PREVIEW / futures_30min / 2016-10-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-25.parquet
  size:    80 KB
  rows:    3,066

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
2016-10-25 00:00:00	ES	Futures	2337.16	2337.43	2336.34	2336.61	1033.0
2016-10-25 00:30:00	ES	Futures	2336.61	2337.43	2336.34	2336.89	1366.0
2016-10-25 01:00:00	ES	Futures	2337.16	2337.7	2336.61	2337.43	1767.0
2016-10-25 01:30:00	ES	Futures	2337.43	2338.25	2336.89	2337.97	2440.0
2016-10-25 02:00:00	ES	Futures	2337.97	2338.25	2336.89	2336.89	2017.0
2016-10-25 02:30:00	ES	Futures	2337.16	2337.43	2335.8	2335.8	2246.0
2016-10-25 03:00:00	ES	Futures	2335.8	2337.43	2335.53	2336.89	10874.0
2016-10-25 03:30:00	ES	Futures	2337.16	2337.43	2336.07	2336.89	4591.0
2016-10-25 04:00:00	ES	Futures	2337.16	2338.25	2336.61	2337.43	4314.0
2016-10-25 04:30:00	ES	Futures	2337.43	2339.34	2337.16	2339.34	5622.0
2016-10-25 05:00:00	ES	Futures	2339.06	2339.61	2337.43	2337.97	4244.0
2016-10-25 05:30:00	ES	Futures	2337.97	2337.97	2335.8	2336.07	4831.0
2016-10-25 06:00:00	ES	Futures	2336.07	2337.97	2335.8	2337.43	4165.0
2016-10-25 06:30:00	ES	Futures	2337.43	2337.43	2333.89	2334.44	7348.0
2016-10-25 07:00:00	ES	Futures	2334.44	2335.53	2333.35	2335.25	6766.0
2016-10-25 07:30:00	ES	Futures	2335.25	2336.34	2334.44	2335.53	7749.0
2016-10-25 08:00:00	ES	Futures	2335.25	2336.89	2334.98	2336.07	7422.0
2016-10-25 08:30:00	ES	Futures	2336.07	2336.89	2335.25	2335.8	12254.0
2016-10-25 09:00:00	ES	Futures	2336.07	2336.34	2331.44	2331.99	31728.0
2016-10-25 09:30:00	ES	Futures	2331.72	2333.62	2329.0	2333.08	139166.0
2016-10-25 10:00:00	ES	Futures	2333.08	2335.25	2330.63	2331.99	127141.0
2016-10-25 10:30:00	ES	Futures	2331.99	2331.99	2324.92	2327.09	139466.0
2016-10-25 11:00:00	ES	Futures	2327.36	2328.72	2326.0	2328.45	70898.0
2016-10-25 11:30:00	ES	Futures	2328.72	2329.81	2327.09	2327.09	64656.0
2016-10-25 12:00:00	ES	Futures	2326.82	2327.91	2323.83	2324.92	68795.0
2016-10-25 12:30:00	ES	Futures	2324.92	2328.18	2324.64	2327.36	47635.0
2016-10-25 13:00:00	ES	Futures	2327.36	2328.45	2326.0	2327.36	34937.0
2016-10-25 13:30:00	ES	Futures	2327.09	2329.81	2326.55	2328.72	39983.0
2016-10-25 14:00:00	ES	Futures	2328.72	2329.81	2327.64	2328.18	36326.0
2016-10-25 14:30:00	ES	Futures	2327.91	2328.45	2324.92	2325.46	51285.0
2016-10-25 15:00:00	ES	Futures	2325.73	2327.09	2324.64	2326.55	55493.0
2016-10-25 15:30:00	ES	Futures	2326.55	2326.82	2324.64	2326.55	105880.0
2016-10-25 16:00:00	ES	Futures	2326.28	2327.64	2325.19	2327.36	53192.0
2016-10-25 16:30:00	ES	Futures	2327.36	2328.18	2323.83	2325.46	17557.0
2016-10-25 18:00:00	ES	Futures	2323.83	2324.37	2320.83	2322.74	4330.0
2016-10-25 18:30:00	ES	Futures	2322.74	2323.28	2322.47	2322.74	1206.0
2016-10-25 19:00:00	ES	Futures	2322.74	2323.01	2322.47	2323.01	823.0
2016-10-25 19:30:00	ES	Futures	2323.01	2323.55	2322.47	2322.74	1112.0
2016-10-25 20:00:00	ES	Futures	2322.74	2322.74	2320.56	2320.56	3749.0
2016-10-25 20:30:00	ES	Futures	2320.56	2321.92	2320.02	2321.92	4816.0
2016-10-25 21:00:00	ES	Futures	2321.92	2322.47	2320.83	2320.83	2874.0
2016-10-25 21:30:00	ES	Futures	2320.83	2321.38	2320.56	2321.11	1925.0
2016-10-25 22:00:00	ES	Futures	2321.11	2322.19	2320.83	2321.92	1541.0
2016-10-25 22:30:00	ES	Futures	2321.92	2322.74	2321.38	2322.74	1742.0
2016-10-25 23:00:00	ES	Futures	2322.47	2323.01	2321.11	2321.65	2490.0
2016-10-25 23:30:00	ES	Futures	2321.65	2322.19	2321.11	2321.65	1610.0
2016-10-25 00:00:00	NQ	Futures	5864.37	5866.16	5862.58	5862.58	313.0
2016-10-25 00:30:00	NQ	Futures	5862.88	5864.37	5861.98	5862.58	400.0
2016-10-25 01:00:00	NQ	Futures	5862.88	5864.07	5861.98	5862.88	258.0
2016-10-25 01:30:00	NQ	Futures	5863.18	5865.86	5862.28	5865.86	325.0

> showing 50 of 3,066 rows — these rows as CSV

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