PREVIEW / futures_30min / 2016-01-14

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-14.parquet
  size:    88 KB
  rows:    3,084

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
2016-01-14 00:00:00	ES	Futures	2023.65	2028.75	2023.38	2028.48	6337.0
2016-01-14 00:30:00	ES	Futures	2028.48	2030.9	2026.6	2030.63	7593.0
2016-01-14 01:00:00	ES	Futures	2030.9	2034.66	2030.37	2032.78	9486.0
2016-01-14 01:30:00	ES	Futures	2033.05	2035.47	2032.25	2034.66	4368.0
2016-01-14 02:00:00	ES	Futures	2034.93	2038.43	2031.44	2034.13	11733.0
2016-01-14 02:30:00	ES	Futures	2034.13	2039.77	2033.05	2038.96	12932.0
2016-01-14 03:00:00	ES	Futures	2038.7	2039.23	2030.63	2032.78	23553.0
2016-01-14 03:30:00	ES	Futures	2032.78	2037.62	2024.99	2027.14	23386.0
2016-01-14 04:00:00	ES	Futures	2026.87	2027.14	2019.35	2024.19	28719.0
2016-01-14 04:30:00	ES	Futures	2024.45	2031.71	2022.84	2027.95	26152.0
2016-01-14 05:00:00	ES	Futures	2027.68	2030.1	2022.04	2022.04	15134.0
2016-01-14 05:30:00	ES	Futures	2022.04	2025.26	2020.15	2022.04	14463.0
2016-01-14 06:00:00	ES	Futures	2022.04	2023.38	2015.05	2018.0	27148.0
2016-01-14 06:30:00	ES	Futures	2018.0	2022.84	2016.39	2022.04	20318.0
2016-01-14 07:00:00	ES	Futures	2022.3	2026.07	2020.69	2022.84	28150.0
2016-01-14 07:30:00	ES	Futures	2022.84	2032.52	2022.57	2031.44	25267.0
2016-01-14 08:00:00	ES	Futures	2031.44	2032.78	2025.8	2032.25	28965.0
2016-01-14 08:30:00	ES	Futures	2032.25	2036.28	2030.37	2034.13	44242.0
2016-01-14 09:00:00	ES	Futures	2034.13	2036.81	2031.44	2031.44	45379.0
2016-01-14 09:30:00	ES	Futures	2031.44	2033.86	2012.36	2014.51	339956.0
2016-01-14 10:00:00	ES	Futures	2014.24	2039.77	2011.02	2039.5	326272.0
2016-01-14 10:30:00	ES	Futures	2039.23	2054.28	2036.81	2045.41	320039.0
2016-01-14 11:00:00	ES	Futures	2045.41	2049.18	2037.35	2041.11	208426.0
2016-01-14 11:30:00	ES	Futures	2041.11	2047.29	2036.28	2046.49	144388.0
2016-01-14 12:00:00	ES	Futures	2046.49	2050.52	2041.38	2048.1	117516.0
2016-01-14 12:30:00	ES	Futures	2047.83	2056.16	2046.22	2048.37	126170.0
2016-01-14 13:00:00	ES	Futures	2048.1	2061.54	2047.29	2060.73	117399.0
2016-01-14 13:30:00	ES	Futures	2060.46	2062.61	2054.82	2060.46	87750.0
2016-01-14 14:00:00	ES	Futures	2060.46	2063.42	2055.89	2061.0	111124.0
2016-01-14 14:30:00	ES	Futures	2061.0	2069.06	2058.85	2067.98	113390.0
2016-01-14 15:00:00	ES	Futures	2068.25	2071.75	2066.1	2066.37	118815.0
2016-01-14 15:30:00	ES	Futures	2066.37	2066.64	2054.01	2056.43	274233.0
2016-01-14 16:00:00	ES	Futures	2056.16	2061.54	2054.82	2058.58	106301.0
2016-01-14 16:30:00	ES	Futures	2056.7	2057.24	2054.82	2055.36	8073.0
2016-01-14 18:00:00	ES	Futures	2056.7	2062.61	2056.16	2061.8	7616.0
2016-01-14 18:30:00	ES	Futures	2062.07	2062.34	2059.92	2061.27	2886.0
2016-01-14 19:00:00	ES	Futures	2061.54	2064.76	2060.46	2062.07	6399.0
2016-01-14 19:30:00	ES	Futures	2061.8	2062.34	2055.36	2055.89	5747.0
2016-01-14 20:00:00	ES	Futures	2055.89	2058.58	2051.32	2051.59	9370.0
2016-01-14 20:30:00	ES	Futures	2051.59	2054.82	2049.98	2054.01	10507.0
2016-01-14 21:00:00	ES	Futures	2053.74	2055.36	2050.79	2052.94	5555.0
2016-01-14 21:30:00	ES	Futures	2052.94	2052.94	2048.64	2049.44	5363.0
2016-01-14 22:00:00	ES	Futures	2049.44	2051.06	2048.1	2048.37	3731.0
2016-01-14 22:30:00	ES	Futures	2048.1	2048.64	2043.53	2044.34	9399.0
2016-01-14 23:00:00	ES	Futures	2044.34	2044.61	2037.35	2038.96	13840.0
2016-01-14 23:30:00	ES	Futures	2038.96	2044.07	2038.7	2040.04	7189.0
2016-01-14 00:00:00	NQ	Futures	4963.8	4978.05	4963.21	4977.46	1185.0
2016-01-14 00:30:00	NQ	Futures	4977.76	4982.51	4971.82	4982.51	1930.0
2016-01-14 01:00:00	NQ	Futures	4982.8	4991.42	4981.02	4987.26	1262.0
2016-01-14 01:30:00	NQ	Futures	4987.56	4994.39	4985.48	4992.31	826.0

> showing 50 of 3,084 rows — these rows as CSV

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