PREVIEW / futures_30min / 2016-11-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-15.parquet
  size:    89 KB
  rows:    3,097

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
2016-11-15 00:00:00	ES	Futures	2356.48	2357.56	2355.39	2356.75	1970.0
2016-11-15 00:30:00	ES	Futures	2356.75	2357.29	2356.2	2357.29	2140.0
2016-11-15 01:00:00	ES	Futures	2357.02	2357.29	2355.12	2355.93	1948.0
2016-11-15 01:30:00	ES	Futures	2355.93	2355.93	2354.57	2355.39	2002.0
2016-11-15 02:00:00	ES	Futures	2355.12	2356.75	2354.57	2355.66	4489.0
2016-11-15 02:30:00	ES	Futures	2355.93	2357.56	2355.66	2356.75	3628.0
2016-11-15 03:00:00	ES	Futures	2357.02	2360.29	2356.75	2359.74	14978.0
2016-11-15 03:30:00	ES	Futures	2359.47	2360.56	2356.48	2358.92	16264.0
2016-11-15 04:00:00	ES	Futures	2358.92	2361.37	2357.84	2358.92	7067.0
2016-11-15 04:30:00	ES	Futures	2359.2	2359.74	2355.39	2357.02	7266.0
2016-11-15 05:00:00	ES	Futures	2357.02	2357.56	2355.66	2356.75	5523.0
2016-11-15 05:30:00	ES	Futures	2356.48	2357.02	2355.39	2355.66	3848.0
2016-11-15 06:00:00	ES	Futures	2355.93	2356.2	2353.21	2354.57	7613.0
2016-11-15 06:30:00	ES	Futures	2354.57	2355.66	2354.3	2354.84	4501.0
2016-11-15 07:00:00	ES	Futures	2355.12	2355.66	2354.03	2354.03	6102.0
2016-11-15 07:30:00	ES	Futures	2354.3	2354.57	2352.4	2353.76	8593.0
2016-11-15 08:00:00	ES	Futures	2353.76	2357.29	2353.48	2356.75	17505.0
2016-11-15 08:30:00	ES	Futures	2356.75	2358.92	2355.66	2356.48	33034.0
2016-11-15 09:00:00	ES	Futures	2356.48	2357.02	2354.84	2356.75	28630.0
2016-11-15 09:30:00	ES	Futures	2356.75	2358.92	2354.03	2355.93	171215.0
2016-11-15 10:00:00	ES	Futures	2355.66	2360.83	2355.66	2358.92	117853.0
2016-11-15 10:30:00	ES	Futures	2358.92	2359.47	2356.48	2358.92	76925.0
2016-11-15 11:00:00	ES	Futures	2359.2	2361.1	2358.38	2358.65	72563.0
2016-11-15 11:30:00	ES	Futures	2358.92	2360.56	2357.02	2358.65	55095.0
2016-11-15 12:00:00	ES	Futures	2358.65	2360.83	2357.84	2358.65	46735.0
2016-11-15 12:30:00	ES	Futures	2358.92	2360.01	2355.93	2356.48	50974.0
2016-11-15 13:00:00	ES	Futures	2356.75	2358.92	2356.75	2358.11	35028.0
2016-11-15 13:30:00	ES	Futures	2358.11	2360.83	2357.56	2360.29	43456.0
2016-11-15 14:00:00	ES	Futures	2360.56	2363.28	2359.74	2362.73	78076.0
2016-11-15 14:30:00	ES	Futures	2362.46	2368.72	2362.46	2367.63	118383.0
2016-11-15 15:00:00	ES	Futures	2367.9	2369.54	2366.27	2368.18	94436.0
2016-11-15 15:30:00	ES	Futures	2367.9	2370.35	2367.09	2369.81	154739.0
2016-11-15 16:00:00	ES	Futures	2369.81	2372.26	2368.99	2371.71	82160.0
2016-11-15 16:30:00	ES	Futures	2371.98	2371.98	2370.35	2371.44	9781.0
2016-11-15 18:00:00	ES	Futures	2371.44	2371.98	2370.9	2371.17	3425.0
2016-11-15 18:30:00	ES	Futures	2371.44	2372.53	2370.62	2371.44	2911.0
2016-11-15 19:00:00	ES	Futures	2371.71	2377.97	2370.9	2376.07	12508.0
2016-11-15 19:30:00	ES	Futures	2376.34	2376.34	2373.62	2374.43	4596.0
2016-11-15 20:00:00	ES	Futures	2374.43	2376.07	2373.89	2375.52	4394.0
2016-11-15 20:30:00	ES	Futures	2375.52	2375.79	2374.16	2375.25	3184.0
2016-11-15 21:00:00	ES	Futures	2375.25	2376.07	2374.98	2375.79	2533.0
2016-11-15 21:30:00	ES	Futures	2375.79	2375.79	2374.71	2375.52	1802.0
2016-11-15 22:00:00	ES	Futures	2375.25	2375.79	2373.89	2373.89	2164.0
2016-11-15 22:30:00	ES	Futures	2374.16	2374.98	2373.89	2374.16	1593.0
2016-11-15 23:00:00	ES	Futures	2374.16	2375.52	2373.89	2375.25	1523.0
2016-11-15 23:30:00	ES	Futures	2374.98	2375.25	2374.16	2374.43	896.0
2016-11-15 00:00:00	NQ	Futures	5608.99	5610.49	5605.41	5608.4	580.0
2016-11-15 00:30:00	NQ	Futures	5607.8	5609.59	5606.91	5608.99	449.0
2016-11-15 01:00:00	NQ	Futures	5608.99	5609.89	5604.82	5607.2	330.0
2016-11-15 01:30:00	NQ	Futures	5607.5	5607.5	5604.22	5606.01	298.0

> showing 50 of 3,097 rows — these rows as CSV

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