PREVIEW / futures_30min / 2016-10-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-27.parquet
  size:    85 KB
  rows:    3,087

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
2016-10-27 00:00:00	ES	Futures	2319.47	2320.83	2319.47	2320.29	2190.0
2016-10-27 00:30:00	ES	Futures	2320.29	2320.56	2319.75	2320.02	948.0
2016-10-27 01:00:00	ES	Futures	2320.02	2320.02	2316.48	2317.02	6895.0
2016-10-27 01:30:00	ES	Futures	2317.02	2319.47	2317.02	2319.2	2627.0
2016-10-27 02:00:00	ES	Futures	2318.93	2320.29	2317.84	2320.02	3617.0
2016-10-27 02:30:00	ES	Futures	2320.02	2323.01	2319.2	2322.47	4576.0
2016-10-27 03:00:00	ES	Futures	2322.74	2323.01	2318.93	2320.02	10539.0
2016-10-27 03:30:00	ES	Futures	2320.02	2324.37	2320.02	2323.83	12511.0
2016-10-27 04:00:00	ES	Futures	2324.1	2327.91	2324.1	2326.28	13850.0
2016-10-27 04:30:00	ES	Futures	2326.28	2327.09	2319.2	2320.29	19013.0
2016-10-27 05:00:00	ES	Futures	2320.56	2321.11	2318.11	2320.29	10986.0
2016-10-27 05:30:00	ES	Futures	2320.29	2321.11	2319.2	2321.11	4231.0
2016-10-27 06:00:00	ES	Futures	2320.83	2324.1	2318.66	2324.1	12861.0
2016-10-27 06:30:00	ES	Futures	2323.83	2327.64	2323.83	2326.28	18994.0
2016-10-27 07:00:00	ES	Futures	2326.28	2329.27	2326.0	2327.91	20391.0
2016-10-27 07:30:00	ES	Futures	2327.64	2329.27	2326.82	2328.72	11832.0
2016-10-27 08:00:00	ES	Futures	2329.0	2331.99	2328.18	2331.17	23546.0
2016-10-27 08:30:00	ES	Futures	2331.17	2333.08	2330.08	2332.53	25949.0
2016-10-27 09:00:00	ES	Futures	2332.53	2333.08	2330.08	2331.17	28682.0
2016-10-27 09:30:00	ES	Futures	2330.9	2331.44	2322.74	2325.19	215762.0
2016-10-27 10:00:00	ES	Futures	2325.19	2325.73	2314.58	2317.57	217193.0
2016-10-27 10:30:00	ES	Futures	2317.84	2319.47	2315.66	2316.75	147297.0
2016-10-27 11:00:00	ES	Futures	2316.75	2320.29	2315.94	2319.75	74658.0
2016-10-27 11:30:00	ES	Futures	2319.47	2324.92	2317.02	2324.1	97443.0
2016-10-27 12:00:00	ES	Futures	2323.83	2325.19	2322.47	2323.01	75178.0
2016-10-27 12:30:00	ES	Futures	2323.01	2323.55	2318.39	2320.29	80687.0
2016-10-27 13:00:00	ES	Futures	2320.29	2321.92	2318.93	2321.11	51616.0
2016-10-27 13:30:00	ES	Futures	2321.11	2323.28	2320.02	2321.38	53346.0
2016-10-27 14:00:00	ES	Futures	2321.38	2323.55	2320.02	2321.92	70173.0
2016-10-27 14:30:00	ES	Futures	2321.92	2322.19	2317.84	2318.93	70157.0
2016-10-27 15:00:00	ES	Futures	2318.93	2319.75	2314.58	2317.02	88075.0
2016-10-27 15:30:00	ES	Futures	2316.75	2317.57	2314.58	2315.66	134338.0
2016-10-27 16:00:00	ES	Futures	2315.66	2316.21	2309.95	2311.58	136100.0
2016-10-27 16:30:00	ES	Futures	2312.67	2315.94	2311.86	2315.94	14927.0
2016-10-27 18:00:00	ES	Futures	2315.12	2315.66	2314.3	2315.66	4300.0
2016-10-27 18:30:00	ES	Futures	2315.66	2315.66	2314.85	2315.39	827.0
2016-10-27 19:00:00	ES	Futures	2315.39	2315.66	2315.12	2315.39	968.0
2016-10-27 19:30:00	ES	Futures	2315.66	2316.21	2315.39	2315.94	1957.0
2016-10-27 20:00:00	ES	Futures	2315.94	2317.57	2315.66	2316.21	4670.0
2016-10-27 20:30:00	ES	Futures	2316.21	2316.75	2315.39	2315.66	1731.0
2016-10-27 21:00:00	ES	Futures	2315.66	2315.94	2313.49	2313.49	3104.0
2016-10-27 21:30:00	ES	Futures	2313.49	2315.39	2313.49	2315.12	2981.0
2016-10-27 22:00:00	ES	Futures	2315.12	2315.66	2314.85	2315.39	1674.0
2016-10-27 22:30:00	ES	Futures	2315.39	2315.39	2314.03	2314.3	1709.0
2016-10-27 23:00:00	ES	Futures	2314.3	2314.58	2313.49	2313.76	1922.0
2016-10-27 23:30:00	ES	Futures	2313.76	2314.3	2313.22	2314.3	1832.0
2016-10-27 00:00:00	NQ	Futures	5785.01	5788.0	5785.01	5787.7	287.0
2016-10-27 00:30:00	NQ	Futures	5787.4	5787.7	5785.91	5786.21	97.0
2016-10-27 01:00:00	NQ	Futures	5785.91	5785.91	5778.75	5779.94	833.0
2016-10-27 01:30:00	NQ	Futures	5780.24	5784.71	5779.64	5784.42	511.0

> showing 50 of 3,087 rows — these rows as CSV

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