PREVIEW / futures_30min / 2015-09-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-07.parquet
  size:    54 KB
  rows:    1,959

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
2015-09-07 00:00:00	ES	Futures	2066.89	2068.22	2062.36	2062.63	1993.0
2015-09-07 00:30:00	ES	Futures	2062.63	2064.76	2062.09	2062.89	1293.0
2015-09-07 01:00:00	ES	Futures	2062.89	2063.42	2060.23	2060.76	2245.0
2015-09-07 01:30:00	ES	Futures	2060.76	2061.56	2058.37	2058.63	2651.0
2015-09-07 02:00:00	ES	Futures	2058.9	2067.95	2058.37	2065.55	8968.0
2015-09-07 02:30:00	ES	Futures	2065.55	2067.15	2063.42	2063.69	3761.0
2015-09-07 03:00:00	ES	Futures	2063.96	2068.75	2063.69	2064.49	12231.0
2015-09-07 03:30:00	ES	Futures	2064.76	2065.82	2060.76	2063.69	9796.0
2015-09-07 04:00:00	ES	Futures	2063.96	2066.09	2061.56	2065.29	6834.0
2015-09-07 04:30:00	ES	Futures	2065.29	2065.29	2058.63	2058.63	5236.0
2015-09-07 05:00:00	ES	Futures	2058.63	2059.43	2055.17	2058.9	6150.0
2015-09-07 05:30:00	ES	Futures	2058.9	2060.5	2056.77	2058.63	2832.0
2015-09-07 06:00:00	ES	Futures	2058.63	2059.43	2055.17	2058.37	3602.0
2015-09-07 06:30:00	ES	Futures	2058.1	2061.03	2057.03	2057.83	3508.0
2015-09-07 07:00:00	ES	Futures	2057.83	2058.37	2055.7	2058.37	2338.0
2015-09-07 07:30:00	ES	Futures	2058.1	2059.96	2055.97	2056.5	3010.0
2015-09-07 08:00:00	ES	Futures	2056.5	2057.83	2054.64	2055.7	4035.0
2015-09-07 08:30:00	ES	Futures	2055.97	2058.1	2054.9	2057.83	2383.0
2015-09-07 09:00:00	ES	Futures	2058.1	2059.43	2056.77	2057.57	1932.0
2015-09-07 09:30:00	ES	Futures	2057.3	2059.43	2055.97	2058.1	4438.0
2015-09-07 10:00:00	ES	Futures	2058.37	2058.37	2056.5	2057.3	2207.0
2015-09-07 10:30:00	ES	Futures	2057.57	2058.37	2055.44	2057.57	5906.0
2015-09-07 11:00:00	ES	Futures	2057.83	2061.56	2057.83	2061.03	7041.0
2015-09-07 11:30:00	ES	Futures	2061.29	2061.83	2059.16	2059.96	3654.0
2015-09-07 12:00:00	ES	Futures	2060.23	2060.5	2052.77	2055.97	5694.0
2015-09-07 12:30:00	ES	Futures	2055.97	2058.9	2055.44	2056.5	3457.0
2015-09-07 18:00:00	ES	Futures	2055.44	2060.5	2055.44	2058.63	3314.0
2015-09-07 18:30:00	ES	Futures	2058.37	2058.9	2055.97	2057.57	1222.0
2015-09-07 19:00:00	ES	Futures	2057.57	2063.42	2056.24	2061.56	4757.0
2015-09-07 19:30:00	ES	Futures	2061.83	2065.02	2059.96	2064.76	3870.0
2015-09-07 20:00:00	ES	Futures	2065.02	2068.22	2063.16	2063.69	6616.0
2015-09-07 20:30:00	ES	Futures	2063.69	2068.22	2063.16	2065.55	5052.0
2015-09-07 21:00:00	ES	Futures	2065.82	2067.95	2061.56	2062.09	5771.0
2015-09-07 21:30:00	ES	Futures	2061.83	2065.02	2058.9	2061.03	7551.0
2015-09-07 22:00:00	ES	Futures	2061.03	2064.49	2060.76	2062.63	3082.0
2015-09-07 22:30:00	ES	Futures	2062.89	2065.29	2062.36	2063.42	5255.0
2015-09-07 23:00:00	ES	Futures	2063.42	2063.42	2058.1	2059.16	4489.0
2015-09-07 23:30:00	ES	Futures	2059.43	2061.83	2056.24	2058.63	5523.0
2015-09-07 00:00:00	NQ	Futures	5011.86	5016.29	5004.17	5004.17	456.0
2015-09-07 00:30:00	NQ	Futures	5004.17	5010.97	5004.17	5008.31	365.0
2015-09-07 01:00:00	NQ	Futures	5009.19	5010.08	4996.77	4997.95	493.0
2015-09-07 01:30:00	NQ	Futures	4997.36	4998.55	4991.74	4994.4	556.0
2015-09-07 02:00:00	NQ	Futures	4993.22	5013.33	4991.15	5010.67	1117.0
2015-09-07 02:30:00	NQ	Futures	5011.26	5013.63	5005.35	5006.53	304.0
2015-09-07 03:00:00	NQ	Futures	5006.83	5015.41	5006.24	5008.01	1647.0
2015-09-07 03:30:00	NQ	Futures	5008.31	5010.67	4997.07	5004.46	2150.0
2015-09-07 04:00:00	NQ	Futures	5004.76	5009.49	4998.84	5006.53	841.0
2015-09-07 04:30:00	NQ	Futures	5005.94	5006.24	4993.52	4993.81	782.0
2015-09-07 05:00:00	NQ	Futures	4993.22	4993.22	4984.64	4991.45	1136.0
2015-09-07 05:30:00	NQ	Futures	4992.33	4994.7	4986.71	4992.33	464.0

> showing 50 of 1,959 rows — these rows as CSV

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