PREVIEW / futures_30min / 2015-09-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-14.parquet
  size:    74 KB
  rows:    2,812

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
2015-09-14 00:00:00	ES	Futures	2091.65	2091.65	2088.17	2090.84	3397.0
2015-09-14 00:30:00	ES	Futures	2090.84	2092.45	2089.77	2091.38	1385.0
2015-09-14 01:00:00	ES	Futures	2091.38	2096.46	2091.11	2094.05	4168.0
2015-09-14 01:30:00	ES	Futures	2094.32	2094.59	2088.7	2088.97	3001.0
2015-09-14 02:00:00	ES	Futures	2088.97	2090.58	2084.69	2084.69	7711.0
2015-09-14 02:30:00	ES	Futures	2084.69	2086.83	2083.35	2084.96	4779.0
2015-09-14 03:00:00	ES	Futures	2085.22	2097.53	2084.96	2095.66	15575.0
2015-09-14 03:30:00	ES	Futures	2095.66	2096.46	2091.65	2092.98	10029.0
2015-09-14 04:00:00	ES	Futures	2092.72	2093.52	2088.17	2091.38	6540.0
2015-09-14 04:30:00	ES	Futures	2091.65	2092.45	2085.76	2090.31	4519.0
2015-09-14 05:00:00	ES	Futures	2090.04	2094.05	2089.77	2092.18	3634.0
2015-09-14 05:30:00	ES	Futures	2092.18	2092.98	2090.04	2092.18	4697.0
2015-09-14 06:00:00	ES	Futures	2092.18	2096.46	2091.65	2093.79	9374.0
2015-09-14 06:30:00	ES	Futures	2093.52	2094.86	2091.91	2094.32	3887.0
2015-09-14 07:00:00	ES	Futures	2094.32	2094.32	2089.77	2090.84	5080.0
2015-09-14 07:30:00	ES	Futures	2090.84	2091.11	2085.49	2086.03	8539.0
2015-09-14 08:00:00	ES	Futures	2086.03	2088.97	2083.35	2086.3	13360.0
2015-09-14 08:30:00	ES	Futures	2086.03	2089.77	2085.22	2087.63	14207.0
2015-09-14 09:00:00	ES	Futures	2087.37	2090.04	2085.76	2089.24	14743.0
2015-09-14 09:30:00	ES	Futures	2089.24	2089.77	2073.99	2077.2	154893.0
2015-09-14 10:00:00	ES	Futures	2077.47	2083.08	2076.39	2079.07	71543.0
2015-09-14 10:30:00	ES	Futures	2079.07	2084.69	2078.54	2081.21	57599.0
2015-09-14 11:00:00	ES	Futures	2081.21	2083.35	2076.66	2077.2	46042.0
2015-09-14 11:30:00	ES	Futures	2077.2	2078.54	2073.45	2076.93	55916.0
2015-09-14 12:00:00	ES	Futures	2077.2	2078.0	2072.65	2075.86	46437.0
2015-09-14 12:30:00	ES	Futures	2075.86	2078.27	2073.99	2075.32	35342.0
2015-09-14 13:00:00	ES	Futures	2075.06	2076.39	2073.18	2074.79	26170.0
2015-09-14 13:30:00	ES	Futures	2074.52	2081.48	2074.52	2080.94	52291.0
2015-09-14 14:00:00	ES	Futures	2081.21	2081.21	2075.59	2076.13	32256.0
2015-09-14 14:30:00	ES	Futures	2076.13	2080.14	2075.32	2077.47	35873.0
2015-09-14 15:00:00	ES	Futures	2077.73	2079.87	2074.52	2077.2	37824.0
2015-09-14 15:30:00	ES	Futures	2077.2	2080.14	2074.25	2079.07	81772.0
2015-09-14 16:00:00	ES	Futures	2079.34	2082.28	2078.8	2079.87	42744.0
2015-09-14 16:30:00	ES	Futures	2079.87	2080.68	2079.61	2079.61	2629.0
2015-09-14 17:00:00	ES	Futures	2079.61	2080.94	2079.61	2080.68	865.0
2015-09-14 18:00:00	ES	Futures	2080.14	2080.94	2079.07	2080.68	1143.0
2015-09-14 18:30:00	ES	Futures	2080.94	2082.82	2080.68	2081.21	977.0
2015-09-14 19:00:00	ES	Futures	2081.21	2082.28	2080.94	2081.21	469.0
2015-09-14 19:30:00	ES	Futures	2081.21	2082.82	2080.14	2082.55	736.0
2015-09-14 20:00:00	ES	Futures	2082.55	2083.08	2079.34	2082.01	2920.0
2015-09-14 20:30:00	ES	Futures	2081.75	2086.56	2081.75	2085.76	4694.0
2015-09-14 21:00:00	ES	Futures	2085.76	2086.56	2081.75	2082.55	3194.0
2015-09-14 21:30:00	ES	Futures	2082.82	2085.22	2081.48	2084.42	3287.0
2015-09-14 22:00:00	ES	Futures	2084.69	2086.56	2083.89	2084.15	2396.0
2015-09-14 22:30:00	ES	Futures	2084.15	2085.22	2083.35	2083.62	1483.0
2015-09-14 23:00:00	ES	Futures	2083.35	2084.42	2082.01	2082.55	2038.0
2015-09-14 23:30:00	ES	Futures	2082.55	2084.42	2081.21	2084.15	2452.0
2015-09-14 00:00:00	NQ	Futures	5124.85	5126.33	5117.14	5123.96	671.0
2015-09-14 00:30:00	NQ	Futures	5123.96	5129.29	5122.48	5126.63	332.0
2015-09-14 01:00:00	NQ	Futures	5126.63	5138.19	5124.55	5132.26	853.0

> showing 50 of 2,812 rows — these rows as CSV

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