PREVIEW / futures_30min / 2016-02-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-05.parquet
  size:    73 KB
  rows:    2,485

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
2016-02-05 00:00:00	ES	Futures	2047.29	2048.1	2045.95	2047.29	1812.0
2016-02-05 00:30:00	ES	Futures	2047.03	2050.52	2045.95	2048.1	3071.0
2016-02-05 01:00:00	ES	Futures	2048.1	2048.64	2045.14	2045.68	3087.0
2016-02-05 01:30:00	ES	Futures	2045.68	2047.56	2044.88	2047.29	1711.0
2016-02-05 02:00:00	ES	Futures	2047.29	2049.18	2045.95	2046.76	3950.0
2016-02-05 02:30:00	ES	Futures	2046.76	2048.1	2044.61	2048.1	5961.0
2016-02-05 03:00:00	ES	Futures	2048.37	2054.55	2044.61	2048.64	20903.0
2016-02-05 03:30:00	ES	Futures	2048.37	2051.32	2043.53	2049.18	13682.0
2016-02-05 04:00:00	ES	Futures	2048.91	2053.47	2048.64	2052.13	10706.0
2016-02-05 04:30:00	ES	Futures	2052.13	2057.77	2050.79	2055.89	12848.0
2016-02-05 05:00:00	ES	Futures	2055.89	2057.51	2054.55	2055.36	6977.0
2016-02-05 05:30:00	ES	Futures	2055.62	2055.89	2052.94	2054.55	5674.0
2016-02-05 06:00:00	ES	Futures	2054.55	2055.62	2049.71	2049.98	8244.0
2016-02-05 06:30:00	ES	Futures	2050.25	2053.74	2049.44	2051.59	6314.0
2016-02-05 07:00:00	ES	Futures	2051.59	2054.28	2050.79	2053.74	6618.0
2016-02-05 07:30:00	ES	Futures	2053.47	2054.55	2050.52	2052.67	12959.0
2016-02-05 08:00:00	ES	Futures	2052.67	2053.47	2046.49	2051.86	36291.0
2016-02-05 08:30:00	ES	Futures	2051.32	2051.32	2037.35	2041.11	149269.0
2016-02-05 09:00:00	ES	Futures	2041.11	2053.74	2040.31	2047.03	86779.0
2016-02-05 09:30:00	ES	Futures	2046.49	2047.83	2032.52	2036.81	220231.0
2016-02-05 10:00:00	ES	Futures	2036.55	2042.19	2025.8	2027.41	201453.0
2016-02-05 10:30:00	ES	Futures	2027.68	2035.74	2023.65	2024.72	184413.0
2016-02-05 11:00:00	ES	Futures	2024.72	2026.87	2014.24	2019.08	176327.0
2016-02-05 11:30:00	ES	Futures	2019.35	2023.11	2015.32	2022.3	127214.0
2016-02-05 12:00:00	ES	Futures	2022.04	2025.8	2018.0	2023.11	87493.0
2016-02-05 12:30:00	ES	Futures	2023.11	2027.14	2016.66	2020.15	75946.0
2016-02-05 13:00:00	ES	Futures	2020.15	2024.72	2018.81	2023.92	79723.0
2016-02-05 13:30:00	ES	Futures	2023.92	2023.92	2012.63	2016.12	101005.0
2016-02-05 14:00:00	ES	Futures	2016.12	2018.0	2008.06	2009.67	100718.0
2016-02-05 14:30:00	ES	Futures	2009.67	2015.32	2009.14	2010.48	87446.0
2016-02-05 15:00:00	ES	Futures	2010.21	2014.51	2005.38	2012.36	118143.0
2016-02-05 15:30:00	ES	Futures	2012.63	2014.24	2006.45	2013.44	191254.0
2016-02-05 16:00:00	ES	Futures	2013.44	2017.47	2011.29	2015.32	100621.0
2016-02-05 16:30:00	ES	Futures	2015.86	2016.66	2013.97	2013.97	8531.0
2016-02-05 00:00:00	NQ	Futures	4924.9	4926.68	4921.34	4925.2	249.0
2016-02-05 00:30:00	NQ	Futures	4924.31	4935.3	4921.64	4929.06	541.0
2016-02-05 01:00:00	NQ	Futures	4928.47	4929.95	4921.93	4923.12	477.0
2016-02-05 01:30:00	NQ	Futures	4923.12	4928.47	4921.64	4927.87	419.0
2016-02-05 02:00:00	NQ	Futures	4928.17	4932.33	4924.01	4926.39	526.0
2016-02-05 02:30:00	NQ	Futures	4925.5	4930.54	4920.15	4930.54	993.0
2016-02-05 03:00:00	NQ	Futures	4930.54	4948.06	4920.45	4932.03	3845.0
2016-02-05 03:30:00	NQ	Futures	4931.73	4939.16	4918.67	4932.92	2265.0
2016-02-05 04:00:00	NQ	Futures	4932.03	4945.99	4931.14	4942.42	1348.0
2016-02-05 04:30:00	NQ	Futures	4942.72	4956.67	4938.56	4951.63	1752.0
2016-02-05 05:00:00	NQ	Futures	4951.33	4956.97	4948.36	4950.44	1065.0
2016-02-05 05:30:00	NQ	Futures	4950.74	4951.92	4943.91	4947.77	1088.0
2016-02-05 06:00:00	NQ	Futures	4948.36	4951.03	4935.89	4936.48	1145.0
2016-02-05 06:30:00	NQ	Futures	4937.37	4946.58	4935.0	4941.53	1273.0
2016-02-05 07:00:00	NQ	Futures	4940.94	4948.66	4937.67	4946.88	1183.0
2016-02-05 07:30:00	NQ	Futures	4946.88	4948.06	4937.67	4942.72	1606.0

> showing 50 of 2,485 rows — these rows as CSV

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