PREVIEW / futures_30min / 2016-12-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-22.parquet
  size:    75 KB
  rows:    2,970

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
2016-12-22 00:00:00	ES	Futures	2462.01	2462.01	2460.92	2461.74	1427.0
2016-12-22 00:30:00	ES	Futures	2461.74	2463.38	2461.74	2463.38	1440.0
2016-12-22 01:00:00	ES	Futures	2463.38	2463.38	2462.56	2462.83	1161.0
2016-12-22 01:30:00	ES	Futures	2462.83	2463.1	2462.01	2462.29	996.0
2016-12-22 02:00:00	ES	Futures	2462.56	2463.38	2462.29	2463.1	1187.0
2016-12-22 02:30:00	ES	Futures	2462.83	2463.92	2462.56	2463.65	2296.0
2016-12-22 03:00:00	ES	Futures	2463.65	2464.74	2463.38	2463.65	5349.0
2016-12-22 03:30:00	ES	Futures	2463.65	2464.47	2463.1	2463.38	2819.0
2016-12-22 04:00:00	ES	Futures	2463.65	2465.56	2463.1	2464.74	4498.0
2016-12-22 04:30:00	ES	Futures	2464.74	2466.38	2464.19	2464.47	4039.0
2016-12-22 05:00:00	ES	Futures	2464.47	2464.74	2463.1	2463.92	3191.0
2016-12-22 05:30:00	ES	Futures	2463.92	2465.01	2463.65	2464.74	2373.0
2016-12-22 06:00:00	ES	Futures	2464.74	2465.01	2463.92	2464.47	2190.0
2016-12-22 06:30:00	ES	Futures	2464.19	2464.74	2463.38	2463.65	1883.0
2016-12-22 07:00:00	ES	Futures	2463.92	2464.74	2463.1	2463.65	2321.0
2016-12-22 07:30:00	ES	Futures	2463.92	2465.56	2463.65	2465.01	3790.0
2016-12-22 08:00:00	ES	Futures	2464.74	2466.92	2464.74	2466.1	7811.0
2016-12-22 08:30:00	ES	Futures	2466.1	2466.65	2464.19	2465.01	8757.0
2016-12-22 09:00:00	ES	Futures	2464.74	2465.29	2463.92	2464.19	10661.0
2016-12-22 09:30:00	ES	Futures	2464.19	2465.83	2459.28	2461.74	113604.0
2016-12-22 10:00:00	ES	Futures	2462.01	2463.65	2460.65	2462.56	66196.0
2016-12-22 10:30:00	ES	Futures	2462.56	2463.38	2460.1	2460.1	47776.0
2016-12-22 11:00:00	ES	Futures	2460.1	2461.74	2458.47	2458.47	45433.0
2016-12-22 11:30:00	ES	Futures	2458.74	2459.56	2456.56	2457.38	64469.0
2016-12-22 12:00:00	ES	Futures	2457.38	2458.74	2457.1	2458.47	31573.0
2016-12-22 12:30:00	ES	Futures	2458.74	2460.38	2458.19	2459.56	27420.0
2016-12-22 13:00:00	ES	Futures	2459.56	2460.65	2459.01	2459.56	13891.0
2016-12-22 13:30:00	ES	Futures	2459.56	2463.65	2459.01	2462.29	39155.0
2016-12-22 14:00:00	ES	Futures	2462.29	2463.38	2462.29	2462.29	21486.0
2016-12-22 14:30:00	ES	Futures	2462.29	2462.56	2460.92	2462.01	27547.0
2016-12-22 15:00:00	ES	Futures	2462.29	2462.56	2458.19	2459.56	45165.0
2016-12-22 15:30:00	ES	Futures	2459.56	2463.1	2458.19	2462.56	131942.0
2016-12-22 16:00:00	ES	Futures	2462.29	2464.74	2462.29	2464.47	64185.0
2016-12-22 16:30:00	ES	Futures	2464.47	2464.47	2463.1	2463.65	3670.0
2016-12-22 18:00:00	ES	Futures	2463.1	2464.74	2462.83	2463.92	2135.0
2016-12-22 18:30:00	ES	Futures	2464.19	2464.19	2463.65	2463.92	461.0
2016-12-22 19:00:00	ES	Futures	2463.92	2464.19	2463.1	2463.38	912.0
2016-12-22 19:30:00	ES	Futures	2463.38	2463.65	2463.1	2463.38	665.0
2016-12-22 20:00:00	ES	Futures	2463.65	2464.74	2463.38	2464.47	1261.0
2016-12-22 20:30:00	ES	Futures	2464.74	2465.83	2464.47	2465.29	2682.0
2016-12-22 21:00:00	ES	Futures	2465.29	2465.29	2464.47	2464.74	572.0
2016-12-22 21:30:00	ES	Futures	2464.74	2465.29	2464.47	2465.01	927.0
2016-12-22 22:00:00	ES	Futures	2465.29	2465.56	2464.74	2465.29	531.0
2016-12-22 22:30:00	ES	Futures	2465.56	2465.56	2464.74	2465.01	545.0
2016-12-22 23:00:00	ES	Futures	2465.01	2466.1	2465.01	2465.56	1271.0
2016-12-22 23:30:00	ES	Futures	2465.29	2465.56	2464.74	2465.01	307.0
2016-12-22 00:00:00	NQ	Futures	5896.29	5896.59	5891.52	5893.9	691.0
2016-12-22 00:30:00	NQ	Futures	5893.9	5898.08	5893.61	5897.78	282.0
2016-12-22 01:00:00	NQ	Futures	5897.78	5898.08	5896.59	5897.48	213.0
2016-12-22 01:30:00	NQ	Futures	5897.78	5898.08	5896.29	5896.59	129.0

> showing 50 of 2,970 rows — these rows as CSV

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