PREVIEW / futures_30min / 2016-01-13

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-13.parquet
  size:    89 KB
  rows:    3,091

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
2016-01-13 00:00:00	ES	Futures	2089.48	2089.48	2083.57	2086.26	7390.0
2016-01-13 00:30:00	ES	Futures	2085.99	2088.68	2084.91	2087.33	4045.0
2016-01-13 01:00:00	ES	Futures	2087.33	2088.41	2085.18	2085.45	4313.0
2016-01-13 01:30:00	ES	Futures	2085.18	2085.72	2082.49	2083.03	7681.0
2016-01-13 02:00:00	ES	Futures	2083.3	2084.38	2077.93	2078.46	11698.0
2016-01-13 02:30:00	ES	Futures	2078.46	2085.72	2076.58	2085.18	10958.0
2016-01-13 03:00:00	ES	Futures	2084.91	2090.02	2081.15	2083.57	30932.0
2016-01-13 03:30:00	ES	Futures	2083.57	2092.17	2083.3	2087.87	20333.0
2016-01-13 04:00:00	ES	Futures	2087.87	2091.36	2087.06	2090.56	18313.0
2016-01-13 04:30:00	ES	Futures	2090.82	2090.82	2084.38	2084.91	10146.0
2016-01-13 05:00:00	ES	Futures	2084.64	2087.06	2083.03	2084.11	6431.0
2016-01-13 05:30:00	ES	Futures	2084.11	2087.06	2083.03	2084.91	4926.0
2016-01-13 06:00:00	ES	Futures	2084.91	2084.91	2081.15	2082.49	8283.0
2016-01-13 06:30:00	ES	Futures	2082.49	2082.49	2079.0	2080.08	9315.0
2016-01-13 07:00:00	ES	Futures	2079.81	2084.11	2079.54	2082.76	11866.0
2016-01-13 07:30:00	ES	Futures	2082.76	2083.03	2079.0	2079.54	13272.0
2016-01-13 08:00:00	ES	Futures	2079.54	2085.72	2077.12	2085.18	33019.0
2016-01-13 08:30:00	ES	Futures	2085.18	2089.21	2085.18	2085.45	35316.0
2016-01-13 09:00:00	ES	Futures	2085.45	2086.79	2081.96	2084.38	36580.0
2016-01-13 09:30:00	ES	Futures	2084.11	2088.68	2077.66	2080.35	218335.0
2016-01-13 10:00:00	ES	Futures	2080.35	2083.84	2073.36	2077.39	178717.0
2016-01-13 10:30:00	ES	Futures	2077.12	2077.12	2066.91	2075.78	192931.0
2016-01-13 11:00:00	ES	Futures	2075.78	2078.2	2067.45	2072.55	158371.0
2016-01-13 11:30:00	ES	Futures	2072.55	2076.05	2061.54	2062.88	141329.0
2016-01-13 12:00:00	ES	Futures	2062.88	2065.57	2060.46	2064.22	89640.0
2016-01-13 12:30:00	ES	Futures	2064.22	2064.49	2053.21	2054.55	111291.0
2016-01-13 13:00:00	ES	Futures	2054.82	2057.77	2049.71	2049.71	100030.0
2016-01-13 13:30:00	ES	Futures	2049.71	2051.86	2038.7	2039.77	167087.0
2016-01-13 14:00:00	ES	Futures	2040.04	2043.8	2033.05	2037.62	215403.0
2016-01-13 14:30:00	ES	Futures	2037.62	2037.89	2018.54	2029.02	283959.0
2016-01-13 15:00:00	ES	Futures	2029.02	2037.89	2024.45	2032.25	221532.0
2016-01-13 15:30:00	ES	Futures	2032.25	2035.2	2020.15	2023.65	304065.0
2016-01-13 16:00:00	ES	Futures	2023.38	2027.95	2021.5	2021.77	113511.0
2016-01-13 16:30:00	ES	Futures	2022.3	2027.95	2021.23	2023.92	21595.0
2016-01-13 18:00:00	ES	Futures	2024.72	2027.14	2024.45	2026.33	5880.0
2016-01-13 18:30:00	ES	Futures	2026.33	2027.68	2023.38	2023.38	5653.0
2016-01-13 19:00:00	ES	Futures	2023.65	2025.53	2022.04	2024.45	9535.0
2016-01-13 19:30:00	ES	Futures	2024.45	2026.87	2022.57	2024.19	6806.0
2016-01-13 20:00:00	ES	Futures	2024.19	2025.8	2014.78	2018.27	18083.0
2016-01-13 20:30:00	ES	Futures	2018.54	2026.07	2016.39	2025.8	15972.0
2016-01-13 21:00:00	ES	Futures	2025.53	2027.41	2022.57	2026.33	10373.0
2016-01-13 21:30:00	ES	Futures	2026.6	2029.02	2025.53	2026.6	9168.0
2016-01-13 22:00:00	ES	Futures	2026.33	2030.37	2026.07	2028.22	7361.0
2016-01-13 22:30:00	ES	Futures	2028.48	2029.02	2024.99	2025.53	4712.0
2016-01-13 23:00:00	ES	Futures	2025.8	2026.6	2020.42	2020.96	6045.0
2016-01-13 23:30:00	ES	Futures	2020.69	2024.19	2018.54	2023.65	7203.0
2016-01-13 00:00:00	NQ	Futures	5171.36	5171.65	5156.21	5162.45	1096.0
2016-01-13 00:30:00	NQ	Futures	5161.56	5169.57	5159.48	5165.71	731.0
2016-01-13 01:00:00	NQ	Futures	5165.71	5167.79	5160.37	5160.37	632.0
2016-01-13 01:30:00	NQ	Futures	5159.48	5160.07	5152.95	5154.73	837.0

> showing 50 of 3,091 rows — these rows as CSV

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