PREVIEW / futures_30min / 2016-11-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-11-30.parquet
  size:    90 KB
  rows:    3,118

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
2016-11-30 00:00:00	ES	Futures	2397.29	2397.83	2396.74	2397.29	1367.0
2016-11-30 00:30:00	ES	Futures	2397.56	2397.83	2395.66	2396.2	2190.0
2016-11-30 01:00:00	ES	Futures	2396.2	2399.46	2395.93	2398.65	2949.0
2016-11-30 01:30:00	ES	Futures	2398.92	2399.19	2398.38	2399.19	1137.0
2016-11-30 02:00:00	ES	Futures	2399.19	2400.55	2398.92	2399.46	3577.0
2016-11-30 02:30:00	ES	Futures	2399.74	2400.55	2399.19	2400.01	3140.0
2016-11-30 03:00:00	ES	Futures	2399.74	2401.91	2398.65	2401.1	10661.0
2016-11-30 03:30:00	ES	Futures	2401.1	2403.82	2400.28	2402.73	14109.0
2016-11-30 04:00:00	ES	Futures	2402.73	2403.82	2401.64	2402.19	10800.0
2016-11-30 04:30:00	ES	Futures	2401.91	2402.19	2399.74	2401.1	8424.0
2016-11-30 05:00:00	ES	Futures	2401.1	2402.19	2398.92	2401.64	8579.0
2016-11-30 05:30:00	ES	Futures	2401.64	2402.46	2400.55	2400.83	7408.0
2016-11-30 06:00:00	ES	Futures	2401.1	2403.27	2400.83	2403.0	7067.0
2016-11-30 06:30:00	ES	Futures	2403.0	2404.63	2402.46	2404.09	8821.0
2016-11-30 07:00:00	ES	Futures	2404.09	2405.45	2403.55	2404.09	12073.0
2016-11-30 07:30:00	ES	Futures	2404.09	2405.18	2403.55	2404.36	9657.0
2016-11-30 08:00:00	ES	Futures	2404.09	2405.45	2403.27	2403.55	14799.0
2016-11-30 08:30:00	ES	Futures	2403.82	2405.72	2403.55	2405.18	18714.0
2016-11-30 09:00:00	ES	Futures	2405.45	2409.26	2405.18	2406.27	57706.0
2016-11-30 09:30:00	ES	Futures	2406.54	2408.44	2403.55	2404.09	164068.0
2016-11-30 10:00:00	ES	Futures	2404.36	2405.99	2398.65	2400.55	181961.0
2016-11-30 10:30:00	ES	Futures	2400.55	2403.0	2400.01	2401.91	95102.0
2016-11-30 11:00:00	ES	Futures	2401.64	2405.18	2400.55	2400.55	119574.0
2016-11-30 11:30:00	ES	Futures	2400.55	2403.0	2399.19	2400.28	107439.0
2016-11-30 12:00:00	ES	Futures	2400.28	2401.1	2398.1	2399.19	70894.0
2016-11-30 12:30:00	ES	Futures	2399.46	2401.64	2398.92	2400.83	37860.0
2016-11-30 13:00:00	ES	Futures	2401.1	2403.0	2400.28	2401.64	38769.0
2016-11-30 13:30:00	ES	Futures	2401.64	2403.0	2400.55	2401.37	43581.0
2016-11-30 14:00:00	ES	Futures	2401.64	2401.91	2395.66	2397.02	97679.0
2016-11-30 14:30:00	ES	Futures	2397.29	2397.29	2394.02	2394.84	75570.0
2016-11-30 15:00:00	ES	Futures	2395.11	2400.28	2393.48	2399.19	118995.0
2016-11-30 15:30:00	ES	Futures	2399.19	2399.46	2391.85	2392.12	364389.0
2016-11-30 16:00:00	ES	Futures	2392.12	2394.57	2391.57	2394.02	169971.0
2016-11-30 16:30:00	ES	Futures	2393.48	2393.48	2391.3	2392.93	12562.0
2016-11-30 18:00:00	ES	Futures	2393.75	2393.75	2390.76	2392.93	6043.0
2016-11-30 18:30:00	ES	Futures	2392.93	2394.3	2392.39	2393.75	2045.0
2016-11-30 19:00:00	ES	Futures	2393.48	2393.75	2391.85	2392.12	3528.0
2016-11-30 19:30:00	ES	Futures	2392.12	2393.21	2391.85	2392.39	2368.0
2016-11-30 20:00:00	ES	Futures	2392.12	2393.48	2391.85	2392.93	4128.0
2016-11-30 20:30:00	ES	Futures	2392.93	2393.48	2391.85	2392.66	2813.0
2016-11-30 21:00:00	ES	Futures	2392.66	2394.3	2392.39	2393.75	3000.0
2016-11-30 21:30:00	ES	Futures	2394.02	2396.2	2393.75	2395.38	3470.0
2016-11-30 22:00:00	ES	Futures	2395.11	2396.2	2394.84	2394.84	1422.0
2016-11-30 22:30:00	ES	Futures	2394.84	2395.66	2394.57	2395.38	1813.0
2016-11-30 23:00:00	ES	Futures	2395.66	2395.66	2394.84	2394.84	1575.0
2016-11-30 23:30:00	ES	Futures	2394.84	2395.93	2394.57	2394.84	1534.0
2016-11-30 00:00:00	NQ	Futures	5815.74	5816.64	5814.55	5816.34	241.0
2016-11-30 00:30:00	NQ	Futures	5816.34	5818.43	5813.65	5814.55	355.0
2016-11-30 01:00:00	NQ	Futures	5814.55	5821.71	5814.25	5819.92	315.0
2016-11-30 01:30:00	NQ	Futures	5819.62	5821.11	5819.02	5820.81	111.0

> showing 50 of 3,118 rows — these rows as CSV

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