PREVIEW / futures_30min / 2016-09-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-29.parquet
  size:    86 KB
  rows:    3,078

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
2016-09-29 00:00:00	ES	Futures	2357.84	2358.11	2357.56	2357.56	816.0
2016-09-29 00:30:00	ES	Futures	2357.56	2357.84	2356.75	2357.02	1196.0
2016-09-29 01:00:00	ES	Futures	2357.02	2358.11	2357.02	2357.84	1396.0
2016-09-29 01:30:00	ES	Futures	2358.11	2358.38	2357.29	2357.29	1994.0
2016-09-29 02:00:00	ES	Futures	2357.56	2358.38	2356.48	2356.75	4717.0
2016-09-29 02:30:00	ES	Futures	2356.75	2357.29	2355.12	2355.93	4466.0
2016-09-29 03:00:00	ES	Futures	2355.66	2357.02	2353.21	2356.48	19045.0
2016-09-29 03:30:00	ES	Futures	2356.48	2357.29	2354.57	2355.66	9081.0
2016-09-29 04:00:00	ES	Futures	2355.66	2357.56	2354.84	2355.39	8246.0
2016-09-29 04:30:00	ES	Futures	2355.12	2355.93	2353.48	2355.12	7330.0
2016-09-29 05:00:00	ES	Futures	2355.12	2356.2	2354.03	2354.03	4432.0
2016-09-29 05:30:00	ES	Futures	2354.03	2355.12	2353.76	2354.3	6250.0
2016-09-29 06:00:00	ES	Futures	2354.3	2355.12	2353.21	2353.76	3724.0
2016-09-29 06:30:00	ES	Futures	2354.03	2354.3	2351.58	2352.67	6818.0
2016-09-29 07:00:00	ES	Futures	2352.67	2354.03	2352.12	2353.21	4895.0
2016-09-29 07:30:00	ES	Futures	2353.21	2354.57	2352.4	2352.67	8748.0
2016-09-29 08:00:00	ES	Futures	2352.67	2353.21	2348.59	2348.86	21644.0
2016-09-29 08:30:00	ES	Futures	2348.86	2351.03	2348.04	2351.03	15698.0
2016-09-29 09:00:00	ES	Futures	2350.76	2352.12	2349.13	2351.85	24820.0
2016-09-29 09:30:00	ES	Futures	2352.12	2354.03	2350.22	2353.76	144773.0
2016-09-29 10:00:00	ES	Futures	2353.76	2357.02	2350.76	2355.66	184243.0
2016-09-29 10:30:00	ES	Futures	2355.66	2355.93	2350.49	2351.03	103267.0
2016-09-29 11:00:00	ES	Futures	2351.03	2351.85	2345.87	2349.67	133913.0
2016-09-29 11:30:00	ES	Futures	2349.95	2351.85	2349.13	2350.49	71709.0
2016-09-29 12:00:00	ES	Futures	2350.22	2354.3	2349.4	2351.85	64521.0
2016-09-29 12:30:00	ES	Futures	2351.85	2352.67	2333.08	2336.07	252272.0
2016-09-29 13:00:00	ES	Futures	2336.34	2339.06	2329.81	2336.61	232682.0
2016-09-29 13:30:00	ES	Futures	2336.34	2338.52	2326.0	2328.72	152583.0
2016-09-29 14:00:00	ES	Futures	2328.45	2341.51	2326.82	2340.7	175749.0
2016-09-29 14:30:00	ES	Futures	2340.7	2343.96	2337.43	2338.25	168294.0
2016-09-29 15:00:00	ES	Futures	2337.97	2339.88	2332.26	2338.25	140701.0
2016-09-29 15:30:00	ES	Futures	2338.25	2341.51	2332.26	2333.08	198190.0
2016-09-29 16:00:00	ES	Futures	2333.08	2338.79	2332.81	2338.52	89030.0
2016-09-29 16:30:00	ES	Futures	2338.52	2338.79	2336.89	2337.43	7153.0
2016-09-29 18:00:00	ES	Futures	2335.25	2335.53	2333.08	2334.44	6116.0
2016-09-29 18:30:00	ES	Futures	2334.71	2335.53	2334.17	2334.98	1851.0
2016-09-29 19:00:00	ES	Futures	2334.98	2335.25	2332.53	2333.62	2512.0
2016-09-29 19:30:00	ES	Futures	2333.89	2334.98	2331.99	2334.44	4338.0
2016-09-29 20:00:00	ES	Futures	2334.44	2334.71	2331.44	2333.35	5568.0
2016-09-29 20:30:00	ES	Futures	2333.35	2333.35	2330.08	2330.9	5465.0
2016-09-29 21:00:00	ES	Futures	2330.9	2331.72	2329.54	2330.63	5715.0
2016-09-29 21:30:00	ES	Futures	2330.63	2332.26	2330.36	2331.99	4458.0
2016-09-29 22:00:00	ES	Futures	2332.26	2334.44	2330.9	2331.44	5348.0
2016-09-29 22:30:00	ES	Futures	2331.72	2333.35	2330.9	2333.08	2805.0
2016-09-29 23:00:00	ES	Futures	2332.81	2334.17	2331.99	2332.53	3031.0
2016-09-29 23:30:00	ES	Futures	2332.81	2333.62	2331.72	2332.53	3171.0
2016-09-29 00:00:00	NQ	Futures	5817.53	5818.13	5817.23	5818.13	123.0
2016-09-29 00:30:00	NQ	Futures	5818.13	5818.13	5816.34	5816.93	204.0
2016-09-29 01:00:00	NQ	Futures	5817.23	5818.72	5816.64	5818.43	162.0
2016-09-29 01:30:00	NQ	Futures	5818.13	5819.02	5815.74	5816.04	185.0

> showing 50 of 3,078 rows — these rows as CSV

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