PREVIEW / futures_30min / 2016-12-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-28.parquet
  size:    81 KB
  rows:    3,040

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
2016-12-28 00:00:00	ES	Futures	2469.1	2469.92	2469.1	2469.65	607.0
2016-12-28 00:30:00	ES	Futures	2469.65	2469.92	2469.38	2469.65	478.0
2016-12-28 01:00:00	ES	Futures	2469.92	2471.01	2469.65	2470.74	979.0
2016-12-28 01:30:00	ES	Futures	2470.74	2471.29	2470.47	2471.29	1335.0
2016-12-28 02:00:00	ES	Futures	2471.29	2472.38	2471.01	2472.38	1976.0
2016-12-28 02:30:00	ES	Futures	2472.1	2472.92	2471.56	2471.83	2023.0
2016-12-28 03:00:00	ES	Futures	2471.83	2472.65	2470.74	2471.83	5610.0
2016-12-28 03:30:00	ES	Futures	2471.83	2471.83	2470.47	2471.29	2510.0
2016-12-28 04:00:00	ES	Futures	2471.56	2471.83	2470.74	2471.83	2436.0
2016-12-28 04:30:00	ES	Futures	2471.83	2472.92	2471.56	2472.1	2297.0
2016-12-28 05:00:00	ES	Futures	2472.1	2472.92	2472.1	2472.38	1249.0
2016-12-28 05:30:00	ES	Futures	2472.38	2472.92	2471.83	2472.65	1728.0
2016-12-28 06:00:00	ES	Futures	2472.65	2472.65	2471.56	2471.83	1298.0
2016-12-28 06:30:00	ES	Futures	2471.83	2472.38	2471.56	2472.1	2189.0
2016-12-28 07:00:00	ES	Futures	2472.1	2472.65	2471.56	2472.1	2115.0
2016-12-28 07:30:00	ES	Futures	2472.38	2472.65	2471.56	2472.38	2568.0
2016-12-28 08:00:00	ES	Futures	2472.38	2473.47	2472.38	2472.92	4238.0
2016-12-28 08:30:00	ES	Futures	2472.65	2473.47	2471.83	2473.2	4767.0
2016-12-28 09:00:00	ES	Futures	2473.47	2474.01	2472.92	2473.47	7809.0
2016-12-28 09:30:00	ES	Futures	2473.47	2473.47	2461.74	2462.01	119018.0
2016-12-28 10:00:00	ES	Futures	2462.29	2462.56	2459.83	2461.74	94357.0
2016-12-28 10:30:00	ES	Futures	2461.74	2462.56	2459.83	2460.92	51608.0
2016-12-28 11:00:00	ES	Futures	2460.92	2463.92	2460.65	2463.65	36807.0
2016-12-28 11:30:00	ES	Futures	2463.38	2463.65	2460.1	2460.38	24442.0
2016-12-28 12:00:00	ES	Futures	2460.1	2460.38	2453.83	2455.47	89780.0
2016-12-28 12:30:00	ES	Futures	2455.19	2455.47	2451.1	2453.28	68279.0
2016-12-28 13:00:00	ES	Futures	2453.56	2454.37	2452.19	2453.28	33158.0
2016-12-28 13:30:00	ES	Futures	2453.01	2453.83	2450.83	2451.37	33584.0
2016-12-28 14:00:00	ES	Futures	2451.65	2453.01	2448.92	2450.28	54246.0
2016-12-28 14:30:00	ES	Futures	2450.56	2451.65	2448.37	2451.1	50962.0
2016-12-28 15:00:00	ES	Futures	2450.83	2452.74	2450.28	2450.56	48015.0
2016-12-28 15:30:00	ES	Futures	2450.56	2451.1	2447.83	2449.74	135089.0
2016-12-28 16:00:00	ES	Futures	2449.74	2451.1	2448.37	2450.01	68930.0
2016-12-28 16:30:00	ES	Futures	2450.01	2450.56	2449.19	2449.19	6153.0
2016-12-28 18:00:00	ES	Futures	2450.01	2451.65	2450.01	2451.37	2471.0
2016-12-28 18:30:00	ES	Futures	2451.37	2451.92	2451.1	2451.37	905.0
2016-12-28 19:00:00	ES	Futures	2451.37	2451.37	2450.28	2450.83	2332.0
2016-12-28 19:30:00	ES	Futures	2450.56	2451.1	2450.01	2450.28	950.0
2016-12-28 20:00:00	ES	Futures	2450.28	2451.1	2448.92	2449.19	2183.0
2016-12-28 20:30:00	ES	Futures	2449.19	2451.37	2448.92	2450.83	2925.0
2016-12-28 21:00:00	ES	Futures	2450.83	2451.65	2450.56	2451.37	857.0
2016-12-28 21:30:00	ES	Futures	2451.37	2451.65	2451.1	2451.37	423.0
2016-12-28 22:00:00	ES	Futures	2451.1	2451.65	2450.83	2451.1	697.0
2016-12-28 22:30:00	ES	Futures	2451.37	2451.92	2450.83	2451.1	1111.0
2016-12-28 23:00:00	ES	Futures	2451.1	2451.65	2450.83	2451.37	725.0
2016-12-28 23:30:00	ES	Futures	2451.1	2451.65	2450.83	2451.65	743.0
2016-12-28 00:00:00	NQ	Futures	5928.21	5930.9	5928.21	5930.3	159.0
2016-12-28 00:30:00	NQ	Futures	5930.6	5930.6	5929.11	5930.3	148.0
2016-12-28 01:00:00	NQ	Futures	5930.6	5934.18	5930.3	5933.88	348.0
2016-12-28 01:30:00	NQ	Futures	5933.88	5935.37	5932.39	5934.48	268.0

> showing 50 of 3,040 rows — these rows as CSV

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