PREVIEW / futures_30min / 2015-09-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-11.parquet
  size:    66 KB
  rows:    2,262

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
2015-09-11 00:00:00	ES	Futures	2083.93	2084.72	2082.86	2082.86	761.0
2015-09-11 00:30:00	ES	Futures	2083.39	2083.93	2082.33	2083.39	507.0
2015-09-11 01:00:00	ES	Futures	2083.66	2084.46	2082.33	2082.59	419.0
2015-09-11 01:30:00	ES	Futures	2082.86	2082.86	2079.67	2081.26	1483.0
2015-09-11 02:00:00	ES	Futures	2081.26	2083.39	2078.6	2081.8	2938.0
2015-09-11 02:30:00	ES	Futures	2081.53	2082.06	2078.87	2081.26	1714.0
2015-09-11 03:00:00	ES	Futures	2081.0	2081.53	2069.02	2071.68	10027.0
2015-09-11 03:30:00	ES	Futures	2071.41	2077.27	2067.42	2075.94	7678.0
2015-09-11 04:00:00	ES	Futures	2075.94	2076.74	2067.68	2069.81	5600.0
2015-09-11 04:30:00	ES	Futures	2069.81	2071.41	2063.42	2065.02	6264.0
2015-09-11 05:00:00	ES	Futures	2065.02	2069.28	2063.16	2069.28	5264.0
2015-09-11 05:30:00	ES	Futures	2069.02	2073.01	2066.62	2072.74	4776.0
2015-09-11 06:00:00	ES	Futures	2072.74	2073.81	2068.75	2070.08	3060.0
2015-09-11 06:30:00	ES	Futures	2070.08	2071.41	2065.82	2066.09	4503.0
2015-09-11 07:00:00	ES	Futures	2066.35	2071.15	2064.22	2069.81	6060.0
2015-09-11 07:30:00	ES	Futures	2070.08	2071.94	2069.02	2070.61	2929.0
2015-09-11 08:00:00	ES	Futures	2070.61	2074.07	2068.75	2072.74	7457.0
2015-09-11 08:30:00	ES	Futures	2072.48	2072.74	2065.29	2066.35	12838.0
2015-09-11 09:00:00	ES	Futures	2066.62	2072.74	2066.35	2072.21	9704.0
2015-09-11 09:30:00	ES	Futures	2072.74	2073.81	2065.02	2065.55	50353.0
2015-09-11 10:00:00	ES	Futures	2065.55	2071.41	2063.42	2068.22	32887.0
2015-09-11 10:30:00	ES	Futures	2068.22	2071.15	2065.02	2066.35	26828.0
2015-09-11 11:00:00	ES	Futures	2066.35	2071.15	2065.29	2070.88	25230.0
2015-09-11 11:30:00	ES	Futures	2070.61	2077.0	2067.95	2075.67	32678.0
2015-09-11 12:00:00	ES	Futures	2075.41	2082.06	2075.14	2079.4	25055.0
2015-09-11 12:30:00	ES	Futures	2079.4	2082.59	2077.0	2080.73	15313.0
2015-09-11 13:00:00	ES	Futures	2081.0	2081.26	2074.07	2074.34	12694.0
2015-09-11 13:30:00	ES	Futures	2074.34	2076.47	2071.68	2075.14	16362.0
2015-09-11 14:00:00	ES	Futures	2075.14	2078.6	2072.21	2077.27	14565.0
2015-09-11 14:30:00	ES	Futures	2077.54	2082.06	2077.27	2079.67	20764.0
2015-09-11 15:00:00	ES	Futures	2079.93	2084.72	2079.4	2081.8	20748.0
2015-09-11 15:30:00	ES	Futures	2081.53	2087.39	2079.4	2087.39	47453.0
2015-09-11 16:00:00	ES	Futures	2087.12	2089.25	2086.32	2087.92	25793.0
2015-09-11 16:30:00	ES	Futures	2087.92	2090.05	2087.39	2088.72	3965.0
2015-09-11 17:00:00	ES	Futures	2088.72	2090.05	2087.92	2089.52	783.0
2015-09-11 00:00:00	NQ	Futures	5100.0	5105.33	5098.23	5098.23	150.0
2015-09-11 00:30:00	NQ	Futures	5097.93	5100.89	5096.75	5098.82	119.0
2015-09-11 01:00:00	NQ	Futures	5098.52	5100.89	5095.86	5095.86	77.0
2015-09-11 01:30:00	NQ	Futures	5095.86	5096.16	5088.17	5093.2	199.0
2015-09-11 02:00:00	NQ	Futures	5089.94	5097.04	5084.62	5092.9	186.0
2015-09-11 02:30:00	NQ	Futures	5092.61	5093.2	5084.03	5087.58	467.0
2015-09-11 03:00:00	NQ	Futures	5089.35	5089.35	5058.0	5063.32	1765.0
2015-09-11 03:30:00	NQ	Futures	5063.03	5078.11	5052.67	5072.49	1115.0
2015-09-11 04:00:00	NQ	Futures	5074.56	5076.93	5050.31	5058.29	1167.0
2015-09-11 04:30:00	NQ	Futures	5058.0	5062.44	5040.25	5044.1	1256.0
2015-09-11 05:00:00	NQ	Futures	5044.69	5056.22	5039.66	5056.22	651.0
2015-09-11 05:30:00	NQ	Futures	5055.63	5065.99	5049.42	5065.1	550.0
2015-09-11 06:00:00	NQ	Futures	5065.99	5068.06	5054.45	5059.18	730.0
2015-09-11 06:30:00	NQ	Futures	5059.18	5061.25	5048.53	5050.01	482.0
2015-09-11 07:00:00	NQ	Futures	5049.42	5065.69	5046.46	5062.44	817.0

> showing 50 of 2,262 rows — these rows as CSV

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