PREVIEW / futures_30min / 2016-02-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-11.parquet
  size:    91 KB
  rows:    3,081

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
2016-02-11 00:00:00	ES	Futures	1974.74	1977.16	1974.74	1976.35	2887.0
2016-02-11 00:30:00	ES	Futures	1976.35	1976.62	1973.4	1973.67	2779.0
2016-02-11 01:00:00	ES	Futures	1973.67	1974.74	1970.44	1971.25	4273.0
2016-02-11 01:30:00	ES	Futures	1971.25	1974.74	1970.98	1974.47	2484.0
2016-02-11 02:00:00	ES	Futures	1974.47	1977.16	1971.79	1974.47	12679.0
2016-02-11 02:30:00	ES	Futures	1974.47	1978.24	1974.21	1977.16	9441.0
2016-02-11 03:00:00	ES	Futures	1977.16	1977.43	1958.62	1961.84	54992.0
2016-02-11 03:30:00	ES	Futures	1961.84	1963.99	1948.68	1952.98	63737.0
2016-02-11 04:00:00	ES	Futures	1952.98	1954.86	1944.11	1947.33	50849.0
2016-02-11 04:30:00	ES	Futures	1947.07	1951.63	1944.65	1949.48	29300.0
2016-02-11 05:00:00	ES	Futures	1949.48	1950.83	1944.92	1947.87	22361.0
2016-02-11 05:30:00	ES	Futures	1948.14	1953.25	1946.8	1951.36	21257.0
2016-02-11 06:00:00	ES	Futures	1951.63	1952.71	1946.8	1949.75	19624.0
2016-02-11 06:30:00	ES	Futures	1949.48	1951.63	1941.69	1942.77	30791.0
2016-02-11 07:00:00	ES	Futures	1942.77	1952.71	1937.39	1952.44	68224.0
2016-02-11 07:30:00	ES	Futures	1952.44	1954.59	1945.72	1947.6	47044.0
2016-02-11 08:00:00	ES	Futures	1947.6	1954.05	1946.26	1952.17	38479.0
2016-02-11 08:30:00	ES	Futures	1952.17	1955.93	1949.48	1950.56	42984.0
2016-02-11 09:00:00	ES	Futures	1950.56	1955.13	1949.48	1953.25	45834.0
2016-02-11 09:30:00	ES	Futures	1953.25	1970.71	1951.36	1966.14	304781.0
2016-02-11 10:00:00	ES	Futures	1965.88	1969.64	1956.2	1957.28	200630.0
2016-02-11 10:30:00	ES	Futures	1957.28	1961.04	1951.1	1952.17	164945.0
2016-02-11 11:00:00	ES	Futures	1952.17	1955.93	1945.99	1946.8	210821.0
2016-02-11 11:30:00	ES	Futures	1947.07	1953.51	1942.77	1951.1	166400.0
2016-02-11 12:00:00	ES	Futures	1951.1	1955.4	1946.53	1949.75	117709.0
2016-02-11 12:30:00	ES	Futures	1949.48	1956.2	1945.72	1954.86	120492.0
2016-02-11 13:00:00	ES	Futures	1954.86	1959.16	1952.17	1953.51	113682.0
2016-02-11 13:30:00	ES	Futures	1953.78	1957.28	1947.07	1949.22	96388.0
2016-02-11 14:00:00	ES	Futures	1949.48	1951.63	1942.5	1943.3	120014.0
2016-02-11 14:30:00	ES	Futures	1943.57	1969.64	1940.08	1962.11	387098.0
2016-02-11 15:00:00	ES	Futures	1962.11	1964.8	1952.44	1963.46	194336.0
2016-02-11 15:30:00	ES	Futures	1963.46	1972.06	1959.16	1960.77	253778.0
2016-02-11 16:00:00	ES	Futures	1961.04	1962.65	1958.62	1961.84	72055.0
2016-02-11 16:30:00	ES	Futures	1961.84	1963.46	1960.23	1962.11	8527.0
2016-02-11 18:00:00	ES	Futures	1963.99	1967.76	1963.46	1966.41	6522.0
2016-02-11 18:30:00	ES	Futures	1966.41	1967.49	1965.61	1966.68	2389.0
2016-02-11 19:00:00	ES	Futures	1966.95	1968.83	1962.92	1967.76	13601.0
2016-02-11 19:30:00	ES	Futures	1968.02	1968.83	1965.34	1967.22	5245.0
2016-02-11 20:00:00	ES	Futures	1966.95	1968.29	1964.8	1966.68	7108.0
2016-02-11 20:30:00	ES	Futures	1966.68	1970.71	1966.41	1969.91	9734.0
2016-02-11 21:00:00	ES	Futures	1970.17	1970.17	1962.11	1962.38	7988.0
2016-02-11 21:30:00	ES	Futures	1962.38	1964.8	1961.58	1962.65	7861.0
2016-02-11 22:00:00	ES	Futures	1962.38	1966.14	1962.11	1964.8	6435.0
2016-02-11 22:30:00	ES	Futures	1964.53	1974.47	1963.46	1973.4	17084.0
2016-02-11 23:00:00	ES	Futures	1973.13	1974.74	1965.34	1969.37	11185.0
2016-02-11 23:30:00	ES	Futures	1969.1	1972.06	1968.56	1970.44	5318.0
2016-02-11 00:00:00	NQ	Futures	4687.95	4695.97	4687.95	4693.59	507.0
2016-02-11 00:30:00	NQ	Futures	4694.48	4694.48	4685.58	4686.47	337.0
2016-02-11 01:00:00	NQ	Futures	4686.76	4688.55	4676.67	4678.15	849.0
2016-02-11 01:30:00	NQ	Futures	4677.56	4687.66	4677.26	4687.66	235.0

> showing 50 of 3,081 rows — these rows as CSV

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