PREVIEW / futures_30min / 2016-10-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-19.parquet
  size:    79 KB
  rows:    3,030

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
2016-10-19 00:00:00	ES	Futures	2323.01	2323.55	2322.74	2323.01	692.0
2016-10-19 00:30:00	ES	Futures	2323.28	2323.55	2322.47	2323.01	892.0
2016-10-19 01:00:00	ES	Futures	2323.01	2323.28	2321.65	2321.65	1507.0
2016-10-19 01:30:00	ES	Futures	2321.65	2322.74	2321.38	2321.92	1626.0
2016-10-19 02:00:00	ES	Futures	2321.92	2322.47	2320.83	2321.11	3276.0
2016-10-19 02:30:00	ES	Futures	2320.83	2321.11	2320.29	2320.56	5047.0
2016-10-19 03:00:00	ES	Futures	2320.56	2320.83	2315.39	2316.75	17751.0
2016-10-19 03:30:00	ES	Futures	2316.48	2317.57	2314.3	2315.94	8516.0
2016-10-19 04:00:00	ES	Futures	2315.94	2318.39	2315.94	2317.84	5478.0
2016-10-19 04:30:00	ES	Futures	2317.84	2319.75	2317.57	2319.75	5650.0
2016-10-19 05:00:00	ES	Futures	2319.47	2320.02	2318.11	2319.47	5976.0
2016-10-19 05:30:00	ES	Futures	2319.47	2320.02	2318.39	2319.2	4657.0
2016-10-19 06:00:00	ES	Futures	2319.2	2321.38	2318.39	2320.83	5182.0
2016-10-19 06:30:00	ES	Futures	2320.56	2322.19	2320.56	2320.83	4717.0
2016-10-19 07:00:00	ES	Futures	2321.11	2322.74	2320.83	2321.38	6204.0
2016-10-19 07:30:00	ES	Futures	2321.38	2321.65	2320.02	2321.11	7783.0
2016-10-19 08:00:00	ES	Futures	2320.83	2324.1	2320.56	2324.1	11226.0
2016-10-19 08:30:00	ES	Futures	2323.83	2325.46	2322.74	2324.64	14277.0
2016-10-19 09:00:00	ES	Futures	2324.92	2325.46	2323.55	2325.19	20972.0
2016-10-19 09:30:00	ES	Futures	2325.46	2326.0	2321.11	2322.47	130531.0
2016-10-19 10:00:00	ES	Futures	2322.47	2326.55	2320.56	2326.0	81842.0
2016-10-19 10:30:00	ES	Futures	2326.0	2330.36	2325.46	2329.81	109900.0
2016-10-19 11:00:00	ES	Futures	2329.81	2329.81	2326.55	2327.64	60774.0
2016-10-19 11:30:00	ES	Futures	2327.91	2329.0	2326.82	2327.36	45240.0
2016-10-19 12:00:00	ES	Futures	2327.64	2329.54	2326.82	2328.72	32609.0
2016-10-19 12:30:00	ES	Futures	2329.0	2330.36	2328.45	2329.81	25696.0
2016-10-19 13:00:00	ES	Futures	2329.81	2330.9	2329.27	2330.63	29483.0
2016-10-19 13:30:00	ES	Futures	2330.63	2331.44	2329.81	2330.63	24671.0
2016-10-19 14:00:00	ES	Futures	2330.63	2331.72	2329.81	2330.08	28757.0
2016-10-19 14:30:00	ES	Futures	2329.81	2330.36	2327.91	2329.27	35483.0
2016-10-19 15:00:00	ES	Futures	2329.54	2331.17	2329.27	2329.81	36570.0
2016-10-19 15:30:00	ES	Futures	2329.81	2330.08	2326.82	2327.64	71738.0
2016-10-19 16:00:00	ES	Futures	2327.36	2328.45	2326.28	2327.36	55136.0
2016-10-19 16:30:00	ES	Futures	2327.36	2327.91	2326.55	2326.82	4829.0
2016-10-19 18:00:00	ES	Futures	2326.28	2327.09	2324.92	2326.55	3549.0
2016-10-19 18:30:00	ES	Futures	2326.28	2327.09	2325.73	2327.09	862.0
2016-10-19 19:00:00	ES	Futures	2327.09	2328.72	2326.82	2327.36	2064.0
2016-10-19 19:30:00	ES	Futures	2327.36	2328.18	2327.09	2327.91	835.0
2016-10-19 20:00:00	ES	Futures	2328.18	2329.54	2327.36	2328.72	2548.0
2016-10-19 20:30:00	ES	Futures	2328.72	2330.36	2328.45	2329.54	3345.0
2016-10-19 21:00:00	ES	Futures	2329.27	2329.81	2328.18	2329.54	2859.0
2016-10-19 21:30:00	ES	Futures	2329.27	2330.36	2328.72	2330.08	3119.0
2016-10-19 22:00:00	ES	Futures	2330.08	2330.9	2329.54	2330.63	2883.0
2016-10-19 22:30:00	ES	Futures	2330.9	2331.17	2329.81	2330.08	1999.0
2016-10-19 23:00:00	ES	Futures	2330.08	2333.89	2329.81	2331.99	7207.0
2016-10-19 23:30:00	ES	Futures	2332.26	2332.81	2331.72	2331.72	1275.0
2016-10-19 00:00:00	NQ	Futures	5764.73	5765.92	5764.43	5765.02	62.0
2016-10-19 00:30:00	NQ	Futures	5764.73	5765.32	5763.23	5764.43	123.0
2016-10-19 01:00:00	NQ	Futures	5764.43	5765.02	5762.04	5762.04	148.0
2016-10-19 01:30:00	NQ	Futures	5761.74	5764.13	5761.15	5762.64	154.0

> showing 50 of 3,030 rows — these rows as CSV

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