PREVIEW / futures_30min / 2016-12-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-27.parquet
  size:    70 KB
  rows:    2,772

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
2016-12-27 00:00:00	ES	Futures	2464.47	2465.29	2464.19	2465.29	559.0
2016-12-27 00:30:00	ES	Futures	2465.29	2465.56	2465.01	2465.56	590.0
2016-12-27 01:00:00	ES	Futures	2465.29	2465.56	2464.74	2465.56	875.0
2016-12-27 01:30:00	ES	Futures	2465.56	2465.56	2465.01	2465.01	196.0
2016-12-27 02:00:00	ES	Futures	2465.01	2465.29	2464.47	2465.29	704.0
2016-12-27 02:30:00	ES	Futures	2465.01	2465.83	2465.01	2465.01	723.0
2016-12-27 03:00:00	ES	Futures	2465.01	2465.56	2464.47	2464.74	1615.0
2016-12-27 03:30:00	ES	Futures	2464.74	2465.01	2464.47	2464.47	1336.0
2016-12-27 04:00:00	ES	Futures	2464.74	2465.01	2463.92	2463.92	1256.0
2016-12-27 04:30:00	ES	Futures	2464.19	2464.74	2463.92	2464.19	355.0
2016-12-27 05:00:00	ES	Futures	2464.47	2464.74	2463.92	2464.19	700.0
2016-12-27 05:30:00	ES	Futures	2464.19	2464.74	2463.65	2464.19	1285.0
2016-12-27 06:00:00	ES	Futures	2464.19	2467.47	2463.92	2467.2	4817.0
2016-12-27 06:30:00	ES	Futures	2467.2	2467.47	2466.92	2466.92	1122.0
2016-12-27 07:00:00	ES	Futures	2467.2	2467.74	2466.65	2466.92	845.0
2016-12-27 07:30:00	ES	Futures	2466.92	2467.47	2466.65	2467.47	1275.0
2016-12-27 08:00:00	ES	Futures	2467.2	2467.47	2466.1	2467.47	3522.0
2016-12-27 08:30:00	ES	Futures	2467.2	2468.56	2467.2	2468.29	3184.0
2016-12-27 09:00:00	ES	Futures	2468.01	2468.83	2467.74	2468.01	5443.0
2016-12-27 09:30:00	ES	Futures	2468.29	2475.92	2468.01	2474.83	99413.0
2016-12-27 10:00:00	ES	Futures	2475.11	2476.2	2474.29	2474.56	36636.0
2016-12-27 10:30:00	ES	Futures	2474.83	2475.11	2474.01	2474.29	20417.0
2016-12-27 11:00:00	ES	Futures	2474.29	2474.83	2472.1	2472.92	25549.0
2016-12-27 11:30:00	ES	Futures	2473.2	2473.74	2471.01	2471.83	19961.0
2016-12-27 12:00:00	ES	Futures	2471.83	2471.83	2470.47	2471.29	19348.0
2016-12-27 12:30:00	ES	Futures	2471.29	2472.1	2470.74	2471.83	7800.0
2016-12-27 13:00:00	ES	Futures	2471.83	2472.38	2471.29	2472.1	14867.0
2016-12-27 13:30:00	ES	Futures	2472.38	2473.2	2471.56	2472.38	12184.0
2016-12-27 14:00:00	ES	Futures	2472.38	2473.47	2471.01	2472.92	22630.0
2016-12-27 14:30:00	ES	Futures	2472.92	2473.47	2471.56	2471.83	20169.0
2016-12-27 15:00:00	ES	Futures	2471.56	2472.92	2471.01	2471.83	27182.0
2016-12-27 15:30:00	ES	Futures	2471.83	2471.83	2469.1	2470.2	68435.0
2016-12-27 16:00:00	ES	Futures	2470.2	2470.47	2466.38	2466.65	52979.0
2016-12-27 16:30:00	ES	Futures	2466.92	2467.74	2466.38	2466.38	4326.0
2016-12-27 18:00:00	ES	Futures	2467.2	2468.01	2466.92	2467.47	2127.0
2016-12-27 18:30:00	ES	Futures	2467.47	2468.01	2467.47	2467.74	531.0
2016-12-27 19:00:00	ES	Futures	2467.74	2468.01	2467.47	2467.74	787.0
2016-12-27 19:30:00	ES	Futures	2467.74	2468.01	2467.74	2468.01	931.0
2016-12-27 20:00:00	ES	Futures	2467.74	2469.1	2467.47	2469.1	2196.0
2016-12-27 20:30:00	ES	Futures	2468.83	2469.65	2468.83	2469.65	1529.0
2016-12-27 21:00:00	ES	Futures	2469.65	2469.65	2468.56	2469.1	860.0
2016-12-27 21:30:00	ES	Futures	2469.1	2469.1	2468.83	2469.1	607.0
2016-12-27 22:00:00	ES	Futures	2468.83	2469.38	2468.83	2469.38	537.0
2016-12-27 22:30:00	ES	Futures	2469.38	2469.65	2468.83	2469.1	731.0
2016-12-27 23:00:00	ES	Futures	2469.1	2469.65	2469.1	2469.1	898.0
2016-12-27 23:30:00	ES	Futures	2469.38	2469.38	2468.83	2469.1	318.0
2016-12-27 00:00:00	NQ	Futures	5898.08	5899.57	5898.08	5899.57	91.0
2016-12-27 00:30:00	NQ	Futures	5899.57	5900.17	5898.38	5898.68	118.0
2016-12-27 01:00:00	NQ	Futures	5898.38	5899.27	5897.48	5899.27	108.0
2016-12-27 01:30:00	NQ	Futures	5899.57	5899.57	5897.78	5898.08	46.0

> showing 50 of 2,772 rows — these rows as CSV

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