PREVIEW / futures_30min / 2016-02-17

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-17.parquet
  size:    85 KB
  rows:    2,987

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
2016-02-17 00:00:00	ES	Futures	2025.53	2027.68	2024.99	2025.53	4358.0
2016-02-17 00:30:00	ES	Futures	2025.26	2028.48	2024.72	2027.95	3517.0
2016-02-17 01:00:00	ES	Futures	2027.95	2028.48	2024.45	2025.53	4089.0
2016-02-17 01:30:00	ES	Futures	2025.8	2026.6	2024.72	2025.53	2267.0
2016-02-17 02:00:00	ES	Futures	2025.53	2026.07	2022.57	2023.92	8284.0
2016-02-17 02:30:00	ES	Futures	2023.92	2026.07	2022.3	2025.8	8562.0
2016-02-17 03:00:00	ES	Futures	2025.8	2030.63	2024.19	2028.22	19842.0
2016-02-17 03:30:00	ES	Futures	2027.95	2033.59	2026.87	2031.71	15595.0
2016-02-17 04:00:00	ES	Futures	2031.71	2037.35	2030.9	2036.28	18114.0
2016-02-17 04:30:00	ES	Futures	2036.55	2040.31	2036.28	2040.31	19994.0
2016-02-17 05:00:00	ES	Futures	2040.31	2044.07	2039.23	2042.99	22890.0
2016-02-17 05:30:00	ES	Futures	2042.99	2046.49	2042.73	2043.26	19372.0
2016-02-17 06:00:00	ES	Futures	2043.53	2045.14	2042.46	2042.73	8953.0
2016-02-17 06:30:00	ES	Futures	2042.99	2045.68	2042.46	2044.07	11437.0
2016-02-17 07:00:00	ES	Futures	2044.07	2044.88	2042.73	2044.34	13065.0
2016-02-17 07:30:00	ES	Futures	2044.34	2048.37	2044.07	2047.83	17892.0
2016-02-17 08:00:00	ES	Futures	2047.56	2048.37	2044.34	2045.41	21322.0
2016-02-17 08:30:00	ES	Futures	2045.68	2047.56	2043.8	2046.49	21789.0
2016-02-17 09:00:00	ES	Futures	2046.49	2051.59	2045.95	2048.37	52785.0
2016-02-17 09:30:00	ES	Futures	2048.64	2054.82	2046.49	2051.59	255859.0
2016-02-17 10:00:00	ES	Futures	2051.59	2061.8	2051.59	2061.8	156472.0
2016-02-17 10:30:00	ES	Futures	2061.8	2064.49	2058.58	2063.15	143294.0
2016-02-17 11:00:00	ES	Futures	2063.15	2064.76	2060.19	2062.88	120733.0
2016-02-17 11:30:00	ES	Futures	2062.88	2064.76	2060.73	2062.61	77345.0
2016-02-17 12:00:00	ES	Futures	2062.61	2066.64	2061.8	2065.57	67067.0
2016-02-17 12:30:00	ES	Futures	2065.3	2068.52	2065.3	2066.64	73494.0
2016-02-17 13:00:00	ES	Futures	2066.64	2068.25	2066.1	2067.45	49659.0
2016-02-17 13:30:00	ES	Futures	2067.45	2067.72	2062.88	2063.95	44932.0
2016-02-17 14:00:00	ES	Futures	2063.69	2071.48	2062.34	2068.79	103294.0
2016-02-17 14:30:00	ES	Futures	2069.06	2070.4	2064.22	2065.03	70549.0
2016-02-17 15:00:00	ES	Futures	2065.3	2068.52	2063.95	2066.1	77666.0
2016-02-17 15:30:00	ES	Futures	2065.84	2067.98	2062.88	2066.91	144680.0
2016-02-17 16:00:00	ES	Futures	2066.91	2067.45	2065.03	2066.64	71782.0
2016-02-17 16:30:00	ES	Futures	2066.64	2072.28	2066.64	2072.02	13430.0
2016-02-17 18:00:00	ES	Futures	2070.94	2071.21	2069.6	2070.4	4115.0
2016-02-17 18:30:00	ES	Futures	2070.4	2071.75	2069.6	2071.48	2737.0
2016-02-17 19:00:00	ES	Futures	2071.48	2072.82	2069.33	2069.87	5480.0
2016-02-17 19:30:00	ES	Futures	2070.13	2071.48	2069.33	2069.33	4579.0
2016-02-17 20:00:00	ES	Futures	2069.6	2072.28	2068.52	2071.21	5712.0
2016-02-17 20:30:00	ES	Futures	2071.21	2071.75	2069.6	2069.6	3460.0
2016-02-17 21:00:00	ES	Futures	2069.6	2070.13	2068.52	2069.33	2526.0
2016-02-17 21:30:00	ES	Futures	2069.33	2070.94	2069.33	2069.6	1557.0
2016-02-17 22:00:00	ES	Futures	2069.6	2070.67	2068.79	2070.4	1886.0
2016-02-17 22:30:00	ES	Futures	2070.13	2070.94	2068.79	2070.4	2570.0
2016-02-17 23:00:00	ES	Futures	2070.4	2071.48	2070.13	2071.21	1625.0
2016-02-17 23:30:00	ES	Futures	2070.94	2071.48	2069.87	2071.48	1335.0
2016-02-17 00:00:00	NQ	Futures	4842.95	4849.19	4840.57	4842.36	737.0
2016-02-17 00:30:00	NQ	Futures	4842.06	4849.48	4839.98	4848.29	603.0
2016-02-17 01:00:00	NQ	Futures	4847.7	4848.89	4837.9	4841.17	663.0
2016-02-17 01:30:00	NQ	Futures	4841.17	4842.95	4838.2	4839.98	1104.0

> showing 50 of 2,987 rows — these rows as CSV

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