PREVIEW / futures_30min / 2016-09-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-09-30.parquet
  size:    75 KB
  rows:    2,533

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
2016-09-30 00:00:00	ES	Futures	2332.53	2332.81	2331.72	2332.26	1052.0
2016-09-30 00:30:00	ES	Futures	2332.26	2332.26	2331.17	2331.44	1063.0
2016-09-30 01:00:00	ES	Futures	2331.44	2332.26	2331.44	2331.72	859.0
2016-09-30 01:30:00	ES	Futures	2331.72	2331.72	2329.81	2330.08	2144.0
2016-09-30 02:00:00	ES	Futures	2330.08	2331.44	2328.72	2329.27	8617.0
2016-09-30 02:30:00	ES	Futures	2329.27	2331.72	2328.72	2331.17	7809.0
2016-09-30 03:00:00	ES	Futures	2331.17	2331.44	2324.37	2328.18	36305.0
2016-09-30 03:30:00	ES	Futures	2328.18	2331.99	2325.73	2329.0	24927.0
2016-09-30 04:00:00	ES	Futures	2329.0	2333.62	2327.09	2332.53	18050.0
2016-09-30 04:30:00	ES	Futures	2332.53	2334.98	2329.81	2333.62	16280.0
2016-09-30 05:00:00	ES	Futures	2333.62	2335.25	2332.53	2333.62	7925.0
2016-09-30 05:30:00	ES	Futures	2333.62	2337.7	2333.08	2335.25	12418.0
2016-09-30 06:00:00	ES	Futures	2335.25	2335.8	2333.35	2333.35	8120.0
2016-09-30 06:30:00	ES	Futures	2333.35	2339.34	2332.26	2337.97	11150.0
2016-09-30 07:00:00	ES	Futures	2338.25	2339.06	2335.25	2335.8	11651.0
2016-09-30 07:30:00	ES	Futures	2335.8	2338.25	2335.8	2337.16	11900.0
2016-09-30 08:00:00	ES	Futures	2337.16	2340.15	2336.07	2339.34	17439.0
2016-09-30 08:30:00	ES	Futures	2339.61	2342.33	2338.52	2340.97	29959.0
2016-09-30 09:00:00	ES	Futures	2340.97	2344.23	2339.06	2343.69	40118.0
2016-09-30 09:30:00	ES	Futures	2343.42	2349.13	2340.42	2342.33	234666.0
2016-09-30 10:00:00	ES	Futures	2342.06	2346.95	2341.24	2345.05	159360.0
2016-09-30 10:30:00	ES	Futures	2344.78	2348.04	2343.96	2347.77	104647.0
2016-09-30 11:00:00	ES	Futures	2347.5	2355.66	2347.5	2353.76	194540.0
2016-09-30 11:30:00	ES	Futures	2353.76	2355.39	2350.76	2352.12	81237.0
2016-09-30 12:00:00	ES	Futures	2352.4	2355.12	2351.58	2354.3	41459.0
2016-09-30 12:30:00	ES	Futures	2354.57	2355.93	2352.94	2352.94	54767.0
2016-09-30 13:00:00	ES	Futures	2352.94	2354.57	2351.31	2351.58	40011.0
2016-09-30 13:30:00	ES	Futures	2351.58	2355.39	2351.03	2354.84	51396.0
2016-09-30 14:00:00	ES	Futures	2355.12	2357.02	2354.3	2356.48	58284.0
2016-09-30 14:30:00	ES	Futures	2356.48	2357.84	2355.93	2357.02	53724.0
2016-09-30 15:00:00	ES	Futures	2357.29	2359.74	2357.02	2357.84	89816.0
2016-09-30 15:30:00	ES	Futures	2358.11	2358.92	2350.22	2351.31	333646.0
2016-09-30 16:00:00	ES	Futures	2351.31	2353.48	2349.13	2349.67	140575.0
2016-09-30 16:30:00	ES	Futures	2349.13	2349.13	2347.23	2347.23	13400.0
2016-09-30 00:00:00	NQ	Futures	5762.04	5762.64	5760.85	5761.74	149.0
2016-09-30 00:30:00	NQ	Futures	5761.44	5762.64	5760.25	5760.55	238.0
2016-09-30 01:00:00	NQ	Futures	5760.85	5761.74	5759.95	5760.55	241.0
2016-09-30 01:30:00	NQ	Futures	5760.55	5760.55	5755.78	5755.78	333.0
2016-09-30 02:00:00	NQ	Futures	5756.07	5759.06	5752.2	5754.28	862.0
2016-09-30 02:30:00	NQ	Futures	5754.58	5759.95	5752.2	5758.76	730.0
2016-09-30 03:00:00	NQ	Futures	5759.36	5759.36	5742.05	5752.79	4842.0
2016-09-30 03:30:00	NQ	Futures	5752.2	5760.85	5745.93	5754.88	3378.0
2016-09-30 04:00:00	NQ	Futures	5754.58	5765.32	5749.21	5762.34	2460.0
2016-09-30 04:30:00	NQ	Futures	5762.34	5768.01	5755.48	5764.43	2529.0
2016-09-30 05:00:00	NQ	Futures	5764.73	5768.31	5762.64	5765.32	1068.0
2016-09-30 05:30:00	NQ	Futures	5765.02	5774.57	5763.83	5768.9	2252.0
2016-09-30 06:00:00	NQ	Futures	5768.6	5769.8	5763.23	5763.53	1631.0
2016-09-30 06:30:00	NQ	Futures	5763.83	5777.26	5761.15	5775.17	2171.0
2016-09-30 07:00:00	NQ	Futures	5775.47	5777.55	5769.8	5770.69	1558.0
2016-09-30 07:30:00	NQ	Futures	5770.69	5778.15	5770.69	5776.96	1670.0

> showing 50 of 2,533 rows — these rows as CSV

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