	2327.91	229393.0
2016-09-26 16:00:00	ES	Futures	2327.91	2329.81	2327.36	2329.0	89023.0
2016-09-26 16:30:00	ES	Futures	2328.45	2329.54	2327.64	2328.72	8350.0
2016-09-26 18:00:00	ES	Futures	2328.18	2330.63	2328.18	2329.81	2815.0
2016-09-26 18:30:00	ES	Futures	2329.81	2329.81	2327.64	2327.64	1743.0
2016-09-26 19:00:00	ES	Futures	2327.91	2329.27	2327.64	2329.0	991.0
2016-09-26 19:30:00	ES	Futures	2328.72	2329.0	2327.36	2327.64	1633.0
2016-09-26 20:00:00	ES	Futures	2327.64	2327.64	2321.65	2323.28	11594.0
2016-09-26 20:30:00	ES	Futures	2323.28	2324.64	2322.74	2323.55	3275.0
2016-09-26 21:00:00	ES	Futures	2323.55	2332.81	2323.28	2331.72	14442.0
2016-09-26 21:30:00	ES	Futures	2331.72	2337.43	2329.81	2336.34	18994.0
2016-09-26 22:00:00	ES	Futures	2336.61	2339.61	2336.07	2339.06	16122.0
2016-09-26 22:30:00	ES	Futures	2339.06	2342.6	2338.79	2339.34	16251.0
2016-09-26 23:00:00	ES	Futures	2339.34	2341.24	2339.06	2340.7	4372.0
2016-09-26 23:30:00	ES	Futures	2340.97	2344.23	2340.7	2343.42	8233.0
2016-09-26 00:00:00	NQ	Futures	5783.82	5784.42	5782.33	5783.82	184.0
2016-09-26 00:30:00	NQ	Futures	5784.12	5786.21	5782.92	5785.91	128.0
2016-09-26 01:00:00	NQ	Futures	5785.91	5786.21	5784.42	5784.71	176.0
2016-09-26 01:30:00	NQ	Futures	5784.42	5784.42	5778.75	5780.54	446.0

> showing 50 of 3,029 rows — these rows as CSV

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