PREVIEW / futures_30min / 2015-09-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-17.parquet
  size:    79 KB
  rows:    2,918

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
2015-09-17 00:00:00	ES	Futures	2124.29	2125.09	2124.02	2124.83	759.0
2015-09-17 00:30:00	ES	Futures	2125.09	2125.63	2124.02	2125.09	786.0
2015-09-17 01:00:00	ES	Futures	2125.36	2126.7	2124.56	2124.56	1692.0
2015-09-17 01:30:00	ES	Futures	2124.56	2126.43	2124.56	2125.36	1654.0
2015-09-17 02:00:00	ES	Futures	2125.63	2127.5	2124.83	2125.9	3744.0
2015-09-17 02:30:00	ES	Futures	2125.9	2126.16	2122.42	2124.02	5659.0
2015-09-17 03:00:00	ES	Futures	2124.02	2124.83	2121.62	2122.42	9153.0
2015-09-17 03:30:00	ES	Futures	2122.15	2124.56	2121.08	2122.42	11836.0
2015-09-17 04:00:00	ES	Futures	2122.15	2124.02	2120.28	2121.88	9304.0
2015-09-17 04:30:00	ES	Futures	2121.88	2125.36	2121.62	2123.22	6903.0
2015-09-17 05:00:00	ES	Futures	2123.22	2124.83	2121.35	2122.15	5643.0
2015-09-17 05:30:00	ES	Futures	2122.15	2122.69	2120.54	2121.88	3585.0
2015-09-17 06:00:00	ES	Futures	2121.88	2123.49	2121.62	2123.49	3468.0
2015-09-17 06:30:00	ES	Futures	2123.22	2126.16	2123.22	2124.29	10608.0
2015-09-17 07:00:00	ES	Futures	2124.56	2125.63	2123.76	2124.29	9807.0
2015-09-17 07:30:00	ES	Futures	2124.56	2124.56	2120.81	2121.35	8503.0
2015-09-17 08:00:00	ES	Futures	2121.35	2122.42	2121.08	2122.15	8977.0
2015-09-17 08:30:00	ES	Futures	2122.15	2122.42	2119.47	2121.88	15189.0
2015-09-17 09:00:00	ES	Futures	2121.88	2123.22	2121.35	2121.88	17561.0
2015-09-17 09:30:00	ES	Futures	2122.15	2124.83	2119.74	2123.22	126790.0
2015-09-17 10:00:00	ES	Futures	2122.95	2126.43	2121.88	2123.49	77351.0
2015-09-17 10:30:00	ES	Futures	2123.76	2125.63	2121.35	2125.09	53662.0
2015-09-17 11:00:00	ES	Futures	2124.83	2127.77	2124.29	2126.43	60578.0
2015-09-17 11:30:00	ES	Futures	2126.7	2127.23	2124.83	2125.36	46003.0
2015-09-17 12:00:00	ES	Futures	2125.63	2128.84	2124.29	2128.04	42678.0
2015-09-17 12:30:00	ES	Futures	2128.3	2130.45	2125.63	2129.11	46514.0
2015-09-17 13:00:00	ES	Futures	2129.37	2134.19	2127.5	2131.78	60634.0
2015-09-17 13:30:00	ES	Futures	2132.05	2133.66	2129.91	2130.98	58873.0
2015-09-17 14:00:00	ES	Futures	2130.98	2140.61	2114.93	2128.3	334450.0
2015-09-17 14:30:00	ES	Futures	2128.3	2153.19	2128.04	2145.96	284342.0
2015-09-17 15:00:00	ES	Futures	2145.96	2148.64	2114.39	2125.9	301652.0
2015-09-17 15:30:00	ES	Futures	2125.63	2130.71	2114.39	2118.94	294092.0
2015-09-17 16:00:00	ES	Futures	2118.94	2120.01	2110.64	2114.12	109465.0
2015-09-17 16:30:00	ES	Futures	2113.86	2117.07	2113.59	2115.73	11257.0
2015-09-17 17:00:00	ES	Futures	2115.46	2117.07	2115.46	2116.8	1899.0
2015-09-17 18:00:00	ES	Futures	2115.46	2116.26	2113.32	2115.73	7166.0
2015-09-17 18:30:00	ES	Futures	2115.73	2118.67	2115.46	2117.87	2392.0
2015-09-17 19:00:00	ES	Futures	2117.87	2118.14	2114.93	2115.73	3394.0
2015-09-17 19:30:00	ES	Futures	2115.73	2117.07	2114.93	2115.46	1966.0
2015-09-17 20:00:00	ES	Futures	2115.46	2115.73	2111.98	2112.25	9027.0
2015-09-17 20:30:00	ES	Futures	2112.25	2116.26	2111.45	2115.19	7092.0
2015-09-17 21:00:00	ES	Futures	2115.19	2117.33	2114.39	2115.73	5328.0
2015-09-17 21:30:00	ES	Futures	2115.73	2118.4	2114.39	2117.6	5798.0
2015-09-17 22:00:00	ES	Futures	2117.87	2120.01	2115.73	2119.21	6584.0
2015-09-17 22:30:00	ES	Futures	2119.21	2121.08	2117.6	2119.74	4077.0
2015-09-17 23:00:00	ES	Futures	2119.74	2121.88	2119.74	2121.08	2949.0
2015-09-17 23:30:00	ES	Futures	2121.08	2121.08	2119.47	2120.28	1970.0
2015-09-17 00:00:00	NQ	Futures	5191.56	5193.63	5191.26	5193.04	119.0
2015-09-17 00:30:00	NQ	Futures	5193.63	5194.82	5191.56	5193.93	185.0
2015-09-17 01:00:00	NQ	Futures	5194.23	5198.08	5191.56	5191.85	521.0

> showing 50 of 2,918 rows — these rows as CSV

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