PREVIEW / futures_30min / 2016-02-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-04.parquet
  size:    90 KB
  rows:    3,082

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
2016-02-04 00:00:00	ES	Futures	2062.07	2062.61	2059.12	2061.27	6573.0
2016-02-04 00:30:00	ES	Futures	2061.27	2061.54	2059.39	2059.92	2977.0
2016-02-04 01:00:00	ES	Futures	2059.92	2063.69	2059.92	2062.61	2632.0
2016-02-04 01:30:00	ES	Futures	2062.61	2066.1	2062.34	2064.76	4457.0
2016-02-04 02:00:00	ES	Futures	2064.76	2065.84	2062.34	2065.03	9041.0
2016-02-04 02:30:00	ES	Futures	2065.03	2065.03	2059.65	2060.73	9169.0
2016-02-04 03:00:00	ES	Futures	2060.46	2061.27	2054.28	2059.39	28074.0
2016-02-04 03:30:00	ES	Futures	2059.65	2062.34	2054.82	2056.97	18341.0
2016-02-04 04:00:00	ES	Futures	2056.7	2056.97	2051.59	2055.36	21810.0
2016-02-04 04:30:00	ES	Futures	2055.09	2061.8	2055.09	2061.54	12508.0
2016-02-04 05:00:00	ES	Futures	2061.54	2063.15	2056.43	2057.51	17349.0
2016-02-04 05:30:00	ES	Futures	2057.51	2061.27	2055.89	2057.51	10779.0
2016-02-04 06:00:00	ES	Futures	2057.51	2058.04	2055.36	2056.7	7052.0
2016-02-04 06:30:00	ES	Futures	2056.7	2058.85	2051.86	2052.67	7999.0
2016-02-04 07:00:00	ES	Futures	2052.94	2056.43	2050.25	2050.52	12403.0
2016-02-04 07:30:00	ES	Futures	2050.52	2051.32	2043.53	2045.68	30873.0
2016-02-04 08:00:00	ES	Futures	2045.41	2045.41	2036.81	2040.85	49429.0
2016-02-04 08:30:00	ES	Futures	2040.85	2043.26	2031.71	2036.81	64087.0
2016-02-04 09:00:00	ES	Futures	2036.81	2047.56	2036.01	2043.8	72546.0
2016-02-04 09:30:00	ES	Futures	2043.8	2050.79	2035.47	2047.03	279953.0
2016-02-04 10:00:00	ES	Futures	2046.76	2061.27	2037.62	2059.65	260106.0
2016-02-04 10:30:00	ES	Futures	2059.39	2065.57	2056.97	2065.03	165288.0
2016-02-04 11:00:00	ES	Futures	2064.76	2065.3	2046.49	2048.64	163910.0
2016-02-04 11:30:00	ES	Futures	2048.64	2050.52	2039.23	2042.73	144467.0
2016-02-04 12:00:00	ES	Futures	2042.73	2054.55	2041.38	2048.91	111920.0
2016-02-04 12:30:00	ES	Futures	2048.91	2056.16	2045.68	2049.98	72641.0
2016-02-04 13:00:00	ES	Futures	2050.25	2057.77	2048.91	2053.74	70091.0
2016-02-04 13:30:00	ES	Futures	2053.74	2057.51	2045.14	2047.56	71757.0
2016-02-04 14:00:00	ES	Futures	2047.83	2048.64	2041.65	2042.99	93995.0
2016-02-04 14:30:00	ES	Futures	2042.73	2048.37	2039.77	2048.37	74200.0
2016-02-04 15:00:00	ES	Futures	2048.37	2052.13	2042.73	2047.29	92715.0
2016-02-04 15:30:00	ES	Futures	2047.29	2053.74	2044.61	2052.67	122863.0
2016-02-04 16:00:00	ES	Futures	2052.67	2053.47	2048.64	2050.52	46715.0
2016-02-04 16:30:00	ES	Futures	2050.52	2051.32	2048.1	2048.37	4819.0
2016-02-04 18:00:00	ES	Futures	2047.83	2048.1	2043.8	2045.68	4245.0
2016-02-04 18:30:00	ES	Futures	2045.95	2047.03	2044.61	2046.22	1981.0
2016-02-04 19:00:00	ES	Futures	2045.95	2048.37	2044.61	2048.1	4666.0
2016-02-04 19:30:00	ES	Futures	2047.83	2048.1	2045.95	2045.95	2762.0
2016-02-04 20:00:00	ES	Futures	2046.22	2051.32	2045.14	2049.44	5669.0
2016-02-04 20:30:00	ES	Futures	2049.18	2052.13	2049.18	2050.25	4571.0
2016-02-04 21:00:00	ES	Futures	2050.25	2050.52	2048.64	2048.91	3272.0
2016-02-04 21:30:00	ES	Futures	2048.91	2049.18	2046.76	2048.1	2360.0
2016-02-04 22:00:00	ES	Futures	2047.56	2049.71	2046.76	2048.64	1384.0
2016-02-04 22:30:00	ES	Futures	2048.64	2050.79	2045.68	2046.76	3449.0
2016-02-04 23:00:00	ES	Futures	2046.76	2048.1	2044.61	2047.29	3648.0
2016-02-04 23:30:00	ES	Futures	2047.56	2048.37	2046.22	2047.56	2618.0
2016-02-04 00:00:00	NQ	Futures	4982.8	4986.07	4976.57	4982.51	768.0
2016-02-04 00:30:00	NQ	Futures	4981.91	4983.1	4978.05	4978.94	625.0
2016-02-04 01:00:00	NQ	Futures	4979.24	4988.15	4979.24	4986.66	518.0
2016-02-04 01:30:00	NQ	Futures	4986.07	4994.39	4985.48	4990.82	622.0

> showing 50 of 3,082 rows — these rows as CSV

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