PREVIEW / futures_30min / 2016-11-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-04.parquet
  size:    72 KB
  rows:    2,544

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
2016-11-04 00:00:00	ES	Futures	2268.87	2269.41	2268.59	2268.87	650.0
2016-11-04 00:30:00	ES	Futures	2268.87	2269.41	2268.59	2269.14	911.0
2016-11-04 01:00:00	ES	Futures	2268.87	2269.41	2268.32	2268.87	1035.0
2016-11-04 01:30:00	ES	Futures	2268.87	2269.68	2268.32	2268.59	1910.0
2016-11-04 02:00:00	ES	Futures	2268.59	2269.41	2267.78	2268.87	2729.0
2016-11-04 02:30:00	ES	Futures	2269.14	2271.04	2268.87	2269.96	2857.0
2016-11-04 03:00:00	ES	Futures	2269.96	2270.5	2268.05	2269.14	5739.0
2016-11-04 03:30:00	ES	Futures	2268.87	2269.96	2268.05	2269.41	4328.0
2016-11-04 04:00:00	ES	Futures	2269.41	2269.68	2265.33	2265.87	17191.0
2016-11-04 04:30:00	ES	Futures	2266.15	2268.87	2265.87	2268.32	10481.0
2016-11-04 05:00:00	ES	Futures	2268.05	2268.32	2264.24	2265.33	13223.0
2016-11-04 05:30:00	ES	Futures	2265.6	2269.41	2265.6	2266.42	14018.0
2016-11-04 06:00:00	ES	Futures	2266.42	2266.96	2265.33	2265.87	8581.0
2016-11-04 06:30:00	ES	Futures	2265.87	2268.05	2265.06	2266.69	9687.0
2016-11-04 07:00:00	ES	Futures	2266.69	2268.05	2265.6	2266.69	11641.0
2016-11-04 07:30:00	ES	Futures	2266.42	2268.05	2266.15	2267.51	9912.0
2016-11-04 08:00:00	ES	Futures	2267.51	2269.96	2265.6	2268.05	28028.0
2016-11-04 08:30:00	ES	Futures	2268.05	2272.68	2265.33	2270.77	53217.0
2016-11-04 09:00:00	ES	Futures	2270.77	2271.04	2267.78	2268.32	47294.0
2016-11-04 09:30:00	ES	Futures	2268.32	2272.13	2262.61	2264.79	358597.0
2016-11-04 10:00:00	ES	Futures	2264.79	2271.59	2264.51	2270.23	172870.0
2016-11-04 10:30:00	ES	Futures	2270.23	2274.04	2269.14	2272.13	178967.0
2016-11-04 11:00:00	ES	Futures	2272.4	2277.03	2271.59	2275.94	169302.0
2016-11-04 11:30:00	ES	Futures	2275.94	2276.21	2271.86	2273.76	96594.0
2016-11-04 12:00:00	ES	Futures	2273.76	2279.21	2273.76	2277.85	96490.0
2016-11-04 12:30:00	ES	Futures	2278.12	2278.39	2276.21	2277.85	49761.0
2016-11-04 13:00:00	ES	Futures	2277.85	2278.93	2275.94	2276.48	49353.0
2016-11-04 13:30:00	ES	Futures	2276.48	2278.66	2275.94	2277.03	52441.0
2016-11-04 14:00:00	ES	Futures	2277.03	2277.57	2275.12	2276.48	47255.0
2016-11-04 14:30:00	ES	Futures	2276.48	2276.48	2270.5	2271.59	100409.0
2016-11-04 15:00:00	ES	Futures	2271.59	2271.86	2267.23	2269.14	98766.0
2016-11-04 15:30:00	ES	Futures	2268.87	2269.14	2262.61	2263.97	208368.0
2016-11-04 16:00:00	ES	Futures	2263.97	2266.15	2263.15	2263.43	84954.0
2016-11-04 16:30:00	ES	Futures	2263.15	2265.87	2262.34	2265.33	13740.0
2016-11-04 00:00:00	NQ	Futures	5580.35	5581.55	5579.46	5580.06	70.0
2016-11-04 00:30:00	NQ	Futures	5580.06	5580.95	5578.86	5580.06	127.0
2016-11-04 01:00:00	NQ	Futures	5579.76	5581.55	5579.46	5581.55	254.0
2016-11-04 01:30:00	NQ	Futures	5581.55	5582.74	5580.35	5580.95	240.0
2016-11-04 02:00:00	NQ	Futures	5580.95	5583.34	5579.46	5581.85	425.0
2016-11-04 02:30:00	NQ	Futures	5581.85	5587.51	5581.25	5584.53	624.0
2016-11-04 03:00:00	NQ	Futures	5584.23	5585.13	5579.46	5581.85	920.0
2016-11-04 03:30:00	NQ	Futures	5581.55	5584.53	5579.46	5583.64	649.0
2016-11-04 04:00:00	NQ	Futures	5583.34	5583.64	5572.9	5574.98	2494.0
2016-11-04 04:30:00	NQ	Futures	5575.58	5581.55	5574.09	5579.76	1601.0
2016-11-04 05:00:00	NQ	Futures	5579.76	5580.35	5571.11	5574.39	1496.0
2016-11-04 05:30:00	NQ	Futures	5574.39	5580.95	5572.0	5572.3	2359.0
2016-11-04 06:00:00	NQ	Futures	5572.6	5574.39	5570.21	5572.9	1597.0
2016-11-04 06:30:00	NQ	Futures	5572.9	5575.58	5570.51	5573.49	1419.0
2016-11-04 07:00:00	NQ	Futures	5573.19	5575.58	5572.0	5574.98	1896.0
2016-11-04 07:30:00	NQ	Futures	5574.98	5579.46	5573.79	5577.97	1622.0

> showing 50 of 2,544 rows — these rows as CSV

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