PREVIEW / futures_30min / 2016-02-09

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-09.parquet
  size:    91 KB
  rows:    3,098

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
2016-02-09 00:00:00	ES	Futures	1972.32	1972.59	1969.64	1971.52	4490.0
2016-02-09 00:30:00	ES	Futures	1971.52	1975.28	1971.52	1974.74	3210.0
2016-02-09 01:00:00	ES	Futures	1974.74	1974.74	1971.79	1973.4	3134.0
2016-02-09 01:30:00	ES	Futures	1973.67	1976.09	1973.4	1975.28	2747.0
2016-02-09 02:00:00	ES	Futures	1975.28	1975.55	1970.71	1972.32	10373.0
2016-02-09 02:30:00	ES	Futures	1972.59	1984.68	1972.06	1982.54	15212.0
2016-02-09 03:00:00	ES	Futures	1982.27	1992.48	1979.31	1979.31	39061.0
2016-02-09 03:30:00	ES	Futures	1979.58	1989.25	1977.16	1988.72	25058.0
2016-02-09 04:00:00	ES	Futures	1988.45	1995.7	1984.68	1988.18	35534.0
2016-02-09 04:30:00	ES	Futures	1987.91	1989.52	1984.42	1984.68	14602.0
2016-02-09 05:00:00	ES	Futures	1984.68	1991.13	1982.27	1990.87	13496.0
2016-02-09 05:30:00	ES	Futures	1990.87	1991.67	1987.1	1988.45	10814.0
2016-02-09 06:00:00	ES	Futures	1988.18	1989.79	1982.27	1983.88	11765.0
2016-02-09 06:30:00	ES	Futures	1983.61	1983.61	1978.5	1982.8	20119.0
2016-02-09 07:00:00	ES	Futures	1983.07	1983.61	1973.67	1974.47	38298.0
2016-02-09 07:30:00	ES	Futures	1974.74	1976.09	1970.71	1973.4	44443.0
2016-02-09 08:00:00	ES	Futures	1973.4	1976.35	1970.98	1972.59	42328.0
2016-02-09 08:30:00	ES	Futures	1972.32	1972.86	1963.99	1966.95	70124.0
2016-02-09 09:00:00	ES	Futures	1967.22	1969.37	1963.19	1964.26	54074.0
2016-02-09 09:30:00	ES	Futures	1963.99	1990.6	1962.38	1984.42	364253.0
2016-02-09 10:00:00	ES	Futures	1984.42	1995.7	1983.07	1984.68	248960.0
2016-02-09 10:30:00	ES	Futures	1984.68	1984.95	1971.52	1972.32	202281.0
2016-02-09 11:00:00	ES	Futures	1972.32	1990.06	1971.52	1987.37	191725.0
2016-02-09 11:30:00	ES	Futures	1987.37	1989.52	1976.35	1977.43	110630.0
2016-02-09 12:00:00	ES	Futures	1977.43	1982.8	1974.21	1977.16	112351.0
2016-02-09 12:30:00	ES	Futures	1977.16	1981.19	1973.4	1975.28	80642.0
2016-02-09 13:00:00	ES	Futures	1975.28	1976.89	1966.41	1970.71	99516.0
2016-02-09 13:30:00	ES	Futures	1970.71	1977.7	1968.02	1975.28	94124.0
2016-02-09 14:00:00	ES	Futures	1975.28	1986.3	1975.01	1978.5	137741.0
2016-02-09 14:30:00	ES	Futures	1978.5	1992.75	1978.24	1989.79	133453.0
2016-02-09 15:00:00	ES	Futures	1989.79	2003.23	1985.76	1987.91	205369.0
2016-02-09 15:30:00	ES	Futures	1987.91	1994.63	1982.27	1986.3	193464.0
2016-02-09 16:00:00	ES	Futures	1986.3	1988.98	1986.03	1986.57	49281.0
2016-02-09 16:30:00	ES	Futures	1986.83	1987.37	1984.15	1984.42	6095.0
2016-02-09 18:00:00	ES	Futures	1988.45	1990.33	1986.57	1988.18	4474.0
2016-02-09 18:30:00	ES	Futures	1988.45	1997.58	1987.1	1991.67	5988.0
2016-02-09 19:00:00	ES	Futures	1991.67	1993.01	1986.57	1988.72	7223.0
2016-02-09 19:30:00	ES	Futures	1988.72	1989.52	1985.49	1986.57	6451.0
2016-02-09 20:00:00	ES	Futures	1986.57	1987.37	1980.92	1981.73	8398.0
2016-02-09 20:30:00	ES	Futures	1981.73	1981.73	1976.09	1979.58	12976.0
2016-02-09 21:00:00	ES	Futures	1979.58	1982.0	1976.09	1978.24	6527.0
2016-02-09 21:30:00	ES	Futures	1978.24	1982.0	1978.24	1982.0	3979.0
2016-02-09 22:00:00	ES	Futures	1981.73	1982.8	1980.12	1981.73	3060.0
2016-02-09 22:30:00	ES	Futures	1981.73	1983.88	1979.85	1981.46	4443.0
2016-02-09 23:00:00	ES	Futures	1981.46	1983.07	1976.09	1976.35	5043.0
2016-02-09 23:30:00	ES	Futures	1976.35	1980.39	1976.09	1978.77	5559.0
2016-02-09 00:00:00	NQ	Futures	4663.01	4663.9	4657.07	4661.82	445.0
2016-02-09 00:30:00	NQ	Futures	4662.12	4673.4	4661.82	4671.32	799.0
2016-02-09 01:00:00	NQ	Futures	4670.73	4670.73	4662.42	4665.39	490.0
2016-02-09 01:30:00	NQ	Futures	4666.28	4672.81	4665.98	4669.84	557.0

> showing 50 of 3,098 rows — these rows as CSV

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