PREVIEW / futures_30min / 2016-11-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-07.parquet
  size:    80 KB
  rows:    3,101

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
2016-11-07 00:00:00	ES	Futures	2291.99	2292.81	2291.72	2291.99	2641.0
2016-11-07 00:30:00	ES	Futures	2291.72	2291.99	2290.63	2291.72	1717.0
2016-11-07 01:00:00	ES	Futures	2291.72	2292.54	2291.45	2291.99	2773.0
2016-11-07 01:30:00	ES	Futures	2291.99	2293.63	2291.45	2293.08	3848.0
2016-11-07 02:00:00	ES	Futures	2293.35	2293.9	2292.27	2293.63	6396.0
2016-11-07 02:30:00	ES	Futures	2293.35	2294.71	2293.35	2294.44	7468.0
2016-11-07 03:00:00	ES	Futures	2294.17	2294.71	2291.72	2294.17	14640.0
2016-11-07 03:30:00	ES	Futures	2294.17	2294.99	2292.81	2294.99	8158.0
2016-11-07 04:00:00	ES	Futures	2294.71	2297.98	2294.17	2297.44	17236.0
2016-11-07 04:30:00	ES	Futures	2297.16	2298.52	2296.89	2297.44	10190.0
2016-11-07 05:00:00	ES	Futures	2297.16	2297.44	2294.17	2294.44	9933.0
2016-11-07 05:30:00	ES	Futures	2294.44	2297.44	2294.44	2296.07	9478.0
2016-11-07 06:00:00	ES	Futures	2295.8	2296.89	2294.44	2294.99	8070.0
2016-11-07 06:30:00	ES	Futures	2294.99	2295.26	2294.17	2294.71	5963.0
2016-11-07 07:00:00	ES	Futures	2294.71	2294.71	2292.27	2292.54	7841.0
2016-11-07 07:30:00	ES	Futures	2292.54	2295.26	2292.27	2294.17	13975.0
2016-11-07 08:00:00	ES	Futures	2294.17	2295.8	2293.9	2295.53	12427.0
2016-11-07 08:30:00	ES	Futures	2295.8	2296.35	2295.53	2296.07	15274.0
2016-11-07 09:00:00	ES	Futures	2295.8	2296.89	2295.26	2296.07	22044.0
2016-11-07 09:30:00	ES	Futures	2295.8	2300.43	2294.17	2299.34	187242.0
2016-11-07 10:00:00	ES	Futures	2299.34	2300.97	2298.8	2300.16	94197.0
2016-11-07 10:30:00	ES	Futures	2300.43	2306.14	2300.16	2305.6	135710.0
2016-11-07 11:00:00	ES	Futures	2305.6	2308.32	2305.6	2307.23	111908.0
2016-11-07 11:30:00	ES	Futures	2307.23	2310.77	2306.96	2310.49	81226.0
2016-11-07 12:00:00	ES	Futures	2310.77	2312.13	2310.22	2311.31	75557.0
2016-11-07 12:30:00	ES	Futures	2311.04	2311.86	2309.13	2310.77	66366.0
2016-11-07 13:00:00	ES	Futures	2310.77	2311.58	2309.41	2310.22	45813.0
2016-11-07 13:30:00	ES	Futures	2309.95	2312.4	2309.95	2312.13	40645.0
2016-11-07 14:00:00	ES	Futures	2311.86	2312.4	2310.49	2311.31	54263.0
2016-11-07 14:30:00	ES	Futures	2311.58	2312.13	2307.23	2308.59	94068.0
2016-11-07 15:00:00	ES	Futures	2308.59	2309.68	2306.69	2308.32	87960.0
2016-11-07 15:30:00	ES	Futures	2308.59	2315.39	2306.41	2314.3	235819.0
2016-11-07 16:00:00	ES	Futures	2314.3	2318.39	2313.49	2317.57	131613.0
2016-11-07 16:30:00	ES	Futures	2317.02	2318.93	2317.02	2318.39	15881.0
2016-11-07 18:00:00	ES	Futures	2317.02	2318.11	2316.48	2317.02	5572.0
2016-11-07 18:30:00	ES	Futures	2317.02	2317.3	2315.39	2315.66	3331.0
2016-11-07 19:00:00	ES	Futures	2315.94	2315.94	2314.3	2314.3	4697.0
2016-11-07 19:30:00	ES	Futures	2314.3	2315.12	2313.76	2315.12	2834.0
2016-11-07 20:00:00	ES	Futures	2315.12	2315.12	2312.94	2312.94	5690.0
2016-11-07 20:30:00	ES	Futures	2312.94	2313.49	2308.86	2310.77	11902.0
2016-11-07 21:00:00	ES	Futures	2310.49	2311.86	2308.59	2311.58	5860.0
2016-11-07 21:30:00	ES	Futures	2311.31	2312.4	2310.22	2311.58	5652.0
2016-11-07 22:00:00	ES	Futures	2311.58	2313.76	2310.77	2312.94	4667.0
2016-11-07 22:30:00	ES	Futures	2312.94	2313.76	2312.13	2313.76	3482.0
2016-11-07 23:00:00	ES	Futures	2313.49	2314.3	2312.4	2313.22	2483.0
2016-11-07 23:30:00	ES	Futures	2313.49	2314.3	2313.22	2314.3	1561.0
2016-11-07 00:00:00	NQ	Futures	5638.83	5641.22	5637.93	5638.23	290.0
2016-11-07 00:30:00	NQ	Futures	5638.23	5639.13	5636.44	5638.83	235.0
2016-11-07 01:00:00	NQ	Futures	5639.13	5641.51	5638.83	5640.02	278.0
2016-11-07 01:30:00	NQ	Futures	5639.72	5644.5	5639.13	5643.9	345.0

> showing 50 of 3,101 rows — these rows as CSV

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