PREVIEW / futures_30min / 2016-01-20

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-20.parquet
  size:    92 KB
  rows:    3,124

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
2016-01-20 00:00:00	ES	Futures	1980.12	1983.88	1977.7	1981.46	14530.0
2016-01-20 00:30:00	ES	Futures	1981.46	1982.8	1977.7	1980.65	7984.0
2016-01-20 01:00:00	ES	Futures	1980.39	1980.65	1976.09	1978.24	9610.0
2016-01-20 01:30:00	ES	Futures	1978.24	1982.27	1977.97	1979.58	5646.0
2016-01-20 02:00:00	ES	Futures	1979.31	1983.61	1975.55	1979.85	15699.0
2016-01-20 02:30:00	ES	Futures	1979.85	1984.68	1976.35	1979.85	16757.0
2016-01-20 03:00:00	ES	Futures	1980.12	1982.27	1972.32	1972.59	32885.0
2016-01-20 03:30:00	ES	Futures	1972.59	1973.4	1967.76	1969.91	32431.0
2016-01-20 04:00:00	ES	Futures	1970.17	1975.82	1966.14	1975.82	34545.0
2016-01-20 04:30:00	ES	Futures	1975.82	1980.92	1973.13	1977.97	26208.0
2016-01-20 05:00:00	ES	Futures	1978.24	1978.5	1972.06	1976.89	14794.0
2016-01-20 05:30:00	ES	Futures	1977.16	1978.5	1972.59	1973.67	16582.0
2016-01-20 06:00:00	ES	Futures	1973.4	1980.39	1973.4	1979.31	16049.0
2016-01-20 06:30:00	ES	Futures	1979.58	1979.85	1974.74	1976.89	12598.0
2016-01-20 07:00:00	ES	Futures	1976.89	1979.31	1972.32	1976.35	19985.0
2016-01-20 07:30:00	ES	Futures	1976.35	1978.77	1974.21	1976.62	17574.0
2016-01-20 08:00:00	ES	Futures	1976.62	1981.19	1975.55	1980.92	35918.0
2016-01-20 08:30:00	ES	Futures	1980.92	1985.49	1977.7	1982.8	54245.0
2016-01-20 09:00:00	ES	Futures	1983.07	1984.95	1979.85	1982.8	46272.0
2016-01-20 09:30:00	ES	Futures	1982.8	1991.13	1971.52	1973.13	362577.0
2016-01-20 10:00:00	ES	Futures	1973.13	1976.62	1966.95	1969.91	269137.0
2016-01-20 10:30:00	ES	Futures	1969.64	1970.71	1953.25	1953.78	309666.0
2016-01-20 11:00:00	ES	Futures	1953.78	1965.61	1953.78	1961.31	238743.0
2016-01-20 11:30:00	ES	Futures	1961.31	1966.95	1952.44	1955.13	175600.0
2016-01-20 12:00:00	ES	Futures	1954.86	1958.62	1939.27	1941.96	214024.0
2016-01-20 12:30:00	ES	Futures	1941.96	1957.01	1939.27	1956.74	212961.0
2016-01-20 13:00:00	ES	Futures	1957.01	1961.58	1947.33	1954.59	200645.0
2016-01-20 13:30:00	ES	Futures	1954.86	1977.16	1954.05	1972.86	257066.0
2016-01-20 14:00:00	ES	Futures	1972.86	1978.5	1966.14	1970.98	201581.0
2016-01-20 14:30:00	ES	Futures	1970.98	1981.46	1965.34	1976.62	175283.0
2016-01-20 15:00:00	ES	Futures	1976.62	2009.14	1973.94	2007.26	307245.0
2016-01-20 15:30:00	ES	Futures	2007.26	2008.6	1987.1	1990.33	332816.0
2016-01-20 16:00:00	ES	Futures	1990.33	1995.43	1987.1	1993.55	78077.0
2016-01-20 16:30:00	ES	Futures	1993.82	1994.09	1988.45	1990.6	11639.0
2016-01-20 18:00:00	ES	Futures	1993.55	2001.88	1993.01	2000.27	12051.0
2016-01-20 18:30:00	ES	Futures	2000.54	2004.03	1996.51	2000.27	10716.0
2016-01-20 19:00:00	ES	Futures	2000.27	2007.26	1999.46	2003.49	13512.0
2016-01-20 19:30:00	ES	Futures	2003.23	2006.72	2000.81	2005.91	7338.0
2016-01-20 20:00:00	ES	Futures	2005.64	2007.79	2002.69	2006.45	9704.0
2016-01-20 20:30:00	ES	Futures	2006.18	2012.36	2001.88	2011.56	17216.0
2016-01-20 21:00:00	ES	Futures	2011.56	2014.51	2008.33	2011.29	12816.0
2016-01-20 21:30:00	ES	Futures	2011.29	2015.05	2009.94	2014.24	6734.0
2016-01-20 22:00:00	ES	Futures	2014.24	2016.39	2009.94	2010.21	8284.0
2016-01-20 22:30:00	ES	Futures	2010.48	2011.02	2002.15	2002.42	11628.0
2016-01-20 23:00:00	ES	Futures	2002.42	2003.76	1997.31	2002.42	16015.0
2016-01-20 23:30:00	ES	Futures	2002.42	2004.03	1994.63	1997.31	9405.0
2016-01-20 00:00:00	NQ	Futures	4832.26	4839.39	4820.38	4834.64	3393.0
2016-01-20 00:30:00	NQ	Futures	4834.64	4836.71	4824.54	4831.67	1947.0
2016-01-20 01:00:00	NQ	Futures	4831.96	4831.96	4816.82	4824.84	1577.0
2016-01-20 01:30:00	NQ	Futures	4825.13	4836.12	4824.24	4829.89	1290.0

> showing 50 of 3,124 rows — these rows as CSV

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