PREVIEW / futures_30min / 2016-11-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-29.parquet
  size:    84 KB
  rows:    3,055

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
2016-11-29 00:00:00	ES	Futures	2393.75	2394.02	2393.48	2393.75	1024.0
2016-11-29 00:30:00	ES	Futures	2393.75	2394.57	2393.48	2393.75	1491.0
2016-11-29 01:00:00	ES	Futures	2393.75	2394.57	2393.48	2394.3	958.0
2016-11-29 01:30:00	ES	Futures	2394.3	2394.84	2394.02	2394.57	797.0
2016-11-29 02:00:00	ES	Futures	2394.84	2397.56	2394.57	2396.47	5238.0
2016-11-29 02:30:00	ES	Futures	2396.47	2397.02	2396.2	2396.74	2634.0
2016-11-29 03:00:00	ES	Futures	2396.74	2397.56	2394.84	2397.56	10954.0
2016-11-29 03:30:00	ES	Futures	2397.29	2399.19	2396.47	2398.92	9148.0
2016-11-29 04:00:00	ES	Futures	2399.19	2400.55	2397.56	2400.01	7787.0
2016-11-29 04:30:00	ES	Futures	2400.01	2400.83	2398.92	2399.19	4552.0
2016-11-29 05:00:00	ES	Futures	2398.92	2399.46	2397.02	2397.02	5760.0
2016-11-29 05:30:00	ES	Futures	2397.29	2398.65	2396.74	2397.29	4700.0
2016-11-29 06:00:00	ES	Futures	2397.56	2399.46	2397.29	2398.92	3938.0
2016-11-29 06:30:00	ES	Futures	2398.92	2399.46	2397.29	2398.1	4442.0
2016-11-29 07:00:00	ES	Futures	2397.83	2400.55	2397.83	2400.01	7854.0
2016-11-29 07:30:00	ES	Futures	2400.01	2400.28	2397.29	2397.83	6749.0
2016-11-29 08:00:00	ES	Futures	2397.83	2398.38	2396.47	2397.83	10170.0
2016-11-29 08:30:00	ES	Futures	2397.83	2398.65	2394.57	2395.38	26452.0
2016-11-29 09:00:00	ES	Futures	2395.11	2395.93	2392.39	2394.3	29505.0
2016-11-29 09:30:00	ES	Futures	2394.57	2397.02	2390.21	2391.85	193276.0
2016-11-29 10:00:00	ES	Futures	2391.85	2396.2	2391.57	2394.84	115926.0
2016-11-29 10:30:00	ES	Futures	2395.11	2400.01	2394.57	2399.74	111432.0
2016-11-29 11:00:00	ES	Futures	2399.74	2400.01	2397.56	2399.74	77501.0
2016-11-29 11:30:00	ES	Futures	2399.74	2403.0	2399.46	2402.46	103174.0
2016-11-29 12:00:00	ES	Futures	2402.46	2402.73	2399.46	2400.55	59687.0
2016-11-29 12:30:00	ES	Futures	2400.55	2402.73	2400.01	2402.73	51698.0
2016-11-29 13:00:00	ES	Futures	2402.46	2402.73	2400.83	2401.64	29381.0
2016-11-29 13:30:00	ES	Futures	2401.64	2403.55	2401.1	2403.0	37790.0
2016-11-29 14:00:00	ES	Futures	2403.27	2403.82	2402.46	2402.46	46968.0
2016-11-29 14:30:00	ES	Futures	2402.73	2404.63	2401.91	2402.19	51308.0
2016-11-29 15:00:00	ES	Futures	2402.46	2402.46	2397.83	2398.92	85337.0
2016-11-29 15:30:00	ES	Futures	2398.65	2399.19	2395.66	2398.38	182408.0
2016-11-29 16:00:00	ES	Futures	2398.38	2399.19	2397.83	2398.38	39995.0
2016-11-29 16:30:00	ES	Futures	2398.38	2398.38	2397.56	2398.1	4308.0
2016-11-29 18:00:00	ES	Futures	2397.83	2398.65	2397.56	2398.1	2372.0
2016-11-29 18:30:00	ES	Futures	2398.1	2398.38	2397.29	2397.83	1206.0
2016-11-29 19:00:00	ES	Futures	2397.83	2398.92	2397.56	2398.38	2183.0
2016-11-29 19:30:00	ES	Futures	2398.38	2398.38	2397.83	2397.83	795.0
2016-11-29 20:00:00	ES	Futures	2397.83	2398.65	2397.29	2398.38	1975.0
2016-11-29 20:30:00	ES	Futures	2398.65	2399.46	2397.56	2398.38	1885.0
2016-11-29 21:00:00	ES	Futures	2398.38	2398.92	2397.83	2398.38	984.0
2016-11-29 21:30:00	ES	Futures	2398.65	2398.92	2397.56	2397.83	1102.0
2016-11-29 22:00:00	ES	Futures	2397.83	2398.1	2396.2	2396.2	3168.0
2016-11-29 22:30:00	ES	Futures	2396.2	2396.47	2395.11	2395.93	2800.0
2016-11-29 23:00:00	ES	Futures	2395.93	2396.74	2395.38	2396.74	1610.0
2016-11-29 23:30:00	ES	Futures	2396.74	2398.1	2396.47	2397.29	2279.0
2016-11-29 00:00:00	NQ	Futures	5799.63	5799.93	5797.84	5798.44	151.0
2016-11-29 00:30:00	NQ	Futures	5798.14	5799.33	5796.35	5796.95	448.0
2016-11-29 01:00:00	NQ	Futures	5796.95	5798.74	5796.35	5798.74	294.0
2016-11-29 01:30:00	NQ	Futures	5798.44	5798.44	5796.05	5797.54	328.0

> showing 50 of 3,055 rows — these rows as CSV

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