PREVIEW / futures_30min / 2016-01-08

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-08.parquet
  size:    74 KB
  rows:    2,487

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
2016-01-08 00:00:00	ES	Futures	2097.81	2100.5	2093.51	2095.93	6283.0
2016-01-08 00:30:00	ES	Futures	2095.93	2096.74	2093.78	2095.93	3213.0
2016-01-08 01:00:00	ES	Futures	2095.93	2096.74	2093.78	2094.86	2536.0
2016-01-08 01:30:00	ES	Futures	2094.86	2100.5	2094.86	2098.89	4288.0
2016-01-08 02:00:00	ES	Futures	2098.89	2105.87	2098.89	2104.26	11214.0
2016-01-08 02:30:00	ES	Futures	2104.26	2105.87	2100.23	2101.57	7239.0
2016-01-08 03:00:00	ES	Futures	2101.3	2105.6	2096.47	2105.07	21339.0
2016-01-08 03:30:00	ES	Futures	2105.07	2106.68	2101.57	2105.6	13375.0
2016-01-08 04:00:00	ES	Futures	2105.34	2106.41	2101.84	2102.38	9754.0
2016-01-08 04:30:00	ES	Futures	2102.38	2104.53	2099.96	2104.26	8788.0
2016-01-08 05:00:00	ES	Futures	2104.26	2104.8	2099.42	2100.77	6627.0
2016-01-08 05:30:00	ES	Futures	2100.5	2100.77	2094.32	2097.54	14193.0
2016-01-08 06:00:00	ES	Futures	2097.27	2097.27	2091.09	2093.24	14462.0
2016-01-08 06:30:00	ES	Futures	2093.24	2094.32	2083.03	2087.87	27059.0
2016-01-08 07:00:00	ES	Futures	2087.87	2094.59	2086.53	2094.05	18624.0
2016-01-08 07:30:00	ES	Futures	2093.78	2096.74	2091.9	2095.12	15331.0
2016-01-08 08:00:00	ES	Futures	2095.12	2098.08	2092.97	2096.47	24501.0
2016-01-08 08:30:00	ES	Futures	2096.2	2111.78	2096.2	2100.23	146621.0
2016-01-08 09:00:00	ES	Futures	2099.96	2102.65	2089.48	2092.44	77085.0
2016-01-08 09:30:00	ES	Futures	2092.44	2099.42	2087.06	2094.86	238467.0
2016-01-08 10:00:00	ES	Futures	2094.86	2095.12	2080.35	2086.26	218648.0
2016-01-08 10:30:00	ES	Futures	2086.53	2089.48	2080.61	2082.76	152423.0
2016-01-08 11:00:00	ES	Futures	2082.76	2086.53	2073.9	2075.24	148530.0
2016-01-08 11:30:00	ES	Futures	2075.51	2081.96	2068.52	2080.61	191799.0
2016-01-08 12:00:00	ES	Futures	2080.61	2088.68	2079.0	2087.87	114092.0
2016-01-08 12:30:00	ES	Futures	2087.87	2088.14	2081.15	2082.49	64715.0
2016-01-08 13:00:00	ES	Futures	2082.76	2085.45	2074.7	2077.39	81187.0
2016-01-08 13:30:00	ES	Futures	2077.39	2083.57	2076.58	2078.2	69133.0
2016-01-08 14:00:00	ES	Futures	2077.93	2082.23	2071.75	2072.02	85791.0
2016-01-08 14:30:00	ES	Futures	2072.02	2078.46	2070.4	2072.28	120204.0
2016-01-08 15:00:00	ES	Futures	2072.28	2075.51	2067.18	2068.25	115914.0
2016-01-08 15:30:00	ES	Futures	2068.25	2068.25	2052.94	2056.97	342074.0
2016-01-08 16:00:00	ES	Futures	2056.97	2061.54	2052.94	2054.82	126600.0
2016-01-08 16:30:00	ES	Futures	2055.36	2061.0	2053.47	2056.43	14376.0
2016-01-08 00:00:00	NQ	Futures	5150.57	5158.29	5139.29	5145.82	1594.0
2016-01-08 00:30:00	NQ	Futures	5145.82	5148.49	5139.58	5145.23	1029.0
2016-01-08 01:00:00	NQ	Futures	5145.52	5148.49	5138.99	5142.85	586.0
2016-01-08 01:30:00	NQ	Futures	5142.85	5157.7	5142.85	5153.54	832.0
2016-01-08 02:00:00	NQ	Futures	5152.95	5173.14	5152.95	5164.53	2634.0
2016-01-08 02:30:00	NQ	Futures	5163.64	5168.39	5151.76	5154.73	1810.0
2016-01-08 03:00:00	NQ	Futures	5154.43	5168.39	5141.96	5166.61	4453.0
2016-01-08 03:30:00	NQ	Futures	5166.61	5174.62	5158.89	5170.17	2275.0
2016-01-08 04:00:00	NQ	Futures	5169.57	5173.73	5160.07	5162.15	1766.0
2016-01-08 04:30:00	NQ	Futures	5162.45	5168.98	5157.1	5168.39	1749.0
2016-01-08 05:00:00	NQ	Futures	5168.39	5169.57	5154.73	5158.59	1312.0
2016-01-08 05:30:00	NQ	Futures	5157.99	5158.89	5140.77	5148.79	2046.0
2016-01-08 06:00:00	NQ	Futures	5148.79	5149.38	5131.27	5138.69	2667.0
2016-01-08 06:30:00	NQ	Futures	5138.4	5141.66	5117.91	5129.79	4182.0
2016-01-08 07:00:00	NQ	Futures	5129.79	5143.15	5127.11	5140.77	3497.0
2016-01-08 07:30:00	NQ	Futures	5140.77	5150.57	5136.62	5146.71	3525.0

> showing 50 of 2,487 rows — these rows as CSV

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