PREVIEW / futures_30min / 2016-12-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-02.parquet
  size:    72 KB
  rows:    2,494

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
2016-12-02 00:00:00	ES	Futures	2381.78	2381.78	2380.42	2381.51	2849.0
2016-12-02 00:30:00	ES	Futures	2381.78	2382.87	2381.51	2382.87	1135.0
2016-12-02 01:00:00	ES	Futures	2382.87	2382.87	2381.51	2382.05	2444.0
2016-12-02 01:30:00	ES	Futures	2381.78	2382.87	2381.78	2382.6	672.0
2016-12-02 02:00:00	ES	Futures	2382.6	2382.87	2381.78	2381.78	2841.0
2016-12-02 02:30:00	ES	Futures	2381.78	2383.41	2381.51	2383.41	3265.0
2016-12-02 03:00:00	ES	Futures	2383.41	2383.41	2380.42	2381.24	12774.0
2016-12-02 03:30:00	ES	Futures	2380.96	2382.05	2379.6	2379.6	11812.0
2016-12-02 04:00:00	ES	Futures	2379.87	2380.15	2377.15	2377.97	16772.0
2016-12-02 04:30:00	ES	Futures	2377.97	2379.87	2377.7	2378.79	6547.0
2016-12-02 05:00:00	ES	Futures	2378.51	2379.06	2377.43	2377.97	5505.0
2016-12-02 05:30:00	ES	Futures	2377.97	2379.06	2377.15	2378.24	4932.0
2016-12-02 06:00:00	ES	Futures	2377.97	2379.6	2377.97	2379.33	4674.0
2016-12-02 06:30:00	ES	Futures	2379.6	2379.6	2377.97	2378.51	4714.0
2016-12-02 07:00:00	ES	Futures	2378.51	2381.24	2378.24	2380.42	7209.0
2016-12-02 07:30:00	ES	Futures	2380.42	2382.05	2379.6	2381.51	10844.0
2016-12-02 08:00:00	ES	Futures	2381.51	2384.5	2381.24	2383.41	17224.0
2016-12-02 08:30:00	ES	Futures	2383.41	2385.04	2379.87	2383.41	50261.0
2016-12-02 09:00:00	ES	Futures	2383.41	2385.04	2382.6	2385.04	35194.0
2016-12-02 09:30:00	ES	Futures	2384.77	2388.58	2382.6	2387.49	216566.0
2016-12-02 10:00:00	ES	Futures	2387.77	2389.4	2383.96	2385.86	147919.0
2016-12-02 10:30:00	ES	Futures	2386.13	2390.21	2385.59	2388.04	107725.0
2016-12-02 11:00:00	ES	Futures	2388.04	2391.3	2387.22	2389.4	95342.0
2016-12-02 11:30:00	ES	Futures	2389.67	2389.94	2386.95	2387.22	73675.0
2016-12-02 12:00:00	ES	Futures	2387.49	2387.77	2384.77	2385.59	67175.0
2016-12-02 12:30:00	ES	Futures	2385.59	2388.04	2382.87	2386.68	95932.0
2016-12-02 13:00:00	ES	Futures	2386.68	2387.22	2380.69	2380.96	96221.0
2016-12-02 13:30:00	ES	Futures	2380.96	2383.14	2380.69	2382.05	45939.0
2016-12-02 14:00:00	ES	Futures	2381.78	2383.14	2380.15	2382.6	56441.0
2016-12-02 14:30:00	ES	Futures	2382.87	2383.41	2381.78	2382.05	49347.0
2016-12-02 15:00:00	ES	Futures	2381.78	2384.5	2381.51	2383.96	56946.0
2016-12-02 15:30:00	ES	Futures	2383.96	2386.95	2382.6	2384.5	226794.0
2016-12-02 16:00:00	ES	Futures	2384.77	2386.95	2384.5	2385.86	75663.0
2016-12-02 16:30:00	ES	Futures	2385.86	2386.4	2383.68	2384.5	9667.0
2016-12-02 00:00:00	NQ	Futures	5638.53	5639.72	5636.44	5639.43	491.0
2016-12-02 00:30:00	NQ	Futures	5639.13	5642.71	5639.13	5642.41	302.0
2016-12-02 01:00:00	NQ	Futures	5642.11	5642.11	5638.23	5639.13	409.0
2016-12-02 01:30:00	NQ	Futures	5639.43	5640.92	5638.83	5640.32	498.0
2016-12-02 02:00:00	NQ	Futures	5640.32	5640.32	5637.93	5637.93	572.0
2016-12-02 02:30:00	NQ	Futures	5637.64	5641.51	5636.44	5641.51	598.0
2016-12-02 03:00:00	NQ	Futures	5641.22	5641.22	5632.86	5634.05	1995.0
2016-12-02 03:30:00	NQ	Futures	5634.05	5635.25	5624.51	5624.81	3310.0
2016-12-02 04:00:00	NQ	Futures	5624.81	5626.0	5617.35	5622.12	3192.0
2016-12-02 04:30:00	NQ	Futures	5622.12	5623.91	5619.44	5621.52	1052.0
2016-12-02 05:00:00	NQ	Futures	5621.52	5622.12	5618.54	5620.03	1213.0
2016-12-02 05:30:00	NQ	Futures	5620.03	5623.31	5617.94	5619.44	1083.0
2016-12-02 06:00:00	NQ	Futures	5619.73	5623.91	5619.44	5623.61	1000.0
2016-12-02 06:30:00	NQ	Futures	5623.31	5625.4	5621.52	5622.42	853.0
2016-12-02 07:00:00	NQ	Futures	5623.02	5631.67	5623.02	5629.58	1490.0
2016-12-02 07:30:00	NQ	Futures	5629.58	5634.05	5626.3	5633.46	1228.0

> showing 50 of 2,494 rows — these rows as CSV

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