PREVIEW / futures_30min / 2016-12-30

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-12-30.parquet
  size:    68 KB
  rows:    2,392

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
2016-12-30 00:00:00	ES	Futures	2454.65	2457.38	2454.1	2457.1	4754.0
2016-12-30 00:30:00	ES	Futures	2457.38	2457.92	2456.28	2456.28	2701.0
2016-12-30 01:00:00	ES	Futures	2456.28	2456.83	2456.01	2456.28	1148.0
2016-12-30 01:30:00	ES	Futures	2456.28	2457.1	2455.74	2455.74	1591.0
2016-12-30 02:00:00	ES	Futures	2456.01	2456.01	2454.92	2455.19	1331.0
2016-12-30 02:30:00	ES	Futures	2455.19	2456.01	2454.65	2454.92	1515.0
2016-12-30 03:00:00	ES	Futures	2454.65	2456.83	2453.01	2454.1	6963.0
2016-12-30 03:30:00	ES	Futures	2454.37	2454.37	2453.28	2454.1	1951.0
2016-12-30 04:00:00	ES	Futures	2454.37	2454.92	2453.83	2454.65	2074.0
2016-12-30 04:30:00	ES	Futures	2454.65	2455.19	2454.1	2455.19	2552.0
2016-12-30 05:00:00	ES	Futures	2455.19	2455.74	2454.1	2454.1	2971.0
2016-12-30 05:30:00	ES	Futures	2454.1	2455.74	2454.1	2454.92	2703.0
2016-12-30 06:00:00	ES	Futures	2454.92	2455.19	2453.56	2455.19	3513.0
2016-12-30 06:30:00	ES	Futures	2455.19	2455.19	2453.83	2454.92	1762.0
2016-12-30 07:00:00	ES	Futures	2455.19	2455.19	2452.47	2454.65	5453.0
2016-12-30 07:30:00	ES	Futures	2454.37	2456.83	2454.1	2456.28	4374.0
2016-12-30 08:00:00	ES	Futures	2456.56	2456.83	2454.92	2456.01	5123.0
2016-12-30 08:30:00	ES	Futures	2455.74	2456.83	2454.37	2454.37	8570.0
2016-12-30 09:00:00	ES	Futures	2454.65	2455.47	2453.01	2453.28	11679.0
2016-12-30 09:30:00	ES	Futures	2453.56	2454.37	2442.1	2442.65	188952.0
2016-12-30 10:00:00	ES	Futures	2442.65	2444.28	2440.46	2441.01	78402.0
2016-12-30 10:30:00	ES	Futures	2441.01	2444.28	2440.74	2444.01	53617.0
2016-12-30 11:00:00	ES	Futures	2443.74	2445.92	2442.1	2444.83	43208.0
2016-12-30 11:30:00	ES	Futures	2444.83	2447.28	2444.28	2444.83	34095.0
2016-12-30 12:00:00	ES	Futures	2445.1	2445.37	2441.83	2442.92	36482.0
2016-12-30 12:30:00	ES	Futures	2442.92	2443.74	2438.55	2440.19	47366.0
2016-12-30 13:00:00	ES	Futures	2440.19	2442.65	2439.37	2441.55	30904.0
2016-12-30 13:30:00	ES	Futures	2441.55	2442.37	2438.55	2438.83	32370.0
2016-12-30 14:00:00	ES	Futures	2438.83	2439.37	2436.1	2436.37	35179.0
2016-12-30 14:30:00	ES	Futures	2436.1	2438.01	2430.92	2432.83	72001.0
2016-12-30 15:00:00	ES	Futures	2432.83	2438.28	2431.74	2438.01	76001.0
2016-12-30 15:30:00	ES	Futures	2438.01	2441.01	2432.28	2440.46	308556.0
2016-12-30 16:00:00	ES	Futures	2440.74	2441.28	2437.19	2438.28	114844.0
2016-12-30 16:30:00	ES	Futures	2438.01	2438.83	2436.37	2436.92	7251.0
2016-12-30 00:00:00	NQ	Futures	5886.45	5894.5	5886.15	5893.61	843.0
2016-12-30 00:30:00	NQ	Futures	5893.61	5894.8	5887.94	5888.83	688.0
2016-12-30 01:00:00	NQ	Futures	5888.83	5889.13	5886.15	5887.34	311.0
2016-12-30 01:30:00	NQ	Futures	5887.34	5889.13	5886.15	5886.15	251.0
2016-12-30 02:00:00	NQ	Futures	5885.85	5886.15	5884.66	5884.66	502.0
2016-12-30 02:30:00	NQ	Futures	5884.96	5887.34	5884.66	5884.66	507.0
2016-12-30 03:00:00	NQ	Futures	5884.66	5887.64	5879.59	5881.08	1508.0
2016-12-30 03:30:00	NQ	Futures	5881.08	5883.46	5879.88	5883.46	320.0
2016-12-30 04:00:00	NQ	Futures	5883.46	5884.66	5882.27	5882.87	389.0
2016-12-30 04:30:00	NQ	Futures	5883.17	5883.76	5881.67	5883.46	321.0
2016-12-30 05:00:00	NQ	Futures	5883.76	5884.36	5880.78	5881.08	323.0
2016-12-30 05:30:00	NQ	Futures	5881.38	5883.76	5881.08	5882.57	375.0
2016-12-30 06:00:00	NQ	Futures	5882.27	5882.57	5879.59	5881.97	428.0
2016-12-30 06:30:00	NQ	Futures	5881.38	5882.27	5879.59	5882.27	247.0
2016-12-30 07:00:00	NQ	Futures	5882.27	5882.27	5876.3	5879.88	1135.0
2016-12-30 07:30:00	NQ	Futures	5879.29	5886.45	5878.99	5884.96	1143.0

> showing 50 of 2,392 rows — these rows as CSV

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