PREVIEW / futures_30min / 2015-09-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-15.parquet
  size:    79 KB
  rows:    2,862

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
2015-09-15 00:00:00	ES	Futures	2084.15	2085.22	2083.35	2084.15	1532.0
2015-09-15 00:30:00	ES	Futures	2084.15	2084.42	2082.01	2082.28	603.0
2015-09-15 01:00:00	ES	Futures	2082.01	2084.15	2081.75	2083.35	1048.0
2015-09-15 01:30:00	ES	Futures	2083.35	2083.62	2080.41	2080.94	1930.0
2015-09-15 02:00:00	ES	Futures	2080.94	2081.21	2078.0	2078.8	5138.0
2015-09-15 02:30:00	ES	Futures	2078.8	2080.41	2076.13	2078.54	4285.0
2015-09-15 03:00:00	ES	Futures	2078.27	2084.69	2077.73	2082.01	9756.0
2015-09-15 03:30:00	ES	Futures	2082.01	2084.42	2078.27	2078.27	11677.0
2015-09-15 04:00:00	ES	Futures	2078.27	2079.34	2073.18	2075.06	15505.0
2015-09-15 04:30:00	ES	Futures	2075.32	2077.2	2073.45	2075.59	5110.0
2015-09-15 05:00:00	ES	Futures	2075.59	2076.13	2071.31	2074.52	13621.0
2015-09-15 05:30:00	ES	Futures	2074.79	2076.39	2074.25	2075.59	5488.0
2015-09-15 06:00:00	ES	Futures	2075.32	2079.87	2073.72	2079.61	7864.0
2015-09-15 06:30:00	ES	Futures	2079.61	2083.35	2078.54	2082.01	10281.0
2015-09-15 07:00:00	ES	Futures	2082.01	2083.08	2080.14	2081.48	5993.0
2015-09-15 07:30:00	ES	Futures	2081.75	2083.89	2079.87	2080.68	7256.0
2015-09-15 08:00:00	ES	Futures	2080.68	2083.62	2079.34	2082.55	10516.0
2015-09-15 08:30:00	ES	Futures	2082.55	2086.03	2079.07	2084.69	23378.0
2015-09-15 09:00:00	ES	Futures	2084.96	2089.24	2084.96	2085.76	22695.0
2015-09-15 09:30:00	ES	Futures	2085.76	2087.9	2080.14	2084.42	130821.0
2015-09-15 10:00:00	ES	Futures	2084.42	2091.11	2082.82	2088.17	83682.0
2015-09-15 10:30:00	ES	Futures	2088.17	2099.14	2088.17	2097.27	140253.0
2015-09-15 11:00:00	ES	Futures	2097.0	2098.07	2094.32	2095.93	62463.0
2015-09-15 11:30:00	ES	Futures	2095.93	2097.53	2093.52	2096.46	42098.0
2015-09-15 12:00:00	ES	Futures	2096.2	2099.94	2095.13	2098.87	46748.0
2015-09-15 12:30:00	ES	Futures	2098.6	2099.94	2097.0	2097.53	41353.0
2015-09-15 13:00:00	ES	Futures	2097.8	2104.22	2096.46	2103.15	55076.0
2015-09-15 13:30:00	ES	Futures	2103.42	2106.9	2102.62	2103.69	67642.0
2015-09-15 14:00:00	ES	Futures	2103.96	2108.24	2102.88	2105.83	52803.0
2015-09-15 14:30:00	ES	Futures	2105.83	2110.11	2105.03	2109.31	71359.0
2015-09-15 15:00:00	ES	Futures	2109.31	2111.71	2108.5	2110.11	65964.0
2015-09-15 15:30:00	ES	Futures	2110.11	2111.18	2105.56	2106.36	135451.0
2015-09-15 16:00:00	ES	Futures	2106.36	2109.84	2105.83	2108.24	66730.0
2015-09-15 16:30:00	ES	Futures	2107.97	2110.11	2107.7	2109.57	6991.0
2015-09-15 17:00:00	ES	Futures	2109.57	2110.11	2108.77	2109.57	2328.0
2015-09-15 18:00:00	ES	Futures	2108.77	2109.57	2108.24	2109.04	1557.0
2015-09-15 18:30:00	ES	Futures	2109.04	2109.04	2108.5	2108.77	679.0
2015-09-15 19:00:00	ES	Futures	2109.04	2109.31	2108.77	2108.77	477.0
2015-09-15 19:30:00	ES	Futures	2109.04	2109.31	2107.97	2108.24	1896.0
2015-09-15 20:00:00	ES	Futures	2107.97	2108.24	2105.83	2106.63	5306.0
2015-09-15 20:30:00	ES	Futures	2106.63	2108.24	2106.36	2107.7	2228.0
2015-09-15 21:00:00	ES	Futures	2107.97	2108.77	2107.17	2107.97	2119.0
2015-09-15 21:30:00	ES	Futures	2107.97	2107.97	2105.29	2106.63	4078.0
2015-09-15 22:00:00	ES	Futures	2106.36	2107.17	2102.62	2102.62	4828.0
2015-09-15 22:30:00	ES	Futures	2102.88	2103.42	2102.08	2102.62	2770.0
2015-09-15 23:00:00	ES	Futures	2102.35	2103.15	2101.55	2102.62	2415.0
2015-09-15 23:30:00	ES	Futures	2102.62	2102.62	2100.74	2102.35	2764.0
2015-09-15 00:00:00	NQ	Futures	5107.35	5110.32	5105.87	5107.65	314.0
2015-09-15 00:30:00	NQ	Futures	5107.06	5108.24	5102.31	5102.31	120.0
2015-09-15 01:00:00	NQ	Futures	5102.02	5109.13	5101.72	5106.17	272.0

> showing 50 of 2,862 rows — these rows as CSV

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