PREVIEW / futures_30min / 2016-02-03

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-03.parquet
  size:    92 KB
  rows:    3,104

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
2016-02-03 00:00:00	ES	Futures	2033.32	2033.86	2031.17	2033.05	5329.0
2016-02-03 00:30:00	ES	Futures	2033.32	2036.28	2033.05	2035.47	4682.0
2016-02-03 01:00:00	ES	Futures	2035.47	2035.74	2031.71	2034.66	3577.0
2016-02-03 01:30:00	ES	Futures	2034.66	2036.81	2034.13	2036.01	2707.0
2016-02-03 02:00:00	ES	Futures	2036.01	2039.77	2036.01	2039.77	12209.0
2016-02-03 02:30:00	ES	Futures	2039.77	2044.07	2038.16	2043.53	14388.0
2016-02-03 03:00:00	ES	Futures	2043.53	2047.03	2040.04	2045.95	27489.0
2016-02-03 03:30:00	ES	Futures	2045.95	2049.71	2044.07	2048.37	20900.0
2016-02-03 04:00:00	ES	Futures	2048.1	2051.59	2046.22	2047.03	21493.0
2016-02-03 04:30:00	ES	Futures	2047.29	2047.29	2038.7	2040.58	20422.0
2016-02-03 05:00:00	ES	Futures	2040.85	2041.38	2035.47	2040.85	20577.0
2016-02-03 05:30:00	ES	Futures	2040.85	2042.73	2036.01	2036.01	14169.0
2016-02-03 06:00:00	ES	Futures	2036.01	2045.95	2035.74	2044.88	14122.0
2016-02-03 06:30:00	ES	Futures	2044.61	2047.03	2042.73	2044.88	10252.0
2016-02-03 07:00:00	ES	Futures	2044.88	2048.91	2043.8	2043.8	16321.0
2016-02-03 07:30:00	ES	Futures	2044.07	2046.49	2039.23	2040.31	15538.0
2016-02-03 08:00:00	ES	Futures	2040.31	2045.95	2039.77	2045.14	33094.0
2016-02-03 08:30:00	ES	Futures	2045.14	2052.4	2043.53	2050.79	41969.0
2016-02-03 09:00:00	ES	Futures	2050.79	2053.74	2048.91	2051.32	43939.0
2016-02-03 09:30:00	ES	Futures	2051.32	2051.86	2035.74	2037.35	198398.0
2016-02-03 10:00:00	ES	Futures	2037.08	2037.08	2011.82	2012.63	315339.0
2016-02-03 10:30:00	ES	Futures	2012.36	2026.07	2004.57	2024.19	330229.0
2016-02-03 11:00:00	ES	Futures	2024.45	2028.75	2011.56	2026.87	261134.0
2016-02-03 11:30:00	ES	Futures	2026.6	2033.86	2020.15	2027.95	178572.0
2016-02-03 12:00:00	ES	Futures	2027.95	2031.71	2023.11	2026.87	115228.0
2016-02-03 12:30:00	ES	Futures	2026.87	2027.95	2018.81	2027.14	89024.0
2016-02-03 13:00:00	ES	Futures	2026.87	2030.63	2020.69	2022.57	70374.0
2016-02-03 13:30:00	ES	Futures	2022.84	2023.11	2013.97	2013.97	85019.0
2016-02-03 14:00:00	ES	Futures	2013.97	2044.88	2013.97	2041.38	185802.0
2016-02-03 14:30:00	ES	Futures	2041.11	2051.59	2037.89	2050.52	200129.0
2016-02-03 15:00:00	ES	Futures	2050.25	2055.36	2042.73	2042.73	140656.0
2016-02-03 15:30:00	ES	Futures	2042.73	2049.71	2038.96	2048.91	168000.0
2016-02-03 16:00:00	ES	Futures	2048.64	2051.86	2048.1	2050.79	57200.0
2016-02-03 16:30:00	ES	Futures	2050.79	2051.59	2049.71	2050.79	5451.0
2016-02-03 18:00:00	ES	Futures	2050.52	2054.82	2048.64	2054.28	5146.0
2016-02-03 18:30:00	ES	Futures	2054.28	2054.28	2051.06	2051.32	3428.0
2016-02-03 19:00:00	ES	Futures	2051.59	2053.47	2049.98	2050.79	7464.0
2016-02-03 19:30:00	ES	Futures	2051.06	2052.13	2048.91	2049.18	4462.0
2016-02-03 20:00:00	ES	Futures	2049.18	2062.61	2048.91	2061.27	12800.0
2016-02-03 20:30:00	ES	Futures	2061.54	2062.61	2058.58	2060.19	11595.0
2016-02-03 21:00:00	ES	Futures	2060.19	2062.07	2058.85	2059.39	7008.0
2016-02-03 21:30:00	ES	Futures	2059.65	2064.22	2059.39	2061.0	10310.0
2016-02-03 22:00:00	ES	Futures	2061.27	2061.27	2059.39	2059.92	3775.0
2016-02-03 22:30:00	ES	Futures	2059.65	2062.61	2058.85	2062.07	5555.0
2016-02-03 23:00:00	ES	Futures	2062.07	2065.84	2061.8	2064.22	6358.0
2016-02-03 23:30:00	ES	Futures	2064.22	2064.76	2060.19	2062.07	5301.0
2016-02-03 00:00:00	NQ	Futures	4955.78	4956.08	4948.66	4953.71	1114.0
2016-02-03 00:30:00	NQ	Futures	4954.3	4960.54	4953.71	4959.05	1122.0
2016-02-03 01:00:00	NQ	Futures	4959.05	4959.35	4948.36	4956.38	869.0
2016-02-03 01:30:00	NQ	Futures	4956.38	4961.13	4955.19	4960.54	609.0

> showing 50 of 3,104 rows — these rows as CSV

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