PREVIEW / futures_30min / 2016-12-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-15.parquet
  size:    89 KB
  rows:    3,080

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
2016-12-15 00:00:00	ES	Futures	2461.19	2461.74	2459.83	2460.65	1637.0
2016-12-15 00:30:00	ES	Futures	2460.65	2460.65	2459.28	2459.56	1887.0
2016-12-15 01:00:00	ES	Futures	2459.56	2460.65	2459.28	2459.56	2974.0
2016-12-15 01:30:00	ES	Futures	2459.56	2459.56	2458.19	2459.01	2219.0
2016-12-15 02:00:00	ES	Futures	2459.01	2461.19	2458.74	2459.56	2857.0
2016-12-15 02:30:00	ES	Futures	2459.83	2460.92	2456.56	2460.38	7972.0
2016-12-15 03:00:00	ES	Futures	2460.38	2462.29	2458.19	2458.74	14983.0
2016-12-15 03:30:00	ES	Futures	2458.47	2459.01	2455.47	2457.65	10751.0
2016-12-15 04:00:00	ES	Futures	2457.92	2459.83	2456.83	2459.28	7501.0
2016-12-15 04:30:00	ES	Futures	2459.01	2459.28	2456.28	2456.83	7725.0
2016-12-15 05:00:00	ES	Futures	2456.83	2462.29	2456.56	2461.47	16071.0
2016-12-15 05:30:00	ES	Futures	2461.47	2462.56	2460.38	2462.56	8032.0
2016-12-15 06:00:00	ES	Futures	2462.29	2463.38	2461.47	2462.01	8591.0
2016-12-15 06:30:00	ES	Futures	2462.01	2462.29	2456.28	2456.83	11822.0
2016-12-15 07:00:00	ES	Futures	2456.83	2457.38	2454.65	2455.47	10582.0
2016-12-15 07:30:00	ES	Futures	2455.19	2457.92	2454.92	2455.47	10700.0
2016-12-15 08:00:00	ES	Futures	2455.47	2455.47	2451.92	2453.83	26485.0
2016-12-15 08:30:00	ES	Futures	2454.1	2458.47	2453.56	2457.38	21247.0
2016-12-15 09:00:00	ES	Futures	2457.38	2460.1	2455.47	2456.01	29725.0
2016-12-15 09:30:00	ES	Futures	2456.01	2467.47	2454.1	2466.65	233869.0
2016-12-15 10:00:00	ES	Futures	2466.65	2470.47	2464.47	2465.83	173794.0
2016-12-15 10:30:00	ES	Futures	2465.83	2469.92	2465.56	2468.01	109311.0
2016-12-15 11:00:00	ES	Futures	2467.74	2474.29	2467.47	2470.2	111510.0
2016-12-15 11:30:00	ES	Futures	2469.92	2472.1	2467.2	2469.38	69964.0
2016-12-15 12:00:00	ES	Futures	2469.65	2470.47	2466.1	2468.83	66231.0
2016-12-15 12:30:00	ES	Futures	2468.83	2469.65	2465.01	2467.74	64118.0
2016-12-15 13:00:00	ES	Futures	2467.74	2470.47	2466.65	2468.29	48032.0
2016-12-15 13:30:00	ES	Futures	2468.29	2469.1	2457.92	2459.56	100359.0
2016-12-15 14:00:00	ES	Futures	2459.56	2463.92	2458.19	2463.92	70742.0
2016-12-15 14:30:00	ES	Futures	2463.65	2465.83	2462.83	2463.1	73712.0
2016-12-15 15:00:00	ES	Futures	2463.38	2465.01	2461.74	2462.01	67103.0
2016-12-15 15:30:00	ES	Futures	2462.29	2465.83	2461.19	2462.83	180190.0
2016-12-15 16:00:00	ES	Futures	2462.83	2465.56	2462.29	2464.19	78815.0
2016-12-15 16:30:00	ES	Futures	2464.19	2466.1	2463.65	2465.56	7281.0
2016-12-15 18:00:00	ES	Futures	2465.29	2466.65	2464.19	2466.65	3662.0
2016-12-15 18:30:00	ES	Futures	2466.38	2467.2	2465.56	2465.83	1966.0
2016-12-15 19:00:00	ES	Futures	2465.56	2466.38	2464.74	2465.29	2418.0
2016-12-15 19:30:00	ES	Futures	2465.29	2465.56	2463.65	2463.92	2467.0
2016-12-15 20:00:00	ES	Futures	2463.65	2465.01	2463.38	2464.74	2559.0
2016-12-15 20:30:00	ES	Futures	2464.74	2465.56	2464.19	2465.01	1420.0
2016-12-15 21:00:00	ES	Futures	2465.01	2466.1	2464.74	2466.1	1566.0
2016-12-15 21:30:00	ES	Futures	2465.83	2466.1	2465.29	2466.1	1178.0
2016-12-15 22:00:00	ES	Futures	2465.83	2465.83	2465.29	2465.56	628.0
2016-12-15 22:30:00	ES	Futures	2465.56	2465.56	2464.74	2465.01	771.0
2016-12-15 23:00:00	ES	Futures	2465.29	2465.29	2464.47	2465.01	863.0
2016-12-15 23:30:00	ES	Futures	2465.01	2465.56	2464.19	2465.29	1904.0
2016-12-15 00:00:00	NQ	Futures	5891.22	5892.41	5888.54	5890.32	217.0
2016-12-15 00:30:00	NQ	Futures	5890.03	5890.32	5886.75	5887.64	199.0
2016-12-15 01:00:00	NQ	Futures	5887.34	5890.03	5887.04	5887.94	186.0
2016-12-15 01:30:00	NQ	Futures	5887.64	5887.64	5883.76	5885.25	353.0

> showing 50 of 3,080 rows — these rows as CSV

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