PREVIEW / futures_30min / 2015-08-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-27.parquet
  size:    85 KB
  rows:    2,930

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
2015-08-27 00:00:00	ES	Futures	2068.22	2068.48	2064.49	2066.35	3386.0
2015-08-27 00:30:00	ES	Futures	2066.62	2067.42	2064.22	2064.49	2213.0
2015-08-27 01:00:00	ES	Futures	2064.49	2067.68	2063.16	2065.55	4170.0
2015-08-27 01:30:00	ES	Futures	2065.82	2067.42	2064.22	2064.22	4953.0
2015-08-27 02:00:00	ES	Futures	2064.22	2067.68	2060.23	2067.42	13229.0
2015-08-27 02:30:00	ES	Futures	2067.42	2075.67	2066.62	2073.28	12509.0
2015-08-27 03:00:00	ES	Futures	2073.28	2086.06	2069.02	2082.33	39263.0
2015-08-27 03:30:00	ES	Futures	2082.33	2087.12	2078.33	2083.93	27537.0
2015-08-27 04:00:00	ES	Futures	2083.93	2085.79	2080.2	2085.26	16415.0
2015-08-27 04:30:00	ES	Futures	2085.52	2091.65	2082.59	2091.11	24782.0
2015-08-27 05:00:00	ES	Futures	2091.38	2092.18	2087.39	2088.19	20704.0
2015-08-27 05:30:00	ES	Futures	2088.19	2088.98	2084.46	2086.85	11034.0
2015-08-27 06:00:00	ES	Futures	2087.12	2091.38	2086.32	2087.39	11671.0
2015-08-27 06:30:00	ES	Futures	2087.12	2088.45	2083.66	2084.19	14136.0
2015-08-27 07:00:00	ES	Futures	2084.46	2085.79	2079.13	2082.33	34303.0
2015-08-27 07:30:00	ES	Futures	2082.59	2085.79	2079.67	2079.93	21739.0
2015-08-27 08:00:00	ES	Futures	2079.93	2083.66	2077.0	2082.86	27059.0
2015-08-27 08:30:00	ES	Futures	2083.13	2091.38	2081.0	2089.52	58111.0
2015-08-27 09:00:00	ES	Futures	2089.52	2091.91	2086.85	2090.58	35551.0
2015-08-27 09:30:00	ES	Futures	2090.58	2097.24	2085.26	2087.92	286888.0
2015-08-27 10:00:00	ES	Futures	2087.92	2094.84	2083.39	2091.91	191680.0
2015-08-27 10:30:00	ES	Futures	2092.18	2102.3	2087.65	2101.5	164725.0
2015-08-27 11:00:00	ES	Futures	2101.5	2106.29	2099.9	2101.5	148782.0
2015-08-27 11:30:00	ES	Futures	2101.76	2103.36	2096.17	2101.76	121353.0
2015-08-27 12:00:00	ES	Futures	2101.76	2110.55	2101.5	2109.22	121094.0
2015-08-27 12:30:00	ES	Futures	2109.22	2114.01	2106.56	2113.21	103078.0
2015-08-27 13:00:00	ES	Futures	2113.48	2115.88	2110.82	2111.88	112468.0
2015-08-27 13:30:00	ES	Futures	2112.15	2114.01	2106.82	2113.21	111984.0
2015-08-27 14:00:00	ES	Futures	2113.48	2113.48	2094.31	2096.97	149319.0
2015-08-27 14:30:00	ES	Futures	2096.97	2102.83	2079.93	2081.0	209522.0
2015-08-27 15:00:00	ES	Futures	2081.26	2094.31	2070.61	2093.78	293503.0
2015-08-27 15:30:00	ES	Futures	2093.51	2115.08	2089.78	2114.54	331165.0
2015-08-27 16:00:00	ES	Futures	2114.54	2119.6	2114.01	2118.8	113589.0
2015-08-27 16:30:00	ES	Futures	2118.54	2119.07	2115.34	2118.27	11668.0
2015-08-27 17:00:00	ES	Futures	2118.27	2119.07	2117.21	2118.27	2574.0
2015-08-27 18:00:00	ES	Futures	2117.47	2118.01	2115.34	2116.14	4275.0
2015-08-27 18:30:00	ES	Futures	2116.41	2116.94	2115.08	2115.61	2763.0
2015-08-27 19:00:00	ES	Futures	2115.61	2116.67	2115.34	2116.41	1901.0
2015-08-27 19:30:00	ES	Futures	2116.41	2118.27	2114.28	2118.01	5267.0
2015-08-27 20:00:00	ES	Futures	2118.01	2122.27	2117.21	2122.0	8113.0
2015-08-27 20:30:00	ES	Futures	2122.0	2122.27	2118.8	2119.6	5000.0
2015-08-27 21:00:00	ES	Futures	2119.6	2119.87	2114.54	2115.08	4885.0
2015-08-27 21:30:00	ES	Futures	2115.34	2119.07	2111.08	2111.35	7144.0
2015-08-27 22:00:00	ES	Futures	2111.35	2116.14	2111.08	2111.88	6134.0
2015-08-27 22:30:00	ES	Futures	2111.88	2114.28	2106.56	2106.82	9768.0
2015-08-27 23:00:00	ES	Futures	2107.09	2108.69	2106.56	2106.82	3859.0
2015-08-27 23:30:00	ES	Futures	2107.09	2108.69	2106.82	2107.89	2637.0
2015-08-27 00:00:00	NQ	Futures	5003.87	5003.87	4993.81	4999.14	764.0
2015-08-27 00:30:00	NQ	Futures	5000.62	5002.98	4989.97	4992.33	518.0
2015-08-27 01:00:00	NQ	Futures	4992.63	4999.43	4986.12	4995.0	737.0

> showing 50 of 2,930 rows — these rows as CSV

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