PREVIEW / futures_30min / 2016-01-11

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-11.parquet
  size:    86 KB
  rows:    3,013

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
2016-01-11 00:00:00	ES	Futures	2055.62	2055.62	2050.25	2052.67	5658.0
2016-01-11 00:30:00	ES	Futures	2052.67	2054.28	2050.25	2052.67	4206.0
2016-01-11 01:00:00	ES	Futures	2052.67	2056.97	2049.71	2055.09	5838.0
2016-01-11 01:30:00	ES	Futures	2054.82	2055.36	2044.61	2045.68	8599.0
2016-01-11 02:00:00	ES	Futures	2045.95	2052.67	2045.95	2049.71	16572.0
2016-01-11 02:30:00	ES	Futures	2049.44	2059.39	2048.91	2054.01	16671.0
2016-01-11 03:00:00	ES	Futures	2054.28	2062.61	2054.28	2062.07	22147.0
2016-01-11 03:30:00	ES	Futures	2062.07	2072.82	2059.92	2070.94	33296.0
2016-01-11 04:00:00	ES	Futures	2070.94	2071.48	2062.88	2065.3	18102.0
2016-01-11 04:30:00	ES	Futures	2065.3	2066.91	2062.61	2066.91	9439.0
2016-01-11 05:00:00	ES	Futures	2066.64	2067.18	2060.73	2061.0	10551.0
2016-01-11 05:30:00	ES	Futures	2061.0	2063.95	2057.24	2061.0	16917.0
2016-01-11 06:00:00	ES	Futures	2061.27	2065.57	2057.77	2063.95	12761.0
2016-01-11 06:30:00	ES	Futures	2063.95	2066.64	2061.8	2064.22	13315.0
2016-01-11 07:00:00	ES	Futures	2064.22	2066.64	2063.15	2064.76	10356.0
2016-01-11 07:30:00	ES	Futures	2065.03	2065.03	2060.46	2062.88	14765.0
2016-01-11 08:00:00	ES	Futures	2063.15	2072.82	2062.34	2068.52	31517.0
2016-01-11 08:30:00	ES	Futures	2068.79	2069.87	2065.3	2067.98	27547.0
2016-01-11 09:00:00	ES	Futures	2068.25	2069.87	2063.42	2068.79	35914.0
2016-01-11 09:30:00	ES	Futures	2068.79	2073.36	2056.97	2058.85	237265.0
2016-01-11 10:00:00	ES	Futures	2058.85	2063.95	2055.36	2061.0	153824.0
2016-01-11 10:30:00	ES	Futures	2061.0	2067.18	2050.79	2052.4	160262.0
2016-01-11 11:00:00	ES	Futures	2052.4	2056.43	2047.83	2052.94	129740.0
2016-01-11 11:30:00	ES	Futures	2053.21	2062.34	2049.18	2059.12	130263.0
2016-01-11 12:00:00	ES	Futures	2059.12	2059.92	2048.91	2049.71	88189.0
2016-01-11 12:30:00	ES	Futures	2049.71	2053.21	2047.83	2050.52	80832.0
2016-01-11 13:00:00	ES	Futures	2050.52	2053.21	2041.38	2042.19	109031.0
2016-01-11 13:30:00	ES	Futures	2042.46	2045.14	2034.13	2038.16	122288.0
2016-01-11 14:00:00	ES	Futures	2038.16	2051.86	2036.28	2049.71	166392.0
2016-01-11 14:30:00	ES	Futures	2049.98	2053.21	2045.14	2047.03	96784.0
2016-01-11 15:00:00	ES	Futures	2047.03	2058.04	2038.96	2056.97	143788.0
2016-01-11 15:30:00	ES	Futures	2056.7	2066.64	2056.16	2058.58	285337.0
2016-01-11 16:00:00	ES	Futures	2058.58	2059.92	2054.28	2057.51	90067.0
2016-01-11 16:30:00	ES	Futures	2058.04	2058.58	2054.82	2055.62	7433.0
2016-01-11 18:00:00	ES	Futures	2056.7	2060.73	2055.89	2058.58	5886.0
2016-01-11 18:30:00	ES	Futures	2058.58	2062.88	2058.04	2062.61	3648.0
2016-01-11 19:00:00	ES	Futures	2062.34	2063.42	2059.39	2061.27	6524.0
2016-01-11 19:30:00	ES	Futures	2061.0	2063.69	2059.92	2062.34	4725.0
2016-01-11 20:00:00	ES	Futures	2062.34	2064.22	2059.39	2061.54	8483.0
2016-01-11 20:30:00	ES	Futures	2061.54	2062.61	2055.36	2058.85	10942.0
2016-01-11 21:00:00	ES	Futures	2058.85	2060.46	2056.43	2058.04	4592.0
2016-01-11 21:30:00	ES	Futures	2058.04	2060.46	2054.28	2057.24	8620.0
2016-01-11 22:00:00	ES	Futures	2057.51	2060.19	2055.62	2059.65	3869.0
2016-01-11 22:30:00	ES	Futures	2059.39	2060.19	2055.62	2057.24	4126.0
2016-01-11 23:00:00	ES	Futures	2057.24	2059.39	2055.62	2056.16	2776.0
2016-01-11 23:30:00	ES	Futures	2055.89	2056.43	2047.56	2050.25	8290.0
2016-01-11 00:00:00	NQ	Futures	5065.35	5065.65	5050.51	5056.44	1221.0
2016-01-11 00:30:00	NQ	Futures	5056.44	5062.68	5051.1	5057.63	992.0
2016-01-11 01:00:00	NQ	Futures	5058.52	5070.1	5050.8	5062.38	1054.0
2016-01-11 01:30:00	NQ	Futures	5063.27	5063.87	5033.88	5036.55	2115.0

> showing 50 of 3,013 rows — these rows as CSV

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