PREVIEW / futures_30min / 2016-02-16

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-16.parquet
  size:    83 KB
  rows:    2,997

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
2016-02-16 00:00:00	ES	Futures	2034.13	2034.4	2033.05	2033.86	2959.0
2016-02-16 00:30:00	ES	Futures	2033.86	2034.13	2031.44	2031.71	2900.0
2016-02-16 01:00:00	ES	Futures	2031.44	2032.25	2030.9	2031.98	2238.0
2016-02-16 01:30:00	ES	Futures	2031.71	2032.25	2030.37	2031.44	2026.0
2016-02-16 02:00:00	ES	Futures	2031.44	2031.44	2028.75	2031.44	6530.0
2016-02-16 02:30:00	ES	Futures	2031.44	2032.52	2030.37	2032.52	9892.0
2016-02-16 03:00:00	ES	Futures	2032.25	2032.52	2027.68	2029.29	19333.0
2016-02-16 03:30:00	ES	Futures	2029.02	2032.78	2027.68	2031.44	18076.0
2016-02-16 04:00:00	ES	Futures	2031.44	2031.44	2020.96	2027.68	29580.0
2016-02-16 04:30:00	ES	Futures	2027.68	2029.29	2020.96	2022.84	15613.0
2016-02-16 05:00:00	ES	Futures	2023.11	2023.92	2018.27	2021.5	21992.0
2016-02-16 05:30:00	ES	Futures	2021.5	2022.04	2019.08	2020.42	9629.0
2016-02-16 06:00:00	ES	Futures	2020.69	2022.04	2018.81	2020.96	11141.0
2016-02-16 06:30:00	ES	Futures	2020.69	2025.53	2019.35	2024.99	10079.0
2016-02-16 07:00:00	ES	Futures	2024.99	2026.6	2023.38	2025.53	12028.0
2016-02-16 07:30:00	ES	Futures	2025.53	2026.6	2022.3	2022.3	11662.0
2016-02-16 08:00:00	ES	Futures	2022.3	2022.57	2018.0	2019.35	28650.0
2016-02-16 08:30:00	ES	Futures	2019.62	2021.77	2015.86	2019.08	29932.0
2016-02-16 09:00:00	ES	Futures	2019.08	2024.72	2018.27	2022.84	26657.0
2016-02-16 09:30:00	ES	Futures	2023.11	2025.53	2015.86	2017.47	207038.0
2016-02-16 10:00:00	ES	Futures	2017.74	2020.15	2012.63	2015.86	127480.0
2016-02-16 10:30:00	ES	Futures	2015.86	2020.96	2013.71	2015.05	90577.0
2016-02-16 11:00:00	ES	Futures	2014.78	2016.93	2010.21	2015.86	101937.0
2016-02-16 11:30:00	ES	Futures	2015.86	2024.45	2015.59	2024.19	76312.0
2016-02-16 12:00:00	ES	Futures	2024.19	2028.22	2023.38	2025.8	80622.0
2016-02-16 12:30:00	ES	Futures	2025.8	2030.37	2023.65	2029.83	52476.0
2016-02-16 13:00:00	ES	Futures	2029.83	2033.05	2029.29	2030.63	72855.0
2016-02-16 13:30:00	ES	Futures	2030.37	2031.17	2028.22	2030.1	45051.0
2016-02-16 14:00:00	ES	Futures	2029.83	2033.05	2029.29	2032.52	69013.0
2016-02-16 14:30:00	ES	Futures	2032.78	2033.59	2029.02	2029.83	61109.0
2016-02-16 15:00:00	ES	Futures	2029.56	2032.52	2026.87	2032.52	73100.0
2016-02-16 15:30:00	ES	Futures	2032.52	2033.59	2026.87	2033.32	177887.0
2016-02-16 16:00:00	ES	Futures	2033.05	2034.13	2029.29	2029.83	70265.0
2016-02-16 16:30:00	ES	Futures	2029.29	2030.63	2028.22	2030.37	5353.0
2016-02-16 18:00:00	ES	Futures	2029.56	2030.1	2027.68	2029.02	2984.0
2016-02-16 18:30:00	ES	Futures	2028.75	2030.63	2026.87	2030.37	2588.0
2016-02-16 19:00:00	ES	Futures	2030.63	2033.32	2030.37	2032.52	4693.0
2016-02-16 19:30:00	ES	Futures	2032.78	2039.5	2032.52	2037.89	12306.0
2016-02-16 20:00:00	ES	Futures	2038.16	2038.43	2033.59	2034.66	7878.0
2016-02-16 20:30:00	ES	Futures	2034.66	2036.81	2032.78	2036.28	6648.0
2016-02-16 21:00:00	ES	Futures	2036.01	2036.81	2034.13	2035.2	4133.0
2016-02-16 21:30:00	ES	Futures	2035.2	2036.01	2032.52	2033.32	3420.0
2016-02-16 22:00:00	ES	Futures	2033.32	2033.32	2029.56	2030.37	4774.0
2016-02-16 22:30:00	ES	Futures	2030.37	2031.44	2027.41	2027.41	6672.0
2016-02-16 23:00:00	ES	Futures	2027.68	2029.02	2023.92	2025.26	7302.0
2016-02-16 23:30:00	ES	Futures	2025.26	2027.14	2024.45	2025.53	5223.0
2016-02-16 00:00:00	NQ	Futures	4871.16	4872.64	4868.19	4871.46	580.0
2016-02-16 00:30:00	NQ	Futures	4870.86	4870.86	4862.84	4863.44	675.0
2016-02-16 01:00:00	NQ	Futures	4863.74	4865.81	4860.47	4863.14	437.0
2016-02-16 01:30:00	NQ	Futures	4863.44	4864.03	4859.88	4863.44	632.0

> showing 50 of 2,997 rows — these rows as CSV

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