PREVIEW / futures_30min / 2016-11-10

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-10.parquet
  size:    96 KB
  rows:    3,182

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
2016-11-10 00:00:00	ES	Futures	2349.67	2362.19	2349.4	2361.92	14807.0
2016-11-10 00:30:00	ES	Futures	2361.92	2362.46	2357.84	2358.11	5694.0
2016-11-10 01:00:00	ES	Futures	2358.11	2359.2	2355.66	2358.38	4852.0
2016-11-10 01:30:00	ES	Futures	2358.38	2359.74	2355.66	2355.93	3274.0
2016-11-10 02:00:00	ES	Futures	2355.93	2359.47	2355.93	2358.65	6988.0
2016-11-10 02:30:00	ES	Futures	2358.92	2364.09	2357.29	2361.92	11659.0
2016-11-10 03:00:00	ES	Futures	2361.65	2373.07	2358.65	2371.71	49723.0
2016-11-10 03:30:00	ES	Futures	2371.44	2371.98	2366.27	2368.99	32335.0
2016-11-10 04:00:00	ES	Futures	2369.26	2369.54	2363.01	2363.28	25229.0
2016-11-10 04:30:00	ES	Futures	2363.28	2366.82	2362.46	2366.54	16900.0
2016-11-10 05:00:00	ES	Futures	2366.54	2371.44	2366.54	2369.81	15871.0
2016-11-10 05:30:00	ES	Futures	2369.81	2371.17	2368.18	2368.18	12874.0
2016-11-10 06:00:00	ES	Futures	2368.45	2368.72	2366.27	2366.54	15618.0
2016-11-10 06:30:00	ES	Futures	2366.27	2367.09	2364.09	2367.09	16012.0
2016-11-10 07:00:00	ES	Futures	2367.09	2367.36	2360.56	2360.83	26774.0
2016-11-10 07:30:00	ES	Futures	2360.83	2363.28	2356.2	2363.01	41460.0
2016-11-10 08:00:00	ES	Futures	2363.01	2365.73	2360.56	2364.09	34344.0
2016-11-10 08:30:00	ES	Futures	2364.09	2364.37	2358.65	2362.73	51961.0
2016-11-10 09:00:00	ES	Futures	2362.73	2363.01	2358.65	2359.74	45281.0
2016-11-10 09:30:00	ES	Futures	2359.74	2370.9	2358.92	2361.65	318014.0
2016-11-10 10:00:00	ES	Futures	2361.92	2364.37	2345.05	2345.87	355400.0
2016-11-10 10:30:00	ES	Futures	2345.59	2351.31	2337.43	2340.42	447647.0
2016-11-10 11:00:00	ES	Futures	2340.15	2350.22	2337.43	2346.95	302992.0
2016-11-10 11:30:00	ES	Futures	2346.68	2355.66	2344.5	2346.68	193097.0
2016-11-10 12:00:00	ES	Futures	2346.68	2354.03	2346.14	2352.12	108282.0
2016-11-10 12:30:00	ES	Futures	2352.12	2358.38	2347.77	2357.84	110338.0
2016-11-10 13:00:00	ES	Futures	2357.84	2362.19	2355.66	2359.2	123225.0
2016-11-10 13:30:00	ES	Futures	2359.2	2367.63	2357.84	2363.82	115334.0
2016-11-10 14:00:00	ES	Futures	2363.82	2366.27	2360.01	2362.19	90444.0
2016-11-10 14:30:00	ES	Futures	2361.92	2363.82	2357.84	2362.19	83915.0
2016-11-10 15:00:00	ES	Futures	2362.46	2364.09	2357.84	2359.2	84831.0
2016-11-10 15:30:00	ES	Futures	2358.92	2359.2	2353.21	2355.39	183772.0
2016-11-10 16:00:00	ES	Futures	2355.12	2359.2	2353.48	2358.11	80677.0
2016-11-10 16:30:00	ES	Futures	2358.38	2358.38	2355.39	2355.66	8949.0
2016-11-10 18:00:00	ES	Futures	2356.2	2357.29	2354.84	2356.75	4963.0
2016-11-10 18:30:00	ES	Futures	2357.02	2357.56	2355.39	2357.02	2823.0
2016-11-10 19:00:00	ES	Futures	2356.75	2358.92	2355.93	2357.84	4558.0
2016-11-10 19:30:00	ES	Futures	2358.11	2358.11	2354.3	2355.12	5844.0
2016-11-10 20:00:00	ES	Futures	2355.12	2355.93	2353.48	2354.3	6775.0
2016-11-10 20:30:00	ES	Futures	2354.03	2356.2	2353.48	2353.76	6429.0
2016-11-10 21:00:00	ES	Futures	2353.76	2354.84	2351.85	2353.48	7575.0
2016-11-10 21:30:00	ES	Futures	2353.48	2354.3	2351.58	2352.12	7463.0
2016-11-10 22:00:00	ES	Futures	2352.12	2354.3	2351.85	2354.03	3940.0
2016-11-10 22:30:00	ES	Futures	2353.76	2354.03	2352.4	2352.94	4656.0
2016-11-10 23:00:00	ES	Futures	2353.21	2355.12	2352.67	2354.84	3189.0
2016-11-10 23:30:00	ES	Futures	2355.12	2355.39	2353.76	2354.84	2703.0
2016-11-10 00:00:00	NQ	Futures	5768.01	5805.3	5767.11	5803.51	3200.0
2016-11-10 00:30:00	NQ	Futures	5804.11	5805.0	5788.59	5789.79	1677.0
2016-11-10 01:00:00	NQ	Futures	5789.79	5793.07	5785.01	5792.47	944.0
2016-11-10 01:30:00	NQ	Futures	5792.77	5796.95	5786.8	5787.4	578.0

> showing 50 of 3,182 rows — these rows as CSV

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