PREVIEW / futures_30min / 2016-12-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-09.parquet
  size:    71 KB
  rows:    2,469

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
2016-12-09 00:00:00	ES	Futures	2446.26	2446.81	2445.99	2446.81	481.0
2016-12-09 00:30:00	ES	Futures	2446.53	2446.81	2445.99	2446.81	640.0
2016-12-09 01:00:00	ES	Futures	2446.53	2446.81	2445.17	2446.26	1129.0
2016-12-09 01:30:00	ES	Futures	2446.26	2446.26	2444.9	2444.9	920.0
2016-12-09 02:00:00	ES	Futures	2445.17	2445.45	2443.54	2443.54	2802.0
2016-12-09 02:30:00	ES	Futures	2443.54	2444.36	2443.54	2443.81	1639.0
2016-12-09 03:00:00	ES	Futures	2444.09	2445.99	2443.27	2444.63	6786.0
2016-12-09 03:30:00	ES	Futures	2444.9	2445.72	2443.54	2443.81	2976.0
2016-12-09 04:00:00	ES	Futures	2444.09	2445.72	2443.27	2445.17	2898.0
2016-12-09 04:30:00	ES	Futures	2445.45	2445.72	2443.27	2443.81	3368.0
2016-12-09 05:00:00	ES	Futures	2444.09	2445.17	2443.81	2444.36	1607.0
2016-12-09 05:30:00	ES	Futures	2444.36	2445.99	2444.36	2445.72	2486.0
2016-12-09 06:00:00	ES	Futures	2445.72	2446.53	2445.17	2446.26	2029.0
2016-12-09 06:30:00	ES	Futures	2446.26	2447.35	2445.99	2447.08	2709.0
2016-12-09 07:00:00	ES	Futures	2447.35	2447.62	2446.81	2447.08	3630.0
2016-12-09 07:30:00	ES	Futures	2447.35	2447.62	2446.26	2447.62	4530.0
2016-12-09 08:00:00	ES	Futures	2447.62	2447.89	2445.45	2445.72	6132.0
2016-12-09 08:30:00	ES	Futures	2445.72	2449.26	2445.72	2448.71	11494.0
2016-12-09 09:00:00	ES	Futures	2448.71	2449.53	2446.81	2447.08	11851.0
2016-12-09 09:30:00	ES	Futures	2447.08	2451.7	2446.26	2450.62	57652.0
2016-12-09 10:00:00	ES	Futures	2450.62	2451.16	2447.35	2449.8	34251.0
2016-12-09 10:30:00	ES	Futures	2450.07	2453.61	2449.8	2451.16	28581.0
2016-12-09 11:00:00	ES	Futures	2451.16	2452.52	2449.26	2450.07	28771.0
2016-12-09 11:30:00	ES	Futures	2450.07	2452.25	2448.98	2450.62	24760.0
2016-12-09 12:00:00	ES	Futures	2450.62	2451.7	2449.8	2451.43	14368.0
2016-12-09 12:30:00	ES	Futures	2451.7	2453.06	2451.16	2451.7	17098.0
2016-12-09 13:00:00	ES	Futures	2451.98	2452.52	2450.34	2451.43	13101.0
2016-12-09 13:30:00	ES	Futures	2451.7	2453.34	2451.16	2452.79	13614.0
2016-12-09 14:00:00	ES	Futures	2452.52	2454.15	2452.25	2452.52	16512.0
2016-12-09 14:30:00	ES	Futures	2452.52	2454.42	2451.98	2454.42	17281.0
2016-12-09 15:00:00	ES	Futures	2454.42	2459.05	2453.88	2458.23	38489.0
2016-12-09 15:30:00	ES	Futures	2458.23	2459.32	2456.6	2459.05	50148.0
2016-12-09 16:00:00	ES	Futures	2459.05	2460.41	2458.51	2459.32	39841.0
2016-12-09 16:30:00	ES	Futures	2459.32	2460.95	2459.32	2460.41	4508.0
2016-12-09 17:00:00	ES	Futures	2460.68	2460.68	2460.68	2460.68	5.0
2016-12-09 00:00:00	NQ	Futures	5803.51	5804.4	5802.61	5803.51	41.0
2016-12-09 00:30:00	NQ	Futures	5803.81	5804.4	5802.02	5804.4	65.0
2016-12-09 01:00:00	NQ	Futures	5803.81	5803.81	5801.42	5803.21	76.0
2016-12-09 01:30:00	NQ	Futures	5803.51	5803.51	5799.33	5799.93	72.0
2016-12-09 02:00:00	NQ	Futures	5799.93	5801.42	5793.66	5793.66	358.0
2016-12-09 02:30:00	NQ	Futures	5793.96	5796.05	5793.96	5795.16	243.0
2016-12-09 03:00:00	NQ	Futures	5795.16	5799.03	5790.68	5795.45	902.0
2016-12-09 03:30:00	NQ	Futures	5796.05	5797.54	5792.77	5795.16	174.0
2016-12-09 04:00:00	NQ	Futures	5794.56	5800.82	5793.07	5799.03	385.0
2016-12-09 04:30:00	NQ	Futures	5799.63	5801.42	5795.45	5797.84	278.0
2016-12-09 05:00:00	NQ	Futures	5797.84	5801.12	5797.54	5799.93	140.0
2016-12-09 05:30:00	NQ	Futures	5799.93	5808.88	5799.33	5807.39	872.0
2016-12-09 06:00:00	NQ	Futures	5807.39	5810.07	5806.79	5809.18	534.0
2016-12-09 06:30:00	NQ	Futures	5809.18	5811.56	5807.98	5810.97	679.0
2016-12-09 07:00:00	NQ	Futures	5811.27	5811.27	5809.18	5810.67	594.0

> showing 50 of 2,469 rows — these rows as CSV

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