PREVIEW / futures_30min / 2016-10-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-18.parquet
  size:    79 KB
  rows:    3,019

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
2016-10-18 00:00:00	ES	Futures	2317.02	2317.84	2317.02	2317.3	1499.0
2016-10-18 00:30:00	ES	Futures	2317.02	2317.57	2316.21	2317.02	1263.0
2016-10-18 01:00:00	ES	Futures	2317.02	2317.57	2316.48	2317.3	1233.0
2016-10-18 01:30:00	ES	Futures	2317.57	2320.02	2317.02	2318.93	5570.0
2016-10-18 02:00:00	ES	Futures	2318.93	2319.47	2318.11	2318.93	4370.0
2016-10-18 02:30:00	ES	Futures	2319.2	2319.47	2317.57	2318.66	2795.0
2016-10-18 03:00:00	ES	Futures	2318.93	2321.65	2317.84	2321.38	16315.0
2016-10-18 03:30:00	ES	Futures	2321.11	2322.19	2320.56	2321.92	6804.0
2016-10-18 04:00:00	ES	Futures	2321.65	2322.74	2320.83	2321.11	7252.0
2016-10-18 04:30:00	ES	Futures	2321.11	2324.1	2321.11	2321.92	11084.0
2016-10-18 05:00:00	ES	Futures	2321.92	2322.47	2321.65	2321.65	5194.0
2016-10-18 05:30:00	ES	Futures	2321.92	2322.74	2321.11	2321.65	4748.0
2016-10-18 06:00:00	ES	Futures	2321.38	2322.19	2320.02	2321.65	5545.0
2016-10-18 06:30:00	ES	Futures	2321.92	2322.74	2321.11	2321.38	6196.0
2016-10-18 07:00:00	ES	Futures	2321.38	2323.55	2320.83	2323.28	5792.0
2016-10-18 07:30:00	ES	Futures	2323.28	2325.46	2322.74	2324.1	15902.0
2016-10-18 08:00:00	ES	Futures	2324.37	2325.73	2323.01	2324.37	13355.0
2016-10-18 08:30:00	ES	Futures	2324.37	2328.72	2324.37	2326.0	33174.0
2016-10-18 09:00:00	ES	Futures	2326.0	2327.91	2325.46	2327.64	22742.0
2016-10-18 09:30:00	ES	Futures	2327.91	2328.18	2319.75	2321.38	170368.0
2016-10-18 10:00:00	ES	Futures	2321.38	2322.47	2317.02	2318.39	99472.0
2016-10-18 10:30:00	ES	Futures	2318.66	2321.92	2318.39	2321.38	61729.0
2016-10-18 11:00:00	ES	Futures	2321.11	2323.83	2320.56	2323.55	67288.0
2016-10-18 11:30:00	ES	Futures	2323.55	2327.09	2322.47	2326.82	71312.0
2016-10-18 12:00:00	ES	Futures	2326.82	2327.36	2325.73	2326.55	42352.0
2016-10-18 12:30:00	ES	Futures	2326.55	2327.36	2323.83	2324.64	35766.0
2016-10-18 13:00:00	ES	Futures	2324.92	2326.0	2324.37	2325.19	25518.0
2016-10-18 13:30:00	ES	Futures	2324.92	2325.73	2323.28	2325.19	33398.0
2016-10-18 14:00:00	ES	Futures	2325.19	2326.55	2323.55	2326.55	36991.0
2016-10-18 14:30:00	ES	Futures	2326.55	2326.82	2324.1	2325.73	28791.0
2016-10-18 15:00:00	ES	Futures	2325.73	2326.28	2322.74	2323.01	42320.0
2016-10-18 15:30:00	ES	Futures	2323.01	2323.83	2321.11	2321.38	117950.0
2016-10-18 16:00:00	ES	Futures	2321.38	2321.92	2318.11	2320.02	80606.0
2016-10-18 16:30:00	ES	Futures	2319.47	2321.38	2319.2	2320.29	8342.0
2016-10-18 18:00:00	ES	Futures	2319.75	2320.83	2319.47	2320.56	3176.0
2016-10-18 18:30:00	ES	Futures	2320.83	2321.38	2319.75	2320.56	1734.0
2016-10-18 19:00:00	ES	Futures	2320.56	2321.11	2320.56	2320.83	629.0
2016-10-18 19:30:00	ES	Futures	2320.83	2320.83	2320.29	2320.56	842.0
2016-10-18 20:00:00	ES	Futures	2320.83	2321.92	2320.29	2321.65	2409.0
2016-10-18 20:30:00	ES	Futures	2321.65	2321.65	2320.56	2320.56	1067.0
2016-10-18 21:00:00	ES	Futures	2320.83	2322.74	2320.56	2322.74	3233.0
2016-10-18 21:30:00	ES	Futures	2322.74	2322.74	2320.83	2321.92	2454.0
2016-10-18 22:00:00	ES	Futures	2321.92	2324.1	2321.38	2323.28	5541.0
2016-10-18 22:30:00	ES	Futures	2323.28	2323.28	2322.47	2323.01	1048.0
2016-10-18 23:00:00	ES	Futures	2322.74	2323.28	2322.19	2322.47	962.0
2016-10-18 23:30:00	ES	Futures	2322.74	2323.55	2322.47	2322.74	1348.0
2016-10-18 00:00:00	NQ	Futures	5748.32	5750.41	5748.32	5749.21	277.0
2016-10-18 00:30:00	NQ	Futures	5748.62	5749.81	5747.42	5748.32	180.0
2016-10-18 01:00:00	NQ	Futures	5748.62	5750.7	5747.72	5749.81	262.0
2016-10-18 01:30:00	NQ	Futures	5750.11	5755.48	5749.51	5754.58	995.0

> showing 50 of 3,019 rows — these rows as CSV

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