PREVIEW / futures_30min / 2016-01-28

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-28.parquet
  size:    87 KB
  rows:    3,070

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
2016-01-28 00:00:00	ES	Futures	2022.57	2023.65	2020.96	2021.77	3407.0
2016-01-28 00:30:00	ES	Futures	2021.77	2023.65	2018.0	2018.81	4301.0
2016-01-28 01:00:00	ES	Futures	2018.81	2022.3	2016.66	2018.27	4676.0
2016-01-28 01:30:00	ES	Futures	2018.27	2019.89	2016.66	2019.62	3395.0
2016-01-28 02:00:00	ES	Futures	2019.62	2025.53	2018.81	2025.26	8011.0
2016-01-28 02:30:00	ES	Futures	2025.53	2029.83	2024.72	2029.29	10904.0
2016-01-28 03:00:00	ES	Futures	2029.56	2037.62	2027.14	2032.78	28582.0
2016-01-28 03:30:00	ES	Futures	2032.78	2036.01	2030.63	2032.25	16573.0
2016-01-28 04:00:00	ES	Futures	2032.25	2034.13	2027.14	2029.56	14253.0
2016-01-28 04:30:00	ES	Futures	2029.56	2034.4	2029.29	2030.37	12477.0
2016-01-28 05:00:00	ES	Futures	2030.37	2030.9	2025.26	2025.8	14855.0
2016-01-28 05:30:00	ES	Futures	2025.8	2029.29	2024.19	2026.07	11649.0
2016-01-28 06:00:00	ES	Futures	2026.33	2026.33	2021.77	2023.65	12068.0
2016-01-28 06:30:00	ES	Futures	2023.65	2026.07	2012.63	2015.86	36226.0
2016-01-28 07:00:00	ES	Futures	2015.86	2020.42	2012.09	2020.42	22936.0
2016-01-28 07:30:00	ES	Futures	2020.15	2022.84	2016.66	2022.04	18292.0
2016-01-28 08:00:00	ES	Futures	2022.04	2024.99	2020.15	2022.04	20058.0
2016-01-28 08:30:00	ES	Futures	2021.77	2031.17	2014.51	2030.9	61059.0
2016-01-28 09:00:00	ES	Futures	2030.9	2044.88	2029.83	2036.01	117148.0
2016-01-28 09:30:00	ES	Futures	2035.47	2038.16	2029.02	2032.52	250264.0
2016-01-28 10:00:00	ES	Futures	2032.52	2033.59	2011.56	2011.56	236625.0
2016-01-28 10:30:00	ES	Futures	2011.56	2019.89	2005.38	2018.54	204577.0
2016-01-28 11:00:00	ES	Futures	2018.54	2028.22	2017.74	2021.23	136814.0
2016-01-28 11:30:00	ES	Futures	2021.5	2022.3	2012.09	2012.09	119772.0
2016-01-28 12:00:00	ES	Futures	2012.09	2027.95	2011.56	2027.68	86673.0
2016-01-28 12:30:00	ES	Futures	2027.68	2033.59	2026.07	2028.22	87564.0
2016-01-28 13:00:00	ES	Futures	2027.95	2031.17	2018.27	2024.99	95611.0
2016-01-28 13:30:00	ES	Futures	2024.99	2029.83	2021.77	2022.04	68497.0
2016-01-28 14:00:00	ES	Futures	2022.04	2032.78	2021.5	2032.52	67812.0
2016-01-28 14:30:00	ES	Futures	2032.25	2034.4	2024.19	2027.68	61190.0
2016-01-28 15:00:00	ES	Futures	2027.68	2032.52	2025.26	2027.68	75328.0
2016-01-28 15:30:00	ES	Futures	2027.41	2032.78	2024.72	2026.87	126267.0
2016-01-28 16:00:00	ES	Futures	2026.87	2027.68	2019.08	2022.3	91244.0
2016-01-28 16:30:00	ES	Futures	2021.23	2024.19	2018.81	2022.84	9989.0
2016-01-28 18:00:00	ES	Futures	2019.35	2022.3	2018.0	2021.77	6299.0
2016-01-28 18:30:00	ES	Futures	2021.5	2023.11	2020.42	2022.04	2337.0
2016-01-28 19:00:00	ES	Futures	2022.04	2023.92	2020.96	2022.3	4501.0
2016-01-28 19:30:00	ES	Futures	2022.3	2023.65	2018.81	2020.15	5315.0
2016-01-28 20:00:00	ES	Futures	2020.42	2021.5	2016.93	2019.08	6457.0
2016-01-28 20:30:00	ES	Futures	2019.08	2025.8	2018.81	2024.19	7343.0
2016-01-28 21:00:00	ES	Futures	2024.45	2027.14	2022.57	2023.65	6384.0
2016-01-28 21:30:00	ES	Futures	2023.65	2029.02	2022.57	2026.6	4921.0
2016-01-28 22:00:00	ES	Futures	2026.6	2031.44	2023.38	2029.29	11331.0
2016-01-28 22:30:00	ES	Futures	2029.02	2045.41	2027.68	2035.47	60741.0
2016-01-28 23:00:00	ES	Futures	2035.74	2035.74	2020.42	2025.26	41682.0
2016-01-28 23:30:00	ES	Futures	2025.26	2032.25	2024.99	2029.56	13255.0
2016-01-28 00:00:00	NQ	Futures	4939.16	4942.42	4934.11	4936.19	888.0
2016-01-28 00:30:00	NQ	Futures	4936.48	4940.05	4925.5	4929.36	1146.0
2016-01-28 01:00:00	NQ	Futures	4928.47	4938.86	4925.79	4929.36	868.0
2016-01-28 01:30:00	NQ	Futures	4929.06	4933.22	4925.2	4932.62	661.0

> showing 50 of 3,070 rows — these rows as CSV

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