PREVIEW / futures_30min / 2016-01-21

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-21.parquet
  size:    92 KB
  rows:    3,096

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
2016-01-21 00:00:00	ES	Futures	1997.05	2000.0	1990.6	1997.85	15430.0
2016-01-21 00:30:00	ES	Futures	1997.85	2000.0	1986.57	1988.98	12700.0
2016-01-21 01:00:00	ES	Futures	1988.98	1993.82	1980.92	1983.61	14133.0
2016-01-21 01:30:00	ES	Futures	1983.34	1988.18	1980.12	1984.95	10607.0
2016-01-21 02:00:00	ES	Futures	1984.68	1987.1	1979.58	1979.58	15940.0
2016-01-21 02:30:00	ES	Futures	1979.58	1982.8	1973.67	1981.73	24871.0
2016-01-21 03:00:00	ES	Futures	1981.73	1997.05	1981.19	1993.28	41431.0
2016-01-21 03:30:00	ES	Futures	1993.28	1993.55	1977.16	1978.5	23468.0
2016-01-21 04:00:00	ES	Futures	1978.5	1984.42	1974.74	1983.61	25687.0
2016-01-21 04:30:00	ES	Futures	1983.61	1986.3	1977.7	1983.07	16589.0
2016-01-21 05:00:00	ES	Futures	1983.07	1989.52	1982.27	1988.18	15739.0
2016-01-21 05:30:00	ES	Futures	1988.18	1991.67	1982.27	1988.98	16271.0
2016-01-21 06:00:00	ES	Futures	1988.98	1990.06	1979.58	1984.15	16988.0
2016-01-21 06:30:00	ES	Futures	1984.15	1986.3	1982.0	1984.42	10251.0
2016-01-21 07:00:00	ES	Futures	1984.68	1985.76	1980.12	1985.22	16180.0
2016-01-21 07:30:00	ES	Futures	1984.95	1992.75	1982.8	1990.06	19076.0
2016-01-21 08:00:00	ES	Futures	1990.06	2002.42	1989.79	1998.12	41987.0
2016-01-21 08:30:00	ES	Futures	1998.12	2014.51	1996.24	2000.81	143033.0
2016-01-21 09:00:00	ES	Futures	2000.81	2003.49	1992.75	1995.43	83388.0
2016-01-21 09:30:00	ES	Futures	1995.16	2000.81	1978.5	1983.34	280263.0
2016-01-21 10:00:00	ES	Futures	1983.61	2007.79	1982.8	2004.57	221788.0
2016-01-21 10:30:00	ES	Futures	2004.57	2013.97	1999.73	2002.69	165866.0
2016-01-21 11:00:00	ES	Futures	2002.69	2015.05	1998.12	2004.03	190596.0
2016-01-21 11:30:00	ES	Futures	2004.03	2017.74	2003.76	2016.39	123461.0
2016-01-21 12:00:00	ES	Futures	2016.39	2024.19	2014.78	2020.15	137539.0
2016-01-21 12:30:00	ES	Futures	2020.15	2021.5	2013.44	2016.12	63898.0
2016-01-21 13:00:00	ES	Futures	2015.86	2021.5	2006.18	2006.45	91109.0
2016-01-21 13:30:00	ES	Futures	2006.45	2011.56	2001.61	2006.99	120181.0
2016-01-21 14:00:00	ES	Futures	2007.26	2008.87	1990.6	1997.31	137824.0
2016-01-21 14:30:00	ES	Futures	1997.58	2009.94	1997.05	2007.79	119943.0
2016-01-21 15:00:00	ES	Futures	2008.06	2008.33	1996.24	2001.88	118242.0
2016-01-21 15:30:00	ES	Futures	2001.88	2011.56	2000.0	2000.27	162827.0
2016-01-21 16:00:00	ES	Futures	2000.27	2004.3	1997.58	2000.54	76172.0
2016-01-21 16:30:00	ES	Futures	2001.88	2001.88	1997.31	2000.81	12389.0
2016-01-21 18:00:00	ES	Futures	1997.58	2001.88	1994.9	1998.12	5315.0
2016-01-21 18:30:00	ES	Futures	1997.85	2004.57	1996.78	2003.76	4486.0
2016-01-21 19:00:00	ES	Futures	2004.03	2005.38	1998.12	2004.3	12257.0
2016-01-21 19:30:00	ES	Futures	2004.3	2009.67	2002.42	2004.57	10232.0
2016-01-21 20:00:00	ES	Futures	2004.57	2007.53	2002.96	2005.11	6455.0
2016-01-21 20:30:00	ES	Futures	2005.11	2006.99	2000.81	2002.42	6570.0
2016-01-21 21:00:00	ES	Futures	2002.69	2008.33	2001.88	2006.45	6012.0
2016-01-21 21:30:00	ES	Futures	2006.45	2007.26	2002.42	2004.57	5248.0
2016-01-21 22:00:00	ES	Futures	2004.84	2005.11	1998.39	2000.0	6389.0
2016-01-21 22:30:00	ES	Futures	1999.73	2000.27	1994.63	1997.85	8320.0
2016-01-21 23:00:00	ES	Futures	1997.85	2004.3	1997.85	2003.49	4882.0
2016-01-21 23:30:00	ES	Futures	2003.49	2008.33	2002.15	2007.53	5427.0
2016-01-21 00:00:00	NQ	Futures	4911.24	4918.96	4894.62	4912.73	3070.0
2016-01-21 00:30:00	NQ	Futures	4911.54	4916.59	4882.44	4886.9	2573.0
2016-01-21 01:00:00	NQ	Futures	4887.49	4901.15	4868.19	4874.13	2217.0
2016-01-21 01:30:00	NQ	Futures	4874.72	4887.19	4866.11	4880.36	1828.0

> showing 50 of 3,096 rows — these rows as CSV

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