PREVIEW / futures_30min / 2016-10-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-10.parquet
  size:    80 KB
  rows:    2,948

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
2016-10-10 00:00:00	ES	Futures	2342.06	2342.6	2341.51	2341.51	554.0
2016-10-10 00:30:00	ES	Futures	2341.78	2342.06	2341.51	2342.06	613.0
2016-10-10 01:00:00	ES	Futures	2342.06	2342.6	2341.51	2341.78	1406.0
2016-10-10 01:30:00	ES	Futures	2341.78	2342.33	2341.51	2342.06	705.0
2016-10-10 02:00:00	ES	Futures	2341.78	2342.87	2341.24	2342.6	2867.0
2016-10-10 02:30:00	ES	Futures	2342.6	2343.14	2341.78	2341.78	2350.0
2016-10-10 03:00:00	ES	Futures	2342.06	2343.69	2339.88	2340.42	17332.0
2016-10-10 03:30:00	ES	Futures	2340.7	2341.51	2339.61	2340.15	9279.0
2016-10-10 04:00:00	ES	Futures	2340.15	2340.97	2338.25	2340.15	9493.0
2016-10-10 04:30:00	ES	Futures	2340.15	2342.6	2339.88	2342.06	6098.0
2016-10-10 05:00:00	ES	Futures	2342.06	2343.69	2340.97	2342.87	5474.0
2016-10-10 05:30:00	ES	Futures	2343.14	2344.5	2342.87	2343.96	6259.0
2016-10-10 06:00:00	ES	Futures	2344.23	2345.32	2343.69	2343.96	5825.0
2016-10-10 06:30:00	ES	Futures	2343.96	2344.78	2343.42	2344.23	6519.0
2016-10-10 07:00:00	ES	Futures	2344.5	2346.95	2344.23	2345.32	12197.0
2016-10-10 07:30:00	ES	Futures	2345.59	2348.04	2345.05	2345.87	12141.0
2016-10-10 08:00:00	ES	Futures	2345.87	2346.68	2345.05	2346.68	6218.0
2016-10-10 08:30:00	ES	Futures	2346.41	2349.67	2346.41	2349.13	20840.0
2016-10-10 09:00:00	ES	Futures	2349.13	2349.4	2346.68	2348.59	19700.0
2016-10-10 09:30:00	ES	Futures	2348.59	2354.57	2348.31	2353.48	204677.0
2016-10-10 10:00:00	ES	Futures	2353.48	2354.3	2352.12	2352.94	80027.0
2016-10-10 10:30:00	ES	Futures	2352.94	2354.57	2352.94	2353.76	43348.0
2016-10-10 11:00:00	ES	Futures	2353.76	2354.3	2351.85	2352.4	44933.0
2016-10-10 11:30:00	ES	Futures	2352.67	2353.21	2351.03	2351.58	39472.0
2016-10-10 12:00:00	ES	Futures	2351.58	2352.12	2347.77	2349.13	46121.0
2016-10-10 12:30:00	ES	Futures	2349.13	2350.22	2348.86	2349.67	21932.0
2016-10-10 13:00:00	ES	Futures	2349.4	2351.85	2349.13	2350.76	26313.0
2016-10-10 13:30:00	ES	Futures	2350.76	2351.58	2349.13	2349.67	23943.0
2016-10-10 14:00:00	ES	Futures	2349.67	2350.49	2348.31	2349.67	18872.0
2016-10-10 14:30:00	ES	Futures	2349.4	2351.03	2348.86	2349.67	23341.0
2016-10-10 15:00:00	ES	Futures	2349.67	2350.49	2348.31	2349.13	27205.0
2016-10-10 15:30:00	ES	Futures	2348.86	2349.4	2346.68	2348.04	94841.0
2016-10-10 16:00:00	ES	Futures	2348.04	2350.22	2346.68	2349.95	57616.0
2016-10-10 16:30:00	ES	Futures	2349.95	2350.49	2349.4	2350.22	7308.0
2016-10-10 18:00:00	ES	Futures	2350.22	2351.31	2349.67	2351.03	2611.0
2016-10-10 18:30:00	ES	Futures	2351.03	2351.58	2350.76	2351.31	1754.0
2016-10-10 19:00:00	ES	Futures	2351.58	2351.58	2351.03	2351.31	1205.0
2016-10-10 19:30:00	ES	Futures	2351.31	2351.31	2350.49	2350.76	1392.0
2016-10-10 20:00:00	ES	Futures	2350.76	2351.31	2350.22	2350.49	2381.0
2016-10-10 20:30:00	ES	Futures	2350.22	2351.31	2350.22	2351.03	1066.0
2016-10-10 21:00:00	ES	Futures	2350.76	2351.03	2349.13	2350.22	3193.0
2016-10-10 21:30:00	ES	Futures	2350.22	2350.76	2348.31	2348.59	4025.0
2016-10-10 22:00:00	ES	Futures	2348.59	2349.4	2347.23	2347.5	4170.0
2016-10-10 22:30:00	ES	Futures	2347.77	2348.04	2346.95	2346.95	2717.0
2016-10-10 23:00:00	ES	Futures	2346.95	2347.23	2344.78	2345.05	6603.0
2016-10-10 23:30:00	ES	Futures	2345.05	2345.32	2343.69	2344.5	5497.0
2016-10-10 00:00:00	NQ	Futures	5811.27	5811.86	5809.48	5809.48	96.0
2016-10-10 00:30:00	NQ	Futures	5809.48	5811.56	5809.48	5811.27	69.0
2016-10-10 01:00:00	NQ	Futures	5811.27	5811.86	5809.77	5810.07	180.0
2016-10-10 01:30:00	NQ	Futures	5810.37	5811.56	5810.07	5810.67	74.0

> showing 50 of 2,948 rows — these rows as CSV

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