PREVIEW / futures_30min / 2016-10-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-24.parquet
  size:    78 KB
  rows:    3,032

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
2016-10-24 00:00:00	ES	Futures	2326.28	2326.82	2326.0	2326.55	942.0
2016-10-24 00:30:00	ES	Futures	2326.28	2326.82	2326.0	2326.55	617.0
2016-10-24 01:00:00	ES	Futures	2326.55	2327.36	2326.28	2326.55	1170.0
2016-10-24 01:30:00	ES	Futures	2326.82	2327.36	2326.55	2327.09	1699.0
2016-10-24 02:00:00	ES	Futures	2327.09	2328.18	2326.55	2327.64	2844.0
2016-10-24 02:30:00	ES	Futures	2327.64	2329.0	2327.36	2328.72	2742.0
2016-10-24 03:00:00	ES	Futures	2328.72	2333.35	2328.18	2332.53	17364.0
2016-10-24 03:30:00	ES	Futures	2332.81	2336.34	2332.26	2336.07	13440.0
2016-10-24 04:00:00	ES	Futures	2335.8	2337.16	2334.17	2334.71	9698.0
2016-10-24 04:30:00	ES	Futures	2334.71	2335.25	2333.89	2333.89	5516.0
2016-10-24 05:00:00	ES	Futures	2333.89	2334.71	2333.08	2333.62	4638.0
2016-10-24 05:30:00	ES	Futures	2333.62	2334.98	2333.08	2334.71	4137.0
2016-10-24 06:00:00	ES	Futures	2334.71	2334.98	2333.89	2334.17	2412.0
2016-10-24 06:30:00	ES	Futures	2334.17	2334.44	2333.08	2333.35	4124.0
2016-10-24 07:00:00	ES	Futures	2333.08	2333.89	2332.81	2333.89	4789.0
2016-10-24 07:30:00	ES	Futures	2333.89	2333.89	2332.53	2333.35	5186.0
2016-10-24 08:00:00	ES	Futures	2333.35	2334.17	2331.99	2333.62	7659.0
2016-10-24 08:30:00	ES	Futures	2333.62	2334.98	2333.35	2334.44	12026.0
2016-10-24 09:00:00	ES	Futures	2334.71	2335.25	2333.62	2335.25	16371.0
2016-10-24 09:30:00	ES	Futures	2335.25	2338.79	2334.98	2337.43	152127.0
2016-10-24 10:00:00	ES	Futures	2337.43	2337.97	2333.62	2334.17	80326.0
2016-10-24 10:30:00	ES	Futures	2334.17	2336.34	2331.99	2335.25	83829.0
2016-10-24 11:00:00	ES	Futures	2335.25	2336.89	2334.44	2334.71	60599.0
2016-10-24 11:30:00	ES	Futures	2334.71	2335.8	2332.81	2333.08	48948.0
2016-10-24 12:00:00	ES	Futures	2333.08	2334.17	2331.44	2331.72	39295.0
2016-10-24 12:30:00	ES	Futures	2331.44	2331.99	2329.54	2331.99	51545.0
2016-10-24 13:00:00	ES	Futures	2331.99	2332.81	2331.44	2332.81	23525.0
2016-10-24 13:30:00	ES	Futures	2332.53	2334.17	2331.44	2333.08	32474.0
2016-10-24 14:00:00	ES	Futures	2333.08	2334.17	2332.53	2334.17	30509.0
2016-10-24 14:30:00	ES	Futures	2333.89	2334.71	2333.35	2334.17	33730.0
2016-10-24 15:00:00	ES	Futures	2334.44	2334.98	2333.08	2333.62	26750.0
2016-10-24 15:30:00	ES	Futures	2333.89	2335.8	2332.53	2333.89	115760.0
2016-10-24 16:00:00	ES	Futures	2333.62	2334.44	2332.53	2333.89	65928.0
2016-10-24 16:30:00	ES	Futures	2333.62	2335.53	2333.08	2334.98	6122.0
2016-10-24 18:00:00	ES	Futures	2334.17	2334.71	2333.62	2333.89	1526.0
2016-10-24 18:30:00	ES	Futures	2333.89	2333.89	2333.35	2333.62	528.0
2016-10-24 19:00:00	ES	Futures	2333.89	2334.44	2333.62	2334.44	502.0
2016-10-24 19:30:00	ES	Futures	2334.44	2334.98	2333.62	2333.89	1199.0
2016-10-24 20:00:00	ES	Futures	2334.17	2335.53	2333.89	2334.71	1724.0
2016-10-24 20:30:00	ES	Futures	2334.71	2335.53	2334.71	2335.25	861.0
2016-10-24 21:00:00	ES	Futures	2335.25	2335.25	2334.44	2334.98	1115.0
2016-10-24 21:30:00	ES	Futures	2334.98	2335.8	2334.71	2335.8	1916.0
2016-10-24 22:00:00	ES	Futures	2335.53	2337.16	2335.53	2336.07	2575.0
2016-10-24 22:30:00	ES	Futures	2336.07	2336.61	2335.8	2336.34	1233.0
2016-10-24 23:00:00	ES	Futures	2336.34	2336.89	2336.34	2336.89	840.0
2016-10-24 23:30:00	ES	Futures	2336.89	2337.16	2336.61	2337.16	650.0
2016-10-24 00:00:00	NQ	Futures	5787.1	5788.0	5786.5	5788.0	66.0
2016-10-24 00:30:00	NQ	Futures	5787.7	5787.7	5786.5	5787.4	82.0
2016-10-24 01:00:00	NQ	Futures	5787.1	5788.89	5786.8	5787.7	186.0
2016-10-24 01:30:00	NQ	Futures	5787.7	5789.79	5787.4	5788.89	176.0

> showing 50 of 3,032 rows — these rows as CSV

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