PREVIEW / futures_30min / 2015-09-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-10.parquet
  size:    75 KB
  rows:    2,761

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
2015-09-10 00:00:00	ES	Futures	2069.28	2069.81	2068.22	2069.02	1990.0
2015-09-10 00:30:00	ES	Futures	2069.02	2074.07	2066.09	2070.08	8330.0
2015-09-10 01:00:00	ES	Futures	2070.35	2075.67	2068.22	2075.41	5074.0
2015-09-10 01:30:00	ES	Futures	2075.41	2080.2	2073.54	2077.8	8044.0
2015-09-10 02:00:00	ES	Futures	2077.54	2078.6	2072.74	2075.14	8558.0
2015-09-10 02:30:00	ES	Futures	2075.14	2076.74	2070.88	2074.07	5716.0
2015-09-10 03:00:00	ES	Futures	2074.07	2079.93	2072.74	2079.67	16633.0
2015-09-10 03:30:00	ES	Futures	2079.67	2083.66	2078.6	2081.53	22146.0
2015-09-10 04:00:00	ES	Futures	2081.26	2082.06	2068.48	2073.01	28630.0
2015-09-10 04:30:00	ES	Futures	2073.01	2075.67	2068.22	2075.14	16609.0
2015-09-10 05:00:00	ES	Futures	2075.14	2080.46	2074.07	2080.2	10167.0
2015-09-10 05:30:00	ES	Futures	2080.2	2095.11	2079.93	2089.52	44877.0
2015-09-10 06:00:00	ES	Futures	2089.52	2091.65	2075.41	2078.6	30994.0
2015-09-10 06:30:00	ES	Futures	2078.87	2078.87	2073.54	2075.41	11331.0
2015-09-10 07:00:00	ES	Futures	2075.41	2075.41	2069.55	2070.35	16311.0
2015-09-10 07:30:00	ES	Futures	2070.35	2071.41	2064.76	2066.35	19051.0
2015-09-10 08:00:00	ES	Futures	2066.35	2068.22	2060.76	2062.36	36043.0
2015-09-10 08:30:00	ES	Futures	2062.09	2063.96	2053.84	2057.83	56667.0
2015-09-10 09:00:00	ES	Futures	2058.1	2063.96	2057.83	2063.69	30344.0
2015-09-10 09:30:00	ES	Futures	2063.42	2073.28	2062.36	2063.42	194778.0
2015-09-10 10:00:00	ES	Futures	2063.69	2067.95	2060.5	2066.89	126793.0
2015-09-10 10:30:00	ES	Futures	2066.62	2082.86	2066.35	2078.6	132319.0
2015-09-10 11:00:00	ES	Futures	2078.6	2078.87	2066.89	2071.41	128084.0
2015-09-10 11:30:00	ES	Futures	2071.68	2078.87	2070.88	2076.47	80880.0
2015-09-10 12:00:00	ES	Futures	2076.74	2081.8	2073.28	2075.14	59973.0
2015-09-10 12:30:00	ES	Futures	2075.14	2081.0	2073.54	2077.8	43991.0
2015-09-10 13:00:00	ES	Futures	2077.8	2086.59	2075.14	2086.06	57606.0
2015-09-10 13:30:00	ES	Futures	2086.32	2092.98	2084.99	2087.65	86881.0
2015-09-10 14:00:00	ES	Futures	2087.92	2089.78	2082.59	2084.99	45981.0
2015-09-10 14:30:00	ES	Futures	2084.72	2087.12	2078.33	2078.33	47064.0
2015-09-10 15:00:00	ES	Futures	2078.6	2081.8	2072.74	2074.61	84587.0
2015-09-10 15:30:00	ES	Futures	2074.61	2078.33	2069.28	2077.8	150867.0
2015-09-10 16:00:00	ES	Futures	2077.8	2079.13	2073.01	2075.14	55745.0
2015-09-10 16:30:00	ES	Futures	2075.41	2078.33	2075.14	2077.27	4695.0
2015-09-10 17:00:00	ES	Futures	2077.0	2078.6	2077.0	2078.33	717.0
2015-09-10 18:00:00	ES	Futures	2076.2	2078.33	2075.14	2078.33	1483.0
2015-09-10 18:30:00	ES	Futures	2078.6	2079.67	2078.6	2079.67	480.0
2015-09-10 19:00:00	ES	Futures	2079.67	2080.2	2076.2	2077.0	1378.0
2015-09-10 19:30:00	ES	Futures	2076.74	2077.27	2073.54	2074.87	1224.0
2015-09-10 20:00:00	ES	Futures	2074.87	2083.13	2074.34	2081.26	4050.0
2015-09-10 20:30:00	ES	Futures	2081.26	2081.53	2077.54	2077.8	1755.0
2015-09-10 21:00:00	ES	Futures	2078.6	2082.33	2078.6	2082.06	2054.0
2015-09-10 21:30:00	ES	Futures	2082.06	2084.72	2080.2	2080.2	2140.0
2015-09-10 22:00:00	ES	Futures	2080.46	2085.79	2080.46	2084.19	1624.0
2015-09-10 22:30:00	ES	Futures	2084.72	2086.06	2084.19	2085.26	1347.0
2015-09-10 23:00:00	ES	Futures	2084.99	2085.79	2082.86	2083.39	936.0
2015-09-10 23:30:00	ES	Futures	2083.39	2083.93	2081.53	2083.66	1301.0
2015-09-10 00:00:00	NQ	Futures	5033.15	5035.81	5031.67	5033.74	475.0
2015-09-10 00:30:00	NQ	Futures	5033.74	5046.17	5025.17	5037.0	1550.0
2015-09-10 01:00:00	NQ	Futures	5038.48	5051.49	5032.86	5050.6	1121.0

> showing 50 of 2,761 rows — these rows as CSV

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