PREVIEW / futures_30min / 2016-10-31

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-31.parquet
  size:    79 KB
  rows:    3,070

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
2016-10-31 00:00:00	ES	Futures	2314.85	2316.21	2314.58	2315.94	2090.0
2016-10-31 00:30:00	ES	Futures	2315.94	2316.48	2315.39	2316.48	2051.0
2016-10-31 01:00:00	ES	Futures	2316.48	2317.57	2316.21	2317.57	3084.0
2016-10-31 01:30:00	ES	Futures	2317.57	2318.66	2317.02	2317.84	3842.0
2016-10-31 02:00:00	ES	Futures	2317.84	2318.39	2316.75	2317.02	2720.0
2016-10-31 02:30:00	ES	Futures	2316.75	2318.11	2316.75	2317.02	1558.0
2016-10-31 03:00:00	ES	Futures	2317.02	2317.3	2315.66	2316.21	3383.0
2016-10-31 03:30:00	ES	Futures	2316.21	2316.75	2314.85	2314.85	2974.0
2016-10-31 04:00:00	ES	Futures	2315.12	2317.57	2314.58	2315.94	7616.0
2016-10-31 04:30:00	ES	Futures	2316.21	2316.75	2314.3	2315.66	5538.0
2016-10-31 05:00:00	ES	Futures	2315.66	2315.66	2312.4	2312.94	9029.0
2016-10-31 05:30:00	ES	Futures	2312.94	2314.3	2312.94	2314.3	3083.0
2016-10-31 06:00:00	ES	Futures	2314.58	2315.39	2313.76	2314.85	4888.0
2016-10-31 06:30:00	ES	Futures	2314.85	2314.85	2312.13	2312.4	5479.0
2016-10-31 07:00:00	ES	Futures	2312.4	2313.76	2311.86	2313.22	6398.0
2016-10-31 07:30:00	ES	Futures	2313.22	2314.85	2312.67	2314.85	7287.0
2016-10-31 08:00:00	ES	Futures	2314.85	2314.85	2313.22	2313.76	7877.0
2016-10-31 08:30:00	ES	Futures	2313.76	2317.02	2313.49	2315.12	18291.0
2016-10-31 09:00:00	ES	Futures	2315.12	2315.66	2312.4	2312.67	20035.0
2016-10-31 09:30:00	ES	Futures	2312.94	2313.76	2309.41	2309.41	148223.0
2016-10-31 10:00:00	ES	Futures	2309.68	2312.67	2308.86	2312.67	70617.0
2016-10-31 10:30:00	ES	Futures	2312.67	2312.94	2307.23	2309.68	108053.0
2016-10-31 11:00:00	ES	Futures	2309.95	2313.76	2308.59	2313.49	72746.0
2016-10-31 11:30:00	ES	Futures	2313.76	2315.66	2312.67	2314.58	75058.0
2016-10-31 12:00:00	ES	Futures	2314.58	2315.39	2311.04	2312.94	62246.0
2016-10-31 12:30:00	ES	Futures	2312.94	2314.58	2311.86	2312.4	54637.0
2016-10-31 13:00:00	ES	Futures	2312.4	2313.22	2310.49	2310.77	48018.0
2016-10-31 13:30:00	ES	Futures	2310.77	2312.4	2309.41	2309.68	40383.0
2016-10-31 14:00:00	ES	Futures	2309.68	2310.77	2306.96	2307.23	55650.0
2016-10-31 14:30:00	ES	Futures	2307.5	2309.13	2306.14	2308.32	60755.0
2016-10-31 15:00:00	ES	Futures	2308.05	2310.22	2306.96	2309.68	70354.0
2016-10-31 15:30:00	ES	Futures	2309.95	2311.04	2306.41	2308.05	204321.0
2016-10-31 16:00:00	ES	Futures	2308.05	2311.04	2307.5	2310.49	103308.0
2016-10-31 16:30:00	ES	Futures	2310.49	2311.58	2310.49	2311.04	8753.0
2016-10-31 18:00:00	ES	Futures	2311.04	2311.86	2309.95	2311.04	2531.0
2016-10-31 18:30:00	ES	Futures	2311.04	2311.31	2309.95	2310.22	894.0
2016-10-31 19:00:00	ES	Futures	2310.49	2311.86	2310.22	2311.04	1822.0
2016-10-31 19:30:00	ES	Futures	2311.04	2311.04	2309.68	2310.22	1145.0
2016-10-31 20:00:00	ES	Futures	2310.49	2310.49	2309.95	2310.22	1480.0
2016-10-31 20:30:00	ES	Futures	2310.22	2310.49	2308.32	2308.59	2645.0
2016-10-31 21:00:00	ES	Futures	2308.86	2313.22	2308.86	2312.67	7212.0
2016-10-31 21:30:00	ES	Futures	2312.94	2314.58	2311.86	2314.03	5165.0
2016-10-31 22:00:00	ES	Futures	2314.03	2315.39	2313.76	2314.85	4021.0
2016-10-31 22:30:00	ES	Futures	2314.85	2316.75	2314.3	2316.21	4545.0
2016-10-31 23:00:00	ES	Futures	2315.94	2316.75	2315.66	2316.21	2318.0
2016-10-31 23:30:00	ES	Futures	2316.21	2316.75	2315.66	2316.21	2311.0
2016-10-31 00:00:00	NQ	Futures	5752.79	5757.86	5752.79	5757.27	671.0
2016-10-31 00:30:00	NQ	Futures	5757.27	5758.76	5755.48	5758.76	727.0
2016-10-31 01:00:00	NQ	Futures	5758.76	5762.04	5758.76	5761.15	912.0
2016-10-31 01:30:00	NQ	Futures	5761.44	5763.53	5759.95	5762.34	765.0

> showing 50 of 3,070 rows — these rows as CSV

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