PREVIEW / futures_30min / 2016-11-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-28.parquet
  size:    82 KB
  rows:    3,053

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
2016-11-28 00:00:00	ES	Futures	2402.19	2402.46	2401.1	2401.64	2193.0
2016-11-28 00:30:00	ES	Futures	2401.91	2403.0	2401.64	2402.73	1431.0
2016-11-28 01:00:00	ES	Futures	2402.46	2403.27	2402.19	2402.46	1641.0
2016-11-28 01:30:00	ES	Futures	2402.46	2403.0	2401.37	2401.91	1016.0
2016-11-28 02:00:00	ES	Futures	2401.64	2402.46	2401.37	2401.37	2425.0
2016-11-28 02:30:00	ES	Futures	2401.37	2401.64	2399.19	2399.19	4638.0
2016-11-28 03:00:00	ES	Futures	2399.46	2399.46	2395.11	2395.38	21270.0
2016-11-28 03:30:00	ES	Futures	2395.66	2396.74	2393.75	2396.2	13821.0
2016-11-28 04:00:00	ES	Futures	2396.47	2397.56	2396.2	2397.02	6262.0
2016-11-28 04:30:00	ES	Futures	2397.02	2398.92	2396.2	2398.92	6361.0
2016-11-28 05:00:00	ES	Futures	2398.65	2401.1	2398.38	2400.83	9172.0
2016-11-28 05:30:00	ES	Futures	2400.55	2401.1	2398.92	2399.46	4396.0
2016-11-28 06:00:00	ES	Futures	2399.19	2400.01	2397.83	2398.38	7133.0
2016-11-28 06:30:00	ES	Futures	2398.1	2399.46	2397.56	2398.92	4587.0
2016-11-28 07:00:00	ES	Futures	2399.19	2399.74	2397.83	2399.46	4820.0
2016-11-28 07:30:00	ES	Futures	2399.46	2402.19	2398.38	2401.37	11084.0
2016-11-28 08:00:00	ES	Futures	2401.64	2401.91	2399.19	2399.74	10270.0
2016-11-28 08:30:00	ES	Futures	2400.01	2401.37	2399.74	2400.28	8591.0
2016-11-28 09:00:00	ES	Futures	2400.28	2401.37	2399.74	2401.1	12132.0
2016-11-28 09:30:00	ES	Futures	2401.1	2403.0	2399.19	2401.1	160492.0
2016-11-28 10:00:00	ES	Futures	2401.37	2402.46	2399.46	2401.1	88046.0
2016-11-28 10:30:00	ES	Futures	2401.37	2404.63	2396.2	2396.47	150449.0
2016-11-28 11:00:00	ES	Futures	2396.2	2398.92	2395.66	2397.83	114620.0
2016-11-28 11:30:00	ES	Futures	2398.1	2399.46	2396.47	2398.65	90298.0
2016-11-28 12:00:00	ES	Futures	2398.92	2401.1	2398.92	2400.55	52043.0
2016-11-28 12:30:00	ES	Futures	2400.55	2403.82	2400.55	2401.91	55584.0
2016-11-28 13:00:00	ES	Futures	2401.64	2401.91	2399.74	2400.01	32423.0
2016-11-28 13:30:00	ES	Futures	2400.28	2401.37	2399.74	2400.55	21947.0
2016-11-28 14:00:00	ES	Futures	2400.55	2401.91	2399.19	2399.19	27272.0
2016-11-28 14:30:00	ES	Futures	2399.19	2400.28	2398.1	2398.65	44002.0
2016-11-28 15:00:00	ES	Futures	2398.92	2399.19	2394.84	2394.84	67416.0
2016-11-28 15:30:00	ES	Futures	2395.11	2396.2	2392.39	2394.3	188491.0
2016-11-28 16:00:00	ES	Futures	2394.3	2396.47	2394.02	2395.11	75653.0
2016-11-28 16:30:00	ES	Futures	2395.11	2395.93	2393.75	2394.3	8651.0
2016-11-28 18:00:00	ES	Futures	2394.57	2395.11	2392.93	2393.48	3719.0
2016-11-28 18:30:00	ES	Futures	2393.75	2394.02	2393.21	2393.75	1082.0
2016-11-28 19:00:00	ES	Futures	2393.75	2394.57	2393.48	2393.75	1376.0
2016-11-28 19:30:00	ES	Futures	2393.75	2394.3	2393.48	2393.75	1167.0
2016-11-28 20:00:00	ES	Futures	2393.75	2394.3	2393.48	2394.3	2026.0
2016-11-28 20:30:00	ES	Futures	2394.3	2394.57	2393.48	2394.3	1351.0
2016-11-28 21:00:00	ES	Futures	2394.57	2395.93	2394.3	2395.11	2297.0
2016-11-28 21:30:00	ES	Futures	2395.38	2395.66	2394.84	2395.11	1141.0
2016-11-28 22:00:00	ES	Futures	2395.11	2395.93	2395.11	2395.66	1172.0
2016-11-28 22:30:00	ES	Futures	2395.66	2395.66	2394.3	2394.57	2216.0
2016-11-28 23:00:00	ES	Futures	2394.57	2394.84	2394.02	2394.3	1362.0
2016-11-28 23:30:00	ES	Futures	2394.3	2394.57	2393.75	2393.75	823.0
2016-11-28 00:00:00	NQ	Futures	5805.0	5805.3	5802.32	5804.4	407.0
2016-11-28 00:30:00	NQ	Futures	5804.4	5805.6	5803.51	5805.0	171.0
2016-11-28 01:00:00	NQ	Futures	5804.7	5808.28	5804.7	5807.69	325.0
2016-11-28 01:30:00	NQ	Futures	5807.39	5808.58	5805.0	5805.9	229.0

> showing 50 of 3,053 rows — these rows as CSV

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