PREVIEW / futures_30min / 2016-11-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-18.parquet
  size:    74 KB
  rows:    2,533

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
2016-11-18 00:00:00	ES	Futures	2374.16	2375.25	2373.89	2375.25	1003.0
2016-11-18 00:30:00	ES	Futures	2374.98	2375.52	2374.71	2374.98	1214.0
2016-11-18 01:00:00	ES	Futures	2374.98	2375.52	2374.16	2375.25	942.0
2016-11-18 01:30:00	ES	Futures	2375.25	2376.07	2374.98	2375.52	926.0
2016-11-18 02:00:00	ES	Futures	2375.79	2377.15	2374.98	2376.61	3447.0
2016-11-18 02:30:00	ES	Futures	2376.34	2377.15	2376.07	2376.34	2810.0
2016-11-18 03:00:00	ES	Futures	2376.34	2377.15	2373.07	2374.16	14471.0
2016-11-18 03:30:00	ES	Futures	2373.89	2374.71	2370.62	2371.44	16108.0
2016-11-18 04:00:00	ES	Futures	2371.44	2371.98	2368.72	2371.17	13862.0
2016-11-18 04:30:00	ES	Futures	2371.44	2372.53	2370.08	2371.71	6417.0
2016-11-18 05:00:00	ES	Futures	2371.98	2372.8	2371.17	2371.71	5917.0
2016-11-18 05:30:00	ES	Futures	2371.71	2372.8	2370.9	2372.53	6072.0
2016-11-18 06:00:00	ES	Futures	2372.53	2374.16	2372.26	2373.89	5484.0
2016-11-18 06:30:00	ES	Futures	2373.62	2373.89	2372.26	2373.62	3797.0
2016-11-18 07:00:00	ES	Futures	2373.62	2377.15	2373.62	2376.88	11000.0
2016-11-18 07:30:00	ES	Futures	2376.88	2379.87	2376.88	2378.79	16895.0
2016-11-18 08:00:00	ES	Futures	2378.79	2379.06	2375.25	2376.34	14893.0
2016-11-18 08:30:00	ES	Futures	2376.34	2377.97	2376.07	2377.43	17811.0
2016-11-18 09:00:00	ES	Futures	2377.7	2379.87	2376.07	2378.51	37448.0
2016-11-18 09:30:00	ES	Futures	2378.51	2380.69	2375.52	2376.07	181516.0
2016-11-18 10:00:00	ES	Futures	2376.34	2378.79	2374.71	2376.07	92178.0
2016-11-18 10:30:00	ES	Futures	2376.07	2376.34	2370.62	2371.44	117206.0
2016-11-18 11:00:00	ES	Futures	2371.44	2373.07	2369.81	2372.53	85739.0
2016-11-18 11:30:00	ES	Futures	2372.53	2372.8	2370.35	2370.62	60774.0
2016-11-18 12:00:00	ES	Futures	2370.62	2372.26	2370.35	2371.71	40031.0
2016-11-18 12:30:00	ES	Futures	2371.71	2373.35	2370.9	2373.35	34938.0
2016-11-18 13:00:00	ES	Futures	2373.07	2374.43	2372.8	2373.62	32611.0
2016-11-18 13:30:00	ES	Futures	2373.89	2374.98	2373.07	2373.07	33962.0
2016-11-18 14:00:00	ES	Futures	2373.35	2373.89	2371.71	2371.98	52450.0
2016-11-18 14:30:00	ES	Futures	2371.98	2373.62	2371.71	2371.98	36245.0
2016-11-18 15:00:00	ES	Futures	2372.26	2375.25	2371.44	2374.71	57197.0
2016-11-18 15:30:00	ES	Futures	2374.98	2375.52	2369.81	2372.26	147662.0
2016-11-18 16:00:00	ES	Futures	2372.53	2373.89	2371.17	2373.07	68566.0
2016-11-18 16:30:00	ES	Futures	2372.8	2373.07	2371.98	2372.8	6523.0
2016-11-18 00:00:00	NQ	Futures	5759.65	5763.53	5759.65	5762.34	325.0
2016-11-18 00:30:00	NQ	Futures	5762.34	5764.13	5762.34	5762.64	220.0
2016-11-18 01:00:00	NQ	Futures	5761.74	5763.83	5758.76	5763.53	245.0
2016-11-18 01:30:00	NQ	Futures	5763.53	5764.13	5762.34	5763.53	170.0
2016-11-18 02:00:00	NQ	Futures	5763.83	5770.1	5762.64	5767.11	1201.0
2016-11-18 02:30:00	NQ	Futures	5767.11	5768.6	5765.92	5766.81	431.0
2016-11-18 03:00:00	NQ	Futures	5766.52	5768.6	5758.46	5760.55	2285.0
2016-11-18 03:30:00	NQ	Futures	5761.15	5763.23	5753.69	5755.18	1598.0
2016-11-18 04:00:00	NQ	Futures	5755.18	5756.07	5746.83	5754.28	1964.0
2016-11-18 04:30:00	NQ	Futures	5753.99	5757.27	5751.0	5755.48	1155.0
2016-11-18 05:00:00	NQ	Futures	5756.07	5757.86	5752.79	5754.28	599.0
2016-11-18 05:30:00	NQ	Futures	5753.99	5758.46	5752.79	5758.46	891.0
2016-11-18 06:00:00	NQ	Futures	5758.16	5761.15	5757.27	5760.25	793.0
2016-11-18 06:30:00	NQ	Futures	5760.25	5760.25	5755.78	5758.46	677.0
2016-11-18 07:00:00	NQ	Futures	5758.46	5768.01	5758.46	5767.41	1399.0
2016-11-18 07:30:00	NQ	Futures	5767.11	5773.08	5765.62	5768.31	2548.0

> showing 50 of 2,533 rows — these rows as CSV

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