PREVIEW / futures_30min / 2016-01-26

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-26.parquet
  size:    88 KB
  rows:    3,049

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
2016-01-26 00:00:00	ES	Futures	2005.38	2007.26	2002.69	2006.45	8414.0
2016-01-26 00:30:00	ES	Futures	2006.72	2007.79	2003.23	2004.84	5528.0
2016-01-26 01:00:00	ES	Futures	2004.84	2006.72	2002.69	2002.96	4893.0
2016-01-26 01:30:00	ES	Futures	2003.23	2003.23	2000.27	2000.54	9873.0
2016-01-26 02:00:00	ES	Futures	2000.54	2003.49	2000.27	2001.61	13498.0
2016-01-26 02:30:00	ES	Futures	2001.61	2001.61	1994.36	1995.7	15644.0
2016-01-26 03:00:00	ES	Futures	1995.7	1999.2	1990.33	1991.4	25953.0
2016-01-26 03:30:00	ES	Futures	1991.4	1997.31	1989.79	1996.24	17797.0
2016-01-26 04:00:00	ES	Futures	1996.24	2000.0	1994.36	1996.24	16460.0
2016-01-26 04:30:00	ES	Futures	1996.24	2003.76	1995.43	2003.49	13958.0
2016-01-26 05:00:00	ES	Futures	2003.76	2006.99	2001.08	2006.72	19455.0
2016-01-26 05:30:00	ES	Futures	2006.45	2009.94	2004.84	2008.87	15259.0
2016-01-26 06:00:00	ES	Futures	2008.6	2011.29	2006.18	2006.99	14257.0
2016-01-26 06:30:00	ES	Futures	2007.26	2018.0	2006.99	2015.59	27091.0
2016-01-26 07:00:00	ES	Futures	2015.86	2020.42	2014.78	2016.93	22632.0
2016-01-26 07:30:00	ES	Futures	2016.93	2018.0	2011.56	2013.44	20485.0
2016-01-26 08:00:00	ES	Futures	2013.17	2016.93	2010.21	2016.39	28595.0
2016-01-26 08:30:00	ES	Futures	2016.39	2019.89	2015.59	2018.0	28106.0
2016-01-26 09:00:00	ES	Futures	2017.74	2021.5	2015.86	2019.35	39050.0
2016-01-26 09:30:00	ES	Futures	2019.35	2026.87	2014.78	2017.47	223694.0
2016-01-26 10:00:00	ES	Futures	2017.47	2033.86	2017.47	2030.37	181270.0
2016-01-26 10:30:00	ES	Futures	2030.1	2035.74	2029.29	2030.1	105641.0
2016-01-26 11:00:00	ES	Futures	2030.1	2035.74	2029.56	2032.78	101870.0
2016-01-26 11:30:00	ES	Futures	2033.05	2033.59	2027.95	2031.44	80068.0
2016-01-26 12:00:00	ES	Futures	2031.44	2040.31	2031.17	2039.77	78134.0
2016-01-26 12:30:00	ES	Futures	2039.77	2041.65	2036.55	2037.62	62651.0
2016-01-26 13:00:00	ES	Futures	2037.35	2041.92	2035.74	2039.5	52516.0
2016-01-26 13:30:00	ES	Futures	2039.5	2040.31	2036.55	2036.81	38912.0
2016-01-26 14:00:00	ES	Futures	2037.08	2037.35	2031.98	2032.52	63888.0
2016-01-26 14:30:00	ES	Futures	2032.52	2036.55	2030.63	2033.32	69398.0
2016-01-26 15:00:00	ES	Futures	2033.59	2035.2	2029.29	2031.71	88880.0
2016-01-26 15:30:00	ES	Futures	2031.71	2039.23	2029.83	2037.89	136556.0
2016-01-26 16:00:00	ES	Futures	2037.89	2038.7	2035.2	2037.89	59832.0
2016-01-26 16:30:00	ES	Futures	2037.62	2038.7	2029.02	2029.29	25368.0
2016-01-26 18:00:00	ES	Futures	2026.33	2028.48	2022.04	2028.22	13086.0
2016-01-26 18:30:00	ES	Futures	2027.95	2030.1	2025.53	2027.95	5571.0
2016-01-26 19:00:00	ES	Futures	2027.95	2029.29	2024.19	2025.26	8693.0
2016-01-26 19:30:00	ES	Futures	2025.26	2029.83	2025.26	2029.56	6679.0
2016-01-26 20:00:00	ES	Futures	2029.56	2032.52	2027.14	2027.95	9009.0
2016-01-26 20:30:00	ES	Futures	2027.95	2028.22	2024.45	2024.99	7190.0
2016-01-26 21:00:00	ES	Futures	2024.99	2027.68	2023.11	2027.14	6811.0
2016-01-26 21:30:00	ES	Futures	2027.14	2029.02	2025.8	2026.6	3973.0
2016-01-26 22:00:00	ES	Futures	2026.33	2026.6	2022.3	2023.11	5141.0
2016-01-26 22:30:00	ES	Futures	2022.84	2023.38	2019.35	2020.96	8795.0
2016-01-26 23:00:00	ES	Futures	2020.96	2022.84	2019.89	2020.15	3820.0
2016-01-26 23:30:00	ES	Futures	2019.89	2025.53	2019.89	2023.38	6371.0
2016-01-26 00:00:00	NQ	Futures	4960.83	4964.4	4952.22	4961.43	1653.0
2016-01-26 00:30:00	NQ	Futures	4962.02	4965.58	4954.3	4957.27	815.0
2016-01-26 01:00:00	NQ	Futures	4958.75	4963.5	4950.74	4951.33	639.0
2016-01-26 01:30:00	NQ	Futures	4951.03	4951.33	4943.61	4944.5	1365.0

> showing 50 of 3,049 rows — these rows as CSV

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