PREVIEW / futures_30min / 2016-01-19

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-19.parquet
  size:    91 KB
  rows:    3,147

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
2016-01-19 00:00:00	ES	Futures	2028.75	2034.4	2027.14	2033.86	6699.0
2016-01-19 00:30:00	ES	Futures	2034.13	2034.93	2031.71	2034.4	5866.0
2016-01-19 01:00:00	ES	Futures	2034.13	2036.81	2033.86	2034.66	5890.0
2016-01-19 01:30:00	ES	Futures	2034.93	2036.28	2034.4	2035.47	2052.0
2016-01-19 02:00:00	ES	Futures	2035.2	2047.29	2034.93	2043.26	23465.0
2016-01-19 02:30:00	ES	Futures	2043.53	2045.95	2042.73	2044.07	8930.0
2016-01-19 03:00:00	ES	Futures	2044.07	2049.18	2042.46	2043.53	21029.0
2016-01-19 03:30:00	ES	Futures	2043.8	2045.41	2039.23	2042.46	15572.0
2016-01-19 04:00:00	ES	Futures	2042.19	2044.34	2037.62	2044.07	14748.0
2016-01-19 04:30:00	ES	Futures	2043.8	2046.76	2040.58	2043.8	12431.0
2016-01-19 05:00:00	ES	Futures	2044.07	2047.29	2042.99	2043.26	10172.0
2016-01-19 05:30:00	ES	Futures	2043.26	2047.83	2042.73	2045.95	10145.0
2016-01-19 06:00:00	ES	Futures	2046.22	2048.37	2045.68	2047.03	8907.0
2016-01-19 06:30:00	ES	Futures	2047.03	2050.25	2047.03	2049.44	11516.0
2016-01-19 07:00:00	ES	Futures	2049.71	2049.98	2045.14	2045.41	13693.0
2016-01-19 07:30:00	ES	Futures	2045.41	2048.64	2042.99	2044.34	19121.0
2016-01-19 08:00:00	ES	Futures	2044.34	2047.03	2040.58	2042.46	28315.0
2016-01-19 08:30:00	ES	Futures	2042.46	2044.88	2040.85	2042.99	30489.0
2016-01-19 09:00:00	ES	Futures	2042.73	2043.26	2035.47	2035.74	45974.0
2016-01-19 09:30:00	ES	Futures	2036.01	2037.35	2018.54	2026.07	293836.0
2016-01-19 10:00:00	ES	Futures	2026.07	2035.2	2023.11	2034.4	195971.0
2016-01-19 10:30:00	ES	Futures	2034.4	2036.55	2022.57	2022.57	134978.0
2016-01-19 11:00:00	ES	Futures	2022.84	2026.87	2016.39	2026.07	142397.0
2016-01-19 11:30:00	ES	Futures	2026.07	2030.9	2024.19	2024.72	100933.0
2016-01-19 12:00:00	ES	Futures	2024.72	2025.53	2013.71	2018.0	100763.0
2016-01-19 12:30:00	ES	Futures	2018.27	2022.84	2013.44	2017.47	101056.0
2016-01-19 13:00:00	ES	Futures	2017.2	2021.5	2013.71	2014.51	74740.0
2016-01-19 13:30:00	ES	Futures	2014.51	2018.54	2011.56	2013.44	92863.0
2016-01-19 14:00:00	ES	Futures	2013.44	2014.51	1998.66	2004.57	151714.0
2016-01-19 14:30:00	ES	Futures	2004.84	2006.18	1995.16	2000.81	117762.0
2016-01-19 15:00:00	ES	Futures	2000.54	2015.32	1998.66	2015.05	128891.0
2016-01-19 15:30:00	ES	Futures	2014.78	2023.11	2011.82	2015.05	227301.0
2016-01-19 16:00:00	ES	Futures	2015.05	2016.12	2010.75	2013.97	73751.0
2016-01-19 16:30:00	ES	Futures	2015.05	2017.2	2011.02	2012.09	11601.0
2016-01-19 18:00:00	ES	Futures	2011.82	2016.93	2010.75	2014.51	5162.0
2016-01-19 18:30:00	ES	Futures	2014.51	2019.08	2013.71	2016.66	5432.0
2016-01-19 19:00:00	ES	Futures	2016.39	2016.66	2000.54	2007.26	18748.0
2016-01-19 19:30:00	ES	Futures	2006.99	2011.56	2006.18	2007.53	8139.0
2016-01-19 20:00:00	ES	Futures	2007.79	2009.41	1999.2	2002.15	12826.0
2016-01-19 20:30:00	ES	Futures	2002.42	2003.23	1996.24	2001.88	13020.0
2016-01-19 21:00:00	ES	Futures	2002.15	2003.49	1996.24	1997.05	8425.0
2016-01-19 21:30:00	ES	Futures	1997.05	1999.73	1994.36	1995.97	10091.0
2016-01-19 22:00:00	ES	Futures	1995.7	1996.24	1989.52	1990.87	14438.0
2016-01-19 22:30:00	ES	Futures	1990.87	1991.67	1979.85	1984.15	25367.0
2016-01-19 23:00:00	ES	Futures	1984.42	1984.95	1980.65	1983.61	9426.0
2016-01-19 23:30:00	ES	Futures	1983.34	1984.15	1979.85	1980.12	6794.0
2016-01-19 00:00:00	NQ	Futures	4951.03	4965.29	4946.28	4963.8	1284.0
2016-01-19 00:30:00	NQ	Futures	4964.1	4968.55	4961.13	4968.26	1282.0
2016-01-19 01:00:00	NQ	Futures	4967.07	4973.6	4966.77	4967.96	1121.0
2016-01-19 01:30:00	NQ	Futures	4968.85	4971.82	4966.77	4968.55	793.0

> showing 50 of 3,147 rows — these rows as CSV

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