PREVIEW / futures_30min / 2016-02-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-02-29.parquet
  size:    85 KB
  rows:    3,030

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
2016-02-29 00:00:00	ES	Futures	2081.96	2083.03	2080.61	2081.96	2987.0
2016-02-29 00:30:00	ES	Futures	2081.96	2081.96	2077.12	2077.39	5615.0
2016-02-29 01:00:00	ES	Futures	2077.39	2077.93	2072.02	2073.63	10533.0
2016-02-29 01:30:00	ES	Futures	2073.36	2077.12	2072.82	2077.12	3852.0
2016-02-29 02:00:00	ES	Futures	2077.12	2078.46	2074.43	2077.93	8877.0
2016-02-29 02:30:00	ES	Futures	2077.93	2079.54	2075.51	2076.05	8606.0
2016-02-29 03:00:00	ES	Futures	2076.05	2079.27	2072.28	2076.05	19783.0
2016-02-29 03:30:00	ES	Futures	2076.05	2079.27	2072.02	2072.55	18241.0
2016-02-29 04:00:00	ES	Futures	2072.82	2077.93	2072.28	2073.9	15023.0
2016-02-29 04:30:00	ES	Futures	2073.63	2075.78	2073.63	2074.7	7609.0
2016-02-29 05:00:00	ES	Futures	2074.7	2085.99	2074.7	2080.08	33830.0
2016-02-29 05:30:00	ES	Futures	2080.08	2081.15	2077.93	2078.73	11037.0
2016-02-29 06:00:00	ES	Futures	2079.0	2079.81	2076.05	2078.73	10086.0
2016-02-29 06:30:00	ES	Futures	2078.46	2085.99	2078.46	2084.38	17112.0
2016-02-29 07:00:00	ES	Futures	2084.38	2085.99	2082.49	2085.18	9363.0
2016-02-29 07:30:00	ES	Futures	2085.18	2088.94	2084.11	2084.64	19110.0
2016-02-29 08:00:00	ES	Futures	2084.38	2087.33	2084.38	2086.53	12623.0
2016-02-29 08:30:00	ES	Futures	2086.53	2093.78	2086.26	2092.44	42604.0
2016-02-29 09:00:00	ES	Futures	2092.71	2092.71	2089.48	2090.56	20496.0
2016-02-29 09:30:00	ES	Futures	2090.29	2093.51	2086.26	2090.56	167449.0
2016-02-29 10:00:00	ES	Futures	2090.29	2091.9	2086.26	2088.94	130212.0
2016-02-29 10:30:00	ES	Futures	2089.21	2093.78	2086.53	2092.97	79128.0
2016-02-29 11:00:00	ES	Futures	2092.97	2098.08	2092.71	2095.39	125397.0
2016-02-29 11:30:00	ES	Futures	2095.39	2102.65	2094.86	2099.42	107923.0
2016-02-29 12:00:00	ES	Futures	2099.42	2100.5	2095.93	2097.27	55468.0
2016-02-29 12:30:00	ES	Futures	2097.27	2098.08	2095.12	2098.08	52208.0
2016-02-29 13:00:00	ES	Futures	2098.08	2098.62	2094.05	2094.05	36636.0
2016-02-29 13:30:00	ES	Futures	2094.32	2095.12	2092.44	2094.59	41901.0
2016-02-29 14:00:00	ES	Futures	2094.86	2095.12	2084.91	2088.14	103799.0
2016-02-29 14:30:00	ES	Futures	2087.87	2088.94	2081.69	2082.49	87705.0
2016-02-29 15:00:00	ES	Futures	2082.49	2082.49	2075.24	2080.35	116396.0
2016-02-29 15:30:00	ES	Futures	2080.08	2082.49	2072.02	2072.55	235608.0
2016-02-29 16:00:00	ES	Futures	2072.82	2077.12	2070.67	2074.43	120506.0
2016-02-29 16:30:00	ES	Futures	2074.16	2074.7	2072.55	2072.55	8628.0
2016-02-29 18:00:00	ES	Futures	2072.28	2076.05	2071.21	2076.05	6771.0
2016-02-29 18:30:00	ES	Futures	2076.05	2078.2	2075.51	2076.05	4353.0
2016-02-29 19:00:00	ES	Futures	2076.31	2077.93	2073.63	2073.9	6233.0
2016-02-29 19:30:00	ES	Futures	2074.16	2074.97	2069.6	2070.4	6051.0
2016-02-29 20:00:00	ES	Futures	2070.4	2074.16	2066.1	2067.18	13187.0
2016-02-29 20:30:00	ES	Futures	2066.91	2070.4	2064.49	2066.37	10336.0
2016-02-29 21:00:00	ES	Futures	2066.37	2068.52	2065.3	2068.52	4223.0
2016-02-29 21:30:00	ES	Futures	2068.25	2068.79	2066.1	2067.45	3983.0
2016-02-29 22:00:00	ES	Futures	2067.18	2069.06	2066.91	2069.06	2724.0
2016-02-29 22:30:00	ES	Futures	2069.06	2070.67	2067.98	2070.67	4547.0
2016-02-29 23:00:00	ES	Futures	2070.4	2071.21	2069.87	2070.13	2573.0
2016-02-29 23:30:00	ES	Futures	2070.4	2072.28	2070.4	2072.02	2147.0
2016-02-29 00:00:00	NQ	Futures	4998.84	5002.7	4995.87	4999.43	656.0
2016-02-29 00:30:00	NQ	Futures	4999.14	4999.14	4986.66	4986.66	1639.0
2016-02-29 01:00:00	NQ	Futures	4986.37	4988.45	4972.71	4975.98	1759.0
2016-02-29 01:30:00	NQ	Futures	4975.68	4985.77	4974.49	4985.18	802.0

> showing 50 of 3,030 rows — these rows as CSV

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