PREVIEW / futures_30min / 2015-09-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-21.parquet
  size:    76 KB
  rows:    2,801

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
2015-09-21 00:00:00	ES	Futures	2077.47	2080.68	2077.47	2079.61	1500.0
2015-09-21 00:30:00	ES	Futures	2079.61	2080.94	2079.34	2079.34	1184.0
2015-09-21 01:00:00	ES	Futures	2079.34	2082.55	2079.34	2080.94	2526.0
2015-09-21 01:30:00	ES	Futures	2080.94	2084.15	2080.41	2080.94	3220.0
2015-09-21 02:00:00	ES	Futures	2080.68	2082.28	2079.61	2082.01	4421.0
2015-09-21 02:30:00	ES	Futures	2081.75	2084.69	2079.34	2079.87	7376.0
2015-09-21 03:00:00	ES	Futures	2079.87	2086.03	2078.27	2083.62	15245.0
2015-09-21 03:30:00	ES	Futures	2083.62	2084.69	2081.48	2082.82	8542.0
2015-09-21 04:00:00	ES	Futures	2082.82	2087.1	2080.68	2085.76	10154.0
2015-09-21 04:30:00	ES	Futures	2086.03	2092.98	2086.03	2091.91	14237.0
2015-09-21 05:00:00	ES	Futures	2092.18	2093.52	2091.11	2092.72	11068.0
2015-09-21 05:30:00	ES	Futures	2092.72	2094.32	2090.84	2092.18	8097.0
2015-09-21 06:00:00	ES	Futures	2092.45	2093.52	2088.44	2090.31	8827.0
2015-09-21 06:30:00	ES	Futures	2090.58	2092.72	2088.97	2091.91	10526.0
2015-09-21 07:00:00	ES	Futures	2092.18	2098.34	2091.91	2097.53	14160.0
2015-09-21 07:30:00	ES	Futures	2097.53	2102.35	2097.53	2101.01	22965.0
2015-09-21 08:00:00	ES	Futures	2100.74	2101.81	2098.87	2099.41	19426.0
2015-09-21 08:30:00	ES	Futures	2099.41	2100.74	2097.53	2098.34	16611.0
2015-09-21 09:00:00	ES	Futures	2098.07	2098.6	2093.79	2094.05	28009.0
2015-09-21 09:30:00	ES	Futures	2094.05	2100.74	2091.65	2095.66	156635.0
2015-09-21 10:00:00	ES	Futures	2095.39	2100.48	2094.05	2098.34	88199.0
2015-09-21 10:30:00	ES	Futures	2098.34	2107.43	2098.07	2103.96	127700.0
2015-09-21 11:00:00	ES	Futures	2104.22	2106.36	2102.62	2103.42	58131.0
2015-09-21 11:30:00	ES	Futures	2103.42	2104.22	2093.79	2095.13	101279.0
2015-09-21 12:00:00	ES	Futures	2095.13	2095.13	2088.17	2092.45	85706.0
2015-09-21 12:30:00	ES	Futures	2092.45	2092.72	2080.94	2083.62	113534.0
2015-09-21 13:00:00	ES	Futures	2083.35	2091.91	2082.55	2090.58	74921.0
2015-09-21 13:30:00	ES	Futures	2090.31	2094.59	2087.9	2088.7	66188.0
2015-09-21 14:00:00	ES	Futures	2088.7	2091.38	2085.76	2088.7	59272.0
2015-09-21 14:30:00	ES	Futures	2088.97	2099.14	2087.37	2097.27	74228.0
2015-09-21 15:00:00	ES	Futures	2097.0	2098.34	2093.79	2095.93	55192.0
2015-09-21 15:30:00	ES	Futures	2096.2	2097.27	2088.17	2094.59	118878.0
2015-09-21 16:00:00	ES	Futures	2094.59	2101.81	2094.32	2101.55	74474.0
2015-09-21 16:30:00	ES	Futures	2100.74	2102.62	2100.48	2101.81	6557.0
2015-09-21 18:00:00	ES	Futures	2102.35	2103.15	2100.48	2100.48	3070.0
2015-09-21 18:30:00	ES	Futures	2100.48	2101.01	2099.67	2100.21	1337.0
2015-09-21 19:00:00	ES	Futures	2100.21	2101.28	2099.67	2100.48	1131.0
2015-09-21 19:30:00	ES	Futures	2100.21	2101.81	2100.21	2101.55	1610.0
2015-09-21 20:00:00	ES	Futures	2101.55	2101.81	2099.41	2099.94	1468.0
2015-09-21 20:30:00	ES	Futures	2099.94	2100.48	2098.87	2099.67	1555.0
2015-09-21 21:00:00	ES	Futures	2099.41	2100.21	2095.93	2096.2	3734.0
2015-09-21 21:30:00	ES	Futures	2096.2	2098.07	2096.2	2097.8	1623.0
2015-09-21 22:00:00	ES	Futures	2097.8	2098.34	2096.46	2097.8	1849.0
2015-09-21 22:30:00	ES	Futures	2097.8	2097.8	2096.73	2097.0	1170.0
2015-09-21 23:00:00	ES	Futures	2096.73	2097.8	2095.93	2097.27	1304.0
2015-09-21 23:30:00	ES	Futures	2097.0	2097.27	2095.93	2096.2	1317.0
2015-09-21 00:00:00	NQ	Futures	5103.5	5111.21	5103.2	5108.54	195.0
2015-09-21 00:30:00	NQ	Futures	5108.54	5112.39	5107.95	5108.54	195.0
2015-09-21 01:00:00	NQ	Futures	5108.54	5116.55	5108.54	5110.91	506.0
2015-09-21 01:30:00	NQ	Futures	5110.91	5118.62	5110.02	5112.1	535.0

> showing 50 of 2,801 rows — these rows as CSV

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