PREVIEW / futures_30min / 2016-01-12

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-12.parquet
  size:    89 KB
  rows:    3,056

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
2016-01-12 00:00:00	ES	Futures	2050.25	2051.59	2045.68	2048.64	7009.0
2016-01-12 00:30:00	ES	Futures	2048.64	2050.25	2046.49	2048.37	4886.0
2016-01-12 01:00:00	ES	Futures	2048.37	2048.37	2041.65	2043.53	7230.0
2016-01-12 01:30:00	ES	Futures	2043.8	2046.76	2041.11	2046.76	5795.0
2016-01-12 02:00:00	ES	Futures	2046.49	2050.79	2043.26	2047.03	9620.0
2016-01-12 02:30:00	ES	Futures	2047.29	2053.21	2045.68	2050.79	8912.0
2016-01-12 03:00:00	ES	Futures	2050.79	2055.09	2045.68	2053.74	23443.0
2016-01-12 03:30:00	ES	Futures	2053.74	2055.09	2049.71	2052.67	14460.0
2016-01-12 04:00:00	ES	Futures	2052.4	2061.8	2050.25	2060.73	18181.0
2016-01-12 04:30:00	ES	Futures	2060.73	2065.57	2058.31	2064.22	15724.0
2016-01-12 05:00:00	ES	Futures	2064.22	2068.52	2063.42	2066.1	15836.0
2016-01-12 05:30:00	ES	Futures	2066.37	2074.97	2065.3	2073.09	20217.0
2016-01-12 06:00:00	ES	Futures	2073.36	2075.24	2070.13	2073.09	15766.0
2016-01-12 06:30:00	ES	Futures	2073.36	2073.36	2067.98	2071.21	13531.0
2016-01-12 07:00:00	ES	Futures	2071.21	2074.16	2068.79	2073.09	11189.0
2016-01-12 07:30:00	ES	Futures	2073.09	2079.54	2070.67	2077.93	21436.0
2016-01-12 08:00:00	ES	Futures	2077.93	2082.49	2077.12	2077.39	38631.0
2016-01-12 08:30:00	ES	Futures	2077.39	2079.27	2075.24	2078.73	27651.0
2016-01-12 09:00:00	ES	Futures	2078.73	2079.81	2075.24	2077.39	40071.0
2016-01-12 09:30:00	ES	Futures	2077.39	2085.45	2072.55	2079.0	257481.0
2016-01-12 10:00:00	ES	Futures	2079.0	2081.42	2067.45	2069.33	209562.0
2016-01-12 10:30:00	ES	Futures	2069.33	2075.78	2063.95	2069.06	171601.0
2016-01-12 11:00:00	ES	Futures	2069.06	2070.94	2060.19	2062.07	135829.0
2016-01-12 11:30:00	ES	Futures	2062.07	2065.3	2055.36	2063.42	136092.0
2016-01-12 12:00:00	ES	Futures	2063.15	2068.52	2057.51	2059.39	96684.0
2016-01-12 12:30:00	ES	Futures	2059.12	2061.54	2051.86	2055.09	127921.0
2016-01-12 13:00:00	ES	Futures	2055.09	2062.61	2054.28	2055.36	87545.0
2016-01-12 13:30:00	ES	Futures	2055.09	2063.42	2053.74	2056.43	87380.0
2016-01-12 14:00:00	ES	Futures	2056.43	2058.31	2048.37	2055.62	135102.0
2016-01-12 14:30:00	ES	Futures	2055.62	2067.98	2055.09	2066.91	118675.0
2016-01-12 15:00:00	ES	Futures	2066.91	2076.05	2061.0	2072.02	154102.0
2016-01-12 15:30:00	ES	Futures	2072.02	2079.54	2069.6	2075.24	229816.0
2016-01-12 16:00:00	ES	Futures	2074.97	2077.12	2067.72	2069.06	72673.0
2016-01-12 16:30:00	ES	Futures	2068.79	2070.4	2065.84	2066.37	9072.0
2016-01-12 18:00:00	ES	Futures	2066.37	2070.4	2066.1	2070.4	3864.0
2016-01-12 18:30:00	ES	Futures	2070.4	2072.82	2069.87	2071.21	3224.0
2016-01-12 19:00:00	ES	Futures	2071.48	2076.58	2071.21	2074.97	7329.0
2016-01-12 19:30:00	ES	Futures	2074.97	2079.27	2073.63	2078.73	6305.0
2016-01-12 20:00:00	ES	Futures	2078.73	2087.6	2076.85	2084.11	12431.0
2016-01-12 20:30:00	ES	Futures	2084.11	2084.64	2080.08	2083.03	7692.0
2016-01-12 21:00:00	ES	Futures	2083.03	2088.41	2083.03	2084.91	14525.0
2016-01-12 21:30:00	ES	Futures	2085.18	2087.87	2083.57	2084.64	6487.0
2016-01-12 22:00:00	ES	Futures	2084.91	2085.72	2080.88	2081.15	5913.0
2016-01-12 22:30:00	ES	Futures	2080.88	2085.72	2080.08	2084.64	6212.0
2016-01-12 23:00:00	ES	Futures	2084.64	2086.79	2084.38	2085.99	3306.0
2016-01-12 23:30:00	ES	Futures	2085.99	2089.48	2085.18	2089.21	5257.0
2016-01-12 00:00:00	NQ	Futures	5055.85	5058.52	5044.57	5052.29	688.0
2016-01-12 00:30:00	NQ	Futures	5051.1	5055.85	5046.65	5050.21	945.0
2016-01-12 01:00:00	NQ	Futures	5049.91	5049.91	5031.8	5038.03	1084.0
2016-01-12 01:30:00	NQ	Futures	5037.74	5044.86	5032.1	5044.86	740.0

> showing 50 of 3,056 rows — these rows as CSV

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