PREVIEW / futures_30min / 2016-12-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-29.parquet
  size:    79 KB
  rows:    3,037

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
2016-12-29 00:00:00	ES	Futures	2451.65	2451.92	2450.56	2450.56	1008.0
2016-12-29 00:30:00	ES	Futures	2450.56	2451.1	2450.01	2450.01	692.0
2016-12-29 01:00:00	ES	Futures	2450.01	2450.56	2449.47	2449.74	1361.0
2016-12-29 01:30:00	ES	Futures	2449.74	2451.37	2449.74	2450.83	2195.0
2016-12-29 02:00:00	ES	Futures	2450.83	2451.37	2448.65	2449.19	3156.0
2016-12-29 02:30:00	ES	Futures	2448.92	2450.28	2446.46	2447.28	5948.0
2016-12-29 03:00:00	ES	Futures	2447.28	2449.74	2447.28	2448.65	7365.0
2016-12-29 03:30:00	ES	Futures	2448.65	2449.47	2448.1	2449.19	3112.0
2016-12-29 04:00:00	ES	Futures	2449.47	2450.83	2448.65	2450.56	4201.0
2016-12-29 04:30:00	ES	Futures	2450.56	2451.1	2448.65	2449.47	4937.0
2016-12-29 05:00:00	ES	Futures	2449.74	2450.56	2448.92	2450.28	2564.0
2016-12-29 05:30:00	ES	Futures	2450.28	2451.37	2450.01	2451.37	3066.0
2016-12-29 06:00:00	ES	Futures	2451.1	2451.37	2450.28	2450.56	2923.0
2016-12-29 06:30:00	ES	Futures	2450.56	2450.56	2449.47	2450.01	2450.0
2016-12-29 07:00:00	ES	Futures	2450.01	2451.1	2449.74	2451.1	2519.0
2016-12-29 07:30:00	ES	Futures	2451.1	2451.92	2450.83	2451.65	3337.0
2016-12-29 08:00:00	ES	Futures	2451.92	2452.47	2450.56	2451.92	6168.0
2016-12-29 08:30:00	ES	Futures	2451.65	2451.92	2449.74	2450.83	8018.0
2016-12-29 09:00:00	ES	Futures	2450.56	2451.37	2449.19	2450.28	9582.0
2016-12-29 09:30:00	ES	Futures	2450.28	2454.92	2449.47	2451.37	111101.0
2016-12-29 10:00:00	ES	Futures	2451.1	2453.56	2450.01	2452.74	63736.0
2016-12-29 10:30:00	ES	Futures	2452.47	2453.01	2447.83	2448.65	60609.0
2016-12-29 11:00:00	ES	Futures	2448.65	2449.19	2447.01	2448.65	57358.0
2016-12-29 11:30:00	ES	Futures	2448.65	2449.74	2445.65	2446.74	41212.0
2016-12-29 12:00:00	ES	Futures	2446.74	2447.83	2443.46	2447.28	67528.0
2016-12-29 12:30:00	ES	Futures	2447.28	2448.92	2446.46	2446.74	34981.0
2016-12-29 13:00:00	ES	Futures	2446.74	2447.56	2446.19	2447.01	28676.0
2016-12-29 13:30:00	ES	Futures	2447.01	2447.28	2444.83	2447.28	35272.0
2016-12-29 14:00:00	ES	Futures	2447.28	2450.83	2447.01	2448.92	51730.0
2016-12-29 14:30:00	ES	Futures	2448.92	2449.47	2447.01	2448.65	51581.0
2016-12-29 15:00:00	ES	Futures	2448.65	2449.47	2447.28	2448.37	30219.0
2016-12-29 15:30:00	ES	Futures	2448.37	2449.74	2447.28	2449.47	103000.0
2016-12-29 16:00:00	ES	Futures	2449.74	2450.83	2448.65	2449.74	50467.0
2016-12-29 16:30:00	ES	Futures	2449.74	2451.1	2449.47	2450.83	4522.0
2016-12-29 18:00:00	ES	Futures	2450.83	2451.37	2450.28	2450.83	1500.0
2016-12-29 18:30:00	ES	Futures	2450.56	2451.65	2450.56	2450.56	1607.0
2016-12-29 19:00:00	ES	Futures	2450.56	2451.1	2449.74	2450.56	2272.0
2016-12-29 19:30:00	ES	Futures	2450.56	2450.56	2449.19	2450.28	1842.0
2016-12-29 20:00:00	ES	Futures	2450.01	2451.37	2449.74	2450.28	1743.0
2016-12-29 20:30:00	ES	Futures	2450.28	2451.65	2450.01	2451.65	1685.0
2016-12-29 21:00:00	ES	Futures	2451.65	2451.65	2450.56	2451.1	1011.0
2016-12-29 21:30:00	ES	Futures	2451.37	2452.47	2451.37	2451.65	1258.0
2016-12-29 22:00:00	ES	Futures	2451.65	2451.92	2451.1	2451.65	1103.0
2016-12-29 22:30:00	ES	Futures	2451.92	2453.56	2451.65	2453.56	1826.0
2016-12-29 23:00:00	ES	Futures	2453.56	2454.92	2453.28	2454.1	2667.0
2016-12-29 23:30:00	ES	Futures	2454.1	2454.92	2454.1	2454.65	1426.0
2016-12-29 00:00:00	NQ	Futures	5878.09	5878.39	5875.41	5875.41	152.0
2016-12-29 00:30:00	NQ	Futures	5875.71	5876.6	5875.11	5875.11	206.0
2016-12-29 01:00:00	NQ	Futures	5875.11	5876.01	5872.43	5873.62	231.0
2016-12-29 01:30:00	NQ	Futures	5873.62	5875.71	5873.02	5874.22	618.0

> showing 50 of 3,037 rows — these rows as CSV

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