PREVIEW / futures_30min / 2016-10-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-04.parquet
  size:    87 KB
  rows:    3,104

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
2016-10-04 00:00:00	ES	Futures	2345.05	2345.87	2344.78	2345.59	881.0
2016-10-04 00:30:00	ES	Futures	2345.59	2346.14	2345.32	2345.87	835.0
2016-10-04 01:00:00	ES	Futures	2345.87	2346.68	2345.59	2345.59	1810.0
2016-10-04 01:30:00	ES	Futures	2345.59	2345.59	2344.78	2345.59	1376.0
2016-10-04 02:00:00	ES	Futures	2345.59	2346.41	2345.05	2345.32	3603.0
2016-10-04 02:30:00	ES	Futures	2345.32	2345.87	2344.78	2345.05	2978.0
2016-10-04 03:00:00	ES	Futures	2344.78	2349.4	2343.14	2348.86	24607.0
2016-10-04 03:30:00	ES	Futures	2349.13	2349.13	2347.23	2348.04	7842.0
2016-10-04 04:00:00	ES	Futures	2348.04	2349.67	2347.77	2348.04	7294.0
2016-10-04 04:30:00	ES	Futures	2348.31	2349.4	2347.77	2348.31	6534.0
2016-10-04 05:00:00	ES	Futures	2348.31	2350.49	2347.77	2350.22	7804.0
2016-10-04 05:30:00	ES	Futures	2350.22	2350.49	2347.5	2348.04	6273.0
2016-10-04 06:00:00	ES	Futures	2348.04	2348.31	2345.59	2346.14	9434.0
2016-10-04 06:30:00	ES	Futures	2346.14	2346.41	2343.42	2344.5	10276.0
2016-10-04 07:00:00	ES	Futures	2344.5	2345.32	2344.23	2344.5	6912.0
2016-10-04 07:30:00	ES	Futures	2344.5	2345.59	2343.42	2345.59	8359.0
2016-10-04 08:00:00	ES	Futures	2345.59	2345.59	2343.42	2344.23	13276.0
2016-10-04 08:30:00	ES	Futures	2343.96	2344.78	2342.33	2344.5	17321.0
2016-10-04 09:00:00	ES	Futures	2344.23	2346.68	2343.14	2346.14	27470.0
2016-10-04 09:30:00	ES	Futures	2346.14	2348.86	2345.05	2346.95	160422.0
2016-10-04 10:00:00	ES	Futures	2347.23	2347.23	2337.43	2341.51	191102.0
2016-10-04 10:30:00	ES	Futures	2341.51	2347.77	2341.24	2344.5	143001.0
2016-10-04 11:00:00	ES	Futures	2344.78	2345.32	2334.44	2341.24	253877.0
2016-10-04 11:30:00	ES	Futures	2340.97	2346.95	2337.43	2339.34	264193.0
2016-10-04 12:00:00	ES	Futures	2339.34	2342.87	2336.89	2339.61	92735.0
2016-10-04 12:30:00	ES	Futures	2339.34	2342.06	2335.8	2336.34	89477.0
2016-10-04 13:00:00	ES	Futures	2336.61	2337.16	2327.36	2329.81	133238.0
2016-10-04 13:30:00	ES	Futures	2330.08	2331.99	2328.72	2330.08	67180.0
2016-10-04 14:00:00	ES	Futures	2330.08	2332.81	2326.82	2329.0	85716.0
2016-10-04 14:30:00	ES	Futures	2328.72	2331.17	2324.64	2324.92	83767.0
2016-10-04 15:00:00	ES	Futures	2324.92	2332.26	2324.64	2331.99	110267.0
2016-10-04 15:30:00	ES	Futures	2331.99	2334.98	2330.63	2332.81	195083.0
2016-10-04 16:00:00	ES	Futures	2332.81	2334.71	2330.63	2334.17	73799.0
2016-10-04 16:30:00	ES	Futures	2334.17	2334.17	2332.81	2333.08	5563.0
2016-10-04 18:00:00	ES	Futures	2333.62	2334.44	2332.81	2333.89	2561.0
2016-10-04 18:30:00	ES	Futures	2333.89	2334.17	2333.35	2333.89	672.0
2016-10-04 19:00:00	ES	Futures	2333.89	2333.89	2331.99	2332.53	2109.0
2016-10-04 19:30:00	ES	Futures	2332.26	2333.35	2331.44	2331.72	1958.0
2016-10-04 20:00:00	ES	Futures	2331.72	2331.99	2330.63	2331.44	3241.0
2016-10-04 20:30:00	ES	Futures	2331.72	2331.72	2330.36	2331.17	2837.0
2016-10-04 21:00:00	ES	Futures	2331.17	2332.81	2330.9	2332.26	2882.0
2016-10-04 21:30:00	ES	Futures	2332.26	2333.89	2331.17	2333.89	3249.0
2016-10-04 22:00:00	ES	Futures	2333.89	2334.98	2333.62	2334.44	2305.0
2016-10-04 22:30:00	ES	Futures	2334.17	2335.25	2333.89	2334.71	2975.0
2016-10-04 23:00:00	ES	Futures	2334.71	2334.98	2333.89	2334.17	1096.0
2016-10-04 23:30:00	ES	Futures	2334.44	2334.98	2334.17	2334.71	958.0
2016-10-04 00:00:00	NQ	Futures	5810.67	5812.46	5810.67	5811.56	90.0
2016-10-04 00:30:00	NQ	Futures	5811.56	5812.46	5811.56	5811.86	57.0
2016-10-04 01:00:00	NQ	Futures	5812.16	5814.85	5811.86	5811.86	240.0
2016-10-04 01:30:00	NQ	Futures	5811.56	5812.76	5810.37	5812.46	303.0

> showing 50 of 3,104 rows — these rows as CSV

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