PREVIEW / futures_30min / 2016-03-01

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-01.parquet
  size:    87 KB
  rows:    3,035

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
2016-03-01 00:00:00	ES	Futures	2072.02	2072.28	2066.91	2068.25	3620.0
2016-03-01 00:30:00	ES	Futures	2067.98	2071.48	2066.64	2070.4	3900.0
2016-03-01 01:00:00	ES	Futures	2070.94	2073.9	2070.67	2072.28	4723.0
2016-03-01 01:30:00	ES	Futures	2072.28	2074.43	2071.75	2073.63	2530.0
2016-03-01 02:00:00	ES	Futures	2073.63	2077.12	2073.63	2076.58	10697.0
2016-03-01 02:30:00	ES	Futures	2076.58	2081.69	2076.05	2081.42	12534.0
2016-03-01 03:00:00	ES	Futures	2081.15	2086.26	2076.85	2085.45	29329.0
2016-03-01 03:30:00	ES	Futures	2085.45	2091.36	2085.45	2085.99	27725.0
2016-03-01 04:00:00	ES	Futures	2085.99	2086.79	2081.15	2085.18	15643.0
2016-03-01 04:30:00	ES	Futures	2085.18	2086.26	2082.49	2084.11	7971.0
2016-03-01 05:00:00	ES	Futures	2083.84	2091.36	2083.57	2090.82	13112.0
2016-03-01 05:30:00	ES	Futures	2090.82	2091.9	2089.21	2090.02	10152.0
2016-03-01 06:00:00	ES	Futures	2090.02	2092.71	2087.33	2092.44	12043.0
2016-03-01 06:30:00	ES	Futures	2092.44	2093.51	2088.68	2089.21	13360.0
2016-03-01 07:00:00	ES	Futures	2089.21	2091.9	2088.68	2090.82	10920.0
2016-03-01 07:30:00	ES	Futures	2090.82	2092.44	2089.75	2090.02	12599.0
2016-03-01 08:00:00	ES	Futures	2090.02	2091.36	2086.26	2087.06	20219.0
2016-03-01 08:30:00	ES	Futures	2086.79	2088.94	2086.79	2088.94	20470.0
2016-03-01 09:00:00	ES	Futures	2088.94	2090.29	2087.33	2089.21	32238.0
2016-03-01 09:30:00	ES	Futures	2089.21	2092.17	2083.3	2088.68	211982.0
2016-03-01 10:00:00	ES	Futures	2088.94	2099.69	2088.68	2098.89	217931.0
2016-03-01 10:30:00	ES	Futures	2098.89	2102.38	2096.47	2097.81	141279.0
2016-03-01 11:00:00	ES	Futures	2097.54	2105.87	2097.27	2105.34	118348.0
2016-03-01 11:30:00	ES	Futures	2105.34	2111.25	2104.8	2110.44	107486.0
2016-03-01 12:00:00	ES	Futures	2110.44	2115.55	2110.17	2113.13	127846.0
2016-03-01 12:30:00	ES	Futures	2113.13	2115.28	2111.25	2115.01	71462.0
2016-03-01 13:00:00	ES	Futures	2115.01	2116.62	2112.32	2115.55	70105.0
2016-03-01 13:30:00	ES	Futures	2115.81	2119.04	2115.01	2115.81	91051.0
2016-03-01 14:00:00	ES	Futures	2115.81	2118.23	2113.4	2115.55	73368.0
2016-03-01 14:30:00	ES	Futures	2115.55	2121.46	2114.47	2121.46	89593.0
2016-03-01 15:00:00	ES	Futures	2121.19	2123.61	2119.85	2120.11	85883.0
2016-03-01 15:30:00	ES	Futures	2120.38	2123.61	2117.43	2123.34	163298.0
2016-03-01 16:00:00	ES	Futures	2123.34	2126.56	2122.0	2126.03	104346.0
2016-03-01 16:30:00	ES	Futures	2126.56	2126.56	2123.88	2125.49	15486.0
2016-03-01 18:00:00	ES	Futures	2124.14	2125.22	2123.07	2123.88	5926.0
2016-03-01 18:30:00	ES	Futures	2123.88	2124.41	2123.07	2123.61	2537.0
2016-03-01 19:00:00	ES	Futures	2123.61	2124.41	2121.73	2122.53	6634.0
2016-03-01 19:30:00	ES	Futures	2122.53	2123.88	2122.53	2123.61	3798.0
2016-03-01 20:00:00	ES	Futures	2123.34	2126.83	2123.07	2125.22	7114.0
2016-03-01 20:30:00	ES	Futures	2125.49	2126.29	2124.14	2126.03	5032.0
2016-03-01 21:00:00	ES	Futures	2125.76	2127.91	2124.68	2127.1	4616.0
2016-03-01 21:30:00	ES	Futures	2127.1	2127.37	2125.76	2126.83	2204.0
2016-03-01 22:00:00	ES	Futures	2126.83	2127.91	2125.76	2127.64	2096.0
2016-03-01 22:30:00	ES	Futures	2127.64	2128.18	2126.29	2127.37	2325.0
2016-03-01 23:00:00	ES	Futures	2127.37	2130.06	2126.83	2129.52	4739.0
2016-03-01 23:30:00	ES	Futures	2129.52	2130.06	2128.44	2128.71	2877.0
2016-03-01 00:00:00	NQ	Futures	4984.88	4984.88	4970.33	4974.19	511.0
2016-03-01 00:30:00	NQ	Futures	4973.3	4983.99	4970.33	4982.51	727.0
2016-03-01 01:00:00	NQ	Futures	4982.51	4990.82	4981.91	4986.66	573.0
2016-03-01 01:30:00	NQ	Futures	4986.66	4991.42	4984.88	4988.45	407.0

> showing 50 of 3,035 rows — these rows as CSV

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