PREVIEW / futures_30min / 2016-01-18

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-18.parquet
  size:    62 KB
  rows:    2,258

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
2016-01-18 00:00:00	ES	Futures	2019.08	2022.57	2017.47	2022.3	5940.0
2016-01-18 00:30:00	ES	Futures	2022.57	2023.65	2019.35	2020.15	4433.0
2016-01-18 01:00:00	ES	Futures	2020.15	2021.77	2014.51	2017.74	4337.0
2016-01-18 01:30:00	ES	Futures	2017.74	2019.62	2015.86	2019.35	2625.0
2016-01-18 02:00:00	ES	Futures	2019.35	2023.65	2019.35	2021.23	7401.0
2016-01-18 02:30:00	ES	Futures	2021.23	2022.04	2009.41	2011.02	10435.0
2016-01-18 03:00:00	ES	Futures	2011.02	2031.44	2010.75	2031.17	37173.0
2016-01-18 03:30:00	ES	Futures	2030.9	2031.17	2022.84	2027.68	19380.0
2016-01-18 04:00:00	ES	Futures	2027.68	2028.75	2017.2	2018.54	16498.0
2016-01-18 04:30:00	ES	Futures	2018.54	2020.15	2008.33	2017.2	23178.0
2016-01-18 05:00:00	ES	Futures	2017.47	2020.96	2013.17	2018.81	15741.0
2016-01-18 05:30:00	ES	Futures	2018.81	2027.41	2016.66	2026.87	13405.0
2016-01-18 06:00:00	ES	Futures	2027.14	2027.14	2021.23	2022.57	10277.0
2016-01-18 06:30:00	ES	Futures	2022.57	2024.72	2017.74	2022.84	11426.0
2016-01-18 07:00:00	ES	Futures	2023.11	2023.65	2017.74	2018.0	8098.0
2016-01-18 07:30:00	ES	Futures	2018.27	2022.3	2017.74	2019.62	7013.0
2016-01-18 08:00:00	ES	Futures	2019.89	2019.89	2013.71	2015.86	12840.0
2016-01-18 08:30:00	ES	Futures	2015.59	2015.59	2010.48	2010.75	16312.0
2016-01-18 09:00:00	ES	Futures	2010.48	2012.09	2006.45	2009.67	22099.0
2016-01-18 09:30:00	ES	Futures	2009.41	2011.82	2007.26	2010.75	30949.0
2016-01-18 10:00:00	ES	Futures	2010.75	2013.44	2010.21	2011.02	15694.0
2016-01-18 10:30:00	ES	Futures	2011.02	2013.97	2009.14	2012.09	14139.0
2016-01-18 11:00:00	ES	Futures	2012.09	2012.63	2010.75	2011.56	11673.0
2016-01-18 11:30:00	ES	Futures	2011.56	2014.51	2010.75	2014.24	8031.0
2016-01-18 12:00:00	ES	Futures	2014.24	2014.24	2012.09	2012.9	3397.0
2016-01-18 12:30:00	ES	Futures	2013.17	2013.71	2009.94	2013.17	4866.0
2016-01-18 18:00:00	ES	Futures	2012.36	2014.24	2010.48	2011.82	3154.0
2016-01-18 18:30:00	ES	Futures	2011.82	2016.66	2010.75	2014.51	3295.0
2016-01-18 19:00:00	ES	Futures	2014.24	2021.23	2012.36	2020.15	9072.0
2016-01-18 19:30:00	ES	Futures	2020.15	2022.04	2018.81	2021.23	4473.0
2016-01-18 20:00:00	ES	Futures	2021.23	2024.72	2019.08	2023.11	6172.0
2016-01-18 20:30:00	ES	Futures	2023.11	2029.83	2021.77	2027.68	11531.0
2016-01-18 21:00:00	ES	Futures	2027.41	2032.25	2019.62	2021.23	24795.0
2016-01-18 21:30:00	ES	Futures	2021.23	2023.11	2018.54	2022.04	6861.0
2016-01-18 22:00:00	ES	Futures	2022.04	2028.48	2020.96	2028.22	7462.0
2016-01-18 22:30:00	ES	Futures	2028.22	2029.83	2026.6	2029.83	5399.0
2016-01-18 23:00:00	ES	Futures	2029.56	2034.4	2029.29	2029.83	6887.0
2016-01-18 23:30:00	ES	Futures	2029.83	2031.98	2028.48	2028.75	3449.0
2016-01-18 00:00:00	NQ	Futures	4931.44	4942.42	4929.95	4941.23	1414.0
2016-01-18 00:30:00	NQ	Futures	4941.83	4944.2	4932.03	4934.7	1065.0
2016-01-18 01:00:00	NQ	Futures	4934.41	4940.05	4919.86	4928.76	1044.0
2016-01-18 01:30:00	NQ	Futures	4929.06	4934.41	4923.42	4933.51	712.0
2016-01-18 02:00:00	NQ	Futures	4933.51	4944.2	4933.51	4937.08	1547.0
2016-01-18 02:30:00	NQ	Futures	4936.48	4939.16	4905.9	4911.24	1797.0
2016-01-18 03:00:00	NQ	Futures	4911.24	4961.72	4910.65	4961.13	5255.0
2016-01-18 03:30:00	NQ	Futures	4961.13	4961.13	4937.37	4951.63	3519.0
2016-01-18 04:00:00	NQ	Futures	4952.22	4954.6	4923.12	4926.09	3778.0
2016-01-18 04:30:00	NQ	Futures	4926.09	4931.14	4904.41	4926.09	3928.0
2016-01-18 05:00:00	NQ	Futures	4925.79	4933.22	4913.03	4925.79	2815.0
2016-01-18 05:30:00	NQ	Futures	4925.79	4948.95	4921.04	4946.88	3242.0

> showing 50 of 2,258 rows — these rows as CSV

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