PREVIEW / futures_30min / 2016-01-27

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-27.parquet
  size:    87 KB
  rows:    3,056

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
2016-01-27 00:00:00	ES	Futures	2023.38	2028.75	2019.62	2028.48	9161.0
2016-01-27 00:30:00	ES	Futures	2028.48	2030.1	2026.33	2027.41	4823.0
2016-01-27 01:00:00	ES	Futures	2027.41	2031.17	2026.07	2030.63	5016.0
2016-01-27 01:30:00	ES	Futures	2030.63	2030.9	2028.22	2030.1	3069.0
2016-01-27 02:00:00	ES	Futures	2029.83	2031.44	2026.87	2028.22	7669.0
2016-01-27 02:30:00	ES	Futures	2028.48	2029.02	2023.92	2026.87	8798.0
2016-01-27 03:00:00	ES	Futures	2027.14	2027.14	2020.42	2026.07	23425.0
2016-01-27 03:30:00	ES	Futures	2025.8	2031.17	2022.84	2024.45	15829.0
2016-01-27 04:00:00	ES	Futures	2024.45	2027.68	2021.77	2024.45	12006.0
2016-01-27 04:30:00	ES	Futures	2024.72	2026.6	2020.69	2022.84	8906.0
2016-01-27 05:00:00	ES	Futures	2023.11	2025.53	2020.96	2024.99	9431.0
2016-01-27 05:30:00	ES	Futures	2024.99	2029.02	2024.19	2026.87	9604.0
2016-01-27 06:00:00	ES	Futures	2026.6	2028.22	2024.72	2026.33	8521.0
2016-01-27 06:30:00	ES	Futures	2026.6	2027.41	2022.04	2024.72	10034.0
2016-01-27 07:00:00	ES	Futures	2024.99	2028.48	2023.65	2027.95	8938.0
2016-01-27 07:30:00	ES	Futures	2027.68	2030.1	2026.6	2029.29	13191.0
2016-01-27 08:00:00	ES	Futures	2029.29	2033.05	2027.14	2032.25	25272.0
2016-01-27 08:30:00	ES	Futures	2032.52	2034.93	2030.37	2033.05	24827.0
2016-01-27 09:00:00	ES	Futures	2033.32	2034.4	2031.17	2031.44	22976.0
2016-01-27 09:30:00	ES	Futures	2031.71	2036.01	2028.75	2031.71	155901.0
2016-01-27 10:00:00	ES	Futures	2031.44	2032.78	2020.42	2021.5	150129.0
2016-01-27 10:30:00	ES	Futures	2021.77	2031.71	2020.96	2027.68	138126.0
2016-01-27 11:00:00	ES	Futures	2027.68	2035.47	2025.26	2034.93	89341.0
2016-01-27 11:30:00	ES	Futures	2034.93	2049.44	2034.66	2047.03	136890.0
2016-01-27 12:00:00	ES	Futures	2046.76	2052.94	2045.95	2048.1	76783.0
2016-01-27 12:30:00	ES	Futures	2048.1	2048.64	2044.07	2044.34	59366.0
2016-01-27 13:00:00	ES	Futures	2044.07	2047.83	2042.19	2042.46	57422.0
2016-01-27 13:30:00	ES	Futures	2042.46	2046.49	2040.58	2046.49	56461.0
2016-01-27 14:00:00	ES	Futures	2046.49	2052.4	2026.6	2035.47	242902.0
2016-01-27 14:30:00	ES	Futures	2035.74	2036.81	2017.74	2020.42	140721.0
2016-01-27 15:00:00	ES	Futures	2020.69	2020.69	2004.03	2011.02	234003.0
2016-01-27 15:30:00	ES	Futures	2011.02	2018.27	2008.87	2015.59	180792.0
2016-01-27 16:00:00	ES	Futures	2015.86	2017.2	2013.71	2015.32	64229.0
2016-01-27 16:30:00	ES	Futures	2016.93	2019.62	2016.39	2018.54	6836.0
2016-01-27 18:00:00	ES	Futures	2020.69	2023.11	2018.0	2019.62	9282.0
2016-01-27 18:30:00	ES	Futures	2019.89	2020.15	2012.09	2012.63	5928.0
2016-01-27 19:00:00	ES	Futures	2012.9	2013.71	2005.91	2009.94	16509.0
2016-01-27 19:30:00	ES	Futures	2009.94	2013.97	2008.6	2011.56	6899.0
2016-01-27 20:00:00	ES	Futures	2011.56	2020.42	2011.56	2018.27	10773.0
2016-01-27 20:30:00	ES	Futures	2018.27	2026.87	2017.74	2026.6	16167.0
2016-01-27 21:00:00	ES	Futures	2026.87	2030.9	2024.19	2024.99	11102.0
2016-01-27 21:30:00	ES	Futures	2024.99	2027.14	2022.57	2024.19	5166.0
2016-01-27 22:00:00	ES	Futures	2023.92	2024.72	2021.5	2024.45	4219.0
2016-01-27 22:30:00	ES	Futures	2024.45	2024.45	2018.27	2019.62	5295.0
2016-01-27 23:00:00	ES	Futures	2019.62	2020.96	2016.93	2018.27	3916.0
2016-01-27 23:30:00	ES	Futures	2018.0	2022.84	2016.93	2022.3	3513.0
2016-01-27 00:00:00	NQ	Futures	4976.57	4988.45	4966.18	4987.56	2011.0
2016-01-27 00:30:00	NQ	Futures	4987.85	4993.2	4983.99	4987.26	1332.0
2016-01-27 01:00:00	NQ	Futures	4987.26	4998.25	4983.99	4997.65	739.0
2016-01-27 01:30:00	NQ	Futures	4997.06	4997.65	4989.34	4994.39	670.0

> showing 50 of 3,056 rows — these rows as CSV

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