PREVIEW / futures_30min / 2016-12-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-21.parquet
  size:    77 KB
  rows:    2,993

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
2016-12-21 00:00:00	ES	Futures	2472.1	2472.65	2471.83	2472.65	874.0
2016-12-21 00:30:00	ES	Futures	2472.38	2472.65	2471.83	2472.38	604.0
2016-12-21 01:00:00	ES	Futures	2472.38	2472.65	2472.1	2472.38	547.0
2016-12-21 01:30:00	ES	Futures	2472.1	2472.38	2472.1	2472.38	458.0
2016-12-21 02:00:00	ES	Futures	2472.1	2473.47	2471.83	2473.2	1083.0
2016-12-21 02:30:00	ES	Futures	2473.2	2473.2	2471.56	2471.83	1958.0
2016-12-21 03:00:00	ES	Futures	2471.83	2474.01	2470.47	2473.47	7126.0
2016-12-21 03:30:00	ES	Futures	2473.74	2474.01	2472.1	2472.38	2609.0
2016-12-21 04:00:00	ES	Futures	2472.65	2473.74	2472.38	2472.92	1875.0
2016-12-21 04:30:00	ES	Futures	2472.92	2473.74	2472.1	2472.38	3260.0
2016-12-21 05:00:00	ES	Futures	2472.1	2473.2	2472.1	2472.38	1623.0
2016-12-21 05:30:00	ES	Futures	2472.38	2473.2	2472.38	2472.92	2127.0
2016-12-21 06:00:00	ES	Futures	2472.92	2473.2	2471.01	2471.29	3551.0
2016-12-21 06:30:00	ES	Futures	2471.29	2472.1	2470.47	2470.74	2443.0
2016-12-21 07:00:00	ES	Futures	2470.74	2471.56	2469.65	2470.2	5980.0
2016-12-21 07:30:00	ES	Futures	2470.2	2471.83	2469.92	2471.83	3698.0
2016-12-21 08:00:00	ES	Futures	2471.83	2472.1	2471.01	2471.56	4647.0
2016-12-21 08:30:00	ES	Futures	2471.56	2472.38	2471.01	2471.56	5795.0
2016-12-21 09:00:00	ES	Futures	2471.83	2473.2	2471.56	2472.38	11760.0
2016-12-21 09:30:00	ES	Futures	2472.1	2474.56	2470.2	2470.74	104375.0
2016-12-21 10:00:00	ES	Futures	2470.74	2472.1	2470.2	2470.47	48977.0
2016-12-21 10:30:00	ES	Futures	2470.74	2471.83	2469.38	2469.38	55098.0
2016-12-21 11:00:00	ES	Futures	2469.65	2471.01	2469.1	2470.47	26723.0
2016-12-21 11:30:00	ES	Futures	2470.47	2471.83	2470.2	2470.47	26958.0
2016-12-21 12:00:00	ES	Futures	2470.74	2471.83	2470.47	2471.56	16773.0
2016-12-21 12:30:00	ES	Futures	2471.56	2472.1	2471.01	2471.01	19126.0
2016-12-21 13:00:00	ES	Futures	2471.29	2471.83	2469.92	2470.47	18051.0
2016-12-21 13:30:00	ES	Futures	2470.74	2471.29	2469.92	2469.92	20135.0
2016-12-21 14:00:00	ES	Futures	2469.92	2471.56	2469.92	2470.74	17071.0
2016-12-21 14:30:00	ES	Futures	2470.74	2471.29	2470.2	2471.01	16385.0
2016-12-21 15:00:00	ES	Futures	2471.29	2471.56	2468.29	2468.83	39305.0
2016-12-21 15:30:00	ES	Futures	2468.83	2469.1	2466.1	2466.92	97155.0
2016-12-21 16:00:00	ES	Futures	2466.92	2467.74	2465.56	2466.38	58366.0
2016-12-21 16:30:00	ES	Futures	2465.83	2466.1	2463.65	2463.92	8611.0
2016-12-21 18:00:00	ES	Futures	2463.92	2465.01	2463.92	2465.01	2394.0
2016-12-21 18:30:00	ES	Futures	2465.01	2465.29	2464.47	2465.01	1192.0
2016-12-21 19:00:00	ES	Futures	2464.74	2465.29	2464.19	2464.19	1269.0
2016-12-21 19:30:00	ES	Futures	2464.19	2465.01	2463.92	2465.01	1419.0
2016-12-21 20:00:00	ES	Futures	2465.01	2465.83	2464.47	2465.56	1482.0
2016-12-21 20:30:00	ES	Futures	2465.56	2465.83	2465.01	2465.01	922.0
2016-12-21 21:00:00	ES	Futures	2465.01	2465.01	2463.65	2463.65	2041.0
2016-12-21 21:30:00	ES	Futures	2463.92	2463.92	2462.56	2463.1	1822.0
2016-12-21 22:00:00	ES	Futures	2463.38	2463.65	2462.56	2463.1	1477.0
2016-12-21 22:30:00	ES	Futures	2463.38	2463.65	2461.47	2462.01	2133.0
2016-12-21 23:00:00	ES	Futures	2462.01	2462.56	2461.74	2462.01	1394.0
2016-12-21 23:30:00	ES	Futures	2462.01	2462.56	2461.47	2462.01	2384.0
2016-12-21 00:00:00	NQ	Futures	5913.59	5915.68	5913.59	5914.79	194.0
2016-12-21 00:30:00	NQ	Futures	5914.49	5915.38	5913.59	5914.79	229.0
2016-12-21 01:00:00	NQ	Futures	5914.79	5915.68	5913.89	5913.89	130.0
2016-12-21 01:30:00	NQ	Futures	5914.19	5915.38	5913.89	5914.79	211.0

> showing 50 of 2,993 rows — these rows as CSV

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