PREVIEW / futures_30min / 2016-11-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-09.parquet
  size:    100 KB
  rows:    3,212

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
2016-11-09 00:00:00	ES	Futures	2207.65	2225.33	2207.65	2224.52	67886.0
2016-11-09 00:30:00	ES	Futures	2224.52	2228.05	2213.09	2218.8	51191.0
2016-11-09 01:00:00	ES	Futures	2218.53	2231.05	2215.81	2226.42	57886.0
2016-11-09 01:30:00	ES	Futures	2226.15	2232.41	2219.08	2232.14	41250.0
2016-11-09 02:00:00	ES	Futures	2232.14	2255.53	2231.59	2245.47	95800.0
2016-11-09 02:30:00	ES	Futures	2245.74	2268.32	2243.02	2266.15	95323.0
2016-11-09 03:00:00	ES	Futures	2265.87	2284.92	2258.8	2274.85	135511.0
2016-11-09 03:30:00	ES	Futures	2274.58	2284.65	2266.96	2284.38	62803.0
2016-11-09 04:00:00	ES	Futures	2284.1	2294.99	2274.85	2278.66	80375.0
2016-11-09 04:30:00	ES	Futures	2278.66	2290.36	2277.03	2283.01	50833.0
2016-11-09 05:00:00	ES	Futures	2282.74	2283.83	2272.68	2281.38	42237.0
2016-11-09 05:30:00	ES	Futures	2281.65	2287.64	2276.76	2280.02	35513.0
2016-11-09 06:00:00	ES	Futures	2280.02	2280.57	2264.51	2266.69	44043.0
2016-11-09 06:30:00	ES	Futures	2266.42	2275.12	2261.79	2274.85	44907.0
2016-11-09 07:00:00	ES	Futures	2274.85	2284.65	2273.22	2282.2	53324.0
2016-11-09 07:30:00	ES	Futures	2282.47	2297.98	2281.38	2296.35	77741.0
2016-11-09 08:00:00	ES	Futures	2296.35	2303.69	2284.92	2287.91	87444.0
2016-11-09 08:30:00	ES	Futures	2288.18	2297.16	2285.46	2297.16	53390.0
2016-11-09 09:00:00	ES	Futures	2296.89	2306.69	2294.17	2305.6	89018.0
2016-11-09 09:30:00	ES	Futures	2305.87	2330.9	2305.33	2328.45	593407.0
2016-11-09 10:00:00	ES	Futures	2328.18	2328.72	2313.22	2318.93	249993.0
2016-11-09 10:30:00	ES	Futures	2318.66	2323.55	2313.22	2321.92	191462.0
2016-11-09 11:00:00	ES	Futures	2321.65	2335.8	2321.38	2335.53	204637.0
2016-11-09 11:30:00	ES	Futures	2335.25	2350.76	2335.25	2345.87	258951.0
2016-11-09 12:00:00	ES	Futures	2345.87	2346.95	2335.53	2340.42	132193.0
2016-11-09 12:30:00	ES	Futures	2340.42	2346.14	2338.52	2345.32	100816.0
2016-11-09 13:00:00	ES	Futures	2345.59	2348.59	2337.16	2339.34	128110.0
2016-11-09 13:30:00	ES	Futures	2339.34	2348.31	2338.25	2343.96	96467.0
2016-11-09 14:00:00	ES	Futures	2344.23	2349.67	2342.87	2347.5	80817.0
2016-11-09 14:30:00	ES	Futures	2347.23	2355.93	2346.95	2350.76	147663.0
2016-11-09 15:00:00	ES	Futures	2350.76	2358.11	2350.76	2355.39	131378.0
2016-11-09 15:30:00	ES	Futures	2355.66	2355.93	2346.14	2350.49	297160.0
2016-11-09 16:00:00	ES	Futures	2350.22	2353.48	2348.86	2351.58	103791.0
2016-11-09 16:30:00	ES	Futures	2351.85	2352.12	2349.95	2351.31	7555.0
2016-11-09 18:00:00	ES	Futures	2350.22	2350.22	2345.87	2346.41	8448.0
2016-11-09 18:30:00	ES	Futures	2346.14	2348.04	2345.59	2347.5	5248.0
2016-11-09 19:00:00	ES	Futures	2347.5	2348.31	2345.87	2347.5	11315.0
2016-11-09 19:30:00	ES	Futures	2347.23	2353.48	2346.95	2352.12	10658.0
2016-11-09 20:00:00	ES	Futures	2352.12	2354.03	2348.59	2348.86	8994.0
2016-11-09 20:30:00	ES	Futures	2348.59	2352.12	2347.23	2348.04	7781.0
2016-11-09 21:00:00	ES	Futures	2347.77	2349.67	2346.68	2348.04	6483.0
2016-11-09 21:30:00	ES	Futures	2347.77	2349.67	2346.95	2348.04	4923.0
2016-11-09 22:00:00	ES	Futures	2348.31	2349.13	2347.77	2348.59	3004.0
2016-11-09 22:30:00	ES	Futures	2348.59	2349.95	2347.23	2349.4	4406.0
2016-11-09 23:00:00	ES	Futures	2349.4	2350.49	2349.13	2349.67	3210.0
2016-11-09 23:30:00	ES	Futures	2349.67	2350.76	2349.13	2349.95	2954.0
2016-11-09 00:00:00	NQ	Futures	5439.84	5474.45	5439.84	5472.66	2858.0
2016-11-09 00:30:00	NQ	Futures	5472.66	5478.92	5439.84	5451.47	4921.0
2016-11-09 01:00:00	NQ	Futures	5451.47	5477.43	5445.81	5460.42	6636.0
2016-11-09 01:30:00	NQ	Futures	5460.72	5480.41	5447.6	5479.22	5597.0

> showing 50 of 3,212 rows — these rows as CSV

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