PREVIEW / futures_30min / 2016-11-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-03.parquet
  size:    86 KB
  rows:    3,109

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
2016-11-03 00:00:00	ES	Futures	2270.77	2272.4	2270.23	2272.13	3380.0
2016-11-03 00:30:00	ES	Futures	2272.13	2274.85	2271.32	2272.13	5776.0
2016-11-03 01:00:00	ES	Futures	2272.13	2273.76	2271.32	2273.22	2314.0
2016-11-03 01:30:00	ES	Futures	2273.22	2274.04	2272.13	2272.95	1582.0
2016-11-03 02:00:00	ES	Futures	2272.95	2274.04	2272.68	2272.95	1367.0
2016-11-03 02:30:00	ES	Futures	2273.22	2273.76	2272.68	2272.95	1300.0
2016-11-03 03:00:00	ES	Futures	2273.22	2273.22	2270.77	2271.04	5264.0
2016-11-03 03:30:00	ES	Futures	2270.77	2272.4	2270.5	2272.13	5120.0
2016-11-03 04:00:00	ES	Futures	2271.86	2275.4	2270.5	2275.12	16660.0
2016-11-03 04:30:00	ES	Futures	2275.12	2276.48	2273.49	2274.85	8634.0
2016-11-03 05:00:00	ES	Futures	2275.12	2277.03	2273.49	2275.94	8215.0
2016-11-03 05:30:00	ES	Futures	2275.94	2277.85	2275.4	2277.57	5784.0
2016-11-03 06:00:00	ES	Futures	2277.57	2281.11	2275.94	2278.66	21195.0
2016-11-03 06:30:00	ES	Futures	2278.66	2278.66	2275.4	2277.3	11141.0
2016-11-03 07:00:00	ES	Futures	2277.3	2284.1	2276.76	2281.11	28687.0
2016-11-03 07:30:00	ES	Futures	2281.11	2283.29	2280.29	2281.38	8342.0
2016-11-03 08:00:00	ES	Futures	2281.65	2283.83	2280.29	2283.56	21793.0
2016-11-03 08:30:00	ES	Futures	2283.56	2284.1	2280.02	2283.01	21508.0
2016-11-03 09:00:00	ES	Futures	2283.01	2283.01	2278.93	2280.29	28613.0
2016-11-03 09:30:00	ES	Futures	2280.02	2283.01	2278.12	2278.66	148053.0
2016-11-03 10:00:00	ES	Futures	2278.66	2281.93	2276.21	2280.84	150779.0
2016-11-03 10:30:00	ES	Futures	2280.57	2282.47	2278.12	2279.21	98687.0
2016-11-03 11:00:00	ES	Futures	2279.21	2280.84	2277.85	2280.29	68356.0
2016-11-03 11:30:00	ES	Futures	2280.57	2281.65	2277.57	2278.12	66403.0
2016-11-03 12:00:00	ES	Futures	2278.12	2278.93	2272.95	2273.76	89118.0
2016-11-03 12:30:00	ES	Futures	2273.76	2274.31	2269.68	2272.4	120777.0
2016-11-03 13:00:00	ES	Futures	2272.4	2274.85	2270.5	2273.49	67970.0
2016-11-03 13:30:00	ES	Futures	2273.49	2273.76	2270.23	2271.04	102258.0
2016-11-03 14:00:00	ES	Futures	2271.32	2274.58	2270.23	2271.86	92560.0
2016-11-03 14:30:00	ES	Futures	2271.86	2272.68	2269.41	2272.4	83761.0
2016-11-03 15:00:00	ES	Futures	2272.68	2272.68	2267.51	2268.59	98429.0
2016-11-03 15:30:00	ES	Futures	2268.32	2268.87	2263.43	2267.51	241754.0
2016-11-03 16:00:00	ES	Futures	2267.51	2269.14	2265.6	2268.05	82289.0
2016-11-03 16:30:00	ES	Futures	2267.23	2268.87	2266.42	2267.23	11261.0
2016-11-03 18:00:00	ES	Futures	2268.05	2269.41	2267.78	2268.05	3527.0
2016-11-03 18:30:00	ES	Futures	2268.05	2269.14	2267.78	2268.87	1134.0
2016-11-03 19:00:00	ES	Futures	2268.59	2270.5	2268.32	2270.5	2457.0
2016-11-03 19:30:00	ES	Futures	2270.5	2270.5	2268.59	2269.14	1886.0
2016-11-03 20:00:00	ES	Futures	2269.14	2270.5	2268.59	2270.23	3471.0
2016-11-03 20:30:00	ES	Futures	2270.23	2270.5	2268.05	2268.32	3131.0
2016-11-03 21:00:00	ES	Futures	2268.32	2269.14	2266.96	2267.51	4320.0
2016-11-03 21:30:00	ES	Futures	2267.51	2269.68	2267.23	2269.41	3015.0
2016-11-03 22:00:00	ES	Futures	2269.41	2270.77	2268.59	2269.14	3097.0
2016-11-03 22:30:00	ES	Futures	2269.14	2269.68	2268.87	2268.87	1207.0
2016-11-03 23:00:00	ES	Futures	2268.87	2269.41	2268.59	2269.41	1094.0
2016-11-03 23:30:00	ES	Futures	2269.41	2269.96	2268.32	2268.87	2439.0
2016-11-03 00:00:00	NQ	Futures	5603.33	5606.61	5601.83	5606.61	547.0
2016-11-03 00:30:00	NQ	Futures	5606.91	5612.87	5604.82	5606.31	977.0
2016-11-03 01:00:00	NQ	Futures	5607.5	5609.89	5604.82	5607.2	575.0
2016-11-03 01:30:00	NQ	Futures	5607.8	5610.19	5603.92	5606.61	353.0

> showing 50 of 3,109 rows — these rows as CSV

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