PREVIEW / futures_30min / 2016-01-22

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-22.parquet
  size:    73 KB
  rows:    2,540

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
2016-01-22 00:00:00	ES	Futures	2007.53	2015.05	2007.53	2013.97	12349.0
2016-01-22 00:30:00	ES	Futures	2013.71	2020.15	2012.63	2019.08	11401.0
2016-01-22 01:00:00	ES	Futures	2019.08	2019.89	2013.97	2015.32	8059.0
2016-01-22 01:30:00	ES	Futures	2015.32	2020.42	2015.05	2019.89	5009.0
2016-01-22 02:00:00	ES	Futures	2019.89	2025.53	2019.62	2025.53	13533.0
2016-01-22 02:30:00	ES	Futures	2025.26	2028.75	2019.89	2025.8	17752.0
2016-01-22 03:00:00	ES	Futures	2025.8	2026.87	2020.69	2023.65	25397.0
2016-01-22 03:30:00	ES	Futures	2023.38	2027.68	2017.74	2027.68	20083.0
2016-01-22 04:00:00	ES	Futures	2027.68	2033.59	2025.53	2028.75	24543.0
2016-01-22 04:30:00	ES	Futures	2028.75	2029.83	2023.92	2024.99	15046.0
2016-01-22 05:00:00	ES	Futures	2024.99	2029.29	2022.57	2027.68	12875.0
2016-01-22 05:30:00	ES	Futures	2027.95	2030.63	2026.6	2027.14	10738.0
2016-01-22 06:00:00	ES	Futures	2026.87	2029.02	2026.33	2027.68	9995.0
2016-01-22 06:30:00	ES	Futures	2027.68	2030.37	2026.33	2028.48	14903.0
2016-01-22 07:00:00	ES	Futures	2028.48	2029.56	2025.53	2029.29	12559.0
2016-01-22 07:30:00	ES	Futures	2029.29	2032.25	2028.48	2029.29	17553.0
2016-01-22 08:00:00	ES	Futures	2029.29	2031.98	2026.6	2030.37	26317.0
2016-01-22 08:30:00	ES	Futures	2030.37	2032.78	2025.8	2026.6	28652.0
2016-01-22 09:00:00	ES	Futures	2026.6	2034.93	2026.33	2033.86	42326.0
2016-01-22 09:30:00	ES	Futures	2033.86	2039.5	2028.22	2038.96	246394.0
2016-01-22 10:00:00	ES	Futures	2038.7	2042.46	2036.01	2038.43	211992.0
2016-01-22 10:30:00	ES	Futures	2038.7	2041.38	2030.63	2030.9	193810.0
2016-01-22 11:00:00	ES	Futures	2030.9	2034.93	2027.14	2033.05	153393.0
2016-01-22 11:30:00	ES	Futures	2033.05	2033.59	2024.19	2026.6	118479.0
2016-01-22 12:00:00	ES	Futures	2026.6	2034.13	2026.07	2031.98	71349.0
2016-01-22 12:30:00	ES	Futures	2032.25	2036.28	2030.1	2035.74	60490.0
2016-01-22 13:00:00	ES	Futures	2035.74	2038.43	2031.98	2035.74	63991.0
2016-01-22 13:30:00	ES	Futures	2036.01	2041.11	2035.2	2040.85	55100.0
2016-01-22 14:00:00	ES	Futures	2040.58	2044.61	2038.7	2039.23	90121.0
2016-01-22 14:30:00	ES	Futures	2038.96	2040.31	2034.4	2039.5	89519.0
2016-01-22 15:00:00	ES	Futures	2039.5	2040.31	2033.32	2038.43	80022.0
2016-01-22 15:30:00	ES	Futures	2038.43	2042.99	2035.2	2041.38	153181.0
2016-01-22 16:00:00	ES	Futures	2041.38	2042.46	2036.01	2040.85	91811.0
2016-01-22 16:30:00	ES	Futures	2040.31	2041.92	2039.23	2041.38	9015.0
2016-01-22 00:00:00	NQ	Futures	4927.58	4949.25	4927.58	4945.39	2535.0
2016-01-22 00:30:00	NQ	Futures	4944.8	4962.91	4941.83	4960.54	2141.0
2016-01-22 01:00:00	NQ	Futures	4959.94	4961.72	4946.88	4950.14	1742.0
2016-01-22 01:30:00	NQ	Futures	4951.03	4961.72	4948.06	4960.83	955.0
2016-01-22 02:00:00	NQ	Futures	4960.83	4975.08	4959.35	4972.71	2233.0
2016-01-22 02:30:00	NQ	Futures	4973.9	4982.21	4962.32	4978.05	3517.0
2016-01-22 03:00:00	NQ	Futures	4978.35	4981.32	4967.07	4976.57	5510.0
2016-01-22 03:30:00	NQ	Futures	4976.27	4985.77	4959.64	4985.48	5109.0
2016-01-22 04:00:00	NQ	Futures	4985.77	5003.0	4980.13	4990.53	5032.0
2016-01-22 04:30:00	NQ	Futures	4989.93	4991.42	4976.87	4978.65	2525.0
2016-01-22 05:00:00	NQ	Futures	4978.94	4989.34	4971.52	4983.99	2360.0
2016-01-22 05:30:00	NQ	Futures	4983.99	4993.79	4981.62	4983.4	1954.0
2016-01-22 06:00:00	NQ	Futures	4983.99	4989.93	4981.91	4987.85	1929.0
2016-01-22 06:30:00	NQ	Futures	4987.56	4997.06	4985.48	4991.42	2768.0
2016-01-22 07:00:00	NQ	Futures	4991.71	4999.43	4985.18	4997.95	3158.0
2016-01-22 07:30:00	NQ	Futures	4997.95	5002.7	4994.68	4996.76	2761.0

> showing 50 of 2,540 rows — these rows as CSV

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