PREVIEW / futures_30min / 2016-10-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-06.parquet
  size:    83 KB
  rows:    3,061

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
2016-10-06 00:00:00	ES	Futures	2341.51	2342.06	2340.7	2341.78	834.0
2016-10-06 00:30:00	ES	Futures	2341.51	2342.33	2341.51	2342.33	810.0
2016-10-06 01:00:00	ES	Futures	2342.06	2342.6	2341.51	2341.78	968.0
2016-10-06 01:30:00	ES	Futures	2341.78	2342.33	2341.51	2342.33	1222.0
2016-10-06 02:00:00	ES	Futures	2342.33	2343.69	2342.06	2342.87	4463.0
2016-10-06 02:30:00	ES	Futures	2342.87	2345.32	2342.6	2345.05	4981.0
2016-10-06 03:00:00	ES	Futures	2345.32	2346.14	2342.87	2343.96	15963.0
2016-10-06 03:30:00	ES	Futures	2343.69	2345.32	2343.14	2343.42	6881.0
2016-10-06 04:00:00	ES	Futures	2343.42	2344.5	2342.33	2343.69	9501.0
2016-10-06 04:30:00	ES	Futures	2343.69	2345.05	2343.42	2344.5	5293.0
2016-10-06 05:00:00	ES	Futures	2344.5	2345.05	2341.51	2341.51	4440.0
2016-10-06 05:30:00	ES	Futures	2341.78	2342.06	2337.97	2338.25	14614.0
2016-10-06 06:00:00	ES	Futures	2337.97	2339.06	2337.16	2337.97	8156.0
2016-10-06 06:30:00	ES	Futures	2337.97	2339.34	2337.43	2339.34	5064.0
2016-10-06 07:00:00	ES	Futures	2339.34	2339.88	2337.97	2339.61	6295.0
2016-10-06 07:30:00	ES	Futures	2339.34	2341.51	2338.79	2340.15	9846.0
2016-10-06 08:00:00	ES	Futures	2340.15	2340.15	2337.43	2338.52	12142.0
2016-10-06 08:30:00	ES	Futures	2338.52	2340.97	2338.25	2340.7	18626.0
2016-10-06 09:00:00	ES	Futures	2340.97	2340.97	2338.79	2339.61	20949.0
2016-10-06 09:30:00	ES	Futures	2339.88	2341.78	2333.89	2336.34	189529.0
2016-10-06 10:00:00	ES	Futures	2336.07	2338.25	2335.53	2337.16	83534.0
2016-10-06 10:30:00	ES	Futures	2337.43	2337.97	2334.98	2336.89	63236.0
2016-10-06 11:00:00	ES	Futures	2336.89	2338.52	2332.53	2338.52	101297.0
2016-10-06 11:30:00	ES	Futures	2338.79	2345.87	2336.61	2343.14	137283.0
2016-10-06 12:00:00	ES	Futures	2343.14	2347.23	2342.87	2344.78	73006.0
2016-10-06 12:30:00	ES	Futures	2344.5	2346.14	2343.69	2344.5	45037.0
2016-10-06 13:00:00	ES	Futures	2344.23	2345.05	2343.42	2344.78	28222.0
2016-10-06 13:30:00	ES	Futures	2344.5	2346.14	2343.42	2344.5	33353.0
2016-10-06 14:00:00	ES	Futures	2344.5	2346.41	2344.23	2345.59	35033.0
2016-10-06 14:30:00	ES	Futures	2345.59	2346.41	2343.96	2344.23	36861.0
2016-10-06 15:00:00	ES	Futures	2344.5	2346.14	2343.42	2343.69	41251.0
2016-10-06 15:30:00	ES	Futures	2343.69	2345.59	2342.6	2344.78	96869.0
2016-10-06 16:00:00	ES	Futures	2344.78	2347.77	2344.5	2346.95	65670.0
2016-10-06 16:30:00	ES	Futures	2346.68	2346.95	2345.87	2346.14	5045.0
2016-10-06 18:00:00	ES	Futures	2345.59	2346.68	2345.05	2345.87	2021.0
2016-10-06 18:30:00	ES	Futures	2345.87	2345.87	2345.05	2345.59	716.0
2016-10-06 19:00:00	ES	Futures	2345.32	2345.59	2341.51	2342.87	8427.0
2016-10-06 19:30:00	ES	Futures	2342.87	2343.42	2342.06	2342.06	2871.0
2016-10-06 20:00:00	ES	Futures	2342.33	2343.42	2341.51	2343.42	4825.0
2016-10-06 20:30:00	ES	Futures	2343.14	2343.42	2340.42	2340.7	4287.0
2016-10-06 21:00:00	ES	Futures	2340.7	2340.97	2339.34	2340.42	5966.0
2016-10-06 21:30:00	ES	Futures	2340.42	2341.51	2339.88	2341.24	2792.0
2016-10-06 22:00:00	ES	Futures	2341.24	2342.87	2341.24	2342.87	3153.0
2016-10-06 22:30:00	ES	Futures	2342.87	2343.14	2341.51	2342.87	2575.0
2016-10-06 23:00:00	ES	Futures	2342.87	2343.42	2341.51	2342.6	1628.0
2016-10-06 23:30:00	ES	Futures	2342.6	2342.87	2341.78	2342.6	1427.0
2016-10-06 00:00:00	NQ	Futures	5814.25	5814.25	5812.16	5813.95	137.0
2016-10-06 00:30:00	NQ	Futures	5814.25	5815.74	5814.25	5815.44	86.0
2016-10-06 01:00:00	NQ	Futures	5815.44	5816.04	5814.55	5815.74	118.0
2016-10-06 01:30:00	NQ	Futures	5815.14	5816.34	5814.55	5816.04	118.0

> showing 50 of 3,061 rows — these rows as CSV

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