PREVIEW / futures_30min / 2016-10-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-14.parquet
  size:    71 KB
  rows:    2,490

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
2016-10-14 00:00:00	ES	Futures	2315.12	2315.66	2314.3	2314.58	1582.0
2016-10-14 00:30:00	ES	Futures	2314.85	2316.21	2314.85	2316.21	1166.0
2016-10-14 01:00:00	ES	Futures	2315.94	2316.75	2313.76	2314.3	2208.0
2016-10-14 01:30:00	ES	Futures	2314.3	2315.12	2313.76	2315.12	1043.0
2016-10-14 02:00:00	ES	Futures	2314.85	2315.12	2313.49	2313.49	2530.0
2016-10-14 02:30:00	ES	Futures	2313.76	2315.66	2312.94	2312.94	5955.0
2016-10-14 03:00:00	ES	Futures	2312.94	2316.75	2312.4	2316.21	17397.0
2016-10-14 03:30:00	ES	Futures	2315.94	2316.48	2313.49	2315.39	9730.0
2016-10-14 04:00:00	ES	Futures	2315.66	2316.75	2315.12	2315.39	5503.0
2016-10-14 04:30:00	ES	Futures	2315.66	2318.93	2314.3	2318.11	9469.0
2016-10-14 05:00:00	ES	Futures	2318.39	2321.92	2317.57	2321.11	11612.0
2016-10-14 05:30:00	ES	Futures	2321.11	2323.28	2320.29	2321.92	13796.0
2016-10-14 06:00:00	ES	Futures	2321.92	2325.19	2321.65	2325.19	10160.0
2016-10-14 06:30:00	ES	Futures	2324.92	2327.64	2324.1	2324.92	21716.0
2016-10-14 07:00:00	ES	Futures	2325.19	2325.46	2324.37	2324.37	7622.0
2016-10-14 07:30:00	ES	Futures	2324.64	2324.92	2323.01	2323.01	8221.0
2016-10-14 08:00:00	ES	Futures	2322.74	2324.1	2320.29	2323.01	18233.0
2016-10-14 08:30:00	ES	Futures	2323.28	2326.0	2321.65	2324.64	31683.0
2016-10-14 09:00:00	ES	Futures	2324.64	2326.82	2324.37	2326.55	26426.0
2016-10-14 09:30:00	ES	Futures	2326.28	2330.9	2326.0	2329.27	192187.0
2016-10-14 10:00:00	ES	Futures	2329.27	2332.53	2327.36	2329.0	135736.0
2016-10-14 10:30:00	ES	Futures	2329.27	2331.72	2326.82	2327.09	96261.0
2016-10-14 11:00:00	ES	Futures	2327.09	2327.09	2320.56	2320.83	161012.0
2016-10-14 11:30:00	ES	Futures	2320.83	2321.38	2317.02	2317.3	138042.0
2016-10-14 12:00:00	ES	Futures	2317.57	2318.93	2314.3	2317.84	115372.0
2016-10-14 12:30:00	ES	Futures	2318.11	2320.29	2317.57	2318.93	50888.0
2016-10-14 13:00:00	ES	Futures	2318.93	2321.92	2316.75	2320.83	58342.0
2016-10-14 13:30:00	ES	Futures	2320.83	2325.73	2318.39	2319.75	114890.0
2016-10-14 14:00:00	ES	Futures	2319.47	2321.65	2316.21	2321.38	115452.0
2016-10-14 14:30:00	ES	Futures	2321.11	2321.92	2315.39	2315.94	71022.0
2016-10-14 15:00:00	ES	Futures	2316.21	2319.2	2315.94	2317.84	62455.0
2016-10-14 15:30:00	ES	Futures	2317.57	2321.38	2314.3	2314.85	168652.0
2016-10-14 16:00:00	ES	Futures	2315.12	2316.75	2312.67	2314.85	99440.0
2016-10-14 16:30:00	ES	Futures	2314.58	2315.12	2313.76	2314.03	8328.0
2016-10-14 00:00:00	NQ	Futures	5724.75	5725.64	5722.96	5723.26	226.0
2016-10-14 00:30:00	NQ	Futures	5723.85	5727.43	5723.26	5727.14	153.0
2016-10-14 01:00:00	NQ	Futures	5727.14	5727.73	5721.17	5722.36	317.0
2016-10-14 01:30:00	NQ	Futures	5722.06	5724.75	5721.17	5724.45	147.0
2016-10-14 02:00:00	NQ	Futures	5724.75	5725.05	5721.77	5722.06	447.0
2016-10-14 02:30:00	NQ	Futures	5722.66	5726.54	5719.68	5719.98	910.0
2016-10-14 03:00:00	NQ	Futures	5719.68	5728.63	5717.89	5726.84	2317.0
2016-10-14 03:30:00	NQ	Futures	5726.24	5727.43	5719.38	5724.15	1039.0
2016-10-14 04:00:00	NQ	Futures	5724.75	5727.43	5722.96	5723.56	620.0
2016-10-14 04:30:00	NQ	Futures	5723.85	5733.4	5721.17	5731.91	1384.0
2016-10-14 05:00:00	NQ	Futures	5731.91	5740.26	5731.01	5739.07	1319.0
2016-10-14 05:30:00	NQ	Futures	5738.77	5743.54	5737.88	5740.26	1880.0
2016-10-14 06:00:00	NQ	Futures	5739.96	5747.42	5739.96	5747.12	1341.0
2016-10-14 06:30:00	NQ	Futures	5747.42	5754.88	5747.12	5748.91	2887.0
2016-10-14 07:00:00	NQ	Futures	5748.91	5749.51	5745.93	5746.23	723.0
2016-10-14 07:30:00	NQ	Futures	5746.23	5747.72	5743.25	5743.25	834.0

> showing 50 of 2,490 rows — these rows as CSV

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