PREVIEW / futures_30min / 2016-11-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-17.parquet
  size:    90 KB
  rows:    3,079

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
2016-11-17 00:00:00	ES	Futures	2366.82	2368.18	2366.27	2366.82	2118.0
2016-11-17 00:30:00	ES	Futures	2366.82	2367.63	2366.82	2367.63	925.0
2016-11-17 01:00:00	ES	Futures	2367.63	2369.26	2367.36	2368.99	2433.0
2016-11-17 01:30:00	ES	Futures	2368.99	2368.99	2366.82	2367.09	1484.0
2016-11-17 02:00:00	ES	Futures	2367.36	2367.9	2366.0	2366.54	2854.0
2016-11-17 02:30:00	ES	Futures	2366.54	2366.82	2364.09	2364.09	4637.0
2016-11-17 03:00:00	ES	Futures	2364.09	2366.0	2363.82	2364.37	11840.0
2016-11-17 03:30:00	ES	Futures	2364.64	2368.18	2364.37	2367.9	9839.0
2016-11-17 04:00:00	ES	Futures	2367.63	2368.18	2365.45	2366.82	7053.0
2016-11-17 04:30:00	ES	Futures	2366.82	2367.9	2365.18	2366.54	4774.0
2016-11-17 05:00:00	ES	Futures	2366.54	2366.54	2364.91	2366.0	4597.0
2016-11-17 05:30:00	ES	Futures	2366.0	2368.18	2365.73	2367.63	4701.0
2016-11-17 06:00:00	ES	Futures	2367.9	2368.72	2367.09	2368.18	3545.0
2016-11-17 06:30:00	ES	Futures	2368.18	2368.18	2366.27	2366.54	3676.0
2016-11-17 07:00:00	ES	Futures	2366.54	2368.72	2366.54	2368.45	5870.0
2016-11-17 07:30:00	ES	Futures	2368.45	2368.45	2365.73	2366.0	6749.0
2016-11-17 08:00:00	ES	Futures	2366.0	2366.82	2364.91	2365.45	11000.0
2016-11-17 08:30:00	ES	Futures	2365.45	2366.54	2363.55	2366.27	24457.0
2016-11-17 09:00:00	ES	Futures	2366.54	2368.45	2366.0	2367.36	20401.0
2016-11-17 09:30:00	ES	Futures	2367.36	2374.16	2366.0	2373.62	207802.0
2016-11-17 10:00:00	ES	Futures	2373.62	2373.89	2370.08	2370.9	108660.0
2016-11-17 10:30:00	ES	Futures	2370.9	2372.26	2367.9	2369.54	106102.0
2016-11-17 11:00:00	ES	Futures	2369.54	2373.89	2369.54	2372.26	71515.0
2016-11-17 11:30:00	ES	Futures	2372.26	2376.88	2370.9	2375.52	85816.0
2016-11-17 12:00:00	ES	Futures	2375.52	2378.51	2375.52	2377.97	65559.0
2016-11-17 12:30:00	ES	Futures	2377.7	2378.24	2374.98	2375.79	55738.0
2016-11-17 13:00:00	ES	Futures	2376.07	2377.15	2375.52	2376.34	36994.0
2016-11-17 13:30:00	ES	Futures	2376.34	2377.7	2374.43	2374.43	43329.0
2016-11-17 14:00:00	ES	Futures	2374.71	2376.07	2373.07	2374.71	66309.0
2016-11-17 14:30:00	ES	Futures	2374.71	2375.25	2372.8	2374.71	65568.0
2016-11-17 15:00:00	ES	Futures	2374.98	2376.61	2373.89	2376.07	59521.0
2016-11-17 15:30:00	ES	Futures	2376.07	2377.7	2375.52	2377.15	119220.0
2016-11-17 16:00:00	ES	Futures	2377.43	2377.7	2375.79	2377.7	73490.0
2016-11-17 16:30:00	ES	Futures	2377.15	2378.24	2377.15	2377.97	8903.0
2016-11-17 18:00:00	ES	Futures	2376.88	2378.51	2376.88	2377.97	4435.0
2016-11-17 18:30:00	ES	Futures	2378.24	2378.24	2375.52	2375.79	2258.0
2016-11-17 19:00:00	ES	Futures	2375.79	2376.88	2374.71	2376.61	4932.0
2016-11-17 19:30:00	ES	Futures	2376.61	2377.43	2374.98	2375.52	3616.0
2016-11-17 20:00:00	ES	Futures	2375.25	2375.79	2373.89	2374.71	4071.0
2016-11-17 20:30:00	ES	Futures	2374.43	2374.71	2373.07	2374.16	3804.0
2016-11-17 21:00:00	ES	Futures	2374.43	2374.98	2373.35	2374.16	3639.0
2016-11-17 21:30:00	ES	Futures	2374.43	2375.25	2374.16	2374.71	1753.0
2016-11-17 22:00:00	ES	Futures	2374.98	2374.98	2373.89	2374.43	1621.0
2016-11-17 22:30:00	ES	Futures	2374.43	2374.71	2373.62	2373.89	1709.0
2016-11-17 23:00:00	ES	Futures	2373.89	2374.98	2373.62	2374.43	835.0
2016-11-17 23:30:00	ES	Futures	2374.43	2374.71	2373.89	2374.16	1065.0
2016-11-17 00:00:00	NQ	Futures	5724.45	5727.73	5723.56	5725.05	491.0
2016-11-17 00:30:00	NQ	Futures	5725.35	5727.43	5725.35	5726.54	289.0
2016-11-17 01:00:00	NQ	Futures	5726.84	5732.51	5726.54	5730.72	598.0
2016-11-17 01:30:00	NQ	Futures	5730.42	5730.42	5723.26	5723.56	1140.0

> showing 50 of 3,079 rows — these rows as CSV

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