PREVIEW / futures_30min / 2016-11-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-14.parquet
  size:    91 KB
  rows:    3,119

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
2016-11-14 00:00:00	ES	Futures	2364.09	2366.0	2363.82	2366.0	4560.0
2016-11-14 00:30:00	ES	Futures	2366.0	2366.0	2364.09	2364.37	2973.0
2016-11-14 01:00:00	ES	Futures	2364.64	2365.18	2363.01	2364.37	2724.0
2016-11-14 01:30:00	ES	Futures	2364.09	2366.0	2364.09	2364.64	2282.0
2016-11-14 02:00:00	ES	Futures	2364.37	2364.64	2363.28	2364.09	4874.0
2016-11-14 02:30:00	ES	Futures	2364.09	2364.91	2362.73	2363.01	4864.0
2016-11-14 03:00:00	ES	Futures	2362.73	2366.0	2362.19	2365.73	15604.0
2016-11-14 03:30:00	ES	Futures	2365.73	2366.54	2360.56	2360.83	10740.0
2016-11-14 04:00:00	ES	Futures	2361.1	2364.37	2360.83	2363.82	7291.0
2016-11-14 04:30:00	ES	Futures	2363.82	2364.09	2361.1	2361.37	8433.0
2016-11-14 05:00:00	ES	Futures	2361.65	2362.46	2359.74	2360.56	7895.0
2016-11-14 05:30:00	ES	Futures	2360.56	2361.37	2358.11	2358.38	7366.0
2016-11-14 06:00:00	ES	Futures	2358.38	2358.92	2349.95	2350.76	25946.0
2016-11-14 06:30:00	ES	Futures	2350.76	2352.94	2348.59	2351.85	16522.0
2016-11-14 07:00:00	ES	Futures	2352.12	2354.84	2351.03	2354.03	10693.0
2016-11-14 07:30:00	ES	Futures	2354.03	2356.2	2352.4	2353.76	12528.0
2016-11-14 08:00:00	ES	Futures	2353.76	2354.03	2351.58	2354.03	13073.0
2016-11-14 08:30:00	ES	Futures	2353.76	2360.83	2353.21	2358.92	31327.0
2016-11-14 09:00:00	ES	Futures	2358.92	2358.92	2355.93	2356.75	36359.0
2016-11-14 09:30:00	ES	Futures	2356.75	2358.92	2350.76	2352.12	216891.0
2016-11-14 10:00:00	ES	Futures	2351.85	2359.47	2351.03	2353.48	168076.0
2016-11-14 10:30:00	ES	Futures	2353.76	2354.84	2347.23	2348.04	168728.0
2016-11-14 11:00:00	ES	Futures	2347.77	2351.03	2344.5	2347.77	128500.0
2016-11-14 11:30:00	ES	Futures	2347.5	2351.85	2346.41	2348.59	95145.0
2016-11-14 12:00:00	ES	Futures	2348.86	2349.67	2343.14	2344.78	71369.0
2016-11-14 12:30:00	ES	Futures	2344.78	2347.23	2342.33	2346.95	74228.0
2016-11-14 13:00:00	ES	Futures	2346.95	2350.49	2345.05	2349.67	63975.0
2016-11-14 13:30:00	ES	Futures	2349.67	2353.48	2347.77	2349.13	76558.0
2016-11-14 14:00:00	ES	Futures	2349.13	2351.58	2347.77	2349.13	52107.0
2016-11-14 14:30:00	ES	Futures	2349.13	2354.3	2346.68	2354.3	79142.0
2016-11-14 15:00:00	ES	Futures	2354.3	2355.12	2352.12	2353.76	71145.0
2016-11-14 15:30:00	ES	Futures	2353.76	2355.12	2348.31	2351.03	145192.0
2016-11-14 16:00:00	ES	Futures	2351.03	2351.85	2349.95	2351.85	62306.0
2016-11-14 16:30:00	ES	Futures	2352.12	2352.67	2351.58	2351.85	6059.0
2016-11-14 18:00:00	ES	Futures	2351.85	2352.67	2349.95	2351.03	3921.0
2016-11-14 18:30:00	ES	Futures	2351.31	2352.12	2349.13	2351.85	2279.0
2016-11-14 19:00:00	ES	Futures	2351.58	2352.67	2349.95	2350.22	3198.0
2016-11-14 19:30:00	ES	Futures	2350.22	2353.76	2350.22	2353.21	3539.0
2016-11-14 20:00:00	ES	Futures	2352.94	2353.48	2351.31	2353.21	4781.0
2016-11-14 20:30:00	ES	Futures	2352.94	2354.84	2352.67	2353.76	3133.0
2016-11-14 21:00:00	ES	Futures	2353.76	2354.3	2352.12	2352.12	2428.0
2016-11-14 21:30:00	ES	Futures	2352.12	2354.84	2351.58	2354.84	2665.0
2016-11-14 22:00:00	ES	Futures	2354.57	2356.75	2353.48	2355.39	4439.0
2016-11-14 22:30:00	ES	Futures	2355.39	2356.48	2355.39	2356.2	2484.0
2016-11-14 23:00:00	ES	Futures	2356.2	2356.48	2355.39	2355.66	1192.0
2016-11-14 23:30:00	ES	Futures	2355.66	2357.02	2355.12	2356.48	1405.0
2016-11-14 00:00:00	NQ	Futures	5697.3	5704.46	5697.0	5703.27	592.0
2016-11-14 00:30:00	NQ	Futures	5702.67	5702.67	5695.81	5696.41	550.0
2016-11-14 01:00:00	NQ	Futures	5697.0	5699.39	5693.13	5695.81	622.0
2016-11-14 01:30:00	NQ	Futures	5695.81	5699.09	5693.72	5694.62	462.0

> showing 50 of 3,119 rows — these rows as CSV

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