PREVIEW / futures_30min / 2016-10-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-17.parquet
  size:    81 KB
  rows:    3,011

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
2016-10-17 00:00:00	ES	Futures	2309.13	2309.68	2308.32	2309.68	1092.0
2016-10-17 00:30:00	ES	Futures	2309.68	2309.68	2307.77	2307.77	1231.0
2016-10-17 01:00:00	ES	Futures	2308.05	2308.59	2306.96	2308.05	1693.0
2016-10-17 01:30:00	ES	Futures	2308.32	2309.13	2307.23	2308.05	2087.0
2016-10-17 02:00:00	ES	Futures	2308.05	2309.13	2306.41	2307.23	4967.0
2016-10-17 02:30:00	ES	Futures	2307.23	2309.41	2307.23	2308.59	4740.0
2016-10-17 03:00:00	ES	Futures	2308.59	2309.13	2306.14	2306.69	12392.0
2016-10-17 03:30:00	ES	Futures	2306.69	2312.13	2306.41	2308.86	12090.0
2016-10-17 04:00:00	ES	Futures	2308.86	2309.68	2306.41	2307.23	6026.0
2016-10-17 04:30:00	ES	Futures	2306.96	2308.86	2306.69	2308.32	4710.0
2016-10-17 05:00:00	ES	Futures	2308.32	2308.59	2305.05	2305.87	9192.0
2016-10-17 05:30:00	ES	Futures	2305.87	2307.77	2305.6	2307.77	3826.0
2016-10-17 06:00:00	ES	Futures	2307.77	2308.59	2306.41	2308.32	4909.0
2016-10-17 06:30:00	ES	Futures	2308.05	2310.22	2307.77	2309.95	5592.0
2016-10-17 07:00:00	ES	Futures	2309.95	2313.22	2308.86	2313.22	10489.0
2016-10-17 07:30:00	ES	Futures	2312.94	2314.03	2311.04	2312.13	7624.0
2016-10-17 08:00:00	ES	Futures	2312.13	2314.03	2312.13	2312.94	12406.0
2016-10-17 08:30:00	ES	Futures	2312.67	2314.85	2310.49	2314.03	23967.0
2016-10-17 09:00:00	ES	Futures	2314.03	2315.12	2312.4	2314.85	19081.0
2016-10-17 09:30:00	ES	Futures	2314.85	2318.11	2308.05	2309.68	215234.0
2016-10-17 10:00:00	ES	Futures	2309.41	2317.02	2308.05	2315.39	130848.0
2016-10-17 10:30:00	ES	Futures	2315.66	2316.21	2309.95	2311.86	69542.0
2016-10-17 11:00:00	ES	Futures	2311.86	2313.22	2309.13	2309.95	70118.0
2016-10-17 11:30:00	ES	Futures	2309.95	2314.3	2309.68	2312.94	52496.0
2016-10-17 12:00:00	ES	Futures	2312.94	2313.49	2309.41	2309.95	45092.0
2016-10-17 12:30:00	ES	Futures	2309.68	2311.58	2308.59	2309.95	35697.0
2016-10-17 13:00:00	ES	Futures	2309.68	2311.04	2306.41	2307.77	50553.0
2016-10-17 13:30:00	ES	Futures	2307.5	2308.59	2304.78	2305.6	48575.0
2016-10-17 14:00:00	ES	Futures	2305.33	2309.41	2305.05	2309.41	50502.0
2016-10-17 14:30:00	ES	Futures	2309.41	2310.49	2306.96	2310.22	39905.0
2016-10-17 15:00:00	ES	Futures	2309.95	2310.22	2307.23	2308.05	38837.0
2016-10-17 15:30:00	ES	Futures	2307.77	2309.13	2305.87	2307.5	110833.0
2016-10-17 16:00:00	ES	Futures	2307.23	2311.86	2307.23	2310.77	80895.0
2016-10-17 16:30:00	ES	Futures	2310.22	2310.77	2309.13	2309.13	6603.0
2016-10-17 18:00:00	ES	Futures	2309.95	2310.49	2307.5	2308.59	3541.0
2016-10-17 18:30:00	ES	Futures	2308.59	2309.68	2308.05	2309.68	892.0
2016-10-17 19:00:00	ES	Futures	2309.68	2309.95	2309.41	2309.68	807.0
2016-10-17 19:30:00	ES	Futures	2309.68	2312.13	2309.41	2311.86	1928.0
2016-10-17 20:00:00	ES	Futures	2311.86	2315.39	2311.58	2315.12	5970.0
2016-10-17 20:30:00	ES	Futures	2315.12	2315.94	2313.49	2314.85	4634.0
2016-10-17 21:00:00	ES	Futures	2315.12	2317.84	2314.58	2317.02	7141.0
2016-10-17 21:30:00	ES	Futures	2317.02	2317.57	2316.48	2317.3	2777.0
2016-10-17 22:00:00	ES	Futures	2317.3	2317.84	2316.21	2316.75	2298.0
2016-10-17 22:30:00	ES	Futures	2317.02	2317.02	2316.48	2316.75	929.0
2016-10-17 23:00:00	ES	Futures	2316.48	2317.57	2315.94	2316.21	2229.0
2016-10-17 23:30:00	ES	Futures	2316.21	2317.57	2316.21	2317.02	2648.0
2016-10-17 00:00:00	NQ	Futures	5717.29	5718.78	5715.2	5718.78	206.0
2016-10-17 00:30:00	NQ	Futures	5718.78	5719.08	5713.71	5714.31	296.0
2016-10-17 01:00:00	NQ	Futures	5714.31	5716.99	5712.22	5715.8	507.0
2016-10-17 01:30:00	NQ	Futures	5716.1	5718.48	5713.41	5714.61	497.0

> showing 50 of 3,011 rows — these rows as CSV

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