PREVIEW / futures_30min / 2016-09-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-28.parquet
  size:    82 KB
  rows:    3,055

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
2016-09-28 00:00:00	ES	Futures	2337.97	2338.25	2337.43	2338.25	724.0
2016-09-28 00:30:00	ES	Futures	2337.97	2339.88	2337.97	2339.61	1425.0
2016-09-28 01:00:00	ES	Futures	2339.61	2339.61	2338.79	2339.06	739.0
2016-09-28 01:30:00	ES	Futures	2339.06	2340.97	2339.06	2340.7	2614.0
2016-09-28 02:00:00	ES	Futures	2340.97	2340.97	2339.61	2339.88	4205.0
2016-09-28 02:30:00	ES	Futures	2340.15	2342.33	2340.15	2342.33	3394.0
2016-09-28 03:00:00	ES	Futures	2342.06	2347.5	2341.78	2346.68	25931.0
2016-09-28 03:30:00	ES	Futures	2346.68	2347.5	2345.05	2346.41	10197.0
2016-09-28 04:00:00	ES	Futures	2346.68	2348.59	2345.87	2346.14	11860.0
2016-09-28 04:30:00	ES	Futures	2346.14	2347.23	2344.78	2345.87	11505.0
2016-09-28 05:00:00	ES	Futures	2345.59	2346.41	2338.25	2338.52	27065.0
2016-09-28 05:30:00	ES	Futures	2338.52	2339.88	2337.7	2339.61	7458.0
2016-09-28 06:00:00	ES	Futures	2339.61	2340.97	2339.06	2340.7	5286.0
2016-09-28 06:30:00	ES	Futures	2340.42	2343.69	2340.42	2342.6	9854.0
2016-09-28 07:00:00	ES	Futures	2342.6	2343.69	2342.06	2343.42	5558.0
2016-09-28 07:30:00	ES	Futures	2343.14	2344.78	2341.51	2342.87	10109.0
2016-09-28 08:00:00	ES	Futures	2342.87	2344.5	2342.6	2343.14	11527.0
2016-09-28 08:30:00	ES	Futures	2343.42	2344.5	2342.06	2342.33	15943.0
2016-09-28 09:00:00	ES	Futures	2342.33	2346.14	2342.33	2346.14	25988.0
2016-09-28 09:30:00	ES	Futures	2345.87	2347.77	2343.96	2345.32	144891.0
2016-09-28 10:00:00	ES	Futures	2345.32	2347.5	2341.51	2343.14	98291.0
2016-09-28 10:30:00	ES	Futures	2342.87	2344.78	2336.07	2337.43	144744.0
2016-09-28 11:00:00	ES	Futures	2337.43	2337.43	2333.35	2336.89	125219.0
2016-09-28 11:30:00	ES	Futures	2336.61	2339.61	2334.17	2339.06	77684.0
2016-09-28 12:00:00	ES	Futures	2339.06	2340.97	2336.89	2338.25	80037.0
2016-09-28 12:30:00	ES	Futures	2338.25	2340.97	2336.07	2339.34	59520.0
2016-09-28 13:00:00	ES	Futures	2339.06	2340.97	2336.89	2340.42	42881.0
2016-09-28 13:30:00	ES	Futures	2340.7	2343.96	2340.7	2342.6	59382.0
2016-09-28 14:00:00	ES	Futures	2342.6	2353.76	2341.51	2351.58	182948.0
2016-09-28 14:30:00	ES	Futures	2351.85	2354.3	2349.4	2352.67	134871.0
2016-09-28 15:00:00	ES	Futures	2352.67	2353.21	2349.95	2350.49	89740.0
2016-09-28 15:30:00	ES	Futures	2350.49	2356.48	2349.13	2354.84	170295.0
2016-09-28 16:00:00	ES	Futures	2355.12	2355.39	2352.94	2354.03	82968.0
2016-09-28 16:30:00	ES	Futures	2354.03	2354.57	2353.21	2353.76	6412.0
2016-09-28 18:00:00	ES	Futures	2353.21	2353.76	2352.4	2352.94	3110.0
2016-09-28 18:30:00	ES	Futures	2353.21	2353.48	2352.67	2353.21	647.0
2016-09-28 19:00:00	ES	Futures	2353.21	2354.57	2352.94	2354.3	1739.0
2016-09-28 19:30:00	ES	Futures	2354.3	2356.2	2354.03	2355.12	2449.0
2016-09-28 20:00:00	ES	Futures	2355.12	2356.2	2354.03	2356.2	2295.0
2016-09-28 20:30:00	ES	Futures	2355.93	2357.29	2355.12	2356.75	3875.0
2016-09-28 21:00:00	ES	Futures	2356.75	2357.84	2356.2	2357.02	3853.0
2016-09-28 21:30:00	ES	Futures	2356.75	2358.11	2356.48	2357.29	3174.0
2016-09-28 22:00:00	ES	Futures	2357.56	2357.84	2357.02	2357.56	1407.0
2016-09-28 22:30:00	ES	Futures	2357.84	2357.84	2356.48	2357.02	1740.0
2016-09-28 23:00:00	ES	Futures	2357.02	2357.02	2356.2	2357.02	958.0
2016-09-28 23:30:00	ES	Futures	2357.02	2357.56	2357.02	2357.56	1158.0
2016-09-28 00:00:00	NQ	Futures	5788.0	5790.08	5787.1	5789.79	186.0
2016-09-28 00:30:00	NQ	Futures	5789.49	5795.16	5789.49	5794.26	467.0
2016-09-28 01:00:00	NQ	Futures	5794.56	5794.56	5792.47	5793.37	136.0
2016-09-28 01:30:00	NQ	Futures	5793.66	5797.24	5793.66	5796.65	351.0

> showing 50 of 3,055 rows — these rows as CSV

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