PREVIEW / futures_30min / 2015-09-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-03.parquet
  size:    80 KB
  rows:    2,867

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
2015-09-03 00:00:00	ES	Futures	2073.81	2075.14	2073.81	2074.34	1036.0
2015-09-03 00:30:00	ES	Futures	2074.34	2074.61	2072.74	2074.07	2095.0
2015-09-03 01:00:00	ES	Futures	2074.34	2074.34	2071.68	2073.28	3697.0
2015-09-03 01:30:00	ES	Futures	2073.01	2076.47	2072.48	2073.01	2858.0
2015-09-03 02:00:00	ES	Futures	2072.74	2076.47	2071.68	2076.2	6344.0
2015-09-03 02:30:00	ES	Futures	2075.94	2076.74	2073.54	2074.61	5209.0
2015-09-03 03:00:00	ES	Futures	2074.61	2079.67	2072.74	2079.4	14247.0
2015-09-03 03:30:00	ES	Futures	2079.4	2083.39	2078.07	2081.53	14155.0
2015-09-03 04:00:00	ES	Futures	2081.53	2083.13	2079.13	2079.93	7951.0
2015-09-03 04:30:00	ES	Futures	2079.93	2083.13	2079.4	2082.59	8114.0
2015-09-03 05:00:00	ES	Futures	2082.86	2085.79	2082.59	2083.66	9035.0
2015-09-03 05:30:00	ES	Futures	2083.66	2084.46	2079.4	2081.0	7478.0
2015-09-03 06:00:00	ES	Futures	2081.0	2083.66	2079.93	2083.39	4932.0
2015-09-03 06:30:00	ES	Futures	2083.13	2083.93	2080.46	2081.0	10943.0
2015-09-03 07:00:00	ES	Futures	2081.0	2081.8	2077.54	2078.07	20847.0
2015-09-03 07:30:00	ES	Futures	2077.8	2083.39	2077.8	2081.26	8049.0
2015-09-03 08:00:00	ES	Futures	2081.26	2084.72	2080.2	2081.8	14876.0
2015-09-03 08:30:00	ES	Futures	2081.53	2096.71	2081.53	2083.66	101098.0
2015-09-03 09:00:00	ES	Futures	2083.66	2085.52	2079.13	2082.33	38563.0
2015-09-03 09:30:00	ES	Futures	2082.06	2091.11	2078.33	2087.12	179550.0
2015-09-03 10:00:00	ES	Futures	2087.39	2096.71	2083.66	2095.37	154479.0
2015-09-03 10:30:00	ES	Futures	2095.37	2100.17	2091.38	2099.9	137089.0
2015-09-03 11:00:00	ES	Futures	2099.9	2101.76	2092.98	2094.04	135883.0
2015-09-03 11:30:00	ES	Futures	2094.31	2094.31	2088.45	2091.11	104682.0
2015-09-03 12:00:00	ES	Futures	2091.11	2092.45	2088.45	2090.05	63592.0
2015-09-03 12:30:00	ES	Futures	2090.05	2090.58	2082.59	2084.72	101386.0
2015-09-03 13:00:00	ES	Futures	2084.72	2084.99	2074.87	2082.86	137519.0
2015-09-03 13:30:00	ES	Futures	2082.86	2083.39	2073.81	2073.81	80230.0
2015-09-03 14:00:00	ES	Futures	2074.07	2079.13	2071.41	2078.87	104080.0
2015-09-03 14:30:00	ES	Futures	2079.13	2084.46	2076.47	2079.67	105224.0
2015-09-03 15:00:00	ES	Futures	2079.93	2082.33	2073.54	2075.14	94839.0
2015-09-03 15:30:00	ES	Futures	2075.14	2081.53	2068.22	2074.34	248966.0
2015-09-03 16:00:00	ES	Futures	2074.61	2076.47	2071.94	2072.21	54568.0
2015-09-03 16:30:00	ES	Futures	2072.74	2074.61	2071.94	2073.28	3327.0
2015-09-03 17:00:00	ES	Futures	2073.28	2073.54	2072.74	2073.28	912.0
2015-09-03 18:00:00	ES	Futures	2073.81	2075.94	2072.48	2074.07	2199.0
2015-09-03 18:30:00	ES	Futures	2074.07	2075.67	2073.81	2075.41	342.0
2015-09-03 19:00:00	ES	Futures	2075.41	2075.67	2074.61	2075.14	467.0
2015-09-03 19:30:00	ES	Futures	2075.14	2075.67	2074.61	2075.41	1569.0
2015-09-03 20:00:00	ES	Futures	2075.14	2075.41	2053.31	2064.76	17178.0
2015-09-03 20:30:00	ES	Futures	2064.76	2066.89	2061.83	2062.36	7052.0
2015-09-03 21:00:00	ES	Futures	2062.36	2067.95	2061.83	2064.49	7671.0
2015-09-03 21:30:00	ES	Futures	2064.22	2072.48	2063.96	2067.95	8008.0
2015-09-03 22:00:00	ES	Futures	2067.95	2067.95	2063.96	2064.76	4148.0
2015-09-03 22:30:00	ES	Futures	2065.02	2065.29	2063.16	2063.96	3730.0
2015-09-03 23:00:00	ES	Futures	2063.69	2065.02	2061.83	2062.63	4079.0
2015-09-03 23:30:00	ES	Futures	2062.36	2062.63	2058.1	2059.16	6738.0
2015-09-03 00:00:00	NQ	Futures	5039.66	5044.39	5039.07	5041.73	400.0
2015-09-03 00:30:00	NQ	Futures	5041.73	5044.1	5040.25	5042.91	547.0
2015-09-03 01:00:00	NQ	Futures	5042.62	5043.8	5038.48	5041.73	1326.0

> showing 50 of 2,867 rows — these rows as CSV

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