PREVIEW / futures_30min / 2016-12-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-06.parquet
  size:    83 KB
  rows:    3,025

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
2016-12-06 00:00:00	ES	Futures	2397.29	2397.56	2396.74	2397.02	1166.0
2016-12-06 00:30:00	ES	Futures	2397.02	2397.56	2396.74	2397.29	1074.0
2016-12-06 01:00:00	ES	Futures	2397.29	2398.65	2397.29	2398.1	1729.0
2016-12-06 01:30:00	ES	Futures	2398.1	2398.92	2397.83	2398.92	1547.0
2016-12-06 02:00:00	ES	Futures	2398.92	2398.92	2397.29	2397.56	2260.0
2016-12-06 02:30:00	ES	Futures	2397.56	2398.38	2397.02	2397.02	2216.0
2016-12-06 03:00:00	ES	Futures	2397.29	2397.29	2394.57	2394.84	13048.0
2016-12-06 03:30:00	ES	Futures	2395.11	2398.1	2394.57	2398.1	9284.0
2016-12-06 04:00:00	ES	Futures	2398.1	2399.19	2397.56	2397.83	8704.0
2016-12-06 04:30:00	ES	Futures	2397.83	2400.01	2397.29	2399.74	5212.0
2016-12-06 05:00:00	ES	Futures	2399.74	2401.37	2399.19	2399.19	10630.0
2016-12-06 05:30:00	ES	Futures	2399.46	2399.74	2398.38	2398.92	2948.0
2016-12-06 06:00:00	ES	Futures	2398.65	2400.55	2398.38	2399.46	5007.0
2016-12-06 06:30:00	ES	Futures	2399.74	2400.83	2399.46	2400.01	6745.0
2016-12-06 07:00:00	ES	Futures	2400.28	2400.28	2398.65	2399.74	5084.0
2016-12-06 07:30:00	ES	Futures	2399.46	2401.91	2399.19	2401.64	7633.0
2016-12-06 08:00:00	ES	Futures	2401.64	2403.27	2400.55	2403.0	12214.0
2016-12-06 08:30:00	ES	Futures	2403.0	2404.09	2401.91	2402.46	16744.0
2016-12-06 09:00:00	ES	Futures	2402.73	2403.55	2401.1	2401.1	14732.0
2016-12-06 09:30:00	ES	Futures	2401.1	2401.64	2395.66	2396.47	194298.0
2016-12-06 10:00:00	ES	Futures	2396.74	2399.19	2395.11	2395.38	140679.0
2016-12-06 10:30:00	ES	Futures	2395.11	2400.28	2395.11	2399.19	124027.0
2016-12-06 11:00:00	ES	Futures	2399.19	2400.01	2397.02	2399.19	87742.0
2016-12-06 11:30:00	ES	Futures	2399.19	2400.01	2397.02	2399.74	65416.0
2016-12-06 12:00:00	ES	Futures	2400.01	2402.46	2399.19	2402.19	74535.0
2016-12-06 12:30:00	ES	Futures	2402.19	2403.55	2401.37	2402.46	65518.0
2016-12-06 13:00:00	ES	Futures	2402.46	2403.82	2401.64	2401.91	49005.0
2016-12-06 13:30:00	ES	Futures	2401.91	2403.82	2400.83	2403.27	49031.0
2016-12-06 14:00:00	ES	Futures	2403.27	2404.63	2402.46	2403.82	45563.0
2016-12-06 14:30:00	ES	Futures	2403.82	2405.18	2403.27	2405.18	37820.0
2016-12-06 15:00:00	ES	Futures	2404.91	2405.72	2402.19	2402.46	64935.0
2016-12-06 15:30:00	ES	Futures	2402.73	2407.35	2402.46	2406.54	174537.0
2016-12-06 16:00:00	ES	Futures	2406.54	2407.08	2404.63	2405.72	78715.0
2016-12-06 16:30:00	ES	Futures	2405.45	2406.81	2405.45	2406.81	5434.0
2016-12-06 18:00:00	ES	Futures	2406.54	2406.81	2405.99	2406.27	2905.0
2016-12-06 18:30:00	ES	Futures	2406.27	2406.54	2405.45	2405.99	1582.0
2016-12-06 19:00:00	ES	Futures	2405.99	2405.99	2404.91	2405.72	2826.0
2016-12-06 19:30:00	ES	Futures	2405.72	2406.81	2405.45	2406.54	2347.0
2016-12-06 20:00:00	ES	Futures	2406.54	2406.81	2405.99	2405.99	2375.0
2016-12-06 20:30:00	ES	Futures	2405.99	2406.27	2404.36	2404.63	2313.0
2016-12-06 21:00:00	ES	Futures	2404.36	2404.63	2403.82	2404.36	2061.0
2016-12-06 21:30:00	ES	Futures	2404.09	2404.36	2403.55	2404.09	1357.0
2016-12-06 22:00:00	ES	Futures	2404.09	2405.18	2403.82	2404.91	1509.0
2016-12-06 22:30:00	ES	Futures	2404.91	2405.45	2404.36	2404.91	1148.0
2016-12-06 23:00:00	ES	Futures	2404.91	2405.45	2404.63	2404.91	1466.0
2016-12-06 23:30:00	ES	Futures	2404.63	2405.45	2404.63	2405.45	730.0
2016-12-06 00:00:00	NQ	Futures	5702.37	5704.46	5702.08	5703.27	240.0
2016-12-06 00:30:00	NQ	Futures	5703.57	5704.76	5702.37	5704.76	116.0
2016-12-06 01:00:00	NQ	Futures	5704.46	5705.36	5703.87	5704.46	233.0
2016-12-06 01:30:00	NQ	Futures	5704.46	5705.95	5704.16	5705.36	239.0

> showing 50 of 3,025 rows — these rows as CSV

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