PREVIEW / futures_30min / 2016-10-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-05.parquet
  size:    82 KB
  rows:    3,069

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
2016-10-05 00:00:00	ES	Futures	2334.71	2334.71	2333.62	2334.17	1078.0
2016-10-05 00:30:00	ES	Futures	2334.17	2334.17	2333.35	2333.89	922.0
2016-10-05 01:00:00	ES	Futures	2333.62	2333.89	2331.72	2331.72	1934.0
2016-10-05 01:30:00	ES	Futures	2331.72	2333.35	2331.72	2333.35	1242.0
2016-10-05 02:00:00	ES	Futures	2333.35	2333.62	2330.63	2330.63	5430.0
2016-10-05 02:30:00	ES	Futures	2330.9	2333.35	2330.08	2332.81	7546.0
2016-10-05 03:00:00	ES	Futures	2332.81	2334.98	2330.08	2334.71	20448.0
2016-10-05 03:30:00	ES	Futures	2334.98	2336.89	2334.44	2334.98	14955.0
2016-10-05 04:00:00	ES	Futures	2334.71	2335.25	2333.62	2334.44	8648.0
2016-10-05 04:30:00	ES	Futures	2334.17	2335.53	2333.62	2334.44	6919.0
2016-10-05 05:00:00	ES	Futures	2334.44	2335.8	2333.62	2333.89	6756.0
2016-10-05 05:30:00	ES	Futures	2334.17	2334.17	2332.53	2333.08	7040.0
2016-10-05 06:00:00	ES	Futures	2333.08	2334.71	2333.08	2333.62	6853.0
2016-10-05 06:30:00	ES	Futures	2333.89	2333.89	2332.26	2332.81	4334.0
2016-10-05 07:00:00	ES	Futures	2333.08	2335.53	2332.81	2334.44	6327.0
2016-10-05 07:30:00	ES	Futures	2334.44	2339.61	2334.44	2338.52	17177.0
2016-10-05 08:00:00	ES	Futures	2338.52	2341.24	2337.16	2340.42	24175.0
2016-10-05 08:30:00	ES	Futures	2340.42	2340.7	2338.79	2339.06	16927.0
2016-10-05 09:00:00	ES	Futures	2338.79	2340.42	2336.61	2340.42	26833.0
2016-10-05 09:30:00	ES	Futures	2340.42	2344.5	2340.15	2343.42	155918.0
2016-10-05 10:00:00	ES	Futures	2343.42	2346.14	2340.97	2344.23	160504.0
2016-10-05 10:30:00	ES	Futures	2344.5	2345.87	2339.61	2342.87	121711.0
2016-10-05 11:00:00	ES	Futures	2342.87	2345.59	2342.06	2344.5	74225.0
2016-10-05 11:30:00	ES	Futures	2344.5	2346.14	2342.87	2344.78	58059.0
2016-10-05 12:00:00	ES	Futures	2344.5	2347.5	2344.23	2345.32	50628.0
2016-10-05 12:30:00	ES	Futures	2345.32	2346.14	2344.78	2345.05	30514.0
2016-10-05 13:00:00	ES	Futures	2345.32	2346.95	2343.96	2344.78	44435.0
2016-10-05 13:30:00	ES	Futures	2345.05	2347.23	2344.5	2346.95	33472.0
2016-10-05 14:00:00	ES	Futures	2346.68	2347.23	2345.32	2345.59	39159.0
2016-10-05 14:30:00	ES	Futures	2345.59	2347.23	2344.78	2346.68	57585.0
2016-10-05 15:00:00	ES	Futures	2346.95	2348.59	2342.87	2343.14	91919.0
2016-10-05 15:30:00	ES	Futures	2343.42	2345.32	2342.06	2343.14	154063.0
2016-10-05 16:00:00	ES	Futures	2343.14	2344.5	2342.06	2343.69	71591.0
2016-10-05 16:30:00	ES	Futures	2343.42	2344.78	2343.14	2343.96	6989.0
2016-10-05 18:00:00	ES	Futures	2343.42	2344.78	2342.6	2344.23	2914.0
2016-10-05 18:30:00	ES	Futures	2344.23	2344.5	2343.42	2343.42	960.0
2016-10-05 19:00:00	ES	Futures	2343.42	2343.96	2342.87	2343.14	1056.0
2016-10-05 19:30:00	ES	Futures	2343.42	2343.69	2342.87	2343.42	814.0
2016-10-05 20:00:00	ES	Futures	2343.14	2344.23	2343.14	2343.42	2099.0
2016-10-05 20:30:00	ES	Futures	2343.42	2343.96	2342.87	2343.42	819.0
2016-10-05 21:00:00	ES	Futures	2343.14	2343.42	2342.06	2342.33	2128.0
2016-10-05 21:30:00	ES	Futures	2342.33	2342.87	2341.24	2341.51	2363.0
2016-10-05 22:00:00	ES	Futures	2341.51	2341.78	2340.7	2341.78	2279.0
2016-10-05 22:30:00	ES	Futures	2341.78	2341.78	2340.97	2341.24	689.0
2016-10-05 23:00:00	ES	Futures	2340.97	2342.06	2340.97	2342.06	834.0
2016-10-05 23:30:00	ES	Futures	2341.78	2342.06	2341.51	2341.51	953.0
2016-10-05 00:00:00	NQ	Futures	5797.54	5797.84	5794.56	5794.86	268.0
2016-10-05 00:30:00	NQ	Futures	5794.86	5795.45	5793.66	5795.16	110.0
2016-10-05 01:00:00	NQ	Futures	5795.45	5795.45	5791.28	5791.87	292.0
2016-10-05 01:30:00	NQ	Futures	5791.28	5795.16	5791.28	5795.16	191.0

> showing 50 of 3,069 rows — these rows as CSV

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