PREVIEW / futures_30min / 2016-02-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-26.parquet
  size:    73 KB
  rows:    2,490

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
2016-02-26 00:00:00	ES	Futures	2097.54	2098.35	2095.93	2096.2	2885.0
2016-02-26 00:30:00	ES	Futures	2096.2	2097.01	2095.12	2095.66	2651.0
2016-02-26 01:00:00	ES	Futures	2095.66	2098.62	2095.39	2097.27	2460.0
2016-02-26 01:30:00	ES	Futures	2097.27	2098.35	2097.01	2098.08	1269.0
2016-02-26 02:00:00	ES	Futures	2098.08	2101.84	2096.47	2101.3	13130.0
2016-02-26 02:30:00	ES	Futures	2101.3	2104.53	2101.04	2103.45	13369.0
2016-02-26 03:00:00	ES	Futures	2103.45	2107.48	2101.84	2106.14	29647.0
2016-02-26 03:30:00	ES	Futures	2105.87	2109.63	2105.6	2106.95	26464.0
2016-02-26 04:00:00	ES	Futures	2106.95	2110.44	2106.14	2110.17	20983.0
2016-02-26 04:30:00	ES	Futures	2109.9	2114.2	2108.83	2113.93	26587.0
2016-02-26 05:00:00	ES	Futures	2113.93	2116.08	2112.86	2113.13	22099.0
2016-02-26 05:30:00	ES	Futures	2113.4	2114.2	2112.05	2113.4	13921.0
2016-02-26 06:00:00	ES	Futures	2113.4	2113.67	2110.17	2111.52	13108.0
2016-02-26 06:30:00	ES	Futures	2111.25	2112.32	2105.87	2107.22	24175.0
2016-02-26 07:00:00	ES	Futures	2107.48	2108.56	2104.8	2106.41	20331.0
2016-02-26 07:30:00	ES	Futures	2106.41	2107.22	2103.45	2105.07	19875.0
2016-02-26 08:00:00	ES	Futures	2105.07	2109.1	2104.53	2108.56	23871.0
2016-02-26 08:30:00	ES	Futures	2108.56	2113.13	2106.68	2107.22	62041.0
2016-02-26 09:00:00	ES	Futures	2107.22	2109.37	2105.07	2106.41	37558.0
2016-02-26 09:30:00	ES	Futures	2106.41	2107.75	2101.3	2101.84	218415.0
2016-02-26 10:00:00	ES	Futures	2102.11	2102.38	2095.12	2097.01	158118.0
2016-02-26 10:30:00	ES	Futures	2097.27	2105.07	2097.01	2104.8	134073.0
2016-02-26 11:00:00	ES	Futures	2104.8	2105.6	2097.54	2097.81	109792.0
2016-02-26 11:30:00	ES	Futures	2097.81	2100.23	2095.39	2098.62	133035.0
2016-02-26 12:00:00	ES	Futures	2098.35	2099.69	2093.51	2098.35	95855.0
2016-02-26 12:30:00	ES	Futures	2098.62	2103.45	2097.01	2101.57	65735.0
2016-02-26 13:00:00	ES	Futures	2101.57	2102.92	2097.54	2098.08	41797.0
2016-02-26 13:30:00	ES	Futures	2097.81	2099.69	2092.17	2094.86	78963.0
2016-02-26 14:00:00	ES	Futures	2094.86	2097.01	2092.71	2095.39	62738.0
2016-02-26 14:30:00	ES	Futures	2095.66	2095.66	2088.41	2089.48	79868.0
2016-02-26 15:00:00	ES	Futures	2089.48	2095.39	2088.94	2091.36	75907.0
2016-02-26 15:30:00	ES	Futures	2091.36	2094.32	2090.02	2090.82	115255.0
2016-02-26 16:00:00	ES	Futures	2091.09	2091.36	2087.06	2087.87	69532.0
2016-02-26 16:30:00	ES	Futures	2088.41	2088.68	2086.53	2086.53	8103.0
2016-02-26 00:00:00	NQ	Futures	5047.54	5049.61	5043.38	5043.97	507.0
2016-02-26 00:30:00	NQ	Futures	5043.38	5045.75	5040.71	5042.19	527.0
2016-02-26 01:00:00	NQ	Futures	5042.49	5049.32	5041.3	5046.05	392.0
2016-02-26 01:30:00	NQ	Futures	5046.05	5050.8	5046.05	5050.8	612.0
2016-02-26 02:00:00	NQ	Futures	5050.51	5064.16	5046.35	5062.68	2296.0
2016-02-26 02:30:00	NQ	Futures	5062.38	5070.99	5061.49	5067.73	1179.0
2016-02-26 03:00:00	NQ	Futures	5067.73	5080.79	5063.27	5075.74	3409.0
2016-02-26 03:30:00	NQ	Futures	5076.34	5085.25	5075.15	5079.9	2980.0
2016-02-26 04:00:00	NQ	Futures	5080.2	5087.03	5077.82	5082.87	3017.0
2016-02-26 04:30:00	NQ	Futures	5083.17	5093.86	5080.5	5093.26	2663.0
2016-02-26 05:00:00	NQ	Futures	5093.26	5099.2	5088.51	5089.4	2337.0
2016-02-26 05:30:00	NQ	Futures	5089.11	5091.48	5086.14	5088.51	1351.0
2016-02-26 06:00:00	NQ	Futures	5088.81	5089.11	5079.9	5084.06	1624.0
2016-02-26 06:30:00	NQ	Futures	5083.46	5086.43	5069.51	5074.56	3066.0
2016-02-26 07:00:00	NQ	Futures	5074.85	5077.82	5066.84	5070.99	2230.0
2016-02-26 07:30:00	NQ	Futures	5071.29	5073.67	5063.57	5069.51	1783.0

> showing 50 of 2,490 rows — these rows as CSV

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