PREVIEW / futures_30min / 2016-09-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-27.parquet
  size:    83 KB
  rows:    3,045

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
2016-09-27 00:00:00	ES	Futures	2343.14	2343.96	2342.87	2343.69	2638.0
2016-09-27 00:30:00	ES	Futures	2343.42	2343.69	2342.06	2342.33	2595.0
2016-09-27 01:00:00	ES	Futures	2342.6	2343.96	2342.33	2342.6	3749.0
2016-09-27 01:30:00	ES	Futures	2342.6	2342.87	2341.51	2342.06	3156.0
2016-09-27 02:00:00	ES	Futures	2342.06	2342.87	2341.51	2342.06	5937.0
2016-09-27 02:30:00	ES	Futures	2342.33	2343.42	2342.33	2342.87	3334.0
2016-09-27 03:00:00	ES	Futures	2342.87	2344.23	2339.88	2340.15	19120.0
2016-09-27 03:30:00	ES	Futures	2340.15	2341.51	2337.7	2338.25	14239.0
2016-09-27 04:00:00	ES	Futures	2338.52	2339.34	2337.16	2338.25	8371.0
2016-09-27 04:30:00	ES	Futures	2338.25	2339.06	2334.44	2334.44	14589.0
2016-09-27 05:00:00	ES	Futures	2334.44	2334.98	2330.36	2331.17	22133.0
2016-09-27 05:30:00	ES	Futures	2331.44	2333.89	2329.81	2333.08	10739.0
2016-09-27 06:00:00	ES	Futures	2333.35	2333.62	2331.72	2332.81	6444.0
2016-09-27 06:30:00	ES	Futures	2332.81	2335.25	2332.26	2334.98	5865.0
2016-09-27 07:00:00	ES	Futures	2335.25	2335.8	2332.53	2333.35	9833.0
2016-09-27 07:30:00	ES	Futures	2333.35	2333.89	2332.26	2333.35	8926.0
2016-09-27 08:00:00	ES	Futures	2333.35	2334.98	2330.36	2331.17	24310.0
2016-09-27 08:30:00	ES	Futures	2330.9	2331.72	2326.82	2329.0	32756.0
2016-09-27 09:00:00	ES	Futures	2329.0	2329.27	2323.83	2326.0	38852.0
2016-09-27 09:30:00	ES	Futures	2326.0	2333.35	2321.11	2333.08	238702.0
2016-09-27 10:00:00	ES	Futures	2332.81	2337.97	2332.81	2334.44	153193.0
2016-09-27 10:30:00	ES	Futures	2334.44	2334.98	2327.09	2328.45	108434.0
2016-09-27 11:00:00	ES	Futures	2328.45	2336.07	2328.45	2335.25	93434.0
2016-09-27 11:30:00	ES	Futures	2335.25	2337.97	2334.98	2336.61	83335.0
2016-09-27 12:00:00	ES	Futures	2336.34	2342.87	2334.98	2341.51	103241.0
2016-09-27 12:30:00	ES	Futures	2341.51	2342.6	2339.61	2342.06	65350.0
2016-09-27 13:00:00	ES	Futures	2342.33	2343.42	2340.42	2342.6	56026.0
2016-09-27 13:30:00	ES	Futures	2342.87	2344.23	2340.97	2341.78	52728.0
2016-09-27 14:00:00	ES	Futures	2342.06	2343.14	2340.42	2342.33	54115.0
2016-09-27 14:30:00	ES	Futures	2342.06	2343.14	2339.88	2340.97	43697.0
2016-09-27 15:00:00	ES	Futures	2340.97	2342.6	2339.34	2340.7	53188.0
2016-09-27 15:30:00	ES	Futures	2340.42	2342.87	2338.52	2342.6	127606.0
2016-09-27 16:00:00	ES	Futures	2342.87	2343.96	2342.6	2342.87	69514.0
2016-09-27 16:30:00	ES	Futures	2342.87	2343.14	2342.06	2342.06	5722.0
2016-09-27 18:00:00	ES	Futures	2342.06	2342.6	2340.7	2341.51	3576.0
2016-09-27 18:30:00	ES	Futures	2341.51	2343.42	2341.24	2342.6	2560.0
2016-09-27 19:00:00	ES	Futures	2342.87	2342.87	2340.15	2340.97	1640.0
2016-09-27 19:30:00	ES	Futures	2340.97	2341.78	2340.15	2341.24	1759.0
2016-09-27 20:00:00	ES	Futures	2341.51	2341.78	2340.15	2341.24	2952.0
2016-09-27 20:30:00	ES	Futures	2340.97	2341.24	2340.15	2340.7	1496.0
2016-09-27 21:00:00	ES	Futures	2340.42	2340.7	2336.61	2337.97	6955.0
2016-09-27 21:30:00	ES	Futures	2337.97	2339.06	2337.43	2338.79	4884.0
2016-09-27 22:00:00	ES	Futures	2338.52	2339.34	2338.25	2338.79	2101.0
2016-09-27 22:30:00	ES	Futures	2338.52	2339.06	2337.7	2337.97	1694.0
2016-09-27 23:00:00	ES	Futures	2337.7	2338.52	2336.89	2338.25	2232.0
2016-09-27 23:30:00	ES	Futures	2338.25	2338.25	2337.43	2337.7	1150.0
2016-09-27 00:00:00	NQ	Futures	5780.24	5782.33	5779.34	5780.24	467.0
2016-09-27 00:30:00	NQ	Futures	5780.54	5780.54	5777.55	5779.05	387.0
2016-09-27 01:00:00	NQ	Futures	5779.34	5782.63	5778.45	5779.94	524.0
2016-09-27 01:30:00	NQ	Futures	5779.94	5779.94	5777.55	5779.05	553.0

> showing 50 of 3,045 rows — these rows as CSV

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