PREVIEW / futures_30min / 2016-10-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-11.parquet
  size:    83 KB
  rows:    3,063

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
2016-10-11 00:00:00	ES	Futures	2344.78	2345.05	2344.23	2344.78	1446.0
2016-10-11 00:30:00	ES	Futures	2344.78	2346.14	2344.78	2345.59	2294.0
2016-10-11 01:00:00	ES	Futures	2345.87	2345.87	2344.23	2344.5	2521.0
2016-10-11 01:30:00	ES	Futures	2344.5	2345.05	2344.23	2344.78	2232.0
2016-10-11 02:00:00	ES	Futures	2345.05	2345.32	2343.69	2344.23	4417.0
2016-10-11 02:30:00	ES	Futures	2344.23	2345.32	2344.23	2345.05	2439.0
2016-10-11 03:00:00	ES	Futures	2345.05	2346.14	2343.96	2344.5	11381.0
2016-10-11 03:30:00	ES	Futures	2344.78	2345.32	2343.69	2344.78	8713.0
2016-10-11 04:00:00	ES	Futures	2344.78	2345.59	2343.42	2344.5	8006.0
2016-10-11 04:30:00	ES	Futures	2344.5	2345.05	2342.06	2342.87	6244.0
2016-10-11 05:00:00	ES	Futures	2342.6	2343.69	2341.78	2343.69	7378.0
2016-10-11 05:30:00	ES	Futures	2343.42	2345.32	2342.87	2344.78	6558.0
2016-10-11 06:00:00	ES	Futures	2344.5	2345.05	2343.69	2345.05	4747.0
2016-10-11 06:30:00	ES	Futures	2345.05	2345.87	2344.78	2345.32	5491.0
2016-10-11 07:00:00	ES	Futures	2345.32	2346.95	2344.5	2344.78	9010.0
2016-10-11 07:30:00	ES	Futures	2344.78	2346.14	2342.6	2343.42	12113.0
2016-10-11 08:00:00	ES	Futures	2343.14	2343.42	2341.78	2342.87	13631.0
2016-10-11 08:30:00	ES	Futures	2342.87	2343.96	2342.06	2342.87	10707.0
2016-10-11 09:00:00	ES	Futures	2343.14	2343.42	2341.24	2342.87	23827.0
2016-10-11 09:30:00	ES	Futures	2342.87	2343.96	2332.81	2334.71	256476.0
2016-10-11 10:00:00	ES	Futures	2334.71	2335.8	2328.72	2330.36	194214.0
2016-10-11 10:30:00	ES	Futures	2330.36	2331.99	2325.73	2326.0	131021.0
2016-10-11 11:00:00	ES	Futures	2326.0	2326.55	2320.02	2320.83	189601.0
2016-10-11 11:30:00	ES	Futures	2320.83	2324.92	2320.29	2323.83	120595.0
2016-10-11 12:00:00	ES	Futures	2323.55	2325.19	2321.65	2324.37	67264.0
2016-10-11 12:30:00	ES	Futures	2324.37	2328.45	2322.19	2325.46	80279.0
2016-10-11 13:00:00	ES	Futures	2325.19	2325.19	2316.75	2320.29	119670.0
2016-10-11 13:30:00	ES	Futures	2320.02	2320.83	2312.67	2313.49	124948.0
2016-10-11 14:00:00	ES	Futures	2313.76	2316.21	2309.13	2312.13	144133.0
2016-10-11 14:30:00	ES	Futures	2312.13	2315.66	2310.49	2313.76	132590.0
2016-10-11 15:00:00	ES	Futures	2313.76	2319.47	2311.86	2317.02	137495.0
2016-10-11 15:30:00	ES	Futures	2316.75	2321.11	2315.94	2318.93	223747.0
2016-10-11 16:00:00	ES	Futures	2318.66	2323.55	2318.66	2323.01	116756.0
2016-10-11 16:30:00	ES	Futures	2322.74	2323.01	2320.29	2321.92	11000.0
2016-10-11 18:00:00	ES	Futures	2321.38	2322.47	2319.75	2320.29	4318.0
2016-10-11 18:30:00	ES	Futures	2320.29	2323.01	2319.47	2322.74	3479.0
2016-10-11 19:00:00	ES	Futures	2322.47	2322.74	2320.83	2322.47	2736.0
2016-10-11 19:30:00	ES	Futures	2322.47	2324.1	2322.19	2323.55	4776.0
2016-10-11 20:00:00	ES	Futures	2323.55	2325.73	2323.28	2324.37	7776.0
2016-10-11 20:30:00	ES	Futures	2324.64	2326.55	2324.64	2326.55	6065.0
2016-10-11 21:00:00	ES	Futures	2326.28	2329.81	2326.28	2328.45	12316.0
2016-10-11 21:30:00	ES	Futures	2328.18	2328.72	2327.36	2327.64	3481.0
2016-10-11 22:00:00	ES	Futures	2327.91	2327.91	2327.09	2327.36	2167.0
2016-10-11 22:30:00	ES	Futures	2327.36	2329.0	2327.09	2327.91	3810.0
2016-10-11 23:00:00	ES	Futures	2327.91	2327.91	2325.46	2326.0	3460.0
2016-10-11 23:30:00	ES	Futures	2326.28	2327.09	2324.92	2325.19	3152.0
2016-10-11 00:00:00	NQ	Futures	5827.67	5828.87	5827.38	5828.87	303.0
2016-10-11 00:30:00	NQ	Futures	5828.87	5831.25	5828.57	5830.66	747.0
2016-10-11 01:00:00	NQ	Futures	5831.25	5831.25	5827.67	5828.57	381.0
2016-10-11 01:30:00	NQ	Futures	5828.57	5829.46	5827.67	5828.87	347.0

> showing 50 of 3,063 rows — these rows as CSV

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