PREVIEW / futures_30min / 2016-10-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-28.parquet
  size:    73 KB
  rows:    2,558

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
2016-10-28 00:00:00	ES	Futures	2314.3	2314.58	2313.76	2314.03	1160.0
2016-10-28 00:30:00	ES	Futures	2313.76	2314.58	2313.76	2314.03	1479.0
2016-10-28 01:00:00	ES	Futures	2314.3	2314.85	2313.49	2314.03	1390.0
2016-10-28 01:30:00	ES	Futures	2313.76	2314.03	2311.86	2312.94	3206.0
2016-10-28 02:00:00	ES	Futures	2313.22	2313.49	2311.31	2311.58	4569.0
2016-10-28 02:30:00	ES	Futures	2311.58	2311.86	2310.22	2310.49	6424.0
2016-10-28 03:00:00	ES	Futures	2310.77	2310.77	2302.88	2308.86	44361.0
2016-10-28 03:30:00	ES	Futures	2308.59	2308.59	2305.05	2307.23	13522.0
2016-10-28 04:00:00	ES	Futures	2307.5	2307.77	2304.24	2304.78	8795.0
2016-10-28 04:30:00	ES	Futures	2304.78	2309.13	2303.15	2309.13	15893.0
2016-10-28 05:00:00	ES	Futures	2308.86	2312.94	2308.86	2312.4	14983.0
2016-10-28 05:30:00	ES	Futures	2312.4	2312.94	2311.04	2311.86	7543.0
2016-10-28 06:00:00	ES	Futures	2311.86	2313.49	2311.31	2313.22	5746.0
2016-10-28 06:30:00	ES	Futures	2313.49	2315.12	2313.22	2314.3	12465.0
2016-10-28 07:00:00	ES	Futures	2314.03	2316.48	2314.03	2315.39	12002.0
2016-10-28 07:30:00	ES	Futures	2315.39	2315.94	2314.03	2315.39	7625.0
2016-10-28 08:00:00	ES	Futures	2315.39	2315.66	2313.76	2314.85	15295.0
2016-10-28 08:30:00	ES	Futures	2314.58	2317.57	2311.04	2315.39	53054.0
2016-10-28 09:00:00	ES	Futures	2315.39	2316.75	2313.76	2314.85	36367.0
2016-10-28 09:30:00	ES	Futures	2315.12	2319.2	2309.13	2315.94	235833.0
2016-10-28 10:00:00	ES	Futures	2316.48	2317.84	2311.31	2316.48	161517.0
2016-10-28 10:30:00	ES	Futures	2316.75	2323.28	2316.48	2321.11	139626.0
2016-10-28 11:00:00	ES	Futures	2321.11	2322.74	2320.02	2320.83	72832.0
2016-10-28 11:30:00	ES	Futures	2320.83	2322.19	2319.75	2320.02	44671.0
2016-10-28 12:00:00	ES	Futures	2320.02	2323.83	2319.47	2322.47	51279.0
2016-10-28 12:30:00	ES	Futures	2322.47	2323.83	2321.38	2322.47	32523.0
2016-10-28 13:00:00	ES	Futures	2322.74	2323.55	2306.96	2310.22	302844.0
2016-10-28 13:30:00	ES	Futures	2310.22	2310.49	2300.16	2300.7	249283.0
2016-10-28 14:00:00	ES	Futures	2300.97	2309.95	2299.07	2308.05	194840.0
2016-10-28 14:30:00	ES	Futures	2308.05	2313.76	2305.6	2312.94	152286.0
2016-10-28 15:00:00	ES	Futures	2312.67	2315.66	2306.41	2313.49	121454.0
2016-10-28 15:30:00	ES	Futures	2313.76	2313.76	2305.87	2308.59	209883.0
2016-10-28 16:00:00	ES	Futures	2308.32	2312.94	2308.32	2311.58	105776.0
2016-10-28 16:30:00	ES	Futures	2311.31	2312.4	2310.22	2311.31	7317.0
2016-10-28 00:00:00	NQ	Futures	5747.42	5747.72	5745.63	5746.23	112.0
2016-10-28 00:30:00	NQ	Futures	5746.23	5747.42	5745.04	5746.23	301.0
2016-10-28 01:00:00	NQ	Futures	5746.53	5748.32	5745.04	5745.63	204.0
2016-10-28 01:30:00	NQ	Futures	5745.63	5746.23	5741.75	5743.54	481.0
2016-10-28 02:00:00	NQ	Futures	5743.84	5744.44	5739.96	5739.96	645.0
2016-10-28 02:30:00	NQ	Futures	5740.26	5741.46	5737.58	5739.07	828.0
2016-10-28 03:00:00	NQ	Futures	5739.07	5739.07	5716.69	5728.33	6222.0
2016-10-28 03:30:00	NQ	Futures	5728.63	5728.63	5719.98	5725.35	1823.0
2016-10-28 04:00:00	NQ	Futures	5725.35	5727.14	5717.59	5720.27	1628.0
2016-10-28 04:30:00	NQ	Futures	5720.57	5728.33	5714.31	5727.43	2488.0
2016-10-28 05:00:00	NQ	Futures	5727.43	5735.79	5726.84	5734.3	2353.0
2016-10-28 05:30:00	NQ	Futures	5734.59	5735.19	5731.01	5732.51	930.0
2016-10-28 06:00:00	NQ	Futures	5732.51	5739.07	5731.61	5738.77	1046.0
2016-10-28 06:30:00	NQ	Futures	5738.77	5742.95	5738.47	5741.16	1599.0
2016-10-28 07:00:00	NQ	Futures	5741.46	5748.02	5741.46	5746.23	1552.0
2016-10-28 07:30:00	NQ	Futures	5746.53	5748.91	5743.25	5747.72	1512.0

> showing 50 of 2,558 rows — these rows as CSV

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