PREVIEW / futures_30min / 2015-09-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-02.parquet
  size:    80 KB
  rows:    2,849

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
2015-09-02 00:00:00	ES	Futures	2062.36	2063.42	2058.63	2061.29	4224.0
2015-09-02 00:30:00	ES	Futures	2061.56	2063.96	2060.76	2062.89	3512.0
2015-09-02 01:00:00	ES	Futures	2062.89	2064.76	2058.1	2059.96	5869.0
2015-09-02 01:30:00	ES	Futures	2059.96	2061.03	2055.44	2057.3	6371.0
2015-09-02 02:00:00	ES	Futures	2057.3	2065.02	2057.03	2062.09	12161.0
2015-09-02 02:30:00	ES	Futures	2062.09	2062.63	2054.11	2054.37	11137.0
2015-09-02 03:00:00	ES	Futures	2054.37	2061.56	2054.11	2059.43	20940.0
2015-09-02 03:30:00	ES	Futures	2059.43	2062.36	2057.3	2058.37	13128.0
2015-09-02 04:00:00	ES	Futures	2058.37	2059.16	2044.25	2047.45	28144.0
2015-09-02 04:30:00	ES	Futures	2047.72	2051.71	2046.65	2048.78	12317.0
2015-09-02 05:00:00	ES	Futures	2048.78	2053.31	2045.85	2048.51	12226.0
2015-09-02 05:30:00	ES	Futures	2048.25	2054.11	2045.85	2053.84	9247.0
2015-09-02 06:00:00	ES	Futures	2053.84	2059.16	2051.98	2052.77	15773.0
2015-09-02 06:30:00	ES	Futures	2052.77	2055.17	2046.92	2049.31	17922.0
2015-09-02 07:00:00	ES	Futures	2049.58	2053.57	2047.98	2052.51	10640.0
2015-09-02 07:30:00	ES	Futures	2052.51	2055.97	2051.18	2055.17	13057.0
2015-09-02 08:00:00	ES	Futures	2055.17	2056.5	2049.05	2053.31	21691.0
2015-09-02 08:30:00	ES	Futures	2053.31	2062.09	2052.77	2061.29	34938.0
2015-09-02 09:00:00	ES	Futures	2061.56	2067.95	2059.43	2064.76	61441.0
2015-09-02 09:30:00	ES	Futures	2064.76	2065.02	2052.24	2053.57	249971.0
2015-09-02 10:00:00	ES	Futures	2053.57	2059.43	2046.12	2046.92	192635.0
2015-09-02 10:30:00	ES	Futures	2046.92	2048.25	2040.79	2046.92	149241.0
2015-09-02 11:00:00	ES	Futures	2047.18	2054.64	2045.59	2052.24	122876.0
2015-09-02 11:30:00	ES	Futures	2052.24	2053.31	2041.59	2045.05	101125.0
2015-09-02 12:00:00	ES	Futures	2045.32	2049.05	2041.59	2047.45	74960.0
2015-09-02 12:30:00	ES	Futures	2047.45	2058.63	2046.92	2057.3	90526.0
2015-09-02 13:00:00	ES	Futures	2057.3	2061.56	2053.84	2061.29	76615.0
2015-09-02 13:30:00	ES	Futures	2061.03	2061.29	2054.64	2056.24	56182.0
2015-09-02 14:00:00	ES	Futures	2056.5	2063.16	2053.84	2060.5	101968.0
2015-09-02 14:30:00	ES	Futures	2060.76	2061.03	2051.18	2058.63	102124.0
2015-09-02 15:00:00	ES	Futures	2058.37	2061.29	2050.91	2058.9	99640.0
2015-09-02 15:30:00	ES	Futures	2059.16	2073.28	2057.57	2073.28	210491.0
2015-09-02 16:00:00	ES	Futures	2073.28	2074.87	2070.08	2073.28	102010.0
2015-09-02 16:30:00	ES	Futures	2072.74	2075.67	2072.21	2074.61	14043.0
2015-09-02 17:00:00	ES	Futures	2074.34	2074.87	2074.07	2074.61	2418.0
2015-09-02 18:00:00	ES	Futures	2074.07	2084.72	2073.81	2083.93	11021.0
2015-09-02 18:30:00	ES	Futures	2083.66	2083.93	2079.67	2080.73	2533.0
2015-09-02 19:00:00	ES	Futures	2080.73	2081.0	2077.8	2078.87	3225.0
2015-09-02 19:30:00	ES	Futures	2078.87	2079.67	2076.74	2079.4	3854.0
2015-09-02 20:00:00	ES	Futures	2079.13	2079.93	2074.34	2074.87	5361.0
2015-09-02 20:30:00	ES	Futures	2075.14	2076.2	2073.28	2075.41	3469.0
2015-09-02 21:00:00	ES	Futures	2075.41	2075.41	2072.74	2073.54	3773.0
2015-09-02 21:30:00	ES	Futures	2073.54	2074.07	2070.61	2073.01	5348.0
2015-09-02 22:00:00	ES	Futures	2072.74	2075.94	2071.94	2075.41	3462.0
2015-09-02 22:30:00	ES	Futures	2075.41	2075.67	2073.28	2074.87	1721.0
2015-09-02 23:00:00	ES	Futures	2074.87	2076.2	2074.34	2075.67	1333.0
2015-09-02 23:30:00	ES	Futures	2075.67	2076.2	2073.28	2073.81	2044.0
2015-09-02 00:00:00	NQ	Futures	4977.54	4979.91	4966.3	4972.81	1068.0
2015-09-02 00:30:00	NQ	Futures	4972.81	4979.61	4971.63	4979.02	950.0
2015-09-02 01:00:00	NQ	Futures	4979.32	4984.64	4961.57	4966.01	1451.0

> showing 50 of 2,849 rows — these rows as CSV

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