PREVIEW / futures_30min / 2016-02-23

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-23.parquet
  size:    83 KB
  rows:    2,929

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
2016-02-23 00:00:00	ES	Futures	2072.55	2073.36	2071.48	2072.28	2633.0
2016-02-23 00:30:00	ES	Futures	2072.28	2075.24	2072.28	2073.9	4483.0
2016-02-23 01:00:00	ES	Futures	2074.16	2074.97	2073.36	2073.63	2132.0
2016-02-23 01:30:00	ES	Futures	2073.63	2074.7	2073.09	2074.16	1363.0
2016-02-23 02:00:00	ES	Futures	2074.16	2075.78	2072.55	2073.36	6117.0
2016-02-23 02:30:00	ES	Futures	2073.36	2075.51	2073.09	2074.43	6519.0
2016-02-23 03:00:00	ES	Futures	2074.43	2074.7	2068.52	2072.02	27224.0
2016-02-23 03:30:00	ES	Futures	2072.28	2078.2	2072.02	2077.39	15076.0
2016-02-23 04:00:00	ES	Futures	2077.39	2079.27	2075.24	2075.78	13594.0
2016-02-23 04:30:00	ES	Futures	2075.78	2077.39	2072.82	2073.36	11920.0
2016-02-23 05:00:00	ES	Futures	2073.36	2075.78	2072.02	2072.28	8649.0
2016-02-23 05:30:00	ES	Futures	2072.28	2076.85	2072.02	2076.05	10103.0
2016-02-23 06:00:00	ES	Futures	2076.05	2080.08	2075.78	2078.2	13797.0
2016-02-23 06:30:00	ES	Futures	2078.46	2079.27	2077.12	2078.46	9502.0
2016-02-23 07:00:00	ES	Futures	2078.2	2081.69	2077.93	2080.61	13122.0
2016-02-23 07:30:00	ES	Futures	2080.88	2081.15	2077.39	2078.46	9962.0
2016-02-23 08:00:00	ES	Futures	2078.46	2078.46	2074.97	2076.05	20688.0
2016-02-23 08:30:00	ES	Futures	2075.78	2083.03	2075.24	2081.96	24481.0
2016-02-23 09:00:00	ES	Futures	2081.69	2081.96	2076.58	2079.0	41475.0
2016-02-23 09:30:00	ES	Futures	2079.0	2082.23	2076.31	2079.0	164321.0
2016-02-23 10:00:00	ES	Futures	2079.27	2080.08	2069.87	2073.09	142730.0
2016-02-23 10:30:00	ES	Futures	2073.09	2074.7	2065.57	2067.18	148547.0
2016-02-23 11:00:00	ES	Futures	2066.91	2067.98	2062.34	2064.49	143618.0
2016-02-23 11:30:00	ES	Futures	2064.76	2070.67	2062.34	2067.98	104112.0
2016-02-23 12:00:00	ES	Futures	2067.72	2067.98	2064.22	2067.18	52705.0
2016-02-23 12:30:00	ES	Futures	2067.18	2068.79	2065.84	2068.79	35838.0
2016-02-23 13:00:00	ES	Futures	2068.52	2069.06	2065.84	2067.18	33701.0
2016-02-23 13:30:00	ES	Futures	2067.45	2067.45	2062.88	2065.57	54142.0
2016-02-23 14:00:00	ES	Futures	2065.57	2069.06	2064.49	2066.64	50830.0
2016-02-23 14:30:00	ES	Futures	2066.64	2067.45	2063.15	2063.42	50169.0
2016-02-23 15:00:00	ES	Futures	2063.42	2064.49	2059.12	2060.19	87909.0
2016-02-23 15:30:00	ES	Futures	2060.19	2067.45	2060.19	2061.27	151773.0
2016-02-23 16:00:00	ES	Futures	2061.27	2062.88	2058.58	2058.85	61180.0
2016-02-23 16:30:00	ES	Futures	2058.58	2058.58	2056.97	2057.51	13123.0
2016-02-23 18:00:00	ES	Futures	2057.24	2057.77	2056.43	2057.51	4196.0
2016-02-23 18:30:00	ES	Futures	2057.51	2058.31	2056.7	2057.51	2987.0
2016-02-23 19:00:00	ES	Futures	2057.77	2057.77	2056.16	2056.97	4733.0
2016-02-23 19:30:00	ES	Futures	2056.97	2058.58	2056.43	2057.77	3632.0
2016-02-23 20:00:00	ES	Futures	2058.04	2061.54	2057.24	2058.58	7979.0
2016-02-23 20:30:00	ES	Futures	2058.58	2062.34	2058.58	2061.0	5197.0
2016-02-23 21:00:00	ES	Futures	2060.73	2061.54	2055.89	2057.24	6526.0
2016-02-23 21:30:00	ES	Futures	2057.24	2057.51	2056.16	2056.97	2979.0
2016-02-23 22:00:00	ES	Futures	2056.7	2057.77	2054.55	2054.55	6165.0
2016-02-23 22:30:00	ES	Futures	2054.55	2056.97	2054.55	2055.09	4864.0
2016-02-23 23:00:00	ES	Futures	2055.09	2055.36	2052.13	2054.01	5446.0
2016-02-23 23:30:00	ES	Futures	2053.74	2055.09	2052.13	2054.55	3091.0
2016-02-23 00:00:00	NQ	Futures	4979.24	4980.43	4976.57	4979.84	399.0
2016-02-23 00:30:00	NQ	Futures	4979.54	4987.26	4979.54	4981.91	1033.0
2016-02-23 01:00:00	NQ	Futures	4982.21	4985.77	4981.32	4983.1	397.0
2016-02-23 01:30:00	NQ	Futures	4982.8	4985.48	4981.62	4983.99	317.0

> showing 50 of 2,929 rows — these rows as CSV

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