PREVIEW / futures_30min / 2016-10-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-20.parquet
  size:    81 KB
  rows:    3,049

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
2016-10-20 00:00:00	ES	Futures	2331.99	2331.99	2331.17	2331.44	1319.0
2016-10-20 00:30:00	ES	Futures	2331.72	2331.72	2330.08	2330.08	1463.0
2016-10-20 01:00:00	ES	Futures	2330.36	2330.63	2329.54	2330.08	1594.0
2016-10-20 01:30:00	ES	Futures	2330.08	2331.44	2330.08	2330.63	1818.0
2016-10-20 02:00:00	ES	Futures	2330.9	2331.72	2328.72	2328.72	4539.0
2016-10-20 02:30:00	ES	Futures	2328.72	2329.54	2328.45	2329.0	2198.0
2016-10-20 03:00:00	ES	Futures	2329.0	2329.81	2326.82	2327.36	8963.0
2016-10-20 03:30:00	ES	Futures	2327.36	2329.27	2327.09	2328.45	6751.0
2016-10-20 04:00:00	ES	Futures	2328.45	2329.27	2327.91	2329.27	4026.0
2016-10-20 04:30:00	ES	Futures	2329.27	2329.54	2327.36	2328.18	5306.0
2016-10-20 05:00:00	ES	Futures	2328.18	2329.54	2327.64	2328.72	3992.0
2016-10-20 05:30:00	ES	Futures	2328.72	2329.54	2328.18	2329.27	3247.0
2016-10-20 06:00:00	ES	Futures	2329.54	2330.36	2328.72	2329.54	3017.0
2016-10-20 06:30:00	ES	Futures	2329.54	2330.36	2329.27	2330.36	2437.0
2016-10-20 07:00:00	ES	Futures	2330.36	2330.36	2329.27	2329.54	2714.0
2016-10-20 07:30:00	ES	Futures	2329.54	2329.81	2327.64	2328.72	7204.0
2016-10-20 08:00:00	ES	Futures	2328.72	2329.54	2324.92	2325.73	11696.0
2016-10-20 08:30:00	ES	Futures	2325.73	2326.28	2320.56	2324.1	55178.0
2016-10-20 09:00:00	ES	Futures	2324.37	2325.19	2322.74	2323.28	30061.0
2016-10-20 09:30:00	ES	Futures	2323.28	2326.55	2319.2	2326.0	215389.0
2016-10-20 10:00:00	ES	Futures	2326.0	2330.36	2322.19	2323.01	150825.0
2016-10-20 10:30:00	ES	Futures	2323.01	2323.28	2314.58	2317.3	201197.0
2016-10-20 11:00:00	ES	Futures	2317.02	2321.38	2315.66	2319.47	104019.0
2016-10-20 11:30:00	ES	Futures	2319.47	2323.83	2318.11	2323.55	76738.0
2016-10-20 12:00:00	ES	Futures	2323.55	2326.55	2323.01	2325.73	115710.0
2016-10-20 12:30:00	ES	Futures	2325.73	2329.27	2324.64	2326.28	83700.0
2016-10-20 13:00:00	ES	Futures	2326.28	2327.91	2325.46	2326.82	45950.0
2016-10-20 13:30:00	ES	Futures	2326.82	2327.64	2320.56	2322.19	70366.0
2016-10-20 14:00:00	ES	Futures	2322.19	2324.92	2321.92	2324.37	46487.0
2016-10-20 14:30:00	ES	Futures	2324.1	2327.09	2323.01	2325.46	46869.0
2016-10-20 15:00:00	ES	Futures	2325.73	2327.36	2323.28	2323.28	57228.0
2016-10-20 15:30:00	ES	Futures	2323.28	2326.55	2322.19	2323.55	128586.0
2016-10-20 16:00:00	ES	Futures	2323.28	2326.28	2323.28	2325.73	60374.0
2016-10-20 16:30:00	ES	Futures	2326.0	2326.28	2325.19	2325.46	6641.0
2016-10-20 18:00:00	ES	Futures	2324.64	2325.46	2323.28	2324.64	2871.0
2016-10-20 18:30:00	ES	Futures	2324.37	2326.0	2324.37	2326.0	1089.0
2016-10-20 19:00:00	ES	Futures	2325.73	2327.36	2325.73	2326.82	2288.0
2016-10-20 19:30:00	ES	Futures	2326.82	2327.09	2326.0	2326.0	609.0
2016-10-20 20:00:00	ES	Futures	2326.0	2326.55	2322.74	2323.55	3844.0
2016-10-20 20:30:00	ES	Futures	2323.83	2324.37	2322.19	2323.83	3441.0
2016-10-20 21:00:00	ES	Futures	2323.55	2324.37	2323.01	2323.55	1631.0
2016-10-20 21:30:00	ES	Futures	2323.55	2324.64	2323.28	2324.1	1690.0
2016-10-20 22:00:00	ES	Futures	2324.1	2324.92	2323.83	2324.1	1143.0
2016-10-20 22:30:00	ES	Futures	2324.1	2324.1	2322.47	2323.01	2656.0
2016-10-20 23:00:00	ES	Futures	2323.01	2323.28	2320.56	2321.38	4874.0
2016-10-20 23:30:00	ES	Futures	2321.11	2321.92	2320.56	2320.83	1485.0
2016-10-20 00:00:00	NQ	Futures	5775.47	5776.36	5774.27	5775.76	286.0
2016-10-20 00:30:00	NQ	Futures	5775.76	5776.06	5772.78	5773.08	289.0
2016-10-20 01:00:00	NQ	Futures	5773.38	5773.68	5771.29	5772.18	299.0
2016-10-20 01:30:00	NQ	Futures	5772.48	5776.66	5772.48	5775.76	531.0

> showing 50 of 3,049 rows — these rows as CSV

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