PREVIEW / futures_30min / 2015-09-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-01.parquet
  size:    85 KB
  rows:    2,942

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
2015-09-01 00:00:00	ES	Futures	2062.89	2067.68	2062.89	2065.55	7312.0
2015-09-01 00:30:00	ES	Futures	2065.82	2067.15	2063.42	2066.09	5324.0
2015-09-01 01:00:00	ES	Futures	2065.82	2067.15	2059.7	2061.03	7851.0
2015-09-01 01:30:00	ES	Futures	2060.76	2065.55	2059.43	2059.7	6028.0
2015-09-01 02:00:00	ES	Futures	2059.96	2062.09	2057.83	2059.7	14000.0
2015-09-01 02:30:00	ES	Futures	2059.43	2065.29	2059.16	2065.02	11228.0
2015-09-01 03:00:00	ES	Futures	2065.02	2069.55	2058.37	2059.96	28456.0
2015-09-01 03:30:00	ES	Futures	2059.96	2061.56	2050.38	2050.91	34524.0
2015-09-01 04:00:00	ES	Futures	2051.18	2054.11	2047.18	2052.24	26258.0
2015-09-01 04:30:00	ES	Futures	2051.98	2052.24	2044.25	2045.32	28374.0
2015-09-01 05:00:00	ES	Futures	2045.32	2053.57	2045.32	2046.12	23760.0
2015-09-01 05:30:00	ES	Futures	2045.85	2053.31	2044.79	2050.38	16773.0
2015-09-01 06:00:00	ES	Futures	2050.11	2057.03	2050.11	2056.5	17196.0
2015-09-01 06:30:00	ES	Futures	2056.24	2058.37	2051.44	2055.7	20498.0
2015-09-01 07:00:00	ES	Futures	2055.97	2060.5	2054.64	2058.1	17303.0
2015-09-01 07:30:00	ES	Futures	2058.1	2058.1	2052.24	2054.64	18964.0
2015-09-01 08:00:00	ES	Futures	2054.37	2055.97	2049.31	2052.24	26442.0
2015-09-01 08:30:00	ES	Futures	2052.24	2052.77	2038.93	2039.46	69961.0
2015-09-01 09:00:00	ES	Futures	2039.73	2049.05	2038.4	2047.98	71229.0
2015-09-01 09:30:00	ES	Futures	2047.98	2065.55	2046.65	2055.97	302861.0
2015-09-01 10:00:00	ES	Futures	2055.97	2059.7	2046.38	2059.43	204317.0
2015-09-01 10:30:00	ES	Futures	2059.43	2064.22	2050.11	2055.17	159078.0
2015-09-01 11:00:00	ES	Futures	2055.17	2062.63	2050.64	2057.3	116605.0
2015-09-01 11:30:00	ES	Futures	2057.03	2060.23	2054.11	2054.9	90407.0
2015-09-01 12:00:00	ES	Futures	2054.9	2057.57	2047.72	2048.25	83572.0
2015-09-01 12:30:00	ES	Futures	2048.25	2049.85	2040.79	2041.33	136954.0
2015-09-01 13:00:00	ES	Futures	2041.33	2049.58	2038.66	2046.12	128405.0
2015-09-01 13:30:00	ES	Futures	2045.85	2049.58	2042.66	2049.05	79384.0
2015-09-01 14:00:00	ES	Futures	2048.78	2048.78	2037.6	2041.06	91637.0
2015-09-01 14:30:00	ES	Futures	2040.79	2051.71	2039.99	2042.12	126243.0
2015-09-01 15:00:00	ES	Futures	2042.12	2043.99	2033.6	2034.94	147024.0
2015-09-01 15:30:00	ES	Futures	2034.94	2042.39	2022.16	2031.74	404979.0
2015-09-01 16:00:00	ES	Futures	2031.74	2043.46	2026.95	2040.26	116180.0
2015-09-01 16:30:00	ES	Futures	2040.26	2040.79	2034.4	2037.07	11885.0
2015-09-01 17:00:00	ES	Futures	2037.33	2038.66	2036.8	2037.07	1562.0
2015-09-01 18:00:00	ES	Futures	2037.86	2038.13	2031.21	2031.74	7955.0
2015-09-01 18:30:00	ES	Futures	2032.01	2040.26	2031.74	2038.66	3895.0
2015-09-01 19:00:00	ES	Futures	2038.66	2039.2	2035.47	2037.86	1931.0
2015-09-01 19:30:00	ES	Futures	2037.6	2045.85	2037.6	2043.72	5692.0
2015-09-01 20:00:00	ES	Futures	2043.99	2057.57	2043.46	2053.04	26722.0
2015-09-01 20:30:00	ES	Futures	2052.77	2057.57	2052.77	2055.97	8914.0
2015-09-01 21:00:00	ES	Futures	2055.97	2059.43	2053.57	2055.97	11166.0
2015-09-01 21:30:00	ES	Futures	2056.24	2058.37	2053.04	2055.97	7402.0
2015-09-01 22:00:00	ES	Futures	2055.97	2056.24	2051.18	2055.44	5582.0
2015-09-01 22:30:00	ES	Futures	2055.44	2057.03	2051.18	2053.31	4338.0
2015-09-01 23:00:00	ES	Futures	2053.04	2060.76	2052.51	2060.5	5342.0
2015-09-01 23:30:00	ES	Futures	2060.5	2065.02	2058.1	2062.36	9162.0
2015-09-01 00:00:00	NQ	Futures	4965.71	4978.43	4965.12	4971.92	1104.0
2015-09-01 00:30:00	NQ	Futures	4971.92	4976.07	4963.64	4970.45	1156.0
2015-09-01 01:00:00	NQ	Futures	4970.74	4973.11	4950.63	4954.47	2111.0

> showing 50 of 2,942 rows — these rows as CSV

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