PREVIEW / futures_30min / 2016-01-05

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-05.parquet
  size:    83 KB
  rows:    3,012

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
2016-01-05 00:00:00	ES	Futures	2163.11	2164.18	2160.15	2160.15	4751.0
2016-01-05 00:30:00	ES	Futures	2160.42	2162.03	2159.88	2160.15	3729.0
2016-01-05 01:00:00	ES	Futures	2160.15	2161.76	2156.39	2161.5	8311.0
2016-01-05 01:30:00	ES	Futures	2161.5	2164.45	2161.5	2163.11	3648.0
2016-01-05 02:00:00	ES	Futures	2163.11	2163.38	2160.42	2162.84	4676.0
2016-01-05 02:30:00	ES	Futures	2162.84	2163.65	2160.42	2162.03	5324.0
2016-01-05 03:00:00	ES	Futures	2162.03	2163.38	2155.58	2155.85	18625.0
2016-01-05 03:30:00	ES	Futures	2155.85	2155.85	2153.43	2155.05	9680.0
2016-01-05 04:00:00	ES	Futures	2155.05	2155.05	2146.72	2146.99	20380.0
2016-01-05 04:30:00	ES	Futures	2147.25	2150.75	2146.99	2146.99	11432.0
2016-01-05 05:00:00	ES	Futures	2146.99	2147.52	2141.34	2143.49	21078.0
2016-01-05 05:30:00	ES	Futures	2143.49	2146.18	2142.69	2142.95	10590.0
2016-01-05 06:00:00	ES	Futures	2142.95	2146.99	2142.42	2144.03	9170.0
2016-01-05 06:30:00	ES	Futures	2144.03	2146.99	2143.49	2146.72	8270.0
2016-01-05 07:00:00	ES	Futures	2146.99	2147.25	2143.49	2145.91	10581.0
2016-01-05 07:30:00	ES	Futures	2145.91	2149.13	2142.95	2148.87	16869.0
2016-01-05 08:00:00	ES	Futures	2148.87	2156.93	2148.06	2154.51	37345.0
2016-01-05 08:30:00	ES	Futures	2154.78	2159.88	2153.43	2157.73	27445.0
2016-01-05 09:00:00	ES	Futures	2158.0	2159.88	2154.78	2159.35	26228.0
2016-01-05 09:30:00	ES	Futures	2159.35	2163.65	2153.43	2153.97	206663.0
2016-01-05 10:00:00	ES	Futures	2153.7	2155.05	2148.87	2149.13	133362.0
2016-01-05 10:30:00	ES	Futures	2148.87	2160.15	2147.79	2158.27	115388.0
2016-01-05 11:00:00	ES	Futures	2158.27	2159.88	2150.48	2152.09	96509.0
2016-01-05 11:30:00	ES	Futures	2152.09	2156.93	2151.55	2153.7	72164.0
2016-01-05 12:00:00	ES	Futures	2153.7	2153.97	2144.57	2148.33	96325.0
2016-01-05 12:30:00	ES	Futures	2148.33	2150.75	2145.91	2150.48	48456.0
2016-01-05 13:00:00	ES	Futures	2150.75	2153.43	2147.25	2150.48	62348.0
2016-01-05 13:30:00	ES	Futures	2150.48	2160.42	2149.67	2158.0	76276.0
2016-01-05 14:00:00	ES	Futures	2158.27	2164.99	2155.58	2162.84	91376.0
2016-01-05 14:30:00	ES	Futures	2162.84	2163.38	2157.46	2159.08	63239.0
2016-01-05 15:00:00	ES	Futures	2159.08	2159.08	2152.63	2157.73	89815.0
2016-01-05 15:30:00	ES	Futures	2157.73	2162.57	2155.85	2159.88	151657.0
2016-01-05 16:00:00	ES	Futures	2160.15	2162.57	2158.54	2162.57	60835.0
2016-01-05 16:30:00	ES	Futures	2162.57	2163.65	2160.69	2160.69	5780.0
2016-01-05 18:00:00	ES	Futures	2161.23	2162.84	2160.96	2162.84	2549.0
2016-01-05 18:30:00	ES	Futures	2162.57	2162.84	2160.69	2160.96	1597.0
2016-01-05 19:00:00	ES	Futures	2161.23	2163.91	2160.96	2161.5	4264.0
2016-01-05 19:30:00	ES	Futures	2161.5	2162.3	2159.61	2162.03	3443.0
2016-01-05 20:00:00	ES	Futures	2162.03	2162.03	2150.75	2152.09	13653.0
2016-01-05 20:30:00	ES	Futures	2152.36	2156.93	2148.6	2148.6	16309.0
2016-01-05 21:00:00	ES	Futures	2148.87	2148.87	2142.95	2145.37	16330.0
2016-01-05 21:30:00	ES	Futures	2145.37	2147.25	2134.89	2137.31	23783.0
2016-01-05 22:00:00	ES	Futures	2137.31	2144.03	2135.7	2142.15	14341.0
2016-01-05 22:30:00	ES	Futures	2142.42	2144.03	2139.46	2142.69	9729.0
2016-01-05 23:00:00	ES	Futures	2142.69	2144.84	2140.27	2143.76	6484.0
2016-01-05 23:30:00	ES	Futures	2144.03	2144.84	2142.15	2143.76	3408.0
2016-01-05 00:00:00	NQ	Futures	5362.88	5364.66	5351.89	5351.89	838.0
2016-01-05 00:30:00	NQ	Futures	5351.59	5356.64	5350.7	5353.67	859.0
2016-01-05 01:00:00	NQ	Futures	5353.97	5355.75	5343.58	5355.16	1397.0
2016-01-05 01:30:00	NQ	Futures	5355.75	5361.69	5354.56	5357.83	879.0

> showing 50 of 3,012 rows — these rows as CSV

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