PREVIEW / futures_30min / 2016-10-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-21.parquet
  size:    68 KB
  rows:    2,499

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
2016-10-21 00:00:00	ES	Futures	2320.83	2321.92	2320.56	2321.11	1517.0
2016-10-21 00:30:00	ES	Futures	2321.11	2321.92	2321.11	2321.65	814.0
2016-10-21 01:00:00	ES	Futures	2321.65	2321.92	2320.56	2320.56	1394.0
2016-10-21 01:30:00	ES	Futures	2320.56	2321.11	2318.66	2319.47	4279.0
2016-10-21 02:00:00	ES	Futures	2319.47	2321.65	2319.2	2321.11	3593.0
2016-10-21 02:30:00	ES	Futures	2321.38	2322.74	2321.11	2321.92	2627.0
2016-10-21 03:00:00	ES	Futures	2321.65	2323.01	2320.29	2321.11	11684.0
2016-10-21 03:30:00	ES	Futures	2321.11	2321.92	2319.2	2319.47	7563.0
2016-10-21 04:00:00	ES	Futures	2319.47	2321.11	2319.47	2320.29	4068.0
2016-10-21 04:30:00	ES	Futures	2320.02	2320.29	2317.02	2317.3	10674.0
2016-10-21 05:00:00	ES	Futures	2317.3	2319.75	2316.75	2318.39	6808.0
2016-10-21 05:30:00	ES	Futures	2318.11	2321.38	2318.11	2320.56	8523.0
2016-10-21 06:00:00	ES	Futures	2320.56	2320.83	2318.39	2318.66	5510.0
2016-10-21 06:30:00	ES	Futures	2318.66	2319.47	2317.02	2317.02	7386.0
2016-10-21 07:00:00	ES	Futures	2317.3	2318.66	2316.75	2318.66	9764.0
2016-10-21 07:30:00	ES	Futures	2318.39	2319.2	2317.57	2318.93	8197.0
2016-10-21 08:00:00	ES	Futures	2318.66	2320.29	2317.57	2318.11	14921.0
2016-10-21 08:30:00	ES	Futures	2318.11	2318.93	2315.12	2315.39	30342.0
2016-10-21 09:00:00	ES	Futures	2315.12	2315.66	2311.04	2312.67	70687.0
2016-10-21 09:30:00	ES	Futures	2312.94	2316.21	2310.77	2315.39	255034.0
2016-10-21 10:00:00	ES	Futures	2315.39	2316.75	2313.22	2315.94	119577.0
2016-10-21 10:30:00	ES	Futures	2316.21	2319.75	2316.21	2317.57	102589.0
2016-10-21 11:00:00	ES	Futures	2317.57	2319.47	2316.48	2318.66	72186.0
2016-10-21 11:30:00	ES	Futures	2318.39	2321.92	2317.3	2320.83	82814.0
2016-10-21 12:00:00	ES	Futures	2320.83	2321.92	2319.75	2319.75	42385.0
2016-10-21 12:30:00	ES	Futures	2319.75	2320.29	2318.66	2320.02	30938.0
2016-10-21 13:00:00	ES	Futures	2320.29	2320.83	2318.93	2318.93	29301.0
2016-10-21 13:30:00	ES	Futures	2318.93	2322.74	2317.3	2322.19	67661.0
2016-10-21 14:00:00	ES	Futures	2322.47	2323.28	2320.83	2323.01	49813.0
2016-10-21 14:30:00	ES	Futures	2323.01	2324.64	2322.19	2324.64	56600.0
2016-10-21 15:00:00	ES	Futures	2324.37	2325.46	2322.47	2323.55	56520.0
2016-10-21 15:30:00	ES	Futures	2323.55	2324.92	2322.19	2324.1	130502.0
2016-10-21 16:00:00	ES	Futures	2324.1	2324.92	2322.74	2323.28	64336.0
2016-10-21 16:30:00	ES	Futures	2323.01	2324.64	2323.01	2324.64	5584.0
2016-10-21 00:00:00	NQ	Futures	5773.38	5775.76	5773.08	5773.97	199.0
2016-10-21 00:30:00	NQ	Futures	5774.27	5775.17	5773.97	5775.17	137.0
2016-10-21 01:00:00	NQ	Futures	5775.17	5776.96	5773.97	5774.27	246.0
2016-10-21 01:30:00	NQ	Futures	5773.68	5775.17	5770.69	5773.08	576.0
2016-10-21 02:00:00	NQ	Futures	5772.48	5777.55	5771.59	5775.76	428.0
2016-10-21 02:30:00	NQ	Futures	5776.36	5780.24	5775.76	5777.55	315.0
2016-10-21 03:00:00	NQ	Futures	5777.26	5781.13	5775.76	5778.15	1688.0
2016-10-21 03:30:00	NQ	Futures	5778.45	5780.54	5773.08	5774.87	1309.0
2016-10-21 04:00:00	NQ	Futures	5774.87	5778.45	5773.08	5776.36	864.0
2016-10-21 04:30:00	NQ	Futures	5776.36	5776.36	5766.52	5768.9	1602.0
2016-10-21 05:00:00	NQ	Futures	5768.6	5774.27	5768.31	5771.29	849.0
2016-10-21 05:30:00	NQ	Futures	5770.99	5780.24	5770.69	5778.15	1419.0
2016-10-21 06:00:00	NQ	Futures	5777.55	5778.15	5771.89	5772.48	669.0
2016-10-21 06:30:00	NQ	Futures	5772.78	5774.57	5769.5	5769.5	871.0
2016-10-21 07:00:00	NQ	Futures	5769.8	5776.06	5769.2	5775.76	1335.0
2016-10-21 07:30:00	NQ	Futures	5775.76	5776.96	5772.48	5774.87	1320.0

> showing 50 of 2,499 rows — these rows as CSV

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