PREVIEW / futures_30min / 2016-12-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-14.parquet
  size:    86 KB
  rows:    3,068

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
2016-12-14 00:00:00	ES	Futures	2474.01	2474.29	2473.74	2474.01	1132.0
2016-12-14 00:30:00	ES	Futures	2474.01	2474.01	2472.92	2472.92	936.0
2016-12-14 01:00:00	ES	Futures	2473.2	2473.47	2472.65	2472.92	1548.0
2016-12-14 01:30:00	ES	Futures	2472.92	2473.2	2472.65	2472.92	605.0
2016-12-14 02:00:00	ES	Futures	2473.2	2473.2	2471.56	2471.83	2853.0
2016-12-14 02:30:00	ES	Futures	2472.1	2472.1	2471.29	2471.83	2206.0
2016-12-14 03:00:00	ES	Futures	2471.83	2474.01	2471.29	2473.74	10361.0
2016-12-14 03:30:00	ES	Futures	2474.01	2474.83	2472.38	2473.74	5218.0
2016-12-14 04:00:00	ES	Futures	2474.01	2475.11	2473.2	2474.29	4548.0
2016-12-14 04:30:00	ES	Futures	2474.56	2475.38	2472.92	2473.2	4062.0
2016-12-14 05:00:00	ES	Futures	2473.2	2473.74	2472.38	2472.92	3174.0
2016-12-14 05:30:00	ES	Futures	2472.92	2474.56	2472.92	2473.74	2742.0
2016-12-14 06:00:00	ES	Futures	2474.01	2474.01	2471.56	2471.83	6120.0
2016-12-14 06:30:00	ES	Futures	2472.1	2474.56	2471.83	2474.56	3837.0
2016-12-14 07:00:00	ES	Futures	2474.29	2475.38	2474.01	2474.29	3948.0
2016-12-14 07:30:00	ES	Futures	2474.29	2474.56	2473.2	2474.01	5563.0
2016-12-14 08:00:00	ES	Futures	2474.01	2474.01	2471.56	2472.1	6564.0
2016-12-14 08:30:00	ES	Futures	2471.83	2472.92	2470.2	2471.83	15803.0
2016-12-14 09:00:00	ES	Futures	2471.56	2472.1	2468.83	2469.65	21341.0
2016-12-14 09:30:00	ES	Futures	2469.65	2474.29	2469.38	2471.29	124517.0
2016-12-14 10:00:00	ES	Futures	2471.29	2471.56	2467.47	2470.2	108729.0
2016-12-14 10:30:00	ES	Futures	2470.2	2472.1	2468.01	2469.92	112013.0
2016-12-14 11:00:00	ES	Futures	2469.92	2470.74	2467.74	2469.65	59301.0
2016-12-14 11:30:00	ES	Futures	2469.92	2469.92	2466.1	2468.01	76061.0
2016-12-14 12:00:00	ES	Futures	2468.29	2471.56	2468.01	2471.01	46641.0
2016-12-14 12:30:00	ES	Futures	2471.01	2472.92	2470.74	2472.65	36300.0
2016-12-14 13:00:00	ES	Futures	2472.38	2474.01	2471.56	2473.74	52810.0
2016-12-14 13:30:00	ES	Futures	2474.01	2475.65	2472.65	2475.11	48909.0
2016-12-14 14:00:00	ES	Futures	2474.56	2479.47	2457.1	2458.47	250033.0
2016-12-14 14:30:00	ES	Futures	2458.47	2468.29	2457.38	2457.92	170182.0
2016-12-14 15:00:00	ES	Futures	2457.92	2462.56	2447.28	2454.92	203254.0
2016-12-14 15:30:00	ES	Futures	2454.65	2465.83	2449.74	2453.56	285617.0
2016-12-14 16:00:00	ES	Futures	2453.56	2458.19	2453.28	2457.1	92698.0
2016-12-14 16:30:00	ES	Futures	2456.83	2458.47	2456.56	2457.1	8789.0
2016-12-14 18:00:00	ES	Futures	2456.83	2457.1	2454.1	2454.37	4330.0
2016-12-14 18:30:00	ES	Futures	2454.37	2457.92	2452.74	2457.65	4322.0
2016-12-14 19:00:00	ES	Futures	2457.65	2462.01	2457.38	2458.47	8396.0
2016-12-14 19:30:00	ES	Futures	2458.47	2460.1	2457.65	2458.47	4077.0
2016-12-14 20:00:00	ES	Futures	2458.74	2459.28	2456.56	2458.47	4511.0
2016-12-14 20:30:00	ES	Futures	2458.47	2460.38	2458.19	2460.1	3029.0
2016-12-14 21:00:00	ES	Futures	2459.83	2460.1	2456.83	2457.38	3011.0
2016-12-14 21:30:00	ES	Futures	2457.1	2458.47	2456.28	2457.65	2819.0
2016-12-14 22:00:00	ES	Futures	2457.38	2459.01	2457.38	2458.74	1569.0
2016-12-14 22:30:00	ES	Futures	2459.01	2460.65	2458.74	2460.38	3064.0
2016-12-14 23:00:00	ES	Futures	2460.38	2462.56	2460.1	2461.47	4018.0
2016-12-14 23:30:00	ES	Futures	2461.74	2461.74	2460.38	2460.92	1865.0
2016-12-14 00:00:00	NQ	Futures	5898.08	5898.38	5895.1	5895.99	188.0
2016-12-14 00:30:00	NQ	Futures	5896.59	5896.59	5893.61	5894.2	204.0
2016-12-14 01:00:00	NQ	Futures	5894.2	5895.1	5893.61	5894.2	132.0
2016-12-14 01:30:00	NQ	Futures	5894.2	5895.4	5893.9	5895.4	74.0

> showing 50 of 3,068 rows — these rows as CSV

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