PREVIEW / futures_30min / 2016-02-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-22.parquet
  size:    80 KB
  rows:    2,935

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
2016-02-22 00:00:00	ES	Futures	2069.87	2070.4	2068.25	2069.6	2751.0
2016-02-22 00:30:00	ES	Futures	2069.87	2069.87	2067.98	2068.79	2646.0
2016-02-22 01:00:00	ES	Futures	2068.52	2069.33	2067.72	2068.52	1781.0
2016-02-22 01:30:00	ES	Futures	2068.52	2069.06	2067.18	2067.45	1877.0
2016-02-22 02:00:00	ES	Futures	2067.45	2072.28	2067.18	2070.94	10471.0
2016-02-22 02:30:00	ES	Futures	2070.67	2076.58	2070.67	2076.58	18045.0
2016-02-22 03:00:00	ES	Futures	2076.31	2081.15	2075.51	2078.2	32875.0
2016-02-22 03:30:00	ES	Futures	2077.93	2079.54	2075.24	2075.78	15191.0
2016-02-22 04:00:00	ES	Futures	2076.05	2079.54	2074.7	2078.46	13218.0
2016-02-22 04:30:00	ES	Futures	2078.73	2083.84	2078.2	2083.03	22816.0
2016-02-22 05:00:00	ES	Futures	2083.3	2083.84	2082.49	2082.76	7274.0
2016-02-22 05:30:00	ES	Futures	2082.49	2082.76	2079.81	2081.15	6650.0
2016-02-22 06:00:00	ES	Futures	2080.88	2083.03	2080.88	2082.49	5181.0
2016-02-22 06:30:00	ES	Futures	2082.49	2082.76	2080.08	2081.42	9708.0
2016-02-22 07:00:00	ES	Futures	2081.42	2081.42	2078.73	2079.54	13833.0
2016-02-22 07:30:00	ES	Futures	2079.54	2080.35	2077.12	2079.27	12814.0
2016-02-22 08:00:00	ES	Futures	2079.0	2081.69	2078.2	2079.81	19016.0
2016-02-22 08:30:00	ES	Futures	2079.54	2081.69	2078.46	2081.15	19823.0
2016-02-22 09:00:00	ES	Futures	2081.15	2081.42	2077.12	2077.39	26234.0
2016-02-22 09:30:00	ES	Futures	2077.39	2085.72	2076.58	2084.64	187244.0
2016-02-22 10:00:00	ES	Futures	2084.38	2088.41	2083.3	2084.91	150373.0
2016-02-22 10:30:00	ES	Futures	2084.91	2086.79	2081.69	2082.76	71604.0
2016-02-22 11:00:00	ES	Futures	2082.76	2085.18	2080.61	2084.11	87852.0
2016-02-22 11:30:00	ES	Futures	2084.11	2084.91	2082.23	2084.38	44443.0
2016-02-22 12:00:00	ES	Futures	2084.64	2084.64	2082.49	2084.38	34100.0
2016-02-22 12:30:00	ES	Futures	2084.38	2086.53	2081.69	2082.23	48135.0
2016-02-22 13:00:00	ES	Futures	2082.49	2084.38	2081.96	2083.84	33441.0
2016-02-22 13:30:00	ES	Futures	2084.11	2089.21	2084.11	2088.14	63156.0
2016-02-22 14:00:00	ES	Futures	2088.14	2088.41	2083.03	2084.91	52768.0
2016-02-22 14:30:00	ES	Futures	2084.91	2085.18	2082.23	2084.11	47327.0
2016-02-22 15:00:00	ES	Futures	2084.11	2085.99	2080.88	2084.11	70422.0
2016-02-22 15:30:00	ES	Futures	2084.38	2087.6	2083.57	2087.06	126683.0
2016-02-22 16:00:00	ES	Futures	2087.06	2087.33	2080.08	2080.08	73081.0
2016-02-22 16:30:00	ES	Futures	2080.35	2081.15	2077.66	2078.2	10141.0
2016-02-22 18:00:00	ES	Futures	2078.73	2080.35	2077.39	2080.08	4731.0
2016-02-22 18:30:00	ES	Futures	2080.35	2080.35	2077.39	2077.93	3682.0
2016-02-22 19:00:00	ES	Futures	2078.2	2080.08	2077.39	2079.27	4999.0
2016-02-22 19:30:00	ES	Futures	2079.54	2080.08	2076.85	2077.39	3800.0
2016-02-22 20:00:00	ES	Futures	2077.39	2077.66	2074.16	2075.24	6807.0
2016-02-22 20:30:00	ES	Futures	2075.24	2075.78	2072.55	2073.63	9252.0
2016-02-22 21:00:00	ES	Futures	2073.36	2074.97	2072.82	2073.09	4326.0
2016-02-22 21:30:00	ES	Futures	2073.09	2075.24	2072.82	2074.97	3322.0
2016-02-22 22:00:00	ES	Futures	2074.97	2074.97	2072.02	2072.28	4131.0
2016-02-22 22:30:00	ES	Futures	2072.28	2072.82	2070.67	2071.75	5440.0
2016-02-22 23:00:00	ES	Futures	2071.75	2073.63	2070.94	2071.48	4165.0
2016-02-22 23:30:00	ES	Futures	2071.75	2073.63	2071.48	2072.82	2253.0
2016-02-22 00:00:00	NQ	Futures	4974.79	4975.98	4970.04	4974.79	312.0
2016-02-22 00:30:00	NQ	Futures	4974.49	4974.79	4970.33	4972.12	330.0
2016-02-22 01:00:00	NQ	Futures	4971.52	4973.6	4969.44	4971.82	288.0
2016-02-22 01:30:00	NQ	Futures	4970.93	4973.01	4968.55	4968.85	304.0

> showing 50 of 2,935 rows — these rows as CSV

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