PREVIEW / futures_30min / 2016-10-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-26.parquet
  size:    83 KB
  rows:    3,074

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
2016-10-26 00:00:00	ES	Futures	2321.92	2321.92	2321.11	2321.38	1092.0
2016-10-26 00:30:00	ES	Futures	2321.38	2321.92	2321.38	2321.38	653.0
2016-10-26 01:00:00	ES	Futures	2321.65	2321.92	2321.38	2321.65	1225.0
2016-10-26 01:30:00	ES	Futures	2321.92	2322.74	2321.65	2322.47	1505.0
2016-10-26 02:00:00	ES	Futures	2322.47	2323.01	2321.92	2323.01	2924.0
2016-10-26 02:30:00	ES	Futures	2322.74	2323.83	2322.19	2322.19	3077.0
2016-10-26 03:00:00	ES	Futures	2322.19	2323.01	2319.75	2319.75	14580.0
2016-10-26 03:30:00	ES	Futures	2319.75	2321.11	2318.66	2319.47	10214.0
2016-10-26 04:00:00	ES	Futures	2319.75	2320.56	2317.02	2317.57	11172.0
2016-10-26 04:30:00	ES	Futures	2317.57	2318.39	2315.94	2318.11	9943.0
2016-10-26 05:00:00	ES	Futures	2317.84	2318.11	2314.03	2315.94	14099.0
2016-10-26 05:30:00	ES	Futures	2315.94	2317.57	2315.12	2316.75	7838.0
2016-10-26 06:00:00	ES	Futures	2316.75	2317.84	2316.21	2317.02	7388.0
2016-10-26 06:30:00	ES	Futures	2317.02	2318.66	2316.75	2317.84	7166.0
2016-10-26 07:00:00	ES	Futures	2317.57	2318.66	2316.75	2317.02	4878.0
2016-10-26 07:30:00	ES	Futures	2316.75	2318.93	2316.75	2318.93	11187.0
2016-10-26 08:00:00	ES	Futures	2318.93	2321.11	2318.11	2318.66	15462.0
2016-10-26 08:30:00	ES	Futures	2318.66	2319.47	2317.84	2318.11	14868.0
2016-10-26 09:00:00	ES	Futures	2318.11	2318.39	2315.39	2315.66	23522.0
2016-10-26 09:30:00	ES	Futures	2315.39	2318.66	2312.4	2314.85	230512.0
2016-10-26 10:00:00	ES	Futures	2315.12	2317.3	2313.49	2316.21	124964.0
2016-10-26 10:30:00	ES	Futures	2316.48	2327.91	2315.94	2327.09	203148.0
2016-10-26 11:00:00	ES	Futures	2326.82	2329.0	2326.0	2327.36	157893.0
2016-10-26 11:30:00	ES	Futures	2327.09	2328.72	2325.19	2325.46	66310.0
2016-10-26 12:00:00	ES	Futures	2325.46	2326.55	2324.92	2325.46	32724.0
2016-10-26 12:30:00	ES	Futures	2325.19	2326.82	2324.37	2324.64	37687.0
2016-10-26 13:00:00	ES	Futures	2324.92	2325.73	2321.11	2322.47	53349.0
2016-10-26 13:30:00	ES	Futures	2322.47	2322.74	2316.21	2317.84	91214.0
2016-10-26 14:00:00	ES	Futures	2317.84	2320.02	2315.12	2318.93	78942.0
2016-10-26 14:30:00	ES	Futures	2318.66	2323.01	2318.11	2322.19	59858.0
2016-10-26 15:00:00	ES	Futures	2321.92	2324.37	2320.29	2322.74	51266.0
2016-10-26 15:30:00	ES	Futures	2322.74	2324.1	2321.11	2321.65	101289.0
2016-10-26 16:00:00	ES	Futures	2321.65	2323.55	2321.38	2322.19	51186.0
2016-10-26 16:30:00	ES	Futures	2322.19	2323.01	2321.92	2322.47	4281.0
2016-10-26 18:00:00	ES	Futures	2322.19	2322.74	2320.83	2321.38	3131.0
2016-10-26 18:30:00	ES	Futures	2321.65	2322.19	2321.38	2321.65	492.0
2016-10-26 19:00:00	ES	Futures	2321.65	2321.92	2321.11	2321.11	535.0
2016-10-26 19:30:00	ES	Futures	2321.38	2322.47	2321.11	2322.19	679.0
2016-10-26 20:00:00	ES	Futures	2322.47	2323.01	2319.75	2319.75	3955.0
2016-10-26 20:30:00	ES	Futures	2319.75	2320.83	2318.66	2318.93	2698.0
2016-10-26 21:00:00	ES	Futures	2319.2	2323.28	2318.93	2322.47	5579.0
2016-10-26 21:30:00	ES	Futures	2322.74	2323.01	2320.83	2320.83	3374.0
2016-10-26 22:00:00	ES	Futures	2320.83	2321.11	2319.75	2320.83	2973.0
2016-10-26 22:30:00	ES	Futures	2320.56	2320.83	2319.47	2319.47	2658.0
2016-10-26 23:00:00	ES	Futures	2319.47	2320.02	2319.2	2319.75	2028.0
2016-10-26 23:30:00	ES	Futures	2319.75	2320.56	2319.2	2319.75	2296.0
2016-10-26 00:00:00	NQ	Futures	5813.65	5813.95	5812.16	5812.16	182.0
2016-10-26 00:30:00	NQ	Futures	5812.16	5813.65	5812.16	5813.06	101.0
2016-10-26 01:00:00	NQ	Futures	5813.65	5813.95	5812.46	5813.65	95.0
2016-10-26 01:30:00	NQ	Futures	5813.65	5817.53	5813.65	5817.53	358.0

> showing 50 of 3,074 rows — these rows as CSV

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