PREVIEW / futures_30min / 2016-01-15

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-15.parquet
  size:    77 KB
  rows:    2,562

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
2016-01-15 00:00:00	ES	Futures	2040.04	2041.92	2038.43	2040.58	6955.0
2016-01-15 00:30:00	ES	Futures	2040.58	2045.41	2039.23	2045.41	8267.0
2016-01-15 01:00:00	ES	Futures	2045.41	2046.22	2039.23	2039.5	6058.0
2016-01-15 01:30:00	ES	Futures	2039.23	2041.38	2038.16	2040.31	5721.0
2016-01-15 02:00:00	ES	Futures	2040.31	2042.73	2035.47	2041.11	13614.0
2016-01-15 02:30:00	ES	Futures	2041.11	2044.34	2038.96	2040.04	8067.0
2016-01-15 03:00:00	ES	Futures	2040.31	2045.41	2033.59	2035.74	26268.0
2016-01-15 03:30:00	ES	Futures	2035.47	2040.58	2027.95	2029.56	28380.0
2016-01-15 04:00:00	ES	Futures	2029.29	2030.63	2023.92	2028.22	37200.0
2016-01-15 04:30:00	ES	Futures	2028.22	2031.98	2023.65	2027.68	18805.0
2016-01-15 05:00:00	ES	Futures	2027.95	2030.63	2022.84	2023.65	16493.0
2016-01-15 05:30:00	ES	Futures	2023.65	2024.45	2019.08	2020.15	23568.0
2016-01-15 06:00:00	ES	Futures	2020.15	2025.8	2016.66	2021.5	27808.0
2016-01-15 06:30:00	ES	Futures	2021.5	2027.41	2020.96	2024.72	15588.0
2016-01-15 07:00:00	ES	Futures	2024.72	2029.02	2023.38	2023.65	16165.0
2016-01-15 07:30:00	ES	Futures	2023.65	2026.87	2021.23	2026.07	23889.0
2016-01-15 08:00:00	ES	Futures	2025.8	2026.6	2019.08	2021.5	32621.0
2016-01-15 08:30:00	ES	Futures	2021.5	2021.5	2002.15	2009.94	156399.0
2016-01-15 09:00:00	ES	Futures	2009.67	2011.02	1999.46	2001.34	104430.0
2016-01-15 09:30:00	ES	Futures	2001.08	2021.77	1999.46	2010.21	421590.0
2016-01-15 10:00:00	ES	Futures	2009.94	2020.69	2003.76	2015.59	280204.0
2016-01-15 10:30:00	ES	Futures	2015.59	2022.84	2008.6	2009.67	199372.0
2016-01-15 11:00:00	ES	Futures	2009.94	2012.63	2004.3	2011.56	200624.0
2016-01-15 11:30:00	ES	Futures	2011.29	2014.24	2003.49	2005.64	168315.0
2016-01-15 12:00:00	ES	Futures	2005.91	2007.53	1992.48	1995.16	172647.0
2016-01-15 12:30:00	ES	Futures	1995.16	2001.08	1987.64	2000.27	208945.0
2016-01-15 13:00:00	ES	Futures	2000.27	2005.38	1995.7	2000.0	141903.0
2016-01-15 13:30:00	ES	Futures	2000.0	2008.87	1997.31	2005.64	113172.0
2016-01-15 14:00:00	ES	Futures	2005.64	2008.6	1999.2	1999.2	106165.0
2016-01-15 14:30:00	ES	Futures	1999.46	2017.2	1997.31	2016.39	164219.0
2016-01-15 15:00:00	ES	Futures	2016.66	2018.81	2004.03	2013.71	192044.0
2016-01-15 15:30:00	ES	Futures	2013.44	2016.12	2007.79	2011.82	261627.0
2016-01-15 16:00:00	ES	Futures	2011.82	2021.23	2011.02	2015.86	121855.0
2016-01-15 16:30:00	ES	Futures	2016.12	2019.62	2015.86	2016.93	14024.0
2016-01-15 00:00:00	NQ	Futures	5003.89	5008.93	4998.54	5007.45	1868.0
2016-01-15 00:30:00	NQ	Futures	5006.56	5022.0	5004.18	5021.7	1952.0
2016-01-15 01:00:00	NQ	Futures	5022.3	5024.67	5002.7	5003.89	1291.0
2016-01-15 01:30:00	NQ	Futures	5003.0	5010.72	4999.14	5008.34	1554.0
2016-01-15 02:00:00	NQ	Futures	5008.04	5015.76	4993.79	5011.01	2527.0
2016-01-15 02:30:00	NQ	Futures	5010.72	5021.41	5006.56	5009.83	2001.0
2016-01-15 03:00:00	NQ	Futures	5010.12	5024.08	4989.63	4994.68	4946.0
2016-01-15 03:30:00	NQ	Futures	4994.39	5008.34	4974.49	4979.24	4487.0
2016-01-15 04:00:00	NQ	Futures	4979.84	4983.4	4964.69	4974.19	5341.0
2016-01-15 04:30:00	NQ	Futures	4974.19	4982.8	4962.61	4973.9	2609.0
2016-01-15 05:00:00	NQ	Futures	4973.6	4981.02	4958.16	4959.64	2550.0
2016-01-15 05:30:00	NQ	Futures	4959.64	4963.21	4951.03	4953.11	3402.0
2016-01-15 06:00:00	NQ	Futures	4953.41	4965.88	4944.8	4955.78	3900.0
2016-01-15 06:30:00	NQ	Futures	4955.78	4971.22	4954.89	4964.99	2260.0
2016-01-15 07:00:00	NQ	Futures	4965.29	4975.98	4962.02	4962.61	2890.0
2016-01-15 07:30:00	NQ	Futures	4962.91	4973.01	4957.27	4970.63	3390.0

> showing 50 of 2,562 rows — these rows as CSV

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