PREVIEW / futures_30min / 2016-12-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-16.parquet
  size:    72 KB
  rows:    2,503

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
2016-12-16 00:00:00	ES	Futures	2465.29	2465.56	2464.47	2465.01	941.0
2016-12-16 00:30:00	ES	Futures	2464.74	2466.1	2464.74	2465.56	1744.0
2016-12-16 01:00:00	ES	Futures	2465.83	2466.1	2465.29	2465.83	914.0
2016-12-16 01:30:00	ES	Futures	2465.83	2466.1	2465.29	2465.56	553.0
2016-12-16 02:00:00	ES	Futures	2465.56	2465.83	2464.74	2465.29	1789.0
2016-12-16 02:30:00	ES	Futures	2465.56	2465.56	2463.65	2465.01	3563.0
2016-12-16 03:00:00	ES	Futures	2465.01	2466.65	2462.29	2462.83	10133.0
2016-12-16 03:30:00	ES	Futures	2462.56	2464.19	2462.01	2464.19	6240.0
2016-12-16 04:00:00	ES	Futures	2464.19	2464.47	2463.65	2463.65	2882.0
2016-12-16 04:30:00	ES	Futures	2463.65	2463.65	2462.29	2462.83	4509.0
2016-12-16 05:00:00	ES	Futures	2462.83	2463.92	2462.56	2463.38	3083.0
2016-12-16 05:30:00	ES	Futures	2463.65	2468.29	2463.38	2467.74	12094.0
2016-12-16 06:00:00	ES	Futures	2468.01	2468.29	2466.38	2467.47	5126.0
2016-12-16 06:30:00	ES	Futures	2467.47	2469.92	2466.38	2468.01	11318.0
2016-12-16 07:00:00	ES	Futures	2468.01	2469.65	2467.2	2468.56	7984.0
2016-12-16 07:30:00	ES	Futures	2468.56	2469.92	2468.29	2468.56	6649.0
2016-12-16 08:00:00	ES	Futures	2468.56	2469.1	2468.01	2468.56	7213.0
2016-12-16 08:30:00	ES	Futures	2468.29	2470.2	2467.74	2468.01	18801.0
2016-12-16 09:00:00	ES	Futures	2468.29	2468.29	2465.56	2467.47	54128.0
2016-12-16 09:30:00	ES	Futures	2467.47	2468.83	2462.83	2465.29	171890.0
2016-12-16 10:00:00	ES	Futures	2465.29	2466.1	2462.83	2464.74	67437.0
2016-12-16 10:30:00	ES	Futures	2464.74	2468.01	2462.01	2466.1	84737.0
2016-12-16 11:00:00	ES	Futures	2465.83	2466.1	2457.38	2457.65	123533.0
2016-12-16 11:30:00	ES	Futures	2457.65	2464.19	2457.1	2463.38	81073.0
2016-12-16 12:00:00	ES	Futures	2463.65	2464.47	2459.56	2460.92	48405.0
2016-12-16 12:30:00	ES	Futures	2460.92	2462.01	2457.1	2458.47	53787.0
2016-12-16 13:00:00	ES	Futures	2458.74	2459.01	2454.37	2455.47	63471.0
2016-12-16 13:30:00	ES	Futures	2455.47	2458.19	2455.47	2457.1	34310.0
2016-12-16 14:00:00	ES	Futures	2457.38	2459.83	2455.47	2457.1	50238.0
2016-12-16 14:30:00	ES	Futures	2456.83	2460.38	2456.28	2458.74	42830.0
2016-12-16 15:00:00	ES	Futures	2458.74	2459.83	2454.65	2456.83	67759.0
2016-12-16 15:30:00	ES	Futures	2456.83	2459.56	2454.37	2459.28	209487.0
2016-12-16 16:00:00	ES	Futures	2459.28	2461.19	2458.47	2460.65	82119.0
2016-12-16 16:30:00	ES	Futures	2460.1	2461.47	2458.47	2461.19	16194.0
2016-12-16 00:00:00	NQ	Futures	5892.41	5893.31	5890.32	5890.92	186.0
2016-12-16 00:30:00	NQ	Futures	5890.92	5893.01	5890.62	5891.82	148.0
2016-12-16 01:00:00	NQ	Futures	5891.52	5892.41	5890.62	5892.11	117.0
2016-12-16 01:30:00	NQ	Futures	5892.11	5893.31	5890.92	5891.22	128.0
2016-12-16 02:00:00	NQ	Futures	5891.22	5892.41	5890.32	5891.52	250.0
2016-12-16 02:30:00	NQ	Futures	5891.82	5892.71	5887.04	5890.03	357.0
2016-12-16 03:00:00	NQ	Futures	5890.32	5893.9	5884.06	5885.55	1598.0
2016-12-16 03:30:00	NQ	Futures	5885.55	5888.83	5884.36	5888.54	685.0
2016-12-16 04:00:00	NQ	Futures	5888.54	5889.43	5886.15	5886.45	353.0
2016-12-16 04:30:00	NQ	Futures	5886.45	5887.04	5883.76	5884.96	624.0
2016-12-16 05:00:00	NQ	Futures	5884.96	5887.94	5884.36	5887.94	369.0
2016-12-16 05:30:00	NQ	Futures	5887.64	5898.08	5887.64	5895.69	1868.0
2016-12-16 06:00:00	NQ	Futures	5895.69	5896.89	5892.41	5895.4	677.0
2016-12-16 06:30:00	NQ	Futures	5895.1	5899.57	5892.41	5895.4	1213.0
2016-12-16 07:00:00	NQ	Futures	5895.69	5900.17	5893.61	5898.68	1087.0
2016-12-16 07:30:00	NQ	Futures	5898.38	5901.66	5897.19	5898.68	880.0

> showing 50 of 2,503 rows — these rows as CSV

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