PREVIEW / futures_30min / 2016-01-25

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-25.parquet
  size:    82 KB
  rows:    3,005

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
2016-01-25 00:00:00	ES	Futures	2043.8	2045.14	2041.65	2042.73	2916.0
2016-01-25 00:30:00	ES	Futures	2042.46	2042.46	2039.5	2041.65	3331.0
2016-01-25 01:00:00	ES	Futures	2041.38	2043.53	2040.58	2042.99	3265.0
2016-01-25 01:30:00	ES	Futures	2042.99	2043.53	2041.92	2042.46	2114.0
2016-01-25 02:00:00	ES	Futures	2042.46	2043.26	2038.43	2039.5	7855.0
2016-01-25 02:30:00	ES	Futures	2039.77	2041.65	2037.35	2040.85	10549.0
2016-01-25 03:00:00	ES	Futures	2040.85	2040.85	2030.9	2032.52	25301.0
2016-01-25 03:30:00	ES	Futures	2032.52	2034.4	2029.29	2033.05	13355.0
2016-01-25 04:00:00	ES	Futures	2032.78	2035.74	2028.75	2034.93	16748.0
2016-01-25 04:30:00	ES	Futures	2034.93	2038.96	2032.78	2035.47	10679.0
2016-01-25 05:00:00	ES	Futures	2035.74	2041.92	2033.86	2040.58	12068.0
2016-01-25 05:30:00	ES	Futures	2040.58	2040.85	2036.28	2037.89	8877.0
2016-01-25 06:00:00	ES	Futures	2037.89	2039.23	2035.74	2036.55	5826.0
2016-01-25 06:30:00	ES	Futures	2036.81	2037.62	2034.4	2037.08	8768.0
2016-01-25 07:00:00	ES	Futures	2037.08	2040.04	2036.01	2038.16	8104.0
2016-01-25 07:30:00	ES	Futures	2038.43	2039.77	2037.08	2039.23	7628.0
2016-01-25 08:00:00	ES	Futures	2039.23	2039.23	2030.9	2032.25	20324.0
2016-01-25 08:30:00	ES	Futures	2032.25	2035.2	2027.68	2029.29	30843.0
2016-01-25 09:00:00	ES	Futures	2029.29	2035.47	2029.02	2035.47	31975.0
2016-01-25 09:30:00	ES	Futures	2035.47	2037.35	2027.95	2031.71	184018.0
2016-01-25 10:00:00	ES	Futures	2031.71	2037.62	2027.95	2031.98	153550.0
2016-01-25 10:30:00	ES	Futures	2031.98	2034.4	2025.53	2027.95	93394.0
2016-01-25 11:00:00	ES	Futures	2027.95	2029.56	2022.57	2029.02	102773.0
2016-01-25 11:30:00	ES	Futures	2028.75	2030.63	2024.45	2028.22	65855.0
2016-01-25 12:00:00	ES	Futures	2028.22	2030.37	2025.53	2028.48	44355.0
2016-01-25 12:30:00	ES	Futures	2028.75	2032.25	2026.87	2031.98	37656.0
2016-01-25 13:00:00	ES	Futures	2031.71	2037.35	2031.71	2034.4	59359.0
2016-01-25 13:30:00	ES	Futures	2034.13	2035.74	2026.33	2026.87	59083.0
2016-01-25 14:00:00	ES	Futures	2026.6	2029.56	2023.92	2027.68	64697.0
2016-01-25 14:30:00	ES	Futures	2027.95	2028.22	2022.84	2024.99	62806.0
2016-01-25 15:00:00	ES	Futures	2024.72	2027.41	2013.71	2014.78	114009.0
2016-01-25 15:30:00	ES	Futures	2014.51	2016.39	2007.79	2011.02	209742.0
2016-01-25 16:00:00	ES	Futures	2011.02	2012.36	2008.87	2009.67	71675.0
2016-01-25 16:30:00	ES	Futures	2009.94	2012.09	2007.26	2011.82	7491.0
2016-01-25 18:00:00	ES	Futures	2011.82	2012.63	2010.21	2011.29	3992.0
2016-01-25 18:30:00	ES	Futures	2011.29	2012.09	2005.11	2006.99	4293.0
2016-01-25 19:00:00	ES	Futures	2006.99	2007.79	2004.57	2007.53	10416.0
2016-01-25 19:30:00	ES	Futures	2007.53	2009.41	2005.38	2006.99	5413.0
2016-01-25 20:00:00	ES	Futures	2006.99	2009.67	2004.57	2008.87	5431.0
2016-01-25 20:30:00	ES	Futures	2008.87	2010.48	2006.18	2006.72	6749.0
2016-01-25 21:00:00	ES	Futures	2006.72	2008.33	2005.64	2006.72	3791.0
2016-01-25 21:30:00	ES	Futures	2006.72	2011.82	2005.91	2011.56	4034.0
2016-01-25 22:00:00	ES	Futures	2011.56	2012.9	2008.6	2008.6	5552.0
2016-01-25 22:30:00	ES	Futures	2008.87	2011.02	2008.06	2009.41	3324.0
2016-01-25 23:00:00	ES	Futures	2009.41	2010.48	2006.45	2007.53	3088.0
2016-01-25 23:30:00	ES	Futures	2007.26	2008.33	2005.11	2005.11	2366.0
2016-01-25 00:00:00	NQ	Futures	5048.72	5051.4	5042.78	5044.57	569.0
2016-01-25 00:30:00	NQ	Futures	5044.27	5044.27	5035.06	5040.71	926.0
2016-01-25 01:00:00	NQ	Futures	5040.11	5047.54	5038.03	5044.86	746.0
2016-01-25 01:30:00	NQ	Futures	5044.86	5047.24	5043.08	5044.27	313.0

> showing 50 of 3,005 rows — these rows as CSV

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