PREVIEW / futures_30min / 2016-12-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-01.parquet
  size:    89 KB
  rows:    3,079

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
2016-12-01 00:00:00	ES	Futures	2395.11	2395.38	2394.02	2394.02	3050.0
2016-12-01 00:30:00	ES	Futures	2394.02	2394.3	2393.75	2394.3	1299.0
2016-12-01 01:00:00	ES	Futures	2394.02	2394.3	2388.04	2389.13	9651.0
2016-12-01 01:30:00	ES	Futures	2389.4	2389.94	2388.58	2389.13	2714.0
2016-12-01 02:00:00	ES	Futures	2389.13	2391.85	2388.85	2391.57	4257.0
2016-12-01 02:30:00	ES	Futures	2391.57	2392.93	2391.03	2391.57	5439.0
2016-12-01 03:00:00	ES	Futures	2391.85	2392.66	2389.13	2392.39	13091.0
2016-12-01 03:30:00	ES	Futures	2392.66	2392.93	2391.03	2391.57	8436.0
2016-12-01 04:00:00	ES	Futures	2391.85	2391.85	2389.13	2390.49	9090.0
2016-12-01 04:30:00	ES	Futures	2390.21	2390.49	2389.13	2389.4	6012.0
2016-12-01 05:00:00	ES	Futures	2389.4	2391.85	2388.85	2391.03	6824.0
2016-12-01 05:30:00	ES	Futures	2390.76	2391.85	2389.4	2389.67	4537.0
2016-12-01 06:00:00	ES	Futures	2389.67	2390.76	2388.85	2390.21	6725.0
2016-12-01 06:30:00	ES	Futures	2390.49	2391.3	2390.21	2391.03	3196.0
2016-12-01 07:00:00	ES	Futures	2390.76	2391.57	2389.13	2389.67	7099.0
2016-12-01 07:30:00	ES	Futures	2389.4	2391.3	2389.4	2390.49	5173.0
2016-12-01 08:00:00	ES	Futures	2390.49	2392.12	2390.49	2391.85	8186.0
2016-12-01 08:30:00	ES	Futures	2392.12	2396.74	2391.85	2395.93	28156.0
2016-12-01 09:00:00	ES	Futures	2395.93	2397.56	2395.38	2396.2	32628.0
2016-12-01 09:30:00	ES	Futures	2396.2	2396.47	2388.31	2391.85	234120.0
2016-12-01 10:00:00	ES	Futures	2392.12	2396.2	2389.94	2391.3	201504.0
2016-12-01 10:30:00	ES	Futures	2391.3	2393.21	2386.13	2388.58	225784.0
2016-12-01 11:00:00	ES	Futures	2388.58	2391.03	2386.68	2388.85	184836.0
2016-12-01 11:30:00	ES	Futures	2389.13	2392.93	2388.31	2390.76	115490.0
2016-12-01 12:00:00	ES	Futures	2390.49	2391.03	2387.22	2387.49	72643.0
2016-12-01 12:30:00	ES	Futures	2387.49	2389.67	2383.41	2384.23	115475.0
2016-12-01 13:00:00	ES	Futures	2384.23	2384.5	2380.69	2381.78	105879.0
2016-12-01 13:30:00	ES	Futures	2381.78	2384.5	2380.42	2380.69	85054.0
2016-12-01 14:00:00	ES	Futures	2380.69	2385.32	2380.69	2382.32	103413.0
2016-12-01 14:30:00	ES	Futures	2382.6	2384.77	2381.78	2383.68	89533.0
2016-12-01 15:00:00	ES	Futures	2383.68	2384.5	2380.15	2380.69	107094.0
2016-12-01 15:30:00	ES	Futures	2380.69	2384.23	2379.06	2383.14	210817.0
2016-12-01 16:00:00	ES	Futures	2383.14	2386.68	2382.87	2385.32	77843.0
2016-12-01 16:30:00	ES	Futures	2385.59	2385.59	2384.23	2384.77	10082.0
2016-12-01 18:00:00	ES	Futures	2383.96	2384.23	2381.51	2382.87	5960.0
2016-12-01 18:30:00	ES	Futures	2382.87	2383.41	2382.32	2383.14	1008.0
2016-12-01 19:00:00	ES	Futures	2383.14	2384.77	2383.14	2384.5	2034.0
2016-12-01 19:30:00	ES	Futures	2384.23	2385.04	2383.68	2383.68	1907.0
2016-12-01 20:00:00	ES	Futures	2383.68	2384.23	2382.87	2382.87	2281.0
2016-12-01 20:30:00	ES	Futures	2382.87	2383.68	2382.6	2382.87	1853.0
2016-12-01 21:00:00	ES	Futures	2382.6	2382.87	2381.78	2382.05	1555.0
2016-12-01 21:30:00	ES	Futures	2382.05	2382.6	2381.24	2382.32	1582.0
2016-12-01 22:00:00	ES	Futures	2382.32	2383.14	2382.05	2382.05	954.0
2016-12-01 22:30:00	ES	Futures	2382.05	2382.05	2380.96	2381.24	2526.0
2016-12-01 23:00:00	ES	Futures	2380.96	2382.05	2380.96	2381.24	2196.0
2016-12-01 23:30:00	ES	Futures	2380.96	2381.78	2380.69	2381.78	1682.0
2016-12-01 00:00:00	NQ	Futures	5756.37	5758.16	5754.88	5754.88	581.0
2016-12-01 00:30:00	NQ	Futures	5754.88	5755.18	5753.39	5754.28	209.0
2016-12-01 01:00:00	NQ	Futures	5754.58	5755.18	5740.26	5742.35	1262.0
2016-12-01 01:30:00	NQ	Futures	5742.05	5744.14	5738.17	5739.96	475.0

> showing 50 of 3,079 rows — these rows as CSV

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