PREVIEW / futures_30min / 2016-02-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-18.parquet
  size:    86 KB
  rows:    2,980

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
2016-02-18 00:00:00	ES	Futures	2071.21	2076.05	2070.4	2073.9	6911.0
2016-02-18 00:30:00	ES	Futures	2073.9	2074.16	2070.13	2070.94	3950.0
2016-02-18 01:00:00	ES	Futures	2070.67	2072.02	2069.6	2070.4	2608.0
2016-02-18 01:30:00	ES	Futures	2070.13	2070.4	2068.79	2068.79	2224.0
2016-02-18 02:00:00	ES	Futures	2068.79	2070.94	2067.45	2069.87	8184.0
2016-02-18 02:30:00	ES	Futures	2069.6	2073.36	2069.33	2072.55	9278.0
2016-02-18 03:00:00	ES	Futures	2072.55	2072.82	2063.15	2063.69	30108.0
2016-02-18 03:30:00	ES	Futures	2063.95	2064.22	2060.19	2061.8	17894.0
2016-02-18 04:00:00	ES	Futures	2062.07	2067.45	2061.54	2067.18	13953.0
2016-02-18 04:30:00	ES	Futures	2067.45	2068.79	2064.49	2066.1	9780.0
2016-02-18 05:00:00	ES	Futures	2065.84	2068.52	2064.76	2067.18	9241.0
2016-02-18 05:30:00	ES	Futures	2067.18	2072.55	2066.91	2071.75	12112.0
2016-02-18 06:00:00	ES	Futures	2071.75	2078.2	2071.48	2077.12	20584.0
2016-02-18 06:30:00	ES	Futures	2077.12	2077.39	2073.63	2073.9	13210.0
2016-02-18 07:00:00	ES	Futures	2074.16	2076.05	2072.55	2072.55	17878.0
2016-02-18 07:30:00	ES	Futures	2072.55	2073.36	2070.13	2072.82	14848.0
2016-02-18 08:00:00	ES	Futures	2072.55	2074.43	2070.94	2071.48	16297.0
2016-02-18 08:30:00	ES	Futures	2071.48	2073.63	2070.4	2073.09	16633.0
2016-02-18 09:00:00	ES	Futures	2073.09	2073.63	2069.6	2070.4	20501.0
2016-02-18 09:30:00	ES	Futures	2070.13	2071.21	2062.07	2065.3	196127.0
2016-02-18 10:00:00	ES	Futures	2065.3	2067.98	2061.54	2067.72	136404.0
2016-02-18 10:30:00	ES	Futures	2067.72	2067.98	2059.12	2059.12	87494.0
2016-02-18 11:00:00	ES	Futures	2059.65	2062.61	2055.36	2059.92	182259.0
2016-02-18 11:30:00	ES	Futures	2059.92	2065.03	2058.31	2064.76	87438.0
2016-02-18 12:00:00	ES	Futures	2064.76	2066.37	2062.61	2064.49	59193.0
2016-02-18 12:30:00	ES	Futures	2064.76	2065.03	2061.27	2061.27	51580.0
2016-02-18 13:00:00	ES	Futures	2061.54	2064.22	2058.31	2059.92	50421.0
2016-02-18 13:30:00	ES	Futures	2059.92	2061.0	2054.55	2057.77	66292.0
2016-02-18 14:00:00	ES	Futures	2058.04	2063.15	2057.51	2062.61	64138.0
2016-02-18 14:30:00	ES	Futures	2062.61	2066.1	2062.07	2063.69	74123.0
2016-02-18 15:00:00	ES	Futures	2063.95	2064.76	2057.24	2059.39	64817.0
2016-02-18 15:30:00	ES	Futures	2059.39	2060.73	2054.28	2057.77	147098.0
2016-02-18 16:00:00	ES	Futures	2058.04	2060.73	2057.24	2059.65	52827.0
2016-02-18 16:30:00	ES	Futures	2059.65	2062.07	2059.65	2061.8	6303.0
2016-02-18 18:00:00	ES	Futures	2061.0	2061.27	2058.85	2059.12	2923.0
2016-02-18 18:30:00	ES	Futures	2059.39	2061.54	2059.12	2060.19	1427.0
2016-02-18 19:00:00	ES	Futures	2060.46	2061.27	2059.12	2059.65	4129.0
2016-02-18 19:30:00	ES	Futures	2059.92	2060.46	2056.97	2056.97	6615.0
2016-02-18 20:00:00	ES	Futures	2056.97	2059.65	2056.7	2059.12	5019.0
2016-02-18 20:30:00	ES	Futures	2059.12	2061.8	2058.31	2058.58	5089.0
2016-02-18 21:00:00	ES	Futures	2058.31	2059.39	2056.97	2058.04	2798.0
2016-02-18 21:30:00	ES	Futures	2058.31	2059.65	2057.77	2058.58	1777.0
2016-02-18 22:00:00	ES	Futures	2058.85	2059.12	2056.7	2057.24	2891.0
2016-02-18 22:30:00	ES	Futures	2057.24	2058.85	2056.7	2057.24	2446.0
2016-02-18 23:00:00	ES	Futures	2057.24	2058.31	2056.43	2057.77	3181.0
2016-02-18 23:30:00	ES	Futures	2057.77	2058.85	2057.51	2058.58	1776.0
2016-02-18 00:00:00	NQ	Futures	4999.73	5009.23	4996.76	5006.86	1273.0
2016-02-18 00:30:00	NQ	Futures	5006.86	5006.86	4994.68	4996.76	842.0
2016-02-18 01:00:00	NQ	Futures	4996.17	4999.73	4993.49	4995.57	489.0
2016-02-18 01:30:00	NQ	Futures	4995.28	4995.28	4990.53	4990.53	617.0

> showing 50 of 2,980 rows — these rows as CSV

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