PREVIEW / futures_30min / 2016-02-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-02.parquet
  size:    88 KB
  rows:    3,068

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
2016-02-02 00:00:00	ES	Futures	2063.15	2064.76	2061.27	2062.88	4246.0
2016-02-02 00:30:00	ES	Futures	2062.34	2064.49	2061.27	2063.95	2333.0
2016-02-02 01:00:00	ES	Futures	2064.22	2067.45	2062.88	2066.37	3838.0
2016-02-02 01:30:00	ES	Futures	2066.37	2069.6	2066.37	2068.52	3498.0
2016-02-02 02:00:00	ES	Futures	2068.52	2069.87	2066.1	2068.52	7540.0
2016-02-02 02:30:00	ES	Futures	2068.25	2069.87	2066.37	2067.98	6442.0
2016-02-02 03:00:00	ES	Futures	2067.72	2068.79	2062.07	2062.07	15966.0
2016-02-02 03:30:00	ES	Futures	2061.8	2062.88	2058.31	2058.58	19033.0
2016-02-02 04:00:00	ES	Futures	2058.58	2061.8	2057.77	2059.92	13175.0
2016-02-02 04:30:00	ES	Futures	2059.92	2059.92	2052.13	2057.51	24195.0
2016-02-02 05:00:00	ES	Futures	2057.24	2060.46	2054.01	2059.65	22703.0
2016-02-02 05:30:00	ES	Futures	2059.39	2061.0	2058.58	2059.12	9082.0
2016-02-02 06:00:00	ES	Futures	2059.39	2062.34	2058.04	2061.0	10298.0
2016-02-02 06:30:00	ES	Futures	2061.0	2063.42	2059.39	2059.39	11562.0
2016-02-02 07:00:00	ES	Futures	2059.39	2063.69	2059.12	2061.54	15356.0
2016-02-02 07:30:00	ES	Futures	2061.8	2063.42	2059.39	2063.15	16048.0
2016-02-02 08:00:00	ES	Futures	2063.42	2064.22	2055.89	2056.7	29570.0
2016-02-02 08:30:00	ES	Futures	2056.7	2059.92	2054.01	2055.09	40403.0
2016-02-02 09:00:00	ES	Futures	2054.82	2057.51	2054.01	2056.7	34340.0
2016-02-02 09:30:00	ES	Futures	2056.7	2057.24	2044.88	2048.64	258170.0
2016-02-02 10:00:00	ES	Futures	2048.64	2052.67	2043.53	2047.29	186859.0
2016-02-02 10:30:00	ES	Futures	2047.29	2050.25	2045.14	2046.49	151924.0
2016-02-02 11:00:00	ES	Futures	2046.49	2053.74	2044.88	2050.52	114742.0
2016-02-02 11:30:00	ES	Futures	2050.52	2054.28	2045.68	2046.22	87949.0
2016-02-02 12:00:00	ES	Futures	2046.22	2047.03	2038.7	2042.99	106089.0
2016-02-02 12:30:00	ES	Futures	2042.99	2047.03	2041.11	2044.34	69149.0
2016-02-02 13:00:00	ES	Futures	2044.34	2045.41	2040.31	2044.88	68578.0
2016-02-02 13:30:00	ES	Futures	2044.88	2045.14	2036.01	2036.55	80772.0
2016-02-02 14:00:00	ES	Futures	2036.55	2040.31	2033.86	2034.66	118031.0
2016-02-02 14:30:00	ES	Futures	2034.66	2042.46	2033.86	2035.2	86292.0
2016-02-02 15:00:00	ES	Futures	2035.47	2037.08	2030.37	2035.2	136567.0
2016-02-02 15:30:00	ES	Futures	2035.2	2041.38	2035.2	2037.08	194699.0
2016-02-02 16:00:00	ES	Futures	2037.08	2041.38	2036.55	2039.23	83848.0
2016-02-02 16:30:00	ES	Futures	2039.23	2039.5	2036.55	2038.7	7184.0
2016-02-02 18:00:00	ES	Futures	2036.81	2037.62	2034.66	2037.62	6448.0
2016-02-02 18:30:00	ES	Futures	2037.62	2038.43	2035.47	2035.74	2777.0
2016-02-02 19:00:00	ES	Futures	2035.74	2037.89	2034.13	2034.66	8336.0
2016-02-02 19:30:00	ES	Futures	2034.66	2035.74	2033.05	2035.2	7490.0
2016-02-02 20:00:00	ES	Futures	2035.47	2035.47	2026.87	2029.29	12199.0
2016-02-02 20:30:00	ES	Futures	2029.56	2031.71	2026.87	2028.48	15493.0
2016-02-02 21:00:00	ES	Futures	2028.22	2030.37	2026.6	2028.75	7488.0
2016-02-02 21:30:00	ES	Futures	2029.02	2030.9	2027.41	2029.56	5039.0
2016-02-02 22:00:00	ES	Futures	2029.56	2031.44	2028.48	2029.02	6063.0
2016-02-02 22:30:00	ES	Futures	2029.02	2036.81	2028.22	2035.74	10305.0
2016-02-02 23:00:00	ES	Futures	2035.74	2037.62	2034.4	2034.66	5935.0
2016-02-02 23:30:00	ES	Futures	2034.4	2035.47	2032.25	2033.05	2803.0
2016-02-02 00:00:00	NQ	Futures	5064.76	5068.62	5060.3	5063.27	558.0
2016-02-02 00:30:00	NQ	Futures	5062.09	5066.54	5060.01	5065.35	497.0
2016-02-02 01:00:00	NQ	Futures	5065.65	5073.07	5061.49	5070.1	677.0
2016-02-02 01:30:00	NQ	Futures	5069.81	5078.42	5069.81	5075.74	389.0

> showing 50 of 3,068 rows — these rows as CSV

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