PREVIEW / futures_30min / 2016-12-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-19.parquet
  size:    80 KB
  rows:    3,008

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
2016-12-19 00:00:00	ES	Futures	2464.47	2465.56	2464.19	2465.56	1046.0
2016-12-19 00:30:00	ES	Futures	2465.29	2466.38	2465.29	2466.1	1103.0
2016-12-19 01:00:00	ES	Futures	2465.83	2466.65	2465.56	2466.65	1155.0
2016-12-19 01:30:00	ES	Futures	2466.65	2466.65	2465.56	2465.83	1202.0
2016-12-19 02:00:00	ES	Futures	2465.83	2466.1	2465.01	2465.83	1827.0
2016-12-19 02:30:00	ES	Futures	2465.83	2466.1	2464.47	2464.47	2134.0
2016-12-19 03:00:00	ES	Futures	2464.74	2465.01	2462.83	2464.47	7178.0
2016-12-19 03:30:00	ES	Futures	2464.47	2465.29	2463.1	2464.47	4645.0
2016-12-19 04:00:00	ES	Futures	2464.74	2464.74	2462.56	2463.92	3931.0
2016-12-19 04:30:00	ES	Futures	2464.19	2464.47	2463.38	2463.65	2093.0
2016-12-19 05:00:00	ES	Futures	2463.65	2464.47	2463.1	2464.47	2373.0
2016-12-19 05:30:00	ES	Futures	2464.47	2465.29	2463.92	2464.74	2226.0
2016-12-19 06:00:00	ES	Futures	2464.74	2464.74	2463.38	2463.38	2446.0
2016-12-19 06:30:00	ES	Futures	2463.65	2463.92	2463.1	2463.1	2679.0
2016-12-19 07:00:00	ES	Futures	2463.1	2463.65	2462.56	2463.1	2167.0
2016-12-19 07:30:00	ES	Futures	2463.1	2464.19	2462.83	2463.38	2130.0
2016-12-19 08:00:00	ES	Futures	2463.65	2463.92	2462.01	2462.56	7068.0
2016-12-19 08:30:00	ES	Futures	2462.56	2463.1	2461.47	2462.01	8754.0
2016-12-19 09:00:00	ES	Futures	2462.29	2462.83	2461.19	2461.47	10502.0
2016-12-19 09:30:00	ES	Futures	2461.47	2466.92	2459.28	2464.47	151658.0
2016-12-19 10:00:00	ES	Futures	2464.19	2466.38	2463.1	2464.47	64916.0
2016-12-19 10:30:00	ES	Futures	2464.47	2468.83	2464.19	2467.74	80210.0
2016-12-19 11:00:00	ES	Futures	2468.01	2469.92	2463.65	2465.01	84135.0
2016-12-19 11:30:00	ES	Futures	2464.74	2465.83	2462.01	2462.01	52360.0
2016-12-19 12:00:00	ES	Futures	2462.01	2465.56	2461.47	2465.01	37703.0
2016-12-19 12:30:00	ES	Futures	2465.01	2466.38	2464.19	2465.29	29033.0
2016-12-19 13:00:00	ES	Futures	2465.56	2466.1	2463.65	2466.1	26880.0
2016-12-19 13:30:00	ES	Futures	2465.83	2467.47	2463.65	2467.2	32648.0
2016-12-19 14:00:00	ES	Futures	2467.2	2468.56	2466.1	2466.92	38136.0
2016-12-19 14:30:00	ES	Futures	2467.2	2467.2	2462.83	2463.38	31511.0
2016-12-19 15:00:00	ES	Futures	2463.38	2464.19	2459.56	2462.29	58509.0
2016-12-19 15:30:00	ES	Futures	2462.29	2464.74	2461.47	2464.19	93392.0
2016-12-19 16:00:00	ES	Futures	2464.19	2466.38	2463.38	2465.83	44994.0
2016-12-19 16:30:00	ES	Futures	2465.83	2467.2	2465.29	2466.65	7173.0
2016-12-19 18:00:00	ES	Futures	2466.1	2468.01	2465.83	2467.74	3616.0
2016-12-19 18:30:00	ES	Futures	2467.47	2468.01	2466.38	2466.92	1289.0
2016-12-19 19:00:00	ES	Futures	2466.92	2468.01	2466.38	2466.92	2152.0
2016-12-19 19:30:00	ES	Futures	2466.65	2467.2	2465.83	2467.2	1067.0
2016-12-19 20:00:00	ES	Futures	2466.92	2467.2	2466.38	2466.92	887.0
2016-12-19 20:30:00	ES	Futures	2467.2	2467.74	2466.92	2467.74	778.0
2016-12-19 21:00:00	ES	Futures	2467.74	2467.74	2466.38	2466.92	813.0
2016-12-19 21:30:00	ES	Futures	2466.92	2466.92	2466.38	2466.65	959.0
2016-12-19 22:00:00	ES	Futures	2466.65	2467.74	2466.38	2467.2	808.0
2016-12-19 22:30:00	ES	Futures	2467.2	2467.2	2465.83	2466.38	608.0
2016-12-19 23:00:00	ES	Futures	2466.1	2467.74	2466.1	2467.2	1025.0
2016-12-19 23:30:00	ES	Futures	2467.2	2468.01	2466.92	2467.74	1030.0
2016-12-19 00:00:00	NQ	Futures	5871.53	5874.51	5870.93	5873.32	219.0
2016-12-19 00:30:00	NQ	Futures	5873.92	5875.41	5873.02	5874.81	251.0
2016-12-19 01:00:00	NQ	Futures	5874.51	5876.01	5873.62	5875.41	172.0
2016-12-19 01:30:00	NQ	Futures	5875.11	5875.41	5873.92	5874.81	131.0

> showing 50 of 3,008 rows — these rows as CSV

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