PREVIEW / futures_30min / 2016-01-06

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-06.parquet
  size:    85 KB
  rows:    3,020

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
2016-01-06 00:00:00	ES	Futures	2143.76	2145.37	2141.34	2144.84	4094.0
2016-01-06 00:30:00	ES	Futures	2144.57	2146.45	2144.3	2145.1	3796.0
2016-01-06 01:00:00	ES	Futures	2145.37	2146.99	2142.95	2145.1	4669.0
2016-01-06 01:30:00	ES	Futures	2145.1	2145.64	2141.88	2143.22	4803.0
2016-01-06 02:00:00	ES	Futures	2143.22	2145.64	2142.15	2145.64	9623.0
2016-01-06 02:30:00	ES	Futures	2145.37	2147.52	2143.49	2144.03	9090.0
2016-01-06 03:00:00	ES	Futures	2143.76	2145.37	2134.36	2135.43	23756.0
2016-01-06 03:30:00	ES	Futures	2135.43	2140.54	2133.82	2138.66	19420.0
2016-01-06 04:00:00	ES	Futures	2138.66	2141.88	2136.77	2140.54	12578.0
2016-01-06 04:30:00	ES	Futures	2140.54	2141.61	2136.51	2137.85	8758.0
2016-01-06 05:00:00	ES	Futures	2137.85	2139.19	2130.59	2130.59	17819.0
2016-01-06 05:30:00	ES	Futures	2130.86	2133.28	2129.79	2130.33	13899.0
2016-01-06 06:00:00	ES	Futures	2130.06	2130.33	2123.34	2127.64	35613.0
2016-01-06 06:30:00	ES	Futures	2127.64	2131.67	2126.56	2130.59	15695.0
2016-01-06 07:00:00	ES	Futures	2130.59	2130.86	2127.1	2128.71	16322.0
2016-01-06 07:30:00	ES	Futures	2128.71	2128.71	2119.85	2121.46	29360.0
2016-01-06 08:00:00	ES	Futures	2121.46	2125.49	2118.77	2125.22	56757.0
2016-01-06 08:30:00	ES	Futures	2125.49	2126.83	2122.53	2126.29	34551.0
2016-01-06 09:00:00	ES	Futures	2126.29	2126.29	2122.0	2126.03	34592.0
2016-01-06 09:30:00	ES	Futures	2126.03	2136.51	2124.95	2135.16	258902.0
2016-01-06 10:00:00	ES	Futures	2134.89	2140.8	2130.06	2140.0	165647.0
2016-01-06 10:30:00	ES	Futures	2140.0	2140.0	2131.13	2135.97	135726.0
2016-01-06 11:00:00	ES	Futures	2135.7	2144.84	2135.43	2141.88	134603.0
2016-01-06 11:30:00	ES	Futures	2142.15	2144.3	2135.97	2136.51	88945.0
2016-01-06 12:00:00	ES	Futures	2136.77	2137.04	2133.82	2135.43	55684.0
2016-01-06 12:30:00	ES	Futures	2135.16	2141.34	2134.36	2135.97	69662.0
2016-01-06 13:00:00	ES	Futures	2136.24	2136.77	2131.13	2132.74	59164.0
2016-01-06 13:30:00	ES	Futures	2132.74	2134.89	2129.79	2130.33	46457.0
2016-01-06 14:00:00	ES	Futures	2130.33	2137.04	2128.44	2133.28	115594.0
2016-01-06 14:30:00	ES	Futures	2133.28	2134.36	2118.77	2119.85	143828.0
2016-01-06 15:00:00	ES	Futures	2119.85	2128.98	2117.96	2127.91	128611.0
2016-01-06 15:30:00	ES	Futures	2127.91	2132.74	2125.22	2131.4	230048.0
2016-01-06 16:00:00	ES	Futures	2131.4	2136.24	2130.59	2134.62	99250.0
2016-01-06 16:30:00	ES	Futures	2134.36	2136.77	2134.09	2135.43	7018.0
2016-01-06 18:00:00	ES	Futures	2136.51	2136.77	2134.09	2135.16	4320.0
2016-01-06 18:30:00	ES	Futures	2135.16	2138.66	2134.09	2138.12	4623.0
2016-01-06 19:00:00	ES	Futures	2138.12	2140.0	2136.77	2137.58	5011.0
2016-01-06 19:30:00	ES	Futures	2137.58	2138.39	2135.7	2136.51	3107.0
2016-01-06 20:00:00	ES	Futures	2136.51	2138.92	2124.41	2128.18	25445.0
2016-01-06 20:30:00	ES	Futures	2128.44	2130.06	2112.05	2112.32	49440.0
2016-01-06 21:00:00	ES	Futures	2112.59	2115.55	2108.83	2114.2	30413.0
2016-01-06 21:30:00	ES	Futures	2114.2	2114.74	2108.83	2109.1	12952.0
2016-01-06 22:00:00	ES	Futures	2108.83	2112.86	2108.83	2110.44	11232.0
2016-01-06 22:30:00	ES	Futures	2110.44	2113.4	2107.75	2112.86	10781.0
2016-01-06 23:00:00	ES	Futures	2112.86	2113.13	2110.98	2111.52	3575.0
2016-01-06 23:30:00	ES	Futures	2111.52	2113.67	2108.29	2108.56	5048.0
2016-01-06 00:00:00	NQ	Futures	5280.03	5284.19	5272.31	5282.41	945.0
2016-01-06 00:30:00	NQ	Futures	5281.52	5286.86	5280.33	5283.0	948.0
2016-01-06 01:00:00	NQ	Futures	5283.0	5286.57	5277.06	5281.22	702.0
2016-01-06 01:30:00	NQ	Futures	5281.81	5283.0	5273.2	5277.06	998.0

> showing 50 of 3,020 rows — these rows as CSV

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