PREVIEW / futures_30min / 2016-02-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-12.parquet
  size:    74 KB
  rows:    2,500

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
2016-02-12 00:00:00	ES	Futures	1970.44	1972.06	1965.34	1966.68	6631.0
2016-02-12 00:30:00	ES	Futures	1966.68	1968.29	1962.92	1964.53	8752.0
2016-02-12 01:00:00	ES	Futures	1964.53	1965.88	1962.11	1963.99	6264.0
2016-02-12 01:30:00	ES	Futures	1963.73	1965.34	1962.11	1962.92	4120.0
2016-02-12 02:00:00	ES	Futures	1962.92	1970.98	1958.89	1968.29	15006.0
2016-02-12 02:30:00	ES	Futures	1968.56	1970.44	1964.8	1969.37	9699.0
2016-02-12 03:00:00	ES	Futures	1969.64	1979.04	1969.64	1972.59	43481.0
2016-02-12 03:30:00	ES	Futures	1972.59	1977.7	1969.64	1976.09	23876.0
2016-02-12 04:00:00	ES	Futures	1976.35	1980.39	1972.32	1976.62	22117.0
2016-02-12 04:30:00	ES	Futures	1976.62	1979.85	1973.4	1977.16	12502.0
2016-02-12 05:00:00	ES	Futures	1977.16	1980.65	1974.74	1977.43	14896.0
2016-02-12 05:30:00	ES	Futures	1977.7	1978.24	1974.47	1975.28	11091.0
2016-02-12 06:00:00	ES	Futures	1975.01	1978.77	1974.47	1978.24	9972.0
2016-02-12 06:30:00	ES	Futures	1978.5	1985.76	1977.7	1983.61	23331.0
2016-02-12 07:00:00	ES	Futures	1983.88	1984.15	1979.31	1981.19	15387.0
2016-02-12 07:30:00	ES	Futures	1981.46	1982.8	1977.97	1979.04	13408.0
2016-02-12 08:00:00	ES	Futures	1979.04	1979.31	1974.74	1978.5	31357.0
2016-02-12 08:30:00	ES	Futures	1978.24	1986.83	1978.24	1982.27	51484.0
2016-02-12 09:00:00	ES	Futures	1982.0	1983.61	1978.24	1981.73	41482.0
2016-02-12 09:30:00	ES	Futures	1981.46	1983.88	1972.59	1974.47	205325.0
2016-02-12 10:00:00	ES	Futures	1974.47	1982.27	1970.71	1980.12	165011.0
2016-02-12 10:30:00	ES	Futures	1980.12	1983.34	1977.7	1979.31	111062.0
2016-02-12 11:00:00	ES	Futures	1979.31	1992.21	1979.04	1991.67	164844.0
2016-02-12 11:30:00	ES	Futures	1991.67	1994.09	1987.64	1988.72	114877.0
2016-02-12 12:00:00	ES	Futures	1988.45	1992.48	1987.64	1991.4	81051.0
2016-02-12 12:30:00	ES	Futures	1991.4	1992.75	1989.25	1989.25	48452.0
2016-02-12 13:00:00	ES	Futures	1989.25	1991.4	1983.61	1986.3	82805.0
2016-02-12 13:30:00	ES	Futures	1986.3	1989.25	1984.95	1987.1	53760.0
2016-02-12 14:00:00	ES	Futures	1987.1	1995.16	1986.3	1993.82	87425.0
2016-02-12 14:30:00	ES	Futures	1993.82	1996.78	1991.94	1994.9	66401.0
2016-02-12 15:00:00	ES	Futures	1994.9	1999.73	1993.28	1999.46	89635.0
2016-02-12 15:30:00	ES	Futures	1999.46	2000.0	1993.28	2000.0	173668.0
2016-02-12 16:00:00	ES	Futures	1999.73	2000.0	1994.9	1998.12	81987.0
2016-02-12 16:30:00	ES	Futures	1997.85	1999.2	1997.05	1999.2	5988.0
2016-02-12 00:00:00	NQ	Futures	4722.1	4728.04	4711.41	4715.27	1186.0
2016-02-12 00:30:00	NQ	Futures	4714.68	4719.72	4706.06	4709.33	1144.0
2016-02-12 01:00:00	NQ	Futures	4711.11	4713.19	4703.1	4707.85	398.0
2016-02-12 01:30:00	NQ	Futures	4706.96	4710.52	4700.72	4701.61	547.0
2016-02-12 02:00:00	NQ	Futures	4701.31	4724.47	4695.08	4717.94	1450.0
2016-02-12 02:30:00	NQ	Futures	4717.65	4723.58	4707.85	4721.21	1090.0
2016-02-12 03:00:00	NQ	Futures	4720.91	4745.85	4720.91	4728.93	5989.0
2016-02-12 03:30:00	NQ	Futures	4728.04	4744.37	4721.21	4739.32	3168.0
2016-02-12 04:00:00	NQ	Futures	4739.32	4752.39	4730.12	4744.67	3566.0
2016-02-12 04:30:00	NQ	Futures	4745.26	4753.28	4734.57	4745.85	2638.0
2016-02-12 05:00:00	NQ	Futures	4745.85	4755.06	4740.81	4747.64	1819.0
2016-02-12 05:30:00	NQ	Futures	4747.93	4749.71	4737.24	4739.02	1568.0
2016-02-12 06:00:00	NQ	Futures	4738.43	4748.53	4736.35	4747.64	1080.0
2016-02-12 06:30:00	NQ	Futures	4747.04	4765.75	4745.26	4760.11	2410.0
2016-02-12 07:00:00	NQ	Futures	4760.4	4761.0	4747.04	4750.31	2484.0
2016-02-12 07:30:00	NQ	Futures	4750.31	4754.46	4742.29	4742.29	1317.0

> showing 50 of 2,500 rows — these rows as CSV

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