PREVIEW / futures_30min / 2016-12-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-12.parquet
  size:    79 KB
  rows:    2,885

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
2016-12-12 00:00:00	ES	Futures	2460.95	2461.23	2459.05	2460.68	908.0
2016-12-12 00:30:00	ES	Futures	2460.68	2460.95	2459.05	2459.32	746.0
2016-12-12 01:00:00	ES	Futures	2459.05	2460.41	2459.05	2459.87	982.0
2016-12-12 01:30:00	ES	Futures	2459.59	2460.14	2459.05	2459.05	1154.0
2016-12-12 02:00:00	ES	Futures	2459.05	2459.32	2455.79	2456.87	2772.0
2016-12-12 02:30:00	ES	Futures	2457.15	2459.05	2456.6	2457.15	2307.0
2016-12-12 03:00:00	ES	Futures	2457.42	2461.23	2457.15	2457.96	5471.0
2016-12-12 03:30:00	ES	Futures	2457.96	2460.41	2457.96	2458.23	3223.0
2016-12-12 04:00:00	ES	Futures	2458.23	2458.51	2454.7	2454.97	4600.0
2016-12-12 04:30:00	ES	Futures	2455.24	2457.15	2454.97	2456.6	3408.0
2016-12-12 05:00:00	ES	Futures	2456.6	2457.42	2455.24	2456.33	3060.0
2016-12-12 05:30:00	ES	Futures	2456.6	2458.51	2456.33	2457.42	2790.0
2016-12-12 06:00:00	ES	Futures	2457.42	2458.51	2456.87	2458.51	2314.0
2016-12-12 06:30:00	ES	Futures	2458.23	2459.59	2457.42	2459.59	2189.0
2016-12-12 07:00:00	ES	Futures	2459.59	2460.14	2458.78	2459.87	1611.0
2016-12-12 07:30:00	ES	Futures	2459.87	2460.68	2458.23	2458.23	1783.0
2016-12-12 08:00:00	ES	Futures	2458.51	2460.41	2458.23	2459.87	2534.0
2016-12-12 08:30:00	ES	Futures	2459.87	2459.87	2459.05	2459.59	4377.0
2016-12-12 09:00:00	ES	Futures	2459.59	2459.87	2457.42	2457.69	5770.0
2016-12-12 09:30:00	ES	Futures	2457.96	2462.86	2456.33	2462.86	36335.0
2016-12-12 10:00:00	ES	Futures	2462.86	2464.22	2456.06	2456.33	24903.0
2016-12-12 10:30:00	ES	Futures	2456.33	2459.05	2455.79	2457.42	16264.0
2016-12-12 11:00:00	ES	Futures	2457.69	2459.32	2456.6	2458.23	19274.0
2016-12-12 11:30:00	ES	Futures	2458.23	2459.05	2454.42	2455.51	18783.0
2016-12-12 12:00:00	ES	Futures	2455.51	2455.51	2451.16	2452.52	22107.0
2016-12-12 12:30:00	ES	Futures	2452.79	2454.97	2452.52	2453.61	15509.0
2016-12-12 13:00:00	ES	Futures	2453.61	2456.06	2453.34	2454.97	12335.0
2016-12-12 13:30:00	ES	Futures	2454.7	2454.97	2452.52	2453.34	12657.0
2016-12-12 14:00:00	ES	Futures	2453.06	2456.6	2452.79	2454.7	17113.0
2016-12-12 14:30:00	ES	Futures	2454.7	2455.24	2452.25	2453.34	10910.0
2016-12-12 15:00:00	ES	Futures	2453.34	2455.79	2453.06	2454.42	13375.0
2016-12-12 15:30:00	ES	Futures	2454.42	2457.15	2453.06	2456.33	32266.0
2016-12-12 16:00:00	ES	Futures	2456.33	2457.96	2454.7	2454.7	15320.0
2016-12-12 16:30:00	ES	Futures	2454.7	2455.79	2454.42	2455.24	2268.0
2016-12-12 18:00:00	ES	Futures	2455.24	2455.24	2452.25	2452.79	2964.0
2016-12-12 18:30:00	ES	Futures	2453.06	2453.88	2452.52	2453.34	878.0
2016-12-12 19:00:00	ES	Futures	2453.61	2455.24	2453.34	2455.24	683.0
2016-12-12 19:30:00	ES	Futures	2455.51	2456.6	2454.97	2455.79	1015.0
2016-12-12 20:00:00	ES	Futures	2455.79	2457.42	2454.7	2456.6	1112.0
2016-12-12 20:30:00	ES	Futures	2456.6	2457.69	2456.6	2456.87	896.0
2016-12-12 21:00:00	ES	Futures	2456.6	2457.15	2456.06	2457.15	991.0
2016-12-12 21:30:00	ES	Futures	2457.15	2457.15	2456.33	2456.33	390.0
2016-12-12 22:00:00	ES	Futures	2456.33	2456.6	2455.79	2456.06	327.0
2016-12-12 22:30:00	ES	Futures	2455.79	2456.87	2455.79	2456.6	216.0
2016-12-12 23:00:00	ES	Futures	2456.87	2456.87	2454.15	2454.42	710.0
2016-12-12 23:30:00	ES	Futures	2454.42	2454.7	2454.15	2454.42	263.0
2016-12-12 00:00:00	NQ	Futures	5823.8	5823.8	5819.92	5822.3	152.0
2016-12-12 00:30:00	NQ	Futures	5823.2	5823.8	5818.43	5819.32	86.0
2016-12-12 01:00:00	NQ	Futures	5819.92	5823.2	5819.92	5821.71	50.0
2016-12-12 01:30:00	NQ	Futures	5822.3	5823.8	5820.51	5820.51	76.0

> showing 50 of 2,885 rows — these rows as CSV

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