PREVIEW / futures_30min / 2016-11-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-11.parquet
  size:    77 KB
  rows:    2,514

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
2016-11-11 00:00:00	ES	Futures	2354.84	2357.02	2354.57	2356.48	4128.0
2016-11-11 00:30:00	ES	Futures	2356.2	2356.75	2354.84	2356.2	2103.0
2016-11-11 01:00:00	ES	Futures	2356.2	2361.1	2355.93	2360.01	5235.0
2016-11-11 01:30:00	ES	Futures	2360.01	2362.19	2358.92	2359.2	5134.0
2016-11-11 02:00:00	ES	Futures	2359.2	2359.74	2357.84	2359.2	5654.0
2016-11-11 02:30:00	ES	Futures	2359.2	2359.74	2357.84	2358.92	6681.0
2016-11-11 03:00:00	ES	Futures	2358.92	2361.65	2355.66	2357.29	26747.0
2016-11-11 03:30:00	ES	Futures	2357.29	2358.11	2354.03	2354.57	16598.0
2016-11-11 04:00:00	ES	Futures	2354.57	2356.75	2352.67	2356.75	16748.0
2016-11-11 04:30:00	ES	Futures	2356.75	2357.02	2351.31	2351.85	11922.0
2016-11-11 05:00:00	ES	Futures	2351.85	2352.12	2347.77	2349.13	22022.0
2016-11-11 05:30:00	ES	Futures	2349.4	2349.4	2341.24	2346.14	27307.0
2016-11-11 06:00:00	ES	Futures	2345.87	2347.23	2343.96	2344.5	11894.0
2016-11-11 06:30:00	ES	Futures	2344.78	2347.5	2343.69	2346.95	14565.0
2016-11-11 07:00:00	ES	Futures	2346.95	2350.22	2346.68	2348.31	18898.0
2016-11-11 07:30:00	ES	Futures	2348.04	2351.31	2347.23	2350.76	13033.0
2016-11-11 08:00:00	ES	Futures	2350.49	2352.4	2348.31	2349.67	19743.0
2016-11-11 08:30:00	ES	Futures	2349.4	2351.03	2346.68	2349.95	26938.0
2016-11-11 09:00:00	ES	Futures	2349.67	2349.95	2345.05	2346.95	37538.0
2016-11-11 09:30:00	ES	Futures	2346.95	2352.67	2343.96	2346.41	249389.0
2016-11-11 10:00:00	ES	Futures	2346.41	2352.12	2342.33	2343.96	190965.0
2016-11-11 10:30:00	ES	Futures	2344.23	2347.77	2339.88	2342.06	145235.0
2016-11-11 11:00:00	ES	Futures	2342.33	2343.69	2338.25	2340.42	129300.0
2016-11-11 11:30:00	ES	Futures	2340.15	2345.32	2339.06	2343.69	112644.0
2016-11-11 12:00:00	ES	Futures	2343.96	2351.03	2343.42	2349.67	112126.0
2016-11-11 12:30:00	ES	Futures	2349.67	2352.12	2346.41	2347.5	73366.0
2016-11-11 13:00:00	ES	Futures	2347.23	2351.03	2346.95	2350.76	48138.0
2016-11-11 13:30:00	ES	Futures	2350.76	2351.85	2346.68	2346.68	53459.0
2016-11-11 14:00:00	ES	Futures	2346.95	2349.95	2345.05	2346.68	48521.0
2016-11-11 14:30:00	ES	Futures	2346.68	2347.77	2343.42	2343.69	62171.0
2016-11-11 15:00:00	ES	Futures	2343.42	2348.59	2343.14	2347.77	52991.0
2016-11-11 15:30:00	ES	Futures	2347.77	2353.21	2347.23	2350.49	152261.0
2016-11-11 16:00:00	ES	Futures	2350.76	2354.03	2350.22	2352.4	82890.0
2016-11-11 16:30:00	ES	Futures	2352.4	2353.21	2350.76	2351.31	7161.0
2016-11-11 00:00:00	NQ	Futures	5619.44	5627.19	5619.44	5624.21	741.0
2016-11-11 00:30:00	NQ	Futures	5624.21	5625.4	5619.73	5623.91	550.0
2016-11-11 01:00:00	NQ	Futures	5624.21	5637.64	5623.02	5635.85	900.0
2016-11-11 01:30:00	NQ	Futures	5635.85	5646.29	5634.95	5637.04	1088.0
2016-11-11 02:00:00	NQ	Futures	5636.74	5643.9	5634.95	5642.71	944.0
2016-11-11 02:30:00	NQ	Futures	5642.41	5644.8	5629.28	5631.37	1573.0
2016-11-11 03:00:00	NQ	Futures	5632.26	5645.39	5630.77	5633.16	3300.0
2016-11-11 03:30:00	NQ	Futures	5633.16	5636.44	5622.12	5623.61	1746.0
2016-11-11 04:00:00	NQ	Futures	5623.91	5630.77	5616.45	5622.42	2307.0
2016-11-11 04:30:00	NQ	Futures	5622.12	5624.21	5603.92	5605.71	2769.0
2016-11-11 05:00:00	NQ	Futures	5606.31	5608.4	5594.97	5605.12	2985.0
2016-11-11 05:30:00	NQ	Futures	5604.52	5607.5	5586.92	5605.12	3398.0
2016-11-11 06:00:00	NQ	Futures	5605.41	5608.4	5596.76	5601.24	1867.0
2016-11-11 06:30:00	NQ	Futures	5601.54	5605.71	5595.27	5604.82	1982.0
2016-11-11 07:00:00	NQ	Futures	5605.41	5609.59	5602.43	5608.1	1945.0
2016-11-11 07:30:00	NQ	Futures	5608.1	5619.14	5607.8	5615.56	2497.0

> showing 50 of 2,514 rows — these rows as CSV

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