PREVIEW / futures_30min / 2016-11-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-02.parquet
  size:    88 KB
  rows:    3,130

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
2016-11-02 00:00:00	ES	Futures	2280.84	2282.47	2280.02	2281.38	3003.0
2016-11-02 00:30:00	ES	Futures	2281.11	2281.65	2280.84	2280.84	1494.0
2016-11-02 01:00:00	ES	Futures	2281.11	2281.93	2280.57	2281.11	1842.0
2016-11-02 01:30:00	ES	Futures	2281.11	2282.74	2280.84	2281.65	2405.0
2016-11-02 02:00:00	ES	Futures	2281.93	2282.47	2280.02	2280.29	2697.0
2016-11-02 02:30:00	ES	Futures	2280.29	2281.65	2280.29	2281.11	1637.0
2016-11-02 03:00:00	ES	Futures	2281.11	2284.1	2280.29	2282.47	7171.0
2016-11-02 03:30:00	ES	Futures	2282.47	2285.46	2281.93	2283.83	6593.0
2016-11-02 04:00:00	ES	Futures	2283.83	2283.83	2280.29	2282.2	22493.0
2016-11-02 04:30:00	ES	Futures	2282.2	2284.1	2280.57	2283.83	11728.0
2016-11-02 05:00:00	ES	Futures	2283.56	2284.65	2282.47	2283.01	8642.0
2016-11-02 05:30:00	ES	Futures	2283.01	2287.37	2282.2	2286.55	14873.0
2016-11-02 06:00:00	ES	Futures	2286.55	2287.1	2283.83	2283.83	7669.0
2016-11-02 06:30:00	ES	Futures	2284.1	2285.74	2283.83	2285.19	6643.0
2016-11-02 07:00:00	ES	Futures	2285.46	2290.36	2284.92	2288.73	22208.0
2016-11-02 07:30:00	ES	Futures	2289.0	2289.82	2287.37	2288.18	8807.0
2016-11-02 08:00:00	ES	Futures	2288.18	2289.27	2286.82	2287.64	13514.0
2016-11-02 08:30:00	ES	Futures	2287.64	2288.46	2283.56	2287.37	46934.0
2016-11-02 09:00:00	ES	Futures	2287.37	2289.0	2286.55	2287.37	27758.0
2016-11-02 09:30:00	ES	Futures	2287.37	2291.72	2284.92	2290.09	205115.0
2016-11-02 10:00:00	ES	Futures	2290.09	2292.54	2284.92	2287.1	135082.0
2016-11-02 10:30:00	ES	Futures	2287.37	2287.37	2281.38	2282.47	171513.0
2016-11-02 11:00:00	ES	Futures	2282.2	2288.18	2281.93	2286.28	97577.0
2016-11-02 11:30:00	ES	Futures	2286.01	2286.82	2282.47	2283.83	91108.0
2016-11-02 12:00:00	ES	Futures	2283.83	2286.28	2282.47	2284.1	70440.0
2016-11-02 12:30:00	ES	Futures	2284.38	2284.92	2282.2	2284.92	46897.0
2016-11-02 13:00:00	ES	Futures	2284.65	2285.74	2276.76	2279.21	115884.0
2016-11-02 13:30:00	ES	Futures	2279.21	2281.38	2277.57	2280.29	51407.0
2016-11-02 14:00:00	ES	Futures	2280.29	2285.19	2271.59	2281.93	220474.0
2016-11-02 14:30:00	ES	Futures	2282.2	2285.19	2278.12	2279.21	132209.0
2016-11-02 15:00:00	ES	Futures	2279.48	2284.65	2278.12	2283.83	98690.0
2016-11-02 15:30:00	ES	Futures	2283.83	2284.1	2275.94	2276.76	178366.0
2016-11-02 16:00:00	ES	Futures	2276.76	2277.85	2272.95	2277.3	108077.0
2016-11-02 16:30:00	ES	Futures	2277.57	2277.85	2274.04	2274.85	11572.0
2016-11-02 17:00:00	ES	Futures	2274.85	2274.85	2274.85	2274.85	1.0
2016-11-02 18:00:00	ES	Futures	2272.68	2275.12	2272.13	2273.22	7458.0
2016-11-02 18:30:00	ES	Futures	2273.22	2274.04	2272.95	2274.04	1332.0
2016-11-02 19:00:00	ES	Futures	2274.04	2276.76	2273.76	2276.76	4648.0
2016-11-02 19:30:00	ES	Futures	2276.76	2277.85	2276.48	2276.76	2874.0
2016-11-02 20:00:00	ES	Futures	2277.03	2279.21	2276.48	2278.93	3734.0
2016-11-02 20:30:00	ES	Futures	2278.93	2278.93	2277.03	2277.85	2176.0
2016-11-02 21:00:00	ES	Futures	2278.12	2279.21	2277.85	2278.39	2944.0
2016-11-02 21:30:00	ES	Futures	2278.39	2279.48	2277.85	2279.21	2423.0
2016-11-02 22:00:00	ES	Futures	2279.21	2279.75	2277.03	2278.12	3307.0
2016-11-02 22:30:00	ES	Futures	2278.12	2278.39	2272.13	2272.68	9063.0
2016-11-02 23:00:00	ES	Futures	2272.4	2272.68	2268.05	2269.96	13617.0
2016-11-02 23:30:00	ES	Futures	2269.96	2271.04	2268.05	2270.77	4757.0
2016-11-02 00:00:00	NQ	Futures	5655.24	5659.41	5654.04	5657.62	424.0
2016-11-02 00:30:00	NQ	Futures	5657.03	5658.52	5655.54	5657.03	213.0
2016-11-02 01:00:00	NQ	Futures	5657.92	5660.01	5656.13	5657.92	305.0

> showing 50 of 3,130 rows — these rows as CSV

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