PREVIEW / futures_30min / 2016-01-29

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-01-29.parquet
  size:    76 KB
  rows:    2,554

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
2016-01-29 00:00:00	ES	Futures	2029.56	2039.5	2029.29	2038.7	13368.0
2016-01-29 00:30:00	ES	Futures	2038.96	2041.38	2034.93	2035.47	14101.0
2016-01-29 01:00:00	ES	Futures	2035.74	2040.85	2033.05	2040.04	13698.0
2016-01-29 01:30:00	ES	Futures	2039.77	2041.38	2038.7	2041.11	5555.0
2016-01-29 02:00:00	ES	Futures	2041.11	2042.19	2037.89	2040.31	12254.0
2016-01-29 02:30:00	ES	Futures	2040.31	2043.26	2037.62	2042.99	12941.0
2016-01-29 03:00:00	ES	Futures	2042.73	2045.14	2035.2	2036.55	25279.0
2016-01-29 03:30:00	ES	Futures	2036.55	2039.5	2033.59	2039.23	15002.0
2016-01-29 04:00:00	ES	Futures	2039.23	2044.61	2038.96	2040.31	15783.0
2016-01-29 04:30:00	ES	Futures	2040.31	2045.68	2040.04	2042.19	11909.0
2016-01-29 05:00:00	ES	Futures	2042.19	2044.88	2037.08	2038.43	12932.0
2016-01-29 05:30:00	ES	Futures	2038.16	2038.96	2032.52	2036.28	14969.0
2016-01-29 06:00:00	ES	Futures	2036.01	2038.16	2032.78	2034.13	11231.0
2016-01-29 06:30:00	ES	Futures	2034.13	2037.62	2033.05	2036.55	10149.0
2016-01-29 07:00:00	ES	Futures	2036.28	2040.85	2036.28	2036.81	11169.0
2016-01-29 07:30:00	ES	Futures	2036.81	2039.77	2034.4	2034.93	12485.0
2016-01-29 08:00:00	ES	Futures	2034.93	2035.47	2031.71	2031.98	20526.0
2016-01-29 08:30:00	ES	Futures	2031.98	2038.96	2029.29	2037.89	38893.0
2016-01-29 09:00:00	ES	Futures	2037.89	2039.77	2034.13	2036.55	30685.0
2016-01-29 09:30:00	ES	Futures	2036.28	2049.71	2034.93	2048.37	243430.0
2016-01-29 10:00:00	ES	Futures	2048.37	2054.55	2047.29	2048.1	209907.0
2016-01-29 10:30:00	ES	Futures	2048.1	2050.52	2045.14	2047.56	120858.0
2016-01-29 11:00:00	ES	Futures	2047.56	2052.94	2047.29	2049.44	105145.0
2016-01-29 11:30:00	ES	Futures	2049.18	2057.77	2046.76	2056.97	154619.0
2016-01-29 12:00:00	ES	Futures	2056.97	2061.54	2055.09	2060.73	85264.0
2016-01-29 12:30:00	ES	Futures	2060.73	2063.15	2059.39	2062.34	69163.0
2016-01-29 13:00:00	ES	Futures	2062.34	2063.15	2059.65	2061.8	58153.0
2016-01-29 13:30:00	ES	Futures	2061.8	2066.1	2060.73	2063.69	73938.0
2016-01-29 14:00:00	ES	Futures	2063.69	2066.91	2059.92	2066.37	76617.0
2016-01-29 14:30:00	ES	Futures	2066.37	2067.98	2062.88	2064.49	71403.0
2016-01-29 15:00:00	ES	Futures	2064.76	2070.94	2063.69	2070.67	91394.0
2016-01-29 15:30:00	ES	Futures	2070.67	2076.58	2068.79	2075.78	377795.0
2016-01-29 16:00:00	ES	Futures	2075.78	2077.66	2072.55	2072.55	165270.0
2016-01-29 16:30:00	ES	Futures	2072.82	2075.78	2072.55	2075.78	13997.0
2016-01-29 00:00:00	NQ	Futures	4941.83	4969.74	4941.23	4966.77	3222.0
2016-01-29 00:30:00	NQ	Futures	4967.07	4974.19	4958.46	4960.24	2496.0
2016-01-29 01:00:00	NQ	Futures	4960.83	4974.49	4954.6	4972.41	1687.0
2016-01-29 01:30:00	NQ	Futures	4972.71	4976.27	4969.74	4975.08	1005.0
2016-01-29 02:00:00	NQ	Futures	4975.38	4980.43	4965.29	4972.12	1921.0
2016-01-29 02:30:00	NQ	Futures	4973.3	4980.13	4966.18	4979.24	1370.0
2016-01-29 03:00:00	NQ	Futures	4979.54	4984.59	4961.13	4964.4	3682.0
2016-01-29 03:30:00	NQ	Futures	4964.4	4972.41	4955.78	4971.22	2887.0
2016-01-29 04:00:00	NQ	Futures	4970.63	4983.4	4970.33	4973.01	2919.0
2016-01-29 04:30:00	NQ	Futures	4973.01	4986.66	4972.41	4978.65	1824.0
2016-01-29 05:00:00	NQ	Futures	4978.94	4986.07	4964.4	4968.55	2004.0
2016-01-29 05:30:00	NQ	Futures	4967.66	4970.93	4954.6	4964.1	2755.0
2016-01-29 06:00:00	NQ	Futures	4964.1	4969.74	4953.71	4958.16	2564.0
2016-01-29 06:30:00	NQ	Futures	4957.86	4966.18	4954.89	4962.02	2100.0
2016-01-29 07:00:00	NQ	Futures	4962.32	4971.22	4961.72	4965.58	2051.0
2016-01-29 07:30:00	NQ	Futures	4965.58	4972.71	4960.24	4962.61	1999.0

> showing 50 of 2,554 rows — these rows as CSV

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