PREVIEW / futures_30min / 2016-02-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-19.parquet
  size:    70 KB
  rows:    2,443

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
2016-02-19 00:00:00	ES	Futures	2058.85	2063.42	2058.31	2062.61	4629.0
2016-02-19 00:30:00	ES	Futures	2062.61	2063.95	2062.07	2062.88	3421.0
2016-02-19 01:00:00	ES	Futures	2062.88	2064.49	2062.07	2063.95	3381.0
2016-02-19 01:30:00	ES	Futures	2063.69	2066.64	2063.42	2064.49	3989.0
2016-02-19 02:00:00	ES	Futures	2064.49	2065.3	2061.27	2061.8	5548.0
2016-02-19 02:30:00	ES	Futures	2061.8	2063.42	2060.46	2060.73	8489.0
2016-02-19 03:00:00	ES	Futures	2060.46	2066.64	2058.31	2060.46	30723.0
2016-02-19 03:30:00	ES	Futures	2060.46	2066.64	2060.19	2066.1	19902.0
2016-02-19 04:00:00	ES	Futures	2065.84	2066.37	2061.27	2062.61	8811.0
2016-02-19 04:30:00	ES	Futures	2062.34	2064.76	2060.46	2063.95	9074.0
2016-02-19 05:00:00	ES	Futures	2063.69	2064.22	2060.19	2062.07	7407.0
2016-02-19 05:30:00	ES	Futures	2062.07	2062.61	2057.24	2058.31	11713.0
2016-02-19 06:00:00	ES	Futures	2058.04	2058.85	2054.82	2057.24	14636.0
2016-02-19 06:30:00	ES	Futures	2057.24	2057.24	2049.18	2051.06	29016.0
2016-02-19 07:00:00	ES	Futures	2051.06	2052.94	2049.71	2051.59	20171.0
2016-02-19 07:30:00	ES	Futures	2051.86	2056.43	2051.86	2055.62	18233.0
2016-02-19 08:00:00	ES	Futures	2055.89	2056.16	2052.4	2053.47	21342.0
2016-02-19 08:30:00	ES	Futures	2053.21	2055.62	2046.49	2047.83	53497.0
2016-02-19 09:00:00	ES	Futures	2047.83	2048.91	2044.61	2048.64	52865.0
2016-02-19 09:30:00	ES	Futures	2048.64	2051.86	2040.85	2046.49	254196.0
2016-02-19 10:00:00	ES	Futures	2046.49	2053.74	2040.58	2050.25	169727.0
2016-02-19 10:30:00	ES	Futures	2050.52	2055.09	2049.71	2050.52	94011.0
2016-02-19 11:00:00	ES	Futures	2050.25	2057.24	2046.76	2056.7	121142.0
2016-02-19 11:30:00	ES	Futures	2056.7	2059.39	2053.74	2054.28	104219.0
2016-02-19 12:00:00	ES	Futures	2054.01	2055.62	2052.13	2053.47	48796.0
2016-02-19 12:30:00	ES	Futures	2053.47	2056.7	2052.94	2054.28	39488.0
2016-02-19 13:00:00	ES	Futures	2054.01	2055.89	2052.4	2054.55	35035.0
2016-02-19 13:30:00	ES	Futures	2054.55	2056.16	2053.47	2055.36	31951.0
2016-02-19 14:00:00	ES	Futures	2055.09	2058.04	2054.01	2055.36	58218.0
2016-02-19 14:30:00	ES	Futures	2055.09	2055.62	2050.79	2051.59	55828.0
2016-02-19 15:00:00	ES	Futures	2051.59	2056.43	2051.06	2056.16	45897.0
2016-02-19 15:30:00	ES	Futures	2055.89	2058.58	2054.55	2057.77	96776.0
2016-02-19 16:00:00	ES	Futures	2057.77	2058.31	2056.43	2057.51	58132.0
2016-02-19 16:30:00	ES	Futures	2057.24	2057.77	2056.7	2057.51	5845.0
2016-02-19 00:00:00	NQ	Futures	4930.25	4945.39	4929.36	4943.61	833.0
2016-02-19 00:30:00	NQ	Futures	4943.91	4947.77	4942.13	4943.61	646.0
2016-02-19 01:00:00	NQ	Futures	4943.31	4947.47	4942.13	4945.39	360.0
2016-02-19 01:30:00	NQ	Futures	4945.39	4951.92	4944.8	4946.58	458.0
2016-02-19 02:00:00	NQ	Futures	4946.28	4948.06	4937.08	4938.86	879.0
2016-02-19 02:30:00	NQ	Futures	4939.75	4943.02	4935.3	4935.3	570.0
2016-02-19 03:00:00	NQ	Futures	4935.59	4950.74	4929.36	4934.11	3373.0
2016-02-19 03:30:00	NQ	Futures	4934.11	4952.52	4934.11	4950.74	2192.0
2016-02-19 04:00:00	NQ	Futures	4950.74	4951.63	4937.37	4939.45	1327.0
2016-02-19 04:30:00	NQ	Futures	4940.34	4945.39	4935.3	4944.2	1020.0
2016-02-19 05:00:00	NQ	Futures	4942.42	4944.2	4932.92	4937.37	925.0
2016-02-19 05:30:00	NQ	Futures	4937.37	4939.45	4924.01	4926.98	1460.0
2016-02-19 06:00:00	NQ	Futures	4927.28	4928.76	4917.48	4924.31	1766.0
2016-02-19 06:30:00	NQ	Futures	4924.61	4924.61	4905.01	4910.06	2867.0
2016-02-19 07:00:00	NQ	Futures	4909.46	4916.59	4907.98	4912.73	1666.0
2016-02-19 07:30:00	NQ	Futures	4913.32	4925.2	4913.32	4924.01	1451.0

> showing 50 of 2,443 rows — these rows as CSV

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