PREVIEW / futures_30min / 2016-02-24

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-24.parquet
  size:    88 KB
  rows:    3,045

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
2016-02-24 00:00:00	ES	Futures	2054.55	2056.43	2054.01	2055.62	4203.0
2016-02-24 00:30:00	ES	Futures	2055.62	2057.51	2054.55	2056.7	3292.0
2016-02-24 01:00:00	ES	Futures	2056.97	2059.39	2055.62	2059.12	3344.0
2016-02-24 01:30:00	ES	Futures	2059.12	2061.27	2058.58	2058.85	2911.0
2016-02-24 02:00:00	ES	Futures	2059.12	2063.95	2058.85	2063.15	11509.0
2016-02-24 02:30:00	ES	Futures	2062.88	2063.42	2061.8	2061.8	9151.0
2016-02-24 03:00:00	ES	Futures	2061.8	2062.61	2055.89	2057.24	23845.0
2016-02-24 03:30:00	ES	Futures	2056.97	2061.0	2053.74	2058.04	20765.0
2016-02-24 04:00:00	ES	Futures	2057.77	2058.31	2047.83	2049.18	31578.0
2016-02-24 04:30:00	ES	Futures	2049.18	2052.13	2046.49	2051.32	20913.0
2016-02-24 05:00:00	ES	Futures	2051.32	2051.86	2044.88	2047.29	21371.0
2016-02-24 05:30:00	ES	Futures	2047.29	2049.44	2044.07	2045.41	18428.0
2016-02-24 06:00:00	ES	Futures	2045.68	2047.03	2044.61	2045.14	10358.0
2016-02-24 06:30:00	ES	Futures	2045.14	2045.68	2041.38	2041.65	22773.0
2016-02-24 07:00:00	ES	Futures	2041.65	2042.99	2037.89	2040.31	27966.0
2016-02-24 07:30:00	ES	Futures	2040.31	2043.8	2039.23	2041.92	21135.0
2016-02-24 08:00:00	ES	Futures	2041.92	2044.07	2040.85	2041.65	24754.0
2016-02-24 08:30:00	ES	Futures	2041.65	2043.53	2038.7	2042.99	24572.0
2016-02-24 09:00:00	ES	Futures	2042.99	2043.26	2040.58	2042.46	26210.0
2016-02-24 09:30:00	ES	Futures	2042.46	2042.73	2030.63	2033.05	253090.0
2016-02-24 10:00:00	ES	Futures	2033.05	2035.74	2029.29	2031.71	170614.0
2016-02-24 10:30:00	ES	Futures	2031.98	2039.77	2027.95	2037.35	219467.0
2016-02-24 11:00:00	ES	Futures	2037.62	2038.16	2030.9	2034.13	134074.0
2016-02-24 11:30:00	ES	Futures	2034.13	2047.03	2033.32	2045.95	139582.0
2016-02-24 12:00:00	ES	Futures	2045.95	2051.06	2044.61	2044.88	132751.0
2016-02-24 12:30:00	ES	Futures	2044.88	2048.37	2041.65	2046.76	89038.0
2016-02-24 13:00:00	ES	Futures	2046.76	2052.67	2045.95	2048.37	109316.0
2016-02-24 13:30:00	ES	Futures	2048.1	2051.86	2046.22	2048.91	57255.0
2016-02-24 14:00:00	ES	Futures	2048.91	2062.88	2047.83	2061.54	145809.0
2016-02-24 14:30:00	ES	Futures	2061.54	2064.49	2059.92	2060.46	90609.0
2016-02-24 15:00:00	ES	Futures	2060.73	2073.63	2060.73	2072.02	145786.0
2016-02-24 15:30:00	ES	Futures	2072.02	2073.63	2066.37	2070.13	152989.0
2016-02-24 16:00:00	ES	Futures	2069.87	2075.78	2069.6	2074.97	68350.0
2016-02-24 16:30:00	ES	Futures	2074.7	2078.46	2074.43	2078.2	10683.0
2016-02-24 18:00:00	ES	Futures	2077.66	2077.93	2074.16	2076.31	6452.0
2016-02-24 18:30:00	ES	Futures	2076.31	2081.42	2075.24	2080.61	9859.0
2016-02-24 19:00:00	ES	Futures	2080.88	2083.57	2077.93	2078.73	11230.0
2016-02-24 19:30:00	ES	Futures	2079.0	2080.08	2077.93	2079.0	4684.0
2016-02-24 20:00:00	ES	Futures	2079.27	2079.54	2076.31	2079.0	4967.0
2016-02-24 20:30:00	ES	Futures	2079.27	2079.54	2074.7	2076.58	7526.0
2016-02-24 21:00:00	ES	Futures	2076.31	2077.66	2075.78	2076.31	2885.0
2016-02-24 21:30:00	ES	Futures	2076.05	2076.58	2074.16	2075.78	4432.0
2016-02-24 22:00:00	ES	Futures	2076.05	2076.58	2073.09	2073.36	4706.0
2016-02-24 22:30:00	ES	Futures	2073.36	2073.63	2070.67	2071.75	7255.0
2016-02-24 23:00:00	ES	Futures	2071.75	2073.36	2070.94	2072.28	2666.0
2016-02-24 23:30:00	ES	Futures	2072.28	2077.39	2072.28	2076.85	5220.0
2016-02-24 00:00:00	NQ	Futures	4925.2	4930.54	4923.72	4929.06	553.0
2016-02-24 00:30:00	NQ	Futures	4927.87	4932.33	4925.5	4930.25	638.0
2016-02-24 01:00:00	NQ	Futures	4931.14	4938.27	4927.28	4937.08	537.0
2016-02-24 01:30:00	NQ	Futures	4937.08	4942.72	4935.89	4936.78	596.0

> showing 50 of 3,045 rows — these rows as CSV

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