PREVIEW / futures_30min / 2016-11-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-25.parquet
  size:    57 KB
  rows:    1,953

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
2016-11-25 00:00:00	ES	Futures	2397.83	2398.92	2397.56	2397.83	1563.0
2016-11-25 00:30:00	ES	Futures	2397.83	2398.65	2397.29	2398.38	1584.0
2016-11-25 01:00:00	ES	Futures	2398.38	2399.46	2397.83	2398.38	1930.0
2016-11-25 01:30:00	ES	Futures	2398.38	2398.92	2397.56	2398.92	1873.0
2016-11-25 02:00:00	ES	Futures	2399.19	2400.01	2398.38	2398.38	2383.0
2016-11-25 02:30:00	ES	Futures	2398.38	2398.92	2397.56	2398.92	2140.0
2016-11-25 03:00:00	ES	Futures	2398.92	2400.55	2397.56	2398.65	8333.0
2016-11-25 03:30:00	ES	Futures	2398.65	2399.46	2397.29	2397.56	3857.0
2016-11-25 04:00:00	ES	Futures	2397.83	2399.19	2397.02	2398.65	3170.0
2016-11-25 04:30:00	ES	Futures	2398.92	2400.28	2398.65	2399.46	3772.0
2016-11-25 05:00:00	ES	Futures	2399.46	2400.01	2399.46	2399.74	1662.0
2016-11-25 05:30:00	ES	Futures	2399.74	2400.28	2398.1	2398.38	2909.0
2016-11-25 06:00:00	ES	Futures	2398.38	2399.19	2397.83	2398.92	2133.0
2016-11-25 06:30:00	ES	Futures	2398.92	2399.46	2398.38	2399.46	2901.0
2016-11-25 07:00:00	ES	Futures	2399.46	2400.28	2398.92	2399.74	2776.0
2016-11-25 07:30:00	ES	Futures	2399.74	2400.55	2399.46	2400.28	3010.0
2016-11-25 08:00:00	ES	Futures	2400.28	2401.1	2400.01	2400.01	5945.0
2016-11-25 08:30:00	ES	Futures	2400.01	2400.28	2399.46	2400.01	5221.0
2016-11-25 09:00:00	ES	Futures	2400.01	2401.37	2399.74	2400.55	14045.0
2016-11-25 09:30:00	ES	Futures	2400.55	2402.46	2399.46	2402.19	79797.0
2016-11-25 10:00:00	ES	Futures	2402.46	2402.73	2401.1	2402.19	49197.0
2016-11-25 10:30:00	ES	Futures	2402.46	2403.0	2401.37	2401.91	36520.0
2016-11-25 11:00:00	ES	Futures	2402.19	2403.27	2401.64	2403.0	39612.0
2016-11-25 11:30:00	ES	Futures	2403.0	2403.27	2402.19	2402.73	36680.0
2016-11-25 12:00:00	ES	Futures	2402.46	2403.27	2402.19	2403.0	24712.0
2016-11-25 12:30:00	ES	Futures	2402.73	2405.72	2402.46	2405.72	54402.0
2016-11-25 13:00:00	ES	Futures	2405.72	2407.08	2404.36	2406.81	32571.0
2016-11-25 00:00:00	NQ	Futures	5795.75	5799.63	5795.75	5797.24	254.0
2016-11-25 00:30:00	NQ	Futures	5796.95	5798.44	5794.86	5798.14	384.0
2016-11-25 01:00:00	NQ	Futures	5798.74	5801.72	5797.24	5798.74	364.0
2016-11-25 01:30:00	NQ	Futures	5798.44	5799.63	5796.35	5799.63	410.0
2016-11-25 02:00:00	NQ	Futures	5799.63	5802.02	5796.65	5797.84	277.0
2016-11-25 02:30:00	NQ	Futures	5796.65	5797.84	5794.26	5797.24	278.0
2016-11-25 03:00:00	NQ	Futures	5797.54	5802.02	5793.66	5796.95	843.0
2016-11-25 03:30:00	NQ	Futures	5796.35	5800.53	5792.47	5792.47	714.0
2016-11-25 04:00:00	NQ	Futures	5792.77	5797.24	5791.58	5796.35	469.0
2016-11-25 04:30:00	NQ	Futures	5796.35	5800.82	5795.75	5795.75	538.0
2016-11-25 05:00:00	NQ	Futures	5795.75	5796.95	5795.16	5796.65	267.0
2016-11-25 05:30:00	NQ	Futures	5796.35	5798.14	5793.66	5794.56	281.0
2016-11-25 06:00:00	NQ	Futures	5794.56	5795.75	5792.77	5794.86	240.0
2016-11-25 06:30:00	NQ	Futures	5794.86	5795.45	5793.07	5795.16	231.0
2016-11-25 07:00:00	NQ	Futures	5795.45	5799.03	5794.86	5798.14	293.0
2016-11-25 07:30:00	NQ	Futures	5798.44	5799.93	5796.05	5797.84	738.0
2016-11-25 08:00:00	NQ	Futures	5797.84	5799.93	5796.05	5796.05	808.0
2016-11-25 08:30:00	NQ	Futures	5796.65	5796.65	5793.66	5795.45	1237.0
2016-11-25 09:00:00	NQ	Futures	5795.16	5799.63	5794.56	5796.65	2155.0
2016-11-25 09:30:00	NQ	Futures	5796.35	5803.81	5790.08	5802.61	13552.0
2016-11-25 10:00:00	NQ	Futures	5802.61	5803.81	5794.56	5798.44	6863.0
2016-11-25 10:30:00	NQ	Futures	5798.44	5802.02	5796.35	5798.74	4545.0
2016-11-25 11:00:00	NQ	Futures	5799.03	5806.19	5797.54	5805.9	5023.0

> showing 50 of 1,953 rows — these rows as CSV

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