PREVIEW / futures_30min / 2015-09-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-09.parquet
  size:    83 KB
  rows:    2,842

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
2015-09-09 00:00:00	ES	Futures	2108.15	2108.69	2106.02	2106.82	2480.0
2015-09-09 00:30:00	ES	Futures	2106.56	2108.42	2106.56	2107.36	2227.0
2015-09-09 01:00:00	ES	Futures	2107.62	2111.08	2106.56	2110.02	5082.0
2015-09-09 01:30:00	ES	Futures	2110.28	2113.75	2109.49	2113.48	7820.0
2015-09-09 02:00:00	ES	Futures	2113.48	2116.14	2111.88	2113.48	16769.0
2015-09-09 02:30:00	ES	Futures	2113.21	2116.67	2112.68	2116.14	10614.0
2015-09-09 03:00:00	ES	Futures	2116.41	2121.47	2113.75	2120.67	23181.0
2015-09-09 03:30:00	ES	Futures	2120.4	2121.47	2116.94	2118.54	17810.0
2015-09-09 04:00:00	ES	Futures	2118.27	2118.54	2115.08	2115.61	11899.0
2015-09-09 04:30:00	ES	Futures	2115.61	2116.41	2112.68	2114.54	11594.0
2015-09-09 05:00:00	ES	Futures	2114.54	2117.74	2114.01	2114.01	8490.0
2015-09-09 05:30:00	ES	Futures	2114.28	2117.21	2113.75	2114.54	10651.0
2015-09-09 06:00:00	ES	Futures	2114.54	2116.14	2113.48	2114.01	7732.0
2015-09-09 06:30:00	ES	Futures	2114.01	2114.01	2111.08	2112.95	9364.0
2015-09-09 07:00:00	ES	Futures	2112.95	2115.61	2112.68	2113.75	10998.0
2015-09-09 07:30:00	ES	Futures	2113.75	2116.94	2113.21	2115.08	11894.0
2015-09-09 08:00:00	ES	Futures	2115.08	2115.08	2112.15	2112.95	15142.0
2015-09-09 08:30:00	ES	Futures	2112.95	2116.94	2112.68	2116.94	16332.0
2015-09-09 09:00:00	ES	Futures	2116.67	2117.74	2113.75	2115.34	23627.0
2015-09-09 09:30:00	ES	Futures	2115.34	2116.67	2107.62	2109.22	186002.0
2015-09-09 10:00:00	ES	Futures	2108.95	2110.82	2100.7	2103.63	144864.0
2015-09-09 10:30:00	ES	Futures	2103.89	2105.23	2095.37	2097.24	142308.0
2015-09-09 11:00:00	ES	Futures	2096.97	2102.03	2095.64	2096.71	96654.0
2015-09-09 11:30:00	ES	Futures	2096.71	2099.9	2093.24	2097.24	90257.0
2015-09-09 12:00:00	ES	Futures	2097.24	2101.76	2095.37	2101.23	60926.0
2015-09-09 12:30:00	ES	Futures	2101.23	2102.3	2096.44	2097.77	59211.0
2015-09-09 13:00:00	ES	Futures	2097.77	2100.97	2093.24	2093.78	60576.0
2015-09-09 13:30:00	ES	Futures	2093.78	2093.78	2082.59	2083.66	130538.0
2015-09-09 14:00:00	ES	Futures	2083.66	2087.65	2080.46	2083.13	108886.0
2015-09-09 14:30:00	ES	Futures	2083.13	2083.93	2076.47	2081.0	114237.0
2015-09-09 15:00:00	ES	Futures	2081.0	2086.85	2076.47	2078.6	154751.0
2015-09-09 15:30:00	ES	Futures	2078.33	2078.6	2061.29	2065.82	246558.0
2015-09-09 16:00:00	ES	Futures	2066.35	2069.81	2064.76	2069.55	79768.0
2015-09-09 16:30:00	ES	Futures	2069.02	2069.28	2067.15	2068.75	6446.0
2015-09-09 17:00:00	ES	Futures	2068.48	2070.61	2068.48	2070.08	2148.0
2015-09-09 18:00:00	ES	Futures	2070.08	2070.35	2060.23	2061.56	8456.0
2015-09-09 18:30:00	ES	Futures	2061.56	2062.89	2058.63	2061.83	3680.0
2015-09-09 19:00:00	ES	Futures	2061.56	2064.49	2059.7	2061.03	2819.0
2015-09-09 19:30:00	ES	Futures	2060.76	2065.02	2060.5	2062.89	3371.0
2015-09-09 20:00:00	ES	Futures	2062.89	2066.09	2061.03	2063.69	5342.0
2015-09-09 20:30:00	ES	Futures	2063.69	2063.96	2061.03	2062.89	3743.0
2015-09-09 21:00:00	ES	Futures	2062.89	2064.76	2060.76	2060.76	5757.0
2015-09-09 21:30:00	ES	Futures	2060.76	2066.09	2060.76	2065.82	6948.0
2015-09-09 22:00:00	ES	Futures	2065.82	2068.48	2065.02	2067.68	5730.0
2015-09-09 22:30:00	ES	Futures	2067.68	2068.22	2065.29	2066.89	3568.0
2015-09-09 23:00:00	ES	Futures	2066.89	2067.15	2065.55	2066.62	1753.0
2015-09-09 23:30:00	ES	Futures	2066.62	2070.61	2066.62	2069.02	4844.0
2015-09-09 00:00:00	NQ	Futures	5129.88	5131.95	5124.55	5126.92	512.0
2015-09-09 00:30:00	NQ	Futures	5127.81	5132.83	5127.81	5129.88	516.0
2015-09-09 01:00:00	NQ	Futures	5130.17	5139.34	5127.51	5136.68	972.0

> showing 50 of 2,842 rows — these rows as CSV

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