PREVIEW / futures_30min / 2016-01-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-07.parquet
  size:    91 KB
  rows:    3,066

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
2016-01-07 00:00:00	ES	Futures	2108.83	2112.59	2108.29	2110.44	3800.0
2016-01-07 00:30:00	ES	Futures	2110.71	2111.52	2103.99	2106.14	13094.0
2016-01-07 01:00:00	ES	Futures	2106.14	2106.14	2099.96	2101.84	11299.0
2016-01-07 01:30:00	ES	Futures	2101.84	2103.45	2097.81	2103.19	10966.0
2016-01-07 02:00:00	ES	Futures	2103.45	2104.8	2098.35	2103.99	17462.0
2016-01-07 02:30:00	ES	Futures	2104.26	2104.26	2092.97	2099.42	27594.0
2016-01-07 03:00:00	ES	Futures	2099.15	2104.8	2096.47	2099.15	33094.0
2016-01-07 03:30:00	ES	Futures	2099.42	2099.69	2079.0	2080.88	60066.0
2016-01-07 04:00:00	ES	Futures	2081.15	2084.38	2075.51	2079.0	49107.0
2016-01-07 04:30:00	ES	Futures	2079.0	2084.91	2077.93	2083.57	29437.0
2016-01-07 05:00:00	ES	Futures	2083.57	2087.87	2076.31	2076.85	29906.0
2016-01-07 05:30:00	ES	Futures	2076.85	2084.91	2076.05	2082.23	27158.0
2016-01-07 06:00:00	ES	Futures	2082.23	2089.21	2081.96	2085.72	25223.0
2016-01-07 06:30:00	ES	Futures	2085.72	2090.02	2084.11	2086.26	16533.0
2016-01-07 07:00:00	ES	Futures	2086.26	2090.02	2083.84	2089.21	19580.0
2016-01-07 07:30:00	ES	Futures	2089.21	2092.17	2086.53	2088.94	27961.0
2016-01-07 08:00:00	ES	Futures	2088.94	2089.48	2083.3	2085.72	25420.0
2016-01-07 08:30:00	ES	Futures	2085.72	2094.32	2083.84	2092.97	49714.0
2016-01-07 09:00:00	ES	Futures	2093.24	2095.39	2090.56	2094.05	58692.0
2016-01-07 09:30:00	ES	Futures	2094.32	2107.48	2090.56	2102.92	322258.0
2016-01-07 10:00:00	ES	Futures	2102.92	2106.14	2097.27	2103.99	163257.0
2016-01-07 10:30:00	ES	Futures	2103.99	2116.35	2103.99	2113.67	189540.0
2016-01-07 11:00:00	ES	Futures	2113.93	2115.81	2105.34	2108.02	132533.0
2016-01-07 11:30:00	ES	Futures	2108.02	2110.44	2102.92	2103.45	96016.0
2016-01-07 12:00:00	ES	Futures	2103.19	2106.41	2101.3	2102.11	74258.0
2016-01-07 12:30:00	ES	Futures	2101.84	2103.99	2097.27	2098.08	77196.0
2016-01-07 13:00:00	ES	Futures	2097.81	2098.62	2084.38	2087.87	142843.0
2016-01-07 13:30:00	ES	Futures	2087.87	2088.41	2078.73	2084.38	169167.0
2016-01-07 14:00:00	ES	Futures	2084.38	2086.26	2079.81	2080.61	107295.0
2016-01-07 14:30:00	ES	Futures	2080.35	2091.9	2077.12	2083.03	168492.0
2016-01-07 15:00:00	ES	Futures	2083.03	2087.06	2074.97	2074.97	166967.0
2016-01-07 15:30:00	ES	Futures	2074.97	2090.29	2074.7	2079.54	298687.0
2016-01-07 16:00:00	ES	Futures	2079.81	2081.69	2072.82	2076.58	135203.0
2016-01-07 16:30:00	ES	Futures	2076.85	2079.27	2076.05	2079.27	11636.0
2016-01-07 18:00:00	ES	Futures	2081.42	2082.76	2072.82	2077.93	8889.0
2016-01-07 18:30:00	ES	Futures	2078.2	2081.69	2077.66	2080.88	4976.0
2016-01-07 19:00:00	ES	Futures	2080.88	2082.49	2078.73	2082.23	7329.0
2016-01-07 19:30:00	ES	Futures	2082.23	2084.91	2078.46	2079.27	8727.0
2016-01-07 20:00:00	ES	Futures	2079.27	2105.34	2078.73	2102.11	50193.0
2016-01-07 20:30:00	ES	Futures	2102.38	2107.22	2087.06	2095.66	41068.0
2016-01-07 21:00:00	ES	Futures	2095.66	2101.3	2095.12	2099.96	12248.0
2016-01-07 21:30:00	ES	Futures	2099.96	2100.5	2093.51	2095.12	8295.0
2016-01-07 22:00:00	ES	Futures	2095.12	2102.38	2094.86	2102.38	7348.0
2016-01-07 22:30:00	ES	Futures	2102.11	2102.38	2097.27	2097.81	5780.0
2016-01-07 23:00:00	ES	Futures	2098.08	2098.62	2094.05	2095.93	5258.0
2016-01-07 23:30:00	ES	Futures	2095.66	2098.89	2095.12	2097.54	3859.0
2016-01-07 00:00:00	NQ	Futures	5213.52	5224.21	5212.63	5219.16	709.0
2016-01-07 00:30:00	NQ	Futures	5219.16	5221.54	5200.75	5205.21	2241.0
2016-01-07 01:00:00	NQ	Futures	5204.61	5204.61	5193.33	5195.7	1741.0
2016-01-07 01:30:00	NQ	Futures	5196.0	5201.05	5187.09	5200.75	2014.0

> showing 50 of 3,066 rows — these rows as CSV

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