PREVIEW / futures_30min / 2016-12-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-13.parquet
  size:    78 KB
  rows:    2,933

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
2016-12-13 00:00:00	ES	Futures	2454.7	2456.33	2454.42	2456.33	341.0
2016-12-13 00:30:00	ES	Futures	2456.33	2458.23	2455.79	2458.23	1166.0
2016-12-13 01:00:00	ES	Futures	2457.96	2459.05	2457.42	2457.96	997.0
2016-12-13 01:30:00	ES	Futures	2457.96	2457.96	2457.15	2457.15	231.0
2016-12-13 02:00:00	ES	Futures	2457.15	2458.23	2456.6	2457.15	1924.0
2016-12-13 02:30:00	ES	Futures	2457.15	2457.69	2456.6	2457.15	470.0
2016-12-13 03:00:00	ES	Futures	2457.42	2460.41	2456.87	2459.59	3150.0
2016-12-13 03:30:00	ES	Futures	2459.87	2461.5	2459.87	2461.23	1650.0
2016-12-13 04:00:00	ES	Futures	2461.23	2462.59	2460.41	2462.04	2341.0
2016-12-13 04:30:00	ES	Futures	2462.04	2462.04	2460.41	2461.5	1732.0
2016-12-13 05:00:00	ES	Futures	2462.04	2462.59	2460.95	2461.23	1468.0
2016-12-13 05:30:00	ES	Futures	2460.95	2462.59	2460.95	2462.31	1867.0
2016-12-13 06:00:00	ES	Futures	2462.59	2463.4	2462.31	2462.59	3995.0
2016-12-13 06:30:00	ES	Futures	2462.59	2463.4	2461.77	2461.77	1302.0
2016-12-13 07:00:00	ES	Futures	2461.77	2462.59	2460.95	2462.04	1384.0
2016-12-13 07:30:00	ES	Futures	2462.31	2465.04	2462.31	2464.49	3949.0
2016-12-13 08:00:00	ES	Futures	2464.49	2464.49	2462.86	2464.49	2539.0
2016-12-13 08:30:00	ES	Futures	2464.22	2464.49	2462.59	2463.95	3550.0
2016-12-13 09:00:00	ES	Futures	2463.95	2465.58	2463.4	2465.31	4034.0
2016-12-13 09:30:00	ES	Futures	2465.04	2474.01	2464.76	2470.75	47174.0
2016-12-13 10:00:00	ES	Futures	2471.02	2471.57	2467.21	2468.57	31390.0
2016-12-13 10:30:00	ES	Futures	2468.3	2469.39	2465.04	2468.57	17810.0
2016-12-13 11:00:00	ES	Futures	2468.84	2471.84	2467.21	2470.75	15137.0
2016-12-13 11:30:00	ES	Futures	2470.75	2472.65	2469.12	2472.11	14580.0
2016-12-13 12:00:00	ES	Futures	2471.84	2475.37	2471.84	2472.38	13195.0
2016-12-13 12:30:00	ES	Futures	2472.65	2474.83	2472.65	2473.47	7015.0
2016-12-13 13:00:00	ES	Futures	2473.47	2479.18	2473.2	2479.18	12450.0
2016-12-13 13:30:00	ES	Futures	2479.18	2479.46	2475.1	2476.46	14984.0
2016-12-13 14:00:00	ES	Futures	2476.19	2476.46	2471.84	2472.11	16122.0
2016-12-13 14:30:00	ES	Futures	2472.11	2475.37	2471.57	2473.47	10535.0
2016-12-13 15:00:00	ES	Futures	2473.2	2474.83	2471.84	2474.56	8446.0
2016-12-13 15:30:00	ES	Futures	2474.56	2476.46	2471.57	2472.38	25044.0
2016-12-13 16:00:00	ES	Futures	2472.38	2474.83	2471.57	2473.74	13274.0
2016-12-13 16:30:00	ES	Futures	2473.74	2474.29	2473.47	2474.29	1015.0
2016-12-13 18:00:00	ES	Futures	2474.01	2474.01	2473.2	2473.74	450.0
2016-12-13 18:30:00	ES	Futures	2473.47	2473.74	2472.93	2473.2	322.0
2016-12-13 19:00:00	ES	Futures	2473.47	2473.74	2472.11	2472.38	388.0
2016-12-13 19:30:00	ES	Futures	2472.38	2472.93	2472.11	2472.11	458.0
2016-12-13 20:00:00	ES	Futures	2472.11	2472.65	2471.29	2472.65	425.0
2016-12-13 20:30:00	ES	Futures	2472.65	2472.93	2472.11	2472.65	268.0
2016-12-13 21:00:00	ES	Futures	2472.65	2473.2	2472.65	2472.93	240.0
2016-12-13 21:30:00	ES	Futures	2473.2	2473.2	2472.38	2472.38	317.0
2016-12-13 22:00:00	ES	Futures	2472.38	2472.93	2471.57	2472.65	350.0
2016-12-13 22:30:00	ES	Futures	2472.65	2473.47	2472.38	2473.2	351.0
2016-12-13 23:00:00	ES	Futures	2473.2	2474.01	2473.2	2473.47	565.0
2016-12-13 23:30:00	ES	Futures	2473.47	2474.01	2473.2	2474.01	165.0
2016-12-13 00:00:00	NQ	Futures	5810.97	5815.14	5809.77	5815.14	153.0
2016-12-13 00:30:00	NQ	Futures	5815.14	5821.71	5814.55	5821.71	202.0
2016-12-13 01:00:00	NQ	Futures	5821.71	5823.8	5820.22	5821.41	81.0
2016-12-13 01:30:00	NQ	Futures	5821.11	5822.01	5819.02	5819.92	54.0

> showing 50 of 2,933 rows — these rows as CSV

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