PREVIEW / futures_30min / 2016-10-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-13.parquet
  size:    82 KB
  rows:    3,042

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
2016-10-13 00:00:00	ES	Futures	2306.14	2306.41	2304.51	2305.87	2779.0
2016-10-13 00:30:00	ES	Futures	2305.6	2306.96	2304.78	2306.96	2774.0
2016-10-13 01:00:00	ES	Futures	2306.96	2306.96	2305.6	2306.41	2995.0
2016-10-13 01:30:00	ES	Futures	2306.41	2306.41	2303.15	2304.78	4741.0
2016-10-13 02:00:00	ES	Futures	2304.51	2306.69	2303.42	2306.14	6947.0
2016-10-13 02:30:00	ES	Futures	2306.41	2307.77	2305.33	2305.6	7072.0
2016-10-13 03:00:00	ES	Futures	2305.6	2306.69	2302.6	2304.51	27273.0
2016-10-13 03:30:00	ES	Futures	2304.24	2304.51	2300.16	2300.97	15505.0
2016-10-13 04:00:00	ES	Futures	2301.24	2304.51	2301.24	2302.6	12719.0
2016-10-13 04:30:00	ES	Futures	2302.6	2306.41	2302.33	2306.14	10642.0
2016-10-13 05:00:00	ES	Futures	2305.87	2307.5	2305.6	2306.14	8957.0
2016-10-13 05:30:00	ES	Futures	2305.87	2308.86	2305.6	2306.41	11681.0
2016-10-13 06:00:00	ES	Futures	2306.69	2306.69	2305.05	2305.87	8474.0
2016-10-13 06:30:00	ES	Futures	2305.87	2307.77	2305.87	2306.96	6656.0
2016-10-13 07:00:00	ES	Futures	2307.23	2308.05	2306.41	2306.41	7577.0
2016-10-13 07:30:00	ES	Futures	2306.41	2308.05	2304.78	2307.77	12479.0
2016-10-13 08:00:00	ES	Futures	2307.77	2308.32	2303.69	2304.78	19422.0
2016-10-13 08:30:00	ES	Futures	2304.78	2305.87	2301.52	2303.96	39918.0
2016-10-13 09:00:00	ES	Futures	2303.69	2307.23	2303.69	2304.78	48881.0
2016-10-13 09:30:00	ES	Futures	2304.78	2306.41	2294.71	2296.62	312999.0
2016-10-13 10:00:00	ES	Futures	2296.89	2299.61	2293.9	2297.71	181551.0
2016-10-13 10:30:00	ES	Futures	2297.71	2303.69	2295.26	2301.79	194573.0
2016-10-13 11:00:00	ES	Futures	2301.52	2306.41	2296.89	2305.05	163502.0
2016-10-13 11:30:00	ES	Futures	2304.78	2307.77	2304.51	2305.33	105724.0
2016-10-13 12:00:00	ES	Futures	2305.33	2307.77	2303.42	2306.14	63720.0
2016-10-13 12:30:00	ES	Futures	2306.14	2312.67	2305.87	2311.31	111811.0
2016-10-13 13:00:00	ES	Futures	2311.31	2311.31	2307.77	2310.22	66799.0
2016-10-13 13:30:00	ES	Futures	2309.95	2316.21	2308.59	2315.94	74036.0
2016-10-13 14:00:00	ES	Futures	2316.21	2318.11	2314.03	2316.21	85333.0
2016-10-13 14:30:00	ES	Futures	2315.94	2320.56	2314.85	2319.2	90201.0
2016-10-13 15:00:00	ES	Futures	2319.2	2320.29	2315.94	2316.21	80705.0
2016-10-13 15:30:00	ES	Futures	2316.21	2317.57	2311.31	2314.03	202504.0
2016-10-13 16:00:00	ES	Futures	2314.03	2315.39	2313.49	2314.3	93333.0
2016-10-13 16:30:00	ES	Futures	2313.76	2314.3	2313.22	2313.76	6731.0
2016-10-13 18:00:00	ES	Futures	2314.03	2314.03	2311.86	2312.94	3073.0
2016-10-13 18:30:00	ES	Futures	2312.94	2313.76	2312.67	2313.49	1325.0
2016-10-13 19:00:00	ES	Futures	2313.76	2314.3	2313.49	2314.03	1274.0
2016-10-13 19:30:00	ES	Futures	2314.03	2314.3	2312.67	2312.67	2007.0
2016-10-13 20:00:00	ES	Futures	2312.94	2314.03	2310.77	2311.04	4808.0
2016-10-13 20:30:00	ES	Futures	2311.04	2311.86	2309.68	2311.04	3464.0
2016-10-13 21:00:00	ES	Futures	2311.04	2314.85	2310.77	2314.85	4628.0
2016-10-13 21:30:00	ES	Futures	2314.58	2316.75	2314.03	2315.12	6607.0
2016-10-13 22:00:00	ES	Futures	2315.39	2315.39	2311.04	2313.76	5224.0
2016-10-13 22:30:00	ES	Futures	2313.49	2314.58	2312.4	2314.58	2104.0
2016-10-13 23:00:00	ES	Futures	2314.58	2315.12	2313.22	2314.3	2262.0
2016-10-13 23:30:00	ES	Futures	2314.3	2315.66	2313.49	2315.12	2204.0
2016-10-13 00:00:00	NQ	Futures	5710.13	5710.43	5706.55	5709.24	454.0
2016-10-13 00:30:00	NQ	Futures	5709.24	5711.32	5706.85	5711.32	468.0
2016-10-13 01:00:00	NQ	Futures	5711.62	5711.92	5707.45	5710.13	657.0
2016-10-13 01:30:00	NQ	Futures	5710.13	5710.13	5703.27	5706.85	764.0

> showing 50 of 3,042 rows — these rows as CSV

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