PREVIEW / futures_30min / 2016-01-04

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-04.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
2016-01-04 00:00:00	ES	Futures	2169.29	2173.05	2168.75	2172.78	5207.0
2016-01-04 00:30:00	ES	Futures	2172.78	2173.05	2167.68	2171.44	6124.0
2016-01-04 01:00:00	ES	Futures	2171.71	2173.05	2166.06	2169.02	5608.0
2016-01-04 01:30:00	ES	Futures	2168.75	2170.36	2167.94	2168.48	2998.0
2016-01-04 02:00:00	ES	Futures	2168.48	2169.83	2163.65	2166.06	9942.0
2016-01-04 02:30:00	ES	Futures	2166.06	2166.06	2159.61	2163.65	9955.0
2016-01-04 03:00:00	ES	Futures	2163.65	2166.06	2150.75	2153.97	32432.0
2016-01-04 03:30:00	ES	Futures	2153.7	2157.73	2151.02	2156.66	16976.0
2016-01-04 04:00:00	ES	Futures	2156.66	2160.15	2152.9	2159.88	17022.0
2016-01-04 04:30:00	ES	Futures	2159.88	2160.69	2153.7	2154.51	13265.0
2016-01-04 05:00:00	ES	Futures	2154.51	2157.46	2154.24	2155.32	8394.0
2016-01-04 05:30:00	ES	Futures	2155.32	2157.73	2153.43	2157.2	7757.0
2016-01-04 06:00:00	ES	Futures	2156.93	2157.46	2151.02	2151.55	11461.0
2016-01-04 06:30:00	ES	Futures	2151.28	2152.63	2147.52	2147.79	22784.0
2016-01-04 07:00:00	ES	Futures	2148.06	2149.94	2144.3	2146.18	20273.0
2016-01-04 07:30:00	ES	Futures	2146.45	2151.55	2145.91	2149.94	15764.0
2016-01-04 08:00:00	ES	Futures	2150.21	2153.43	2149.94	2152.9	18908.0
2016-01-04 08:30:00	ES	Futures	2152.9	2153.7	2147.25	2148.06	28648.0
2016-01-04 09:00:00	ES	Futures	2148.33	2150.75	2146.18	2149.67	31040.0
2016-01-04 09:30:00	ES	Futures	2149.67	2150.75	2139.46	2146.18	264406.0
2016-01-04 10:00:00	ES	Futures	2146.18	2147.25	2137.31	2142.15	213852.0
2016-01-04 10:30:00	ES	Futures	2142.15	2142.42	2134.09	2134.62	140024.0
2016-01-04 11:00:00	ES	Futures	2134.62	2134.89	2128.44	2134.62	189105.0
2016-01-04 11:30:00	ES	Futures	2134.36	2139.19	2133.28	2137.04	112245.0
2016-01-04 12:00:00	ES	Futures	2137.31	2138.66	2134.36	2136.77	76176.0
2016-01-04 12:30:00	ES	Futures	2137.04	2143.76	2134.36	2141.34	76941.0
2016-01-04 13:00:00	ES	Futures	2141.61	2146.72	2140.27	2142.69	87957.0
2016-01-04 13:30:00	ES	Futures	2142.69	2145.64	2141.61	2142.69	62030.0
2016-01-04 14:00:00	ES	Futures	2142.69	2145.37	2138.12	2142.95	73319.0
2016-01-04 14:30:00	ES	Futures	2142.95	2143.49	2135.97	2139.19	87809.0
2016-01-04 15:00:00	ES	Futures	2139.19	2139.46	2132.47	2134.89	95306.0
2016-01-04 15:30:00	ES	Futures	2135.16	2155.05	2134.89	2154.78	252511.0
2016-01-04 16:00:00	ES	Futures	2154.78	2159.88	2153.43	2159.88	111272.0
2016-01-04 16:30:00	ES	Futures	2159.61	2160.42	2159.35	2159.88	9715.0
2016-01-04 18:00:00	ES	Futures	2159.35	2163.38	2159.35	2162.03	7907.0
2016-01-04 18:30:00	ES	Futures	2162.3	2163.11	2161.5	2163.11	1991.0
2016-01-04 19:00:00	ES	Futures	2162.84	2164.18	2162.3	2163.11	5153.0
2016-01-04 19:30:00	ES	Futures	2163.11	2163.38	2161.23	2161.76	5097.0
2016-01-04 20:00:00	ES	Futures	2161.76	2163.11	2160.42	2160.96	5460.0
2016-01-04 20:30:00	ES	Futures	2161.23	2166.6	2160.15	2165.26	11389.0
2016-01-04 21:00:00	ES	Futures	2165.26	2165.53	2162.84	2164.72	4911.0
2016-01-04 21:30:00	ES	Futures	2164.72	2165.53	2163.38	2165.53	2286.0
2016-01-04 22:00:00	ES	Futures	2165.26	2167.94	2164.72	2166.33	4667.0
2016-01-04 22:30:00	ES	Futures	2166.6	2167.41	2164.45	2164.99	3184.0
2016-01-04 23:00:00	ES	Futures	2164.72	2165.79	2161.76	2163.11	3184.0
2016-01-04 23:30:00	ES	Futures	2162.84	2163.65	2161.76	2162.84	2245.0
2016-01-04 00:00:00	NQ	Futures	5396.13	5405.04	5394.95	5403.85	1242.0
2016-01-04 00:30:00	NQ	Futures	5403.85	5404.45	5389.6	5397.62	1950.0
2016-01-04 01:00:00	NQ	Futures	5398.51	5402.67	5386.93	5395.54	1123.0
2016-01-04 01:30:00	NQ	Futures	5394.65	5398.51	5392.57	5394.65	758.0

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

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