PREVIEW / futures_30min / 2016-03-02

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-03-02.parquet
  size:    82 KB
  rows:    3,002

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
2016-03-02 00:00:00	ES	Futures	2128.71	2129.79	2128.18	2129.52	3092.0
2016-03-02 00:30:00	ES	Futures	2129.25	2133.01	2129.25	2130.33	6099.0
2016-03-02 01:00:00	ES	Futures	2130.59	2131.94	2130.06	2130.86	3523.0
2016-03-02 01:30:00	ES	Futures	2130.59	2132.21	2130.59	2131.13	2519.0
2016-03-02 02:00:00	ES	Futures	2131.13	2131.13	2127.37	2127.64	8350.0
2016-03-02 02:30:00	ES	Futures	2127.64	2128.71	2124.68	2126.29	10229.0
2016-03-02 03:00:00	ES	Futures	2126.29	2126.56	2121.46	2124.41	24409.0
2016-03-02 03:30:00	ES	Futures	2124.41	2128.44	2123.07	2127.1	17516.0
2016-03-02 04:00:00	ES	Futures	2127.1	2127.37	2122.26	2123.88	17903.0
2016-03-02 04:30:00	ES	Futures	2123.88	2125.22	2120.38	2120.65	13964.0
2016-03-02 05:00:00	ES	Futures	2120.65	2122.26	2120.11	2120.92	11044.0
2016-03-02 05:30:00	ES	Futures	2120.65	2122.26	2119.31	2119.58	11106.0
2016-03-02 06:00:00	ES	Futures	2119.58	2121.19	2118.77	2120.38	10353.0
2016-03-02 06:30:00	ES	Futures	2120.38	2122.53	2120.38	2121.46	8093.0
2016-03-02 07:00:00	ES	Futures	2121.73	2121.73	2119.04	2121.46	12894.0
2016-03-02 07:30:00	ES	Futures	2121.46	2123.88	2121.46	2122.26	12564.0
2016-03-02 08:00:00	ES	Futures	2122.26	2124.14	2119.85	2120.38	25663.0
2016-03-02 08:30:00	ES	Futures	2120.11	2121.19	2118.77	2119.85	21856.0
2016-03-02 09:00:00	ES	Futures	2119.58	2121.19	2118.23	2118.5	28550.0
2016-03-02 09:30:00	ES	Futures	2118.5	2122.53	2115.55	2117.96	259972.0
2016-03-02 10:00:00	ES	Futures	2117.96	2124.41	2116.89	2120.38	135717.0
2016-03-02 10:30:00	ES	Futures	2120.11	2122.8	2113.4	2122.0	195234.0
2016-03-02 11:00:00	ES	Futures	2122.0	2126.83	2120.65	2124.14	151784.0
2016-03-02 11:30:00	ES	Futures	2124.14	2126.56	2118.23	2118.77	103712.0
2016-03-02 12:00:00	ES	Futures	2118.5	2120.11	2116.62	2118.23	64485.0
2016-03-02 12:30:00	ES	Futures	2118.5	2123.61	2117.43	2122.8	54567.0
2016-03-02 13:00:00	ES	Futures	2123.07	2125.22	2121.46	2124.68	56187.0
2016-03-02 13:30:00	ES	Futures	2124.68	2126.29	2121.19	2121.19	50422.0
2016-03-02 14:00:00	ES	Futures	2121.46	2124.14	2118.77	2122.8	73891.0
2016-03-02 14:30:00	ES	Futures	2123.07	2128.44	2122.8	2126.29	70656.0
2016-03-02 15:00:00	ES	Futures	2126.56	2129.25	2123.07	2126.29	72212.0
2016-03-02 15:30:00	ES	Futures	2126.56	2133.01	2124.68	2132.21	139831.0
2016-03-02 16:00:00	ES	Futures	2132.47	2133.28	2130.59	2131.13	58224.0
2016-03-02 16:30:00	ES	Futures	2131.4	2131.4	2129.79	2130.59	5845.0
2016-03-02 18:00:00	ES	Futures	2130.06	2130.33	2126.56	2128.18	5771.0
2016-03-02 18:30:00	ES	Futures	2127.91	2128.18	2127.1	2127.64	1357.0
2016-03-02 19:00:00	ES	Futures	2127.64	2130.06	2127.37	2129.52	5674.0
2016-03-02 19:30:00	ES	Futures	2129.79	2130.59	2128.71	2130.59	3864.0
2016-03-02 20:00:00	ES	Futures	2130.33	2131.94	2129.52	2131.13	4104.0
2016-03-02 20:30:00	ES	Futures	2130.86	2134.62	2130.59	2134.09	6790.0
2016-03-02 21:00:00	ES	Futures	2133.82	2134.09	2130.33	2131.94	5776.0
2016-03-02 21:30:00	ES	Futures	2131.94	2132.21	2128.44	2129.79	4959.0
2016-03-02 22:00:00	ES	Futures	2129.52	2132.21	2129.25	2132.21	2856.0
2016-03-02 22:30:00	ES	Futures	2132.21	2133.82	2131.4	2133.28	3256.0
2016-03-02 23:00:00	ES	Futures	2133.55	2134.36	2132.47	2133.28	2914.0
2016-03-02 23:30:00	ES	Futures	2133.55	2135.16	2133.28	2134.89	2255.0
2016-03-02 00:00:00	NQ	Futures	5165.42	5169.28	5164.23	5167.5	329.0
2016-03-02 00:30:00	NQ	Futures	5167.79	5175.81	5167.2	5170.76	1051.0
2016-03-02 01:00:00	NQ	Futures	5170.76	5172.84	5168.98	5170.76	542.0
2016-03-02 01:30:00	NQ	Futures	5171.06	5174.62	5170.76	5172.84	474.0

> showing 50 of 3,002 rows — these rows as CSV

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