PREVIEW / futures_30min / 2015-09-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-18.parquet
  size:    73 KB
  rows:    2,414

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
2015-09-18 00:00:00	ES	Futures	2120.54	2121.08	2119.74	2119.74	1377.0
2015-09-18 00:30:00	ES	Futures	2119.74	2120.01	2118.67	2118.94	1600.0
2015-09-18 01:00:00	ES	Futures	2118.94	2119.47	2116.0	2118.67	3063.0
2015-09-18 01:30:00	ES	Futures	2118.94	2118.94	2116.53	2117.6	4179.0
2015-09-18 02:00:00	ES	Futures	2117.6	2122.42	2115.46	2120.81	11216.0
2015-09-18 02:30:00	ES	Futures	2120.81	2121.62	2118.14	2118.67	5791.0
2015-09-18 03:00:00	ES	Futures	2118.67	2118.94	2115.46	2118.4	22591.0
2015-09-18 03:30:00	ES	Futures	2118.67	2121.08	2116.8	2118.94	14500.0
2015-09-18 04:00:00	ES	Futures	2118.94	2121.88	2118.14	2120.01	13508.0
2015-09-18 04:30:00	ES	Futures	2119.74	2120.28	2113.32	2114.93	18943.0
2015-09-18 05:00:00	ES	Futures	2114.66	2118.14	2112.25	2117.87	17384.0
2015-09-18 05:30:00	ES	Futures	2117.6	2118.67	2108.77	2110.38	22952.0
2015-09-18 06:00:00	ES	Futures	2110.38	2111.71	2100.21	2102.35	35920.0
2015-09-18 06:30:00	ES	Futures	2102.08	2103.42	2099.41	2101.28	29394.0
2015-09-18 07:00:00	ES	Futures	2101.55	2102.35	2091.91	2094.59	43093.0
2015-09-18 07:30:00	ES	Futures	2094.59	2099.41	2093.52	2095.39	29333.0
2015-09-18 08:00:00	ES	Futures	2095.39	2097.27	2091.65	2092.72	33562.0
2015-09-18 08:30:00	ES	Futures	2092.72	2098.34	2090.58	2094.59	60480.0
2015-09-18 09:00:00	ES	Futures	2094.32	2094.32	2080.94	2086.3	131004.0
2015-09-18 09:30:00	ES	Futures	2086.03	2097.0	2085.76	2090.04	275907.0
2015-09-18 10:00:00	ES	Futures	2090.04	2103.69	2088.44	2099.67	194075.0
2015-09-18 10:30:00	ES	Futures	2099.67	2101.01	2093.52	2098.87	106795.0
2015-09-18 11:00:00	ES	Futures	2098.6	2103.15	2097.0	2097.27	113751.0
2015-09-18 11:30:00	ES	Futures	2097.0	2105.83	2095.39	2101.81	125027.0
2015-09-18 12:00:00	ES	Futures	2101.81	2102.62	2090.84	2093.79	98095.0
2015-09-18 12:30:00	ES	Futures	2093.79	2095.13	2089.77	2092.98	68827.0
2015-09-18 13:00:00	ES	Futures	2092.98	2096.46	2087.9	2091.38	75560.0
2015-09-18 13:30:00	ES	Futures	2091.38	2092.18	2084.15	2084.96	81702.0
2015-09-18 14:00:00	ES	Futures	2084.96	2093.52	2083.89	2092.45	93773.0
2015-09-18 14:30:00	ES	Futures	2092.45	2094.05	2085.76	2090.58	69898.0
2015-09-18 15:00:00	ES	Futures	2090.58	2092.98	2082.01	2083.89	114986.0
2015-09-18 15:30:00	ES	Futures	2083.89	2084.96	2077.73	2082.82	254579.0
2015-09-18 16:00:00	ES	Futures	2082.82	2089.51	2081.21	2088.44	129601.0
2015-09-18 16:30:00	ES	Futures	2087.9	2089.51	2083.89	2084.15	13388.0
2015-09-18 17:00:00	ES	Futures	2084.42	2087.37	2084.15	2087.37	2880.0
2015-09-18 00:00:00	NQ	Futures	5193.63	5195.41	5191.56	5191.85	353.0
2015-09-18 00:30:00	NQ	Futures	5191.56	5193.34	5190.08	5190.67	240.0
2015-09-18 01:00:00	NQ	Futures	5190.96	5191.56	5183.55	5190.08	454.0
2015-09-18 01:30:00	NQ	Futures	5190.08	5190.08	5184.74	5187.41	489.0
2015-09-18 02:00:00	NQ	Futures	5187.11	5197.49	5180.59	5193.34	1220.0
2015-09-18 02:30:00	NQ	Futures	5194.23	5196.6	5186.22	5187.7	650.0
2015-09-18 03:00:00	NQ	Futures	5187.7	5188.89	5175.25	5182.66	2845.0
2015-09-18 03:30:00	NQ	Futures	5183.26	5191.26	5180.29	5185.04	1246.0
2015-09-18 04:00:00	NQ	Futures	5185.63	5192.74	5183.26	5190.08	1357.0
2015-09-18 04:30:00	NQ	Futures	5190.37	5191.26	5169.91	5174.95	2010.0
2015-09-18 05:00:00	NQ	Futures	5174.66	5181.48	5166.95	5180.59	2429.0
2015-09-18 05:30:00	NQ	Futures	5180.59	5182.96	5160.13	5165.17	2870.0
2015-09-18 06:00:00	NQ	Futures	5165.17	5167.54	5138.78	5144.12	5025.0
2015-09-18 06:30:00	NQ	Futures	5144.12	5146.49	5137.6	5144.12	3491.0
2015-09-18 07:00:00	NQ	Futures	5143.82	5145.31	5120.99	5126.33	5667.0

> showing 50 of 2,414 rows — these rows as CSV

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