PREVIEW / futures_30min / 2016-12-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-07.parquet
  size:    84 KB
  rows:    2,978

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
2016-12-07 00:00:00	ES	Futures	2405.18	2405.45	2404.91	2405.18	733.0
2016-12-07 00:30:00	ES	Futures	2404.91	2406.54	2404.91	2406.27	1324.0
2016-12-07 01:00:00	ES	Futures	2406.27	2406.81	2405.99	2406.54	1257.0
2016-12-07 01:30:00	ES	Futures	2406.27	2407.35	2405.99	2407.08	1681.0
2016-12-07 02:00:00	ES	Futures	2407.08	2407.35	2405.72	2407.08	3862.0
2016-12-07 02:30:00	ES	Futures	2407.08	2408.44	2406.81	2407.9	5992.0
2016-12-07 03:00:00	ES	Futures	2407.9	2408.17	2404.91	2405.72	14514.0
2016-12-07 03:30:00	ES	Futures	2405.99	2407.35	2405.72	2406.81	8844.0
2016-12-07 04:00:00	ES	Futures	2406.81	2407.63	2405.72	2406.54	7941.0
2016-12-07 04:30:00	ES	Futures	2406.54	2408.17	2405.99	2406.27	5546.0
2016-12-07 05:00:00	ES	Futures	2406.54	2407.35	2406.27	2406.81	4071.0
2016-12-07 05:30:00	ES	Futures	2406.81	2406.81	2405.99	2405.99	4171.0
2016-12-07 06:00:00	ES	Futures	2405.99	2406.81	2405.45	2406.27	4438.0
2016-12-07 06:30:00	ES	Futures	2406.54	2406.54	2405.45	2405.99	3351.0
2016-12-07 07:00:00	ES	Futures	2405.99	2406.27	2404.63	2404.91	7522.0
2016-12-07 07:30:00	ES	Futures	2404.91	2405.18	2404.09	2404.91	4157.0
2016-12-07 08:00:00	ES	Futures	2404.91	2404.91	2401.64	2402.46	17648.0
2016-12-07 08:30:00	ES	Futures	2402.19	2404.09	2402.19	2404.09	17036.0
2016-12-07 09:00:00	ES	Futures	2404.09	2404.91	2403.55	2404.63	19543.0
2016-12-07 09:30:00	ES	Futures	2404.63	2405.72	2402.73	2403.27	136129.0
2016-12-07 10:00:00	ES	Futures	2403.27	2408.44	2403.0	2408.17	123268.0
2016-12-07 10:30:00	ES	Futures	2408.17	2409.26	2405.72	2408.72	112416.0
2016-12-07 11:00:00	ES	Futures	2408.72	2409.26	2407.35	2407.9	77766.0
2016-12-07 11:30:00	ES	Futures	2408.17	2413.34	2407.9	2413.07	107789.0
2016-12-07 12:00:00	ES	Futures	2413.07	2414.43	2411.98	2413.61	89392.0
2016-12-07 12:30:00	ES	Futures	2413.34	2418.24	2413.07	2417.97	74813.0
2016-12-07 13:00:00	ES	Futures	2418.24	2425.86	2417.69	2423.68	208049.0
2016-12-07 13:30:00	ES	Futures	2423.68	2431.57	2422.86	2430.75	209635.0
2016-12-07 14:00:00	ES	Futures	2430.75	2432.39	2428.31	2429.39	174420.0
2016-12-07 14:30:00	ES	Futures	2429.67	2432.93	2428.85	2431.84	81365.0
2016-12-07 15:00:00	ES	Futures	2431.57	2437.28	2429.39	2435.92	145082.0
2016-12-07 15:30:00	ES	Futures	2435.92	2439.19	2433.47	2437.56	272719.0
2016-12-07 16:00:00	ES	Futures	2437.83	2438.1	2433.2	2434.02	118308.0
2016-12-07 16:30:00	ES	Futures	2434.29	2435.65	2432.66	2434.02	17437.0
2016-12-07 18:00:00	ES	Futures	2434.02	2434.02	2432.11	2433.47	7290.0
2016-12-07 18:30:00	ES	Futures	2433.2	2434.83	2433.2	2434.29	3590.0
2016-12-07 19:00:00	ES	Futures	2434.29	2435.92	2434.29	2435.11	4159.0
2016-12-07 19:30:00	ES	Futures	2435.11	2435.92	2434.29	2435.11	1977.0
2016-12-07 20:00:00	ES	Futures	2435.38	2435.38	2434.29	2435.11	2687.0
2016-12-07 20:30:00	ES	Futures	2435.38	2435.38	2434.29	2435.38	1861.0
2016-12-07 21:00:00	ES	Futures	2435.38	2435.38	2434.29	2435.11	1923.0
2016-12-07 21:30:00	ES	Futures	2435.11	2437.28	2434.56	2436.2	3150.0
2016-12-07 22:00:00	ES	Futures	2436.47	2436.47	2435.11	2435.38	1441.0
2016-12-07 22:30:00	ES	Futures	2435.11	2435.65	2434.02	2435.11	2513.0
2016-12-07 23:00:00	ES	Futures	2435.38	2435.92	2434.83	2435.65	1196.0
2016-12-07 23:30:00	ES	Futures	2435.65	2436.47	2435.65	2435.92	923.0
2016-12-07 00:00:00	NQ	Futures	5711.92	5713.41	5711.92	5712.52	64.0
2016-12-07 00:30:00	NQ	Futures	5712.52	5716.1	5712.52	5715.2	114.0
2016-12-07 01:00:00	NQ	Futures	5715.2	5716.69	5715.2	5716.69	115.0
2016-12-07 01:30:00	NQ	Futures	5716.99	5718.78	5716.4	5717.89	197.0

> showing 50 of 2,978 rows — these rows as CSV

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