PREVIEW / futures_30min / 2015-09-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-04.parquet
  size:    70 KB
  rows:    2,367

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
2015-09-04 00:00:00	ES	Futures	2058.9	2059.7	2054.64	2057.3	8568.0
2015-09-04 00:30:00	ES	Futures	2057.3	2058.37	2054.9	2057.03	3939.0
2015-09-04 01:00:00	ES	Futures	2057.3	2059.43	2055.7	2056.24	5013.0
2015-09-04 01:30:00	ES	Futures	2056.24	2059.16	2054.9	2057.57	7041.0
2015-09-04 02:00:00	ES	Futures	2057.83	2066.09	2057.03	2063.42	13131.0
2015-09-04 02:30:00	ES	Futures	2063.42	2067.95	2063.16	2065.55	6859.0
2015-09-04 03:00:00	ES	Futures	2065.82	2066.35	2056.5	2057.83	18086.0
2015-09-04 03:30:00	ES	Futures	2057.57	2062.63	2056.24	2061.03	12625.0
2015-09-04 04:00:00	ES	Futures	2061.03	2061.29	2053.57	2057.03	15731.0
2015-09-04 04:30:00	ES	Futures	2057.03	2057.3	2050.91	2054.11	19867.0
2015-09-04 05:00:00	ES	Futures	2054.37	2057.57	2052.77	2056.77	8831.0
2015-09-04 05:30:00	ES	Futures	2056.5	2058.37	2051.98	2052.77	8949.0
2015-09-04 06:00:00	ES	Futures	2052.77	2056.24	2046.92	2049.85	16143.0
2015-09-04 06:30:00	ES	Futures	2049.85	2052.77	2047.18	2051.44	24154.0
2015-09-04 07:00:00	ES	Futures	2051.44	2053.57	2050.38	2052.51	14831.0
2015-09-04 07:30:00	ES	Futures	2052.77	2054.37	2050.11	2052.51	9415.0
2015-09-04 08:00:00	ES	Futures	2052.51	2059.7	2051.18	2054.9	28105.0
2015-09-04 08:30:00	ES	Futures	2054.64	2061.83	2034.67	2041.86	154456.0
2015-09-04 09:00:00	ES	Futures	2041.86	2049.31	2034.94	2045.32	79874.0
2015-09-04 09:30:00	ES	Futures	2045.32	2055.7	2040.79	2045.85	263897.0
2015-09-04 10:00:00	ES	Futures	2045.59	2053.31	2042.92	2052.24	136104.0
2015-09-04 10:30:00	ES	Futures	2052.24	2056.24	2045.32	2047.45	112190.0
2015-09-04 11:00:00	ES	Futures	2047.45	2050.64	2044.52	2047.98	94085.0
2015-09-04 11:30:00	ES	Futures	2047.98	2049.85	2043.19	2046.12	93273.0
2015-09-04 12:00:00	ES	Futures	2046.12	2046.92	2039.73	2041.06	75652.0
2015-09-04 12:30:00	ES	Futures	2040.79	2043.46	2038.66	2039.73	65378.0
2015-09-04 13:00:00	ES	Futures	2039.73	2040.79	2034.4	2037.33	88673.0
2015-09-04 13:30:00	ES	Futures	2037.33	2041.06	2036.27	2037.6	60517.0
2015-09-04 14:00:00	ES	Futures	2037.6	2038.4	2031.74	2034.67	82750.0
2015-09-04 14:30:00	ES	Futures	2034.67	2041.06	2032.01	2040.79	74409.0
2015-09-04 15:00:00	ES	Futures	2040.53	2043.99	2037.86	2042.92	97955.0
2015-09-04 15:30:00	ES	Futures	2042.92	2054.9	2040.79	2042.39	247996.0
2015-09-04 16:00:00	ES	Futures	2042.39	2047.45	2041.59	2046.12	85034.0
2015-09-04 16:30:00	ES	Futures	2045.85	2046.38	2042.12	2045.05	8154.0
2015-09-04 17:00:00	ES	Futures	2045.05	2045.32	2042.39	2042.66	1997.0
2015-09-04 00:00:00	NQ	Futures	4967.78	4970.74	4956.25	4964.53	1065.0
2015-09-04 00:30:00	NQ	Futures	4963.94	4965.71	4956.54	4962.46	995.0
2015-09-04 01:00:00	NQ	Futures	4963.35	4970.45	4958.32	4960.39	819.0
2015-09-04 01:30:00	NQ	Futures	4960.09	4964.83	4956.25	4962.16	1212.0
2015-09-04 02:00:00	NQ	Futures	4961.57	4982.87	4959.21	4975.77	1889.0
2015-09-04 02:30:00	NQ	Futures	4975.77	4985.83	4975.77	4982.28	1088.0
2015-09-04 03:00:00	NQ	Futures	4982.28	4984.05	4960.39	4961.57	3017.0
2015-09-04 03:30:00	NQ	Futures	4960.68	4977.25	4958.32	4973.11	1850.0
2015-09-04 04:00:00	NQ	Futures	4972.81	4973.4	4951.51	4961.28	2361.0
2015-09-04 04:30:00	NQ	Futures	4960.68	4962.16	4947.37	4955.95	2965.0
2015-09-04 05:00:00	NQ	Futures	4954.47	4965.71	4953.29	4964.83	1387.0
2015-09-04 05:30:00	NQ	Futures	4963.64	4969.56	4952.7	4955.06	1333.0
2015-09-04 06:00:00	NQ	Futures	4954.77	4963.64	4941.46	4949.74	2524.0
2015-09-04 06:30:00	NQ	Futures	4949.44	4956.54	4942.64	4952.99	2768.0
2015-09-04 07:00:00	NQ	Futures	4952.7	4957.43	4951.22	4954.18	1531.0

> showing 50 of 2,367 rows — these rows as CSV

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