PREVIEW / futures_30min / 2016-11-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-08.parquet
  size:    92 KB
  rows:    3,160

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
2016-11-08 00:00:00	ES	Futures	2314.03	2316.75	2313.76	2315.94	6404.0
2016-11-08 00:30:00	ES	Futures	2316.21	2316.21	2314.03	2314.85	2273.0
2016-11-08 01:00:00	ES	Futures	2314.85	2316.21	2314.58	2315.94	1977.0
2016-11-08 01:30:00	ES	Futures	2315.94	2315.94	2314.85	2315.39	858.0
2016-11-08 02:00:00	ES	Futures	2315.39	2315.66	2313.49	2314.85	4742.0
2016-11-08 02:30:00	ES	Futures	2314.58	2315.66	2313.49	2315.39	4245.0
2016-11-08 03:00:00	ES	Futures	2315.39	2317.57	2314.03	2316.48	14451.0
2016-11-08 03:30:00	ES	Futures	2316.48	2318.39	2315.66	2317.02	8799.0
2016-11-08 04:00:00	ES	Futures	2317.02	2317.3	2314.85	2315.66	7267.0
2016-11-08 04:30:00	ES	Futures	2315.94	2317.3	2315.39	2315.94	8316.0
2016-11-08 05:00:00	ES	Futures	2315.94	2316.48	2312.4	2313.22	8325.0
2016-11-08 05:30:00	ES	Futures	2313.22	2314.3	2311.31	2314.03	10681.0
2016-11-08 06:00:00	ES	Futures	2314.03	2314.3	2312.4	2312.67	6876.0
2016-11-08 06:30:00	ES	Futures	2312.67	2312.94	2311.31	2312.4	8600.0
2016-11-08 07:00:00	ES	Futures	2312.4	2314.03	2311.86	2314.03	6372.0
2016-11-08 07:30:00	ES	Futures	2314.03	2314.85	2312.67	2314.03	8586.0
2016-11-08 08:00:00	ES	Futures	2313.76	2314.03	2312.4	2312.4	14393.0
2016-11-08 08:30:00	ES	Futures	2312.4	2313.76	2311.31	2311.58	19440.0
2016-11-08 09:00:00	ES	Futures	2311.58	2312.13	2309.68	2309.68	33250.0
2016-11-08 09:30:00	ES	Futures	2309.95	2311.86	2306.14	2308.32	202149.0
2016-11-08 10:00:00	ES	Futures	2308.32	2311.31	2307.23	2310.49	97902.0
2016-11-08 10:30:00	ES	Futures	2310.49	2313.49	2309.68	2312.94	81341.0
2016-11-08 11:00:00	ES	Futures	2312.94	2323.28	2312.4	2320.83	180742.0
2016-11-08 11:30:00	ES	Futures	2320.83	2326.28	2320.29	2326.0	79539.0
2016-11-08 12:00:00	ES	Futures	2326.0	2331.17	2325.46	2329.81	96321.0
2016-11-08 12:30:00	ES	Futures	2329.54	2332.26	2327.64	2331.72	68501.0
2016-11-08 13:00:00	ES	Futures	2331.72	2332.53	2326.28	2327.64	106801.0
2016-11-08 13:30:00	ES	Futures	2327.91	2330.36	2327.09	2327.64	54394.0
2016-11-08 14:00:00	ES	Futures	2327.64	2327.91	2322.74	2324.64	67483.0
2016-11-08 14:30:00	ES	Futures	2324.64	2324.92	2319.47	2322.47	78175.0
2016-11-08 15:00:00	ES	Futures	2322.74	2327.64	2321.92	2326.82	64185.0
2016-11-08 15:30:00	ES	Futures	2326.82	2330.08	2322.19	2325.19	223035.0
2016-11-08 16:00:00	ES	Futures	2324.92	2326.82	2323.55	2323.83	101099.0
2016-11-08 16:30:00	ES	Futures	2323.55	2325.46	2322.74	2324.37	9084.0
2016-11-08 18:00:00	ES	Futures	2326.82	2333.62	2326.55	2331.72	17673.0
2016-11-08 18:30:00	ES	Futures	2331.72	2332.26	2328.45	2331.44	9622.0
2016-11-08 19:00:00	ES	Futures	2331.44	2333.08	2320.56	2330.9	67383.0
2016-11-08 19:30:00	ES	Futures	2330.9	2341.24	2315.66	2340.15	104497.0
2016-11-08 20:00:00	ES	Futures	2340.15	2342.6	2327.36	2329.54	94469.0
2016-11-08 20:30:00	ES	Futures	2329.27	2331.99	2309.68	2310.49	103471.0
2016-11-08 21:00:00	ES	Futures	2310.22	2310.49	2246.83	2265.06	232414.0
2016-11-08 21:30:00	ES	Futures	2264.79	2265.87	2238.94	2258.8	155124.0
2016-11-08 22:00:00	ES	Futures	2258.26	2258.8	2209.55	2216.36	149062.0
2016-11-08 22:30:00	ES	Futures	2216.08	2238.12	2210.91	2219.89	116430.0
2016-11-08 23:00:00	ES	Futures	2220.16	2235.67	2214.72	2234.31	84625.0
2016-11-08 23:30:00	ES	Futures	2234.31	2234.86	2207.65	2207.65	118728.0
2016-11-08 00:00:00	NQ	Futures	5690.14	5696.11	5689.55	5694.32	712.0
2016-11-08 00:30:00	NQ	Futures	5694.62	5694.62	5688.65	5690.74	352.0
2016-11-08 01:00:00	NQ	Futures	5690.14	5694.62	5690.14	5694.02	300.0
2016-11-08 01:30:00	NQ	Futures	5694.02	5694.02	5691.63	5692.53	112.0

> showing 50 of 3,160 rows — these rows as CSV

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