PREVIEW / futures_30min / 2015-08-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-28.parquet
  size:    71 KB
  rows:    2,413

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
2015-08-28 00:00:00	ES	Futures	2107.89	2108.42	2107.09	2107.36	1614.0
2015-08-28 00:30:00	ES	Futures	2107.36	2113.75	2107.36	2110.82	4965.0
2015-08-28 01:00:00	ES	Futures	2110.82	2111.88	2106.02	2109.22	7407.0
2015-08-28 01:30:00	ES	Futures	2109.49	2112.68	2108.15	2109.49	4771.0
2015-08-28 02:00:00	ES	Futures	2109.22	2113.21	2108.15	2112.15	6494.0
2015-08-28 02:30:00	ES	Futures	2111.88	2111.88	2105.23	2107.62	10770.0
2015-08-28 03:00:00	ES	Futures	2107.62	2112.41	2106.82	2107.89	22374.0
2015-08-28 03:30:00	ES	Futures	2107.62	2110.55	2100.7	2102.56	22618.0
2015-08-28 04:00:00	ES	Futures	2102.83	2105.49	2099.63	2100.7	16937.0
2015-08-28 04:30:00	ES	Futures	2100.7	2103.89	2096.44	2099.37	18054.0
2015-08-28 05:00:00	ES	Futures	2099.37	2102.3	2095.37	2101.23	22654.0
2015-08-28 05:30:00	ES	Futures	2101.5	2105.76	2100.7	2103.63	12098.0
2015-08-28 06:00:00	ES	Futures	2103.89	2105.49	2101.76	2102.56	6616.0
2015-08-28 06:30:00	ES	Futures	2102.3	2103.89	2096.44	2096.71	17354.0
2015-08-28 07:00:00	ES	Futures	2096.97	2102.56	2095.11	2101.5	21791.0
2015-08-28 07:30:00	ES	Futures	2101.76	2104.96	2100.97	2101.5	12014.0
2015-08-28 08:00:00	ES	Futures	2101.76	2105.23	2098.84	2104.96	18236.0
2015-08-28 08:30:00	ES	Futures	2104.96	2107.89	2102.83	2103.89	31448.0
2015-08-28 09:00:00	ES	Futures	2103.89	2107.09	2099.37	2106.29	36879.0
2015-08-28 09:30:00	ES	Futures	2106.02	2113.75	2103.63	2112.41	210375.0
2015-08-28 10:00:00	ES	Futures	2112.15	2114.54	2104.43	2112.15	163574.0
2015-08-28 10:30:00	ES	Futures	2112.15	2115.88	2105.23	2108.15	115294.0
2015-08-28 11:00:00	ES	Futures	2108.42	2118.01	2107.62	2117.47	93592.0
2015-08-28 11:30:00	ES	Futures	2117.47	2120.4	2104.43	2106.82	149035.0
2015-08-28 12:00:00	ES	Futures	2106.82	2111.88	2104.96	2110.55	86044.0
2015-08-28 12:30:00	ES	Futures	2110.82	2113.75	2108.69	2110.55	59252.0
2015-08-28 13:00:00	ES	Futures	2110.55	2112.15	2103.89	2104.43	53640.0
2015-08-28 13:30:00	ES	Futures	2104.43	2108.15	2099.63	2105.76	88174.0
2015-08-28 14:00:00	ES	Futures	2105.76	2112.15	2105.49	2108.42	72030.0
2015-08-28 14:30:00	ES	Futures	2108.42	2112.95	2103.63	2111.35	75020.0
2015-08-28 15:00:00	ES	Futures	2111.35	2111.88	2104.16	2107.36	98449.0
2015-08-28 15:30:00	ES	Futures	2107.09	2115.88	2100.17	2114.28	226421.0
2015-08-28 16:00:00	ES	Futures	2114.54	2119.87	2112.15	2118.01	100474.0
2015-08-28 16:30:00	ES	Futures	2117.21	2117.47	2114.54	2115.08	11999.0
2015-08-28 17:00:00	ES	Futures	2114.81	2116.14	2114.54	2115.34	2906.0
2015-08-28 00:00:00	NQ	Futures	5100.3	5103.55	5098.82	5103.25	552.0
2015-08-28 00:30:00	NQ	Futures	5102.96	5122.48	5102.66	5115.38	1642.0
2015-08-28 01:00:00	NQ	Futures	5114.49	5116.57	5100.89	5110.35	1183.0
2015-08-28 01:30:00	NQ	Futures	5111.24	5119.52	5107.69	5108.87	1029.0
2015-08-28 02:00:00	NQ	Futures	5108.87	5122.19	5105.62	5118.93	855.0
2015-08-28 02:30:00	NQ	Futures	5118.64	5118.64	5100.3	5108.58	910.0
2015-08-28 03:00:00	NQ	Futures	5108.58	5119.82	5105.03	5106.8	3232.0
2015-08-28 03:30:00	NQ	Futures	5106.21	5113.02	5088.17	5092.61	3622.0
2015-08-28 04:00:00	NQ	Futures	5093.2	5098.23	5081.66	5084.03	3357.0
2015-08-28 04:30:00	NQ	Futures	5083.73	5093.79	5073.38	5081.66	2765.0
2015-08-28 05:00:00	NQ	Futures	5081.96	5089.94	5067.76	5086.1	2957.0
2015-08-28 05:30:00	NQ	Futures	5085.8	5096.16	5081.96	5090.54	1826.0
2015-08-28 06:00:00	NQ	Futures	5090.24	5094.09	5082.85	5084.62	806.0
2015-08-28 06:30:00	NQ	Futures	5084.62	5089.06	5070.72	5071.9	1597.0
2015-08-28 07:00:00	NQ	Futures	5072.2	5083.14	5065.99	5080.18	2107.0

> showing 50 of 2,413 rows — these rows as CSV

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