PREVIEW / futures_30min / 2016-10-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-12.parquet
  size:    83 KB
  rows:    3,047

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
2016-10-12 00:00:00	ES	Futures	2325.19	2325.73	2324.92	2325.19	1060.0
2016-10-12 00:30:00	ES	Futures	2325.19	2326.0	2325.19	2325.46	1357.0
2016-10-12 01:00:00	ES	Futures	2325.73	2326.55	2325.19	2325.46	1801.0
2016-10-12 01:30:00	ES	Futures	2325.46	2325.46	2324.1	2324.37	3688.0
2016-10-12 02:00:00	ES	Futures	2324.1	2325.19	2323.55	2324.1	4470.0
2016-10-12 02:30:00	ES	Futures	2324.1	2324.92	2323.01	2323.28	3687.0
2016-10-12 03:00:00	ES	Futures	2323.28	2324.1	2319.75	2320.56	23400.0
2016-10-12 03:30:00	ES	Futures	2320.56	2320.83	2317.84	2320.29	16555.0
2016-10-12 04:00:00	ES	Futures	2320.29	2321.65	2318.39	2321.11	11754.0
2016-10-12 04:30:00	ES	Futures	2321.11	2321.65	2319.47	2320.56	6019.0
2016-10-12 05:00:00	ES	Futures	2320.83	2322.47	2320.56	2321.65	5228.0
2016-10-12 05:30:00	ES	Futures	2321.65	2321.92	2319.2	2319.75	4830.0
2016-10-12 06:00:00	ES	Futures	2319.47	2320.56	2318.93	2319.47	4131.0
2016-10-12 06:30:00	ES	Futures	2319.47	2321.92	2319.2	2321.38	3854.0
2016-10-12 07:00:00	ES	Futures	2321.38	2322.74	2320.83	2322.47	7161.0
2016-10-12 07:30:00	ES	Futures	2322.47	2322.47	2318.93	2319.75	8494.0
2016-10-12 08:00:00	ES	Futures	2320.02	2320.56	2315.94	2316.48	23484.0
2016-10-12 08:30:00	ES	Futures	2316.48	2319.47	2315.12	2319.2	32777.0
2016-10-12 09:00:00	ES	Futures	2319.47	2320.56	2316.75	2320.56	30511.0
2016-10-12 09:30:00	ES	Futures	2320.29	2321.92	2314.03	2321.11	228656.0
2016-10-12 10:00:00	ES	Futures	2320.83	2325.73	2319.47	2324.1	157441.0
2016-10-12 10:30:00	ES	Futures	2323.83	2324.37	2317.3	2318.66	87876.0
2016-10-12 11:00:00	ES	Futures	2318.66	2320.83	2317.57	2319.75	60294.0
2016-10-12 11:30:00	ES	Futures	2319.75	2323.01	2319.47	2321.11	52690.0
2016-10-12 12:00:00	ES	Futures	2321.11	2325.19	2320.83	2323.83	41362.0
2016-10-12 12:30:00	ES	Futures	2324.1	2326.28	2323.55	2324.64	49466.0
2016-10-12 13:00:00	ES	Futures	2324.64	2324.92	2322.47	2324.37	42572.0
2016-10-12 13:30:00	ES	Futures	2324.37	2325.46	2322.47	2324.92	29062.0
2016-10-12 14:00:00	ES	Futures	2325.19	2328.45	2321.38	2324.1	127277.0
2016-10-12 14:30:00	ES	Futures	2324.1	2325.73	2322.74	2322.74	48192.0
2016-10-12 15:00:00	ES	Futures	2323.01	2324.92	2321.38	2321.92	69885.0
2016-10-12 15:30:00	ES	Futures	2322.19	2324.1	2319.47	2321.92	141758.0
2016-10-12 16:00:00	ES	Futures	2321.92	2322.19	2319.2	2319.75	63482.0
2016-10-12 16:30:00	ES	Futures	2319.47	2319.75	2315.66	2315.94	13265.0
2016-10-12 18:00:00	ES	Futures	2315.66	2316.48	2314.85	2315.12	6244.0
2016-10-12 18:30:00	ES	Futures	2315.39	2317.3	2315.12	2317.02	2233.0
2016-10-12 19:00:00	ES	Futures	2317.02	2317.57	2316.75	2317.57	1836.0
2016-10-12 19:30:00	ES	Futures	2317.57	2318.93	2317.3	2317.57	2831.0
2016-10-12 20:00:00	ES	Futures	2317.57	2319.2	2317.02	2317.3	2749.0
2016-10-12 20:30:00	ES	Futures	2317.57	2318.66	2316.48	2317.02	3162.0
2016-10-12 21:00:00	ES	Futures	2317.02	2317.3	2312.94	2313.49	7030.0
2016-10-12 21:30:00	ES	Futures	2313.76	2314.58	2311.04	2312.94	7499.0
2016-10-12 22:00:00	ES	Futures	2312.94	2313.22	2304.24	2306.14	22868.0
2016-10-12 22:30:00	ES	Futures	2306.41	2307.77	2301.79	2303.96	14762.0
2016-10-12 23:00:00	ES	Futures	2303.96	2306.41	2303.42	2305.33	6711.0
2016-10-12 23:30:00	ES	Futures	2305.05	2306.41	2303.96	2306.14	5396.0
2016-10-12 00:00:00	NQ	Futures	5764.13	5765.92	5763.83	5765.02	148.0
2016-10-12 00:30:00	NQ	Futures	5765.02	5767.11	5764.73	5765.92	227.0
2016-10-12 01:00:00	NQ	Futures	5765.92	5768.31	5765.02	5765.62	235.0
2016-10-12 01:30:00	NQ	Futures	5765.32	5765.62	5761.74	5762.94	493.0

> showing 50 of 3,047 rows — these rows as CSV

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