PREVIEW / futures_30min / 2015-08-31

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-31.parquet
  size:    77 KB
  rows:    2,688

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
2015-08-31 00:00:00	ES	Futures	2091.91	2092.71	2088.72	2090.05	4000.0
2015-08-31 00:30:00	ES	Futures	2090.05	2094.04	2089.52	2093.78	4122.0
2015-08-31 01:00:00	ES	Futures	2093.78	2096.97	2091.38	2096.44	3226.0
2015-08-31 01:30:00	ES	Futures	2096.44	2100.7	2096.17	2099.37	6461.0
2015-08-31 02:00:00	ES	Futures	2099.37	2101.76	2096.97	2099.1	8384.0
2015-08-31 02:30:00	ES	Futures	2099.1	2100.43	2096.97	2099.9	4596.0
2015-08-31 03:00:00	ES	Futures	2099.63	2105.76	2098.84	2100.97	12817.0
2015-08-31 03:30:00	ES	Futures	2100.97	2102.56	2095.91	2097.77	8649.0
2015-08-31 04:00:00	ES	Futures	2097.5	2098.57	2092.98	2094.84	10178.0
2015-08-31 04:30:00	ES	Futures	2094.84	2097.77	2093.24	2095.37	6004.0
2015-08-31 05:00:00	ES	Futures	2095.37	2100.43	2094.58	2100.17	6595.0
2015-08-31 05:30:00	ES	Futures	2100.17	2100.97	2096.71	2099.63	4268.0
2015-08-31 06:00:00	ES	Futures	2099.63	2102.56	2097.77	2102.03	7327.0
2015-08-31 06:30:00	ES	Futures	2102.03	2104.69	2100.97	2101.23	15679.0
2015-08-31 07:00:00	ES	Futures	2101.23	2101.76	2099.63	2100.17	6444.0
2015-08-31 07:30:00	ES	Futures	2100.43	2103.1	2100.17	2102.56	5559.0
2015-08-31 08:00:00	ES	Futures	2102.56	2105.23	2099.63	2100.97	15649.0
2015-08-31 08:30:00	ES	Futures	2100.97	2100.97	2097.24	2099.1	12344.0
2015-08-31 09:00:00	ES	Futures	2099.1	2104.16	2098.3	2101.5	20007.0
2015-08-31 09:30:00	ES	Futures	2101.76	2106.29	2094.31	2094.84	184591.0
2015-08-31 10:00:00	ES	Futures	2094.84	2102.3	2089.78	2100.97	132678.0
2015-08-31 10:30:00	ES	Futures	2100.7	2105.23	2099.37	2099.9	101800.0
2015-08-31 11:00:00	ES	Futures	2099.9	2105.23	2094.58	2104.16	108004.0
2015-08-31 11:30:00	ES	Futures	2103.89	2112.68	2100.7	2106.02	150732.0
2015-08-31 12:00:00	ES	Futures	2105.76	2110.02	2104.16	2108.95	68297.0
2015-08-31 12:30:00	ES	Futures	2109.22	2110.28	2105.76	2106.02	57442.0
2015-08-31 13:00:00	ES	Futures	2106.02	2108.42	2102.3	2103.89	52984.0
2015-08-31 13:30:00	ES	Futures	2104.16	2104.69	2099.63	2102.03	79333.0
2015-08-31 14:00:00	ES	Futures	2102.03	2104.69	2095.11	2099.1	77880.0
2015-08-31 14:30:00	ES	Futures	2099.37	2101.5	2091.65	2093.78	86562.0
2015-08-31 15:00:00	ES	Futures	2093.51	2100.97	2093.24	2095.11	95647.0
2015-08-31 15:30:00	ES	Futures	2094.84	2104.43	2094.31	2096.17	281410.0
2015-08-31 16:00:00	ES	Futures	2096.17	2096.71	2090.32	2090.85	111547.0
2015-08-31 16:30:00	ES	Futures	2090.85	2093.24	2090.05	2093.24	10469.0
2015-08-31 17:00:00	ES	Futures	2093.24	2093.51	2092.45	2093.24	2040.0
2015-08-31 18:00:00	ES	Futures	2093.24	2094.04	2089.25	2090.05	4464.0
2015-08-31 18:30:00	ES	Futures	2090.32	2090.32	2087.39	2089.25	3023.0
2015-08-31 19:00:00	ES	Futures	2089.25	2089.78	2088.19	2088.45	1234.0
2015-08-31 19:30:00	ES	Futures	2088.45	2088.72	2080.46	2082.06	9029.0
2015-08-31 20:00:00	ES	Futures	2082.06	2083.93	2070.61	2071.41	27762.0
2015-08-31 20:30:00	ES	Futures	2071.15	2073.28	2062.36	2067.42	20643.0
2015-08-31 21:00:00	ES	Futures	2067.42	2073.54	2062.36	2065.29	23506.0
2015-08-31 21:30:00	ES	Futures	2065.55	2069.81	2059.16	2061.29	19718.0
2015-08-31 22:00:00	ES	Futures	2061.29	2063.96	2056.5	2058.63	22445.0
2015-08-31 22:30:00	ES	Futures	2058.63	2063.96	2058.1	2062.36	10691.0
2015-08-31 23:00:00	ES	Futures	2062.09	2065.02	2059.7	2062.36	6424.0
2015-08-31 23:30:00	ES	Futures	2062.09	2063.69	2060.5	2062.63	5152.0
2015-08-31 00:00:00	NQ	Futures	5083.14	5083.73	5074.56	5078.11	890.0
2015-08-31 00:30:00	NQ	Futures	5078.41	5089.06	5075.75	5086.99	1329.0
2015-08-31 01:00:00	NQ	Futures	5086.99	5095.27	5080.18	5094.38	842.0

> showing 50 of 2,688 rows — these rows as CSV

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