PREVIEW / futures_30min / 2016-11-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-24.parquet
  size:    58 KB
  rows:    2,113

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
2016-11-24 00:00:00	ES	Futures	2394.02	2394.57	2393.48	2394.02	690.0
2016-11-24 00:30:00	ES	Futures	2394.02	2394.3	2393.48	2393.75	686.0
2016-11-24 01:00:00	ES	Futures	2393.75	2394.3	2393.21	2393.21	470.0
2016-11-24 01:30:00	ES	Futures	2393.48	2394.57	2393.48	2394.57	718.0
2016-11-24 02:00:00	ES	Futures	2394.84	2395.38	2394.3	2395.38	1398.0
2016-11-24 02:30:00	ES	Futures	2395.11	2396.2	2395.11	2395.11	3224.0
2016-11-24 03:00:00	ES	Futures	2395.38	2396.74	2394.3	2395.11	7401.0
2016-11-24 03:30:00	ES	Futures	2395.11	2395.93	2393.21	2394.57	6920.0
2016-11-24 04:00:00	ES	Futures	2394.57	2395.93	2394.3	2395.66	2892.0
2016-11-24 04:30:00	ES	Futures	2395.38	2396.2	2394.57	2395.93	3110.0
2016-11-24 05:00:00	ES	Futures	2395.66	2396.2	2395.11	2395.66	3468.0
2016-11-24 05:30:00	ES	Futures	2395.66	2396.2	2395.38	2395.66	1872.0
2016-11-24 06:00:00	ES	Futures	2395.93	2396.74	2395.66	2396.2	3473.0
2016-11-24 06:30:00	ES	Futures	2396.2	2396.47	2394.84	2395.38	5892.0
2016-11-24 07:00:00	ES	Futures	2395.38	2397.02	2395.38	2397.02	1906.0
2016-11-24 07:30:00	ES	Futures	2397.02	2397.02	2395.66	2395.93	1548.0
2016-11-24 08:00:00	ES	Futures	2395.93	2396.2	2395.38	2395.93	3132.0
2016-11-24 08:30:00	ES	Futures	2395.93	2396.74	2395.93	2396.74	2579.0
2016-11-24 09:00:00	ES	Futures	2396.74	2399.19	2396.74	2398.92	7184.0
2016-11-24 09:30:00	ES	Futures	2398.92	2399.74	2397.56	2399.46	5865.0
2016-11-24 10:00:00	ES	Futures	2399.46	2400.28	2399.19	2399.46	3840.0
2016-11-24 10:30:00	ES	Futures	2399.46	2400.28	2399.19	2400.28	3944.0
2016-11-24 11:00:00	ES	Futures	2400.28	2401.37	2399.46	2400.83	5325.0
2016-11-24 11:30:00	ES	Futures	2400.83	2401.91	2400.55	2401.64	4331.0
2016-11-24 12:00:00	ES	Futures	2401.64	2401.91	2400.55	2400.55	2823.0
2016-11-24 12:30:00	ES	Futures	2400.55	2401.1	2400.28	2400.83	1836.0
2016-11-24 18:00:00	ES	Futures	2401.1	2401.64	2400.01	2400.01	1261.0
2016-11-24 18:30:00	ES	Futures	2400.28	2400.28	2399.74	2400.01	405.0
2016-11-24 19:00:00	ES	Futures	2400.28	2400.55	2399.46	2400.01	1534.0
2016-11-24 19:30:00	ES	Futures	2400.01	2400.55	2399.74	2400.28	599.0
2016-11-24 20:00:00	ES	Futures	2400.28	2401.64	2399.74	2400.83	2092.0
2016-11-24 20:30:00	ES	Futures	2401.1	2402.19	2400.83	2401.64	2503.0
2016-11-24 21:00:00	ES	Futures	2401.64	2401.91	2400.55	2400.83	1298.0
2016-11-24 21:30:00	ES	Futures	2400.55	2400.83	2399.74	2399.74	1554.0
2016-11-24 22:00:00	ES	Futures	2399.74	2400.01	2399.19	2399.46	857.0
2016-11-24 22:30:00	ES	Futures	2399.46	2400.01	2398.1	2398.1	1906.0
2016-11-24 23:00:00	ES	Futures	2398.38	2399.19	2398.1	2398.65	1237.0
2016-11-24 23:30:00	ES	Futures	2398.65	2399.19	2397.56	2398.1	943.0
2016-11-24 00:00:00	NQ	Futures	5785.01	5785.31	5782.33	5784.42	122.0
2016-11-24 00:30:00	NQ	Futures	5784.12	5786.21	5784.12	5785.01	169.0
2016-11-24 01:00:00	NQ	Futures	5784.42	5785.01	5783.52	5783.52	38.0
2016-11-24 01:30:00	NQ	Futures	5783.52	5785.91	5783.52	5785.61	91.0
2016-11-24 02:00:00	NQ	Futures	5785.91	5788.29	5785.61	5788.29	172.0
2016-11-24 02:30:00	NQ	Futures	5788.0	5789.79	5785.61	5786.21	440.0
2016-11-24 03:00:00	NQ	Futures	5786.8	5791.58	5782.92	5785.61	978.0
2016-11-24 03:30:00	NQ	Futures	5785.31	5787.1	5779.34	5782.92	855.0
2016-11-24 04:00:00	NQ	Futures	5782.92	5787.7	5781.73	5786.5	422.0
2016-11-24 04:30:00	NQ	Futures	5786.5	5789.79	5784.42	5788.59	315.0
2016-11-24 05:00:00	NQ	Futures	5789.19	5790.38	5785.61	5787.1	274.0
2016-11-24 05:30:00	NQ	Futures	5786.8	5788.29	5786.21	5787.7	118.0

> showing 50 of 2,113 rows — these rows as CSV

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