PREVIEW / futures_30min / 2016-02-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-08.parquet
  size:    92 KB
  rows:    3,043

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
2016-02-08 00:00:00	ES	Futures	2023.11	2025.26	2022.04	2024.72	4165.0
2016-02-08 00:30:00	ES	Futures	2024.72	2024.72	2021.5	2022.57	2980.0
2016-02-08 01:00:00	ES	Futures	2022.84	2024.19	2021.77	2023.11	1626.0
2016-02-08 01:30:00	ES	Futures	2023.11	2024.99	2022.57	2023.92	1775.0
2016-02-08 02:00:00	ES	Futures	2024.19	2025.53	2021.23	2023.38	6685.0
2016-02-08 02:30:00	ES	Futures	2023.65	2024.72	2020.69	2021.5	8443.0
2016-02-08 03:00:00	ES	Futures	2021.77	2024.45	2017.2	2020.15	19690.0
2016-02-08 03:30:00	ES	Futures	2020.15	2021.23	2014.24	2017.2	16975.0
2016-02-08 04:00:00	ES	Futures	2016.93	2016.93	1995.16	1999.73	44938.0
2016-02-08 04:30:00	ES	Futures	1999.46	2000.81	1983.34	1987.1	43339.0
2016-02-08 05:00:00	ES	Futures	1987.1	1993.55	1984.15	1990.33	29580.0
2016-02-08 05:30:00	ES	Futures	1990.33	1994.9	1987.91	1989.25	18720.0
2016-02-08 06:00:00	ES	Futures	1989.52	1992.21	1986.3	1991.4	14452.0
2016-02-08 06:30:00	ES	Futures	1991.4	1995.7	1990.6	1993.01	13424.0
2016-02-08 07:00:00	ES	Futures	1993.01	1993.55	1985.22	1990.6	25424.0
2016-02-08 07:30:00	ES	Futures	1990.6	1991.4	1983.34	1984.42	31168.0
2016-02-08 08:00:00	ES	Futures	1984.42	1988.72	1981.73	1988.45	39396.0
2016-02-08 08:30:00	ES	Futures	1988.18	1993.82	1987.91	1993.01	31143.0
2016-02-08 09:00:00	ES	Futures	1993.01	1994.36	1986.83	1989.79	41181.0
2016-02-08 09:30:00	ES	Futures	1990.06	1991.13	1973.67	1977.16	341885.0
2016-02-08 10:00:00	ES	Futures	1977.16	1982.8	1970.44	1972.59	206455.0
2016-02-08 10:30:00	ES	Futures	1972.59	1981.73	1971.52	1973.67	182769.0
2016-02-08 11:00:00	ES	Futures	1973.67	1976.35	1963.46	1972.06	199851.0
2016-02-08 11:30:00	ES	Futures	1972.06	1973.67	1964.26	1973.4	122917.0
2016-02-08 12:00:00	ES	Futures	1973.4	1979.04	1972.32	1976.89	97691.0
2016-02-08 12:30:00	ES	Futures	1976.89	1980.39	1973.4	1974.47	89150.0
2016-02-08 13:00:00	ES	Futures	1974.74	1975.01	1965.34	1968.56	66678.0
2016-02-08 13:30:00	ES	Futures	1968.56	1970.44	1960.77	1960.77	98091.0
2016-02-08 14:00:00	ES	Futures	1960.77	1966.41	1959.69	1962.38	105234.0
2016-02-08 14:30:00	ES	Futures	1962.65	1968.02	1958.08	1963.99	122993.0
2016-02-08 15:00:00	ES	Futures	1963.99	1977.16	1963.19	1974.74	169606.0
2016-02-08 15:30:00	ES	Futures	1974.74	1993.82	1974.47	1985.76	317063.0
2016-02-08 16:00:00	ES	Futures	1985.76	1992.21	1985.22	1991.13	88949.0
2016-02-08 16:30:00	ES	Futures	1991.13	1992.48	1989.52	1989.52	10084.0
2016-02-08 18:00:00	ES	Futures	1988.18	1988.72	1981.46	1981.73	10566.0
2016-02-08 18:30:00	ES	Futures	1982.0	1985.22	1980.92	1983.88	4911.0
2016-02-08 19:00:00	ES	Futures	1984.15	1985.76	1982.54	1984.95	5309.0
2016-02-08 19:30:00	ES	Futures	1984.95	1985.49	1980.92	1981.46	5032.0
2016-02-08 20:00:00	ES	Futures	1981.46	1982.27	1975.55	1978.77	12368.0
2016-02-08 20:30:00	ES	Futures	1978.5	1980.65	1975.82	1976.89	6102.0
2016-02-08 21:00:00	ES	Futures	1976.89	1978.5	1975.28	1976.09	4813.0
2016-02-08 21:30:00	ES	Futures	1976.09	1977.16	1972.32	1974.74	12884.0
2016-02-08 22:00:00	ES	Futures	1975.01	1975.01	1972.32	1972.86	5673.0
2016-02-08 22:30:00	ES	Futures	1973.13	1976.62	1973.13	1975.82	7890.0
2016-02-08 23:00:00	ES	Futures	1975.55	1975.82	1969.1	1973.4	8169.0
2016-02-08 23:30:00	ES	Futures	1973.4	1975.82	1971.25	1972.06	3500.0
2016-02-08 00:00:00	NQ	Futures	4799.3	4803.76	4796.93	4803.16	659.0
2016-02-08 00:30:00	NQ	Futures	4803.16	4804.35	4796.04	4799.3	866.0
2016-02-08 01:00:00	NQ	Futures	4799.0	4801.68	4796.93	4800.19	275.0
2016-02-08 01:30:00	NQ	Futures	4800.79	4804.35	4797.22	4802.57	600.0

> showing 50 of 3,043 rows — these rows as CSV

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