PREVIEW / futures_30min / 2015-09-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-22.parquet
  size:    85 KB
  rows:    2,908

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
2015-09-22 00:00:00	ES	Futures	2096.2	2096.46	2095.66	2096.2	1170.0
2015-09-22 00:30:00	ES	Futures	2096.46	2097.53	2095.93	2096.46	911.0
2015-09-22 01:00:00	ES	Futures	2096.73	2097.0	2095.93	2096.73	1049.0
2015-09-22 01:30:00	ES	Futures	2096.73	2098.6	2096.73	2097.8	1355.0
2015-09-22 02:00:00	ES	Futures	2098.07	2101.01	2097.8	2099.94	4897.0
2015-09-22 02:30:00	ES	Futures	2099.67	2099.94	2095.39	2095.93	5842.0
2015-09-22 03:00:00	ES	Futures	2095.66	2095.93	2088.44	2089.51	19842.0
2015-09-22 03:30:00	ES	Futures	2089.24	2091.11	2079.61	2082.28	25989.0
2015-09-22 04:00:00	ES	Futures	2082.01	2084.42	2071.04	2073.72	34915.0
2015-09-22 04:30:00	ES	Futures	2073.72	2075.86	2069.71	2074.79	26526.0
2015-09-22 05:00:00	ES	Futures	2074.52	2074.79	2067.83	2069.44	24418.0
2015-09-22 05:30:00	ES	Futures	2069.44	2073.72	2067.03	2068.1	22089.0
2015-09-22 06:00:00	ES	Futures	2068.1	2069.44	2063.82	2066.23	36081.0
2015-09-22 06:30:00	ES	Futures	2066.23	2071.85	2065.96	2071.85	26161.0
2015-09-22 07:00:00	ES	Futures	2072.11	2072.11	2068.1	2071.31	20602.0
2015-09-22 07:30:00	ES	Futures	2071.31	2073.72	2068.37	2072.38	17363.0
2015-09-22 08:00:00	ES	Futures	2072.38	2072.38	2065.96	2068.63	30105.0
2015-09-22 08:30:00	ES	Futures	2068.37	2069.44	2061.14	2065.16	45426.0
2015-09-22 09:00:00	ES	Futures	2064.89	2068.1	2063.55	2066.49	30762.0
2015-09-22 09:30:00	ES	Futures	2066.49	2071.85	2063.55	2068.37	201190.0
2015-09-22 10:00:00	ES	Futures	2068.37	2072.92	2062.75	2064.62	139530.0
2015-09-22 10:30:00	ES	Futures	2064.35	2064.62	2055.52	2059.27	165846.0
2015-09-22 11:00:00	ES	Futures	2059.27	2062.48	2057.4	2057.66	111535.0
2015-09-22 11:30:00	ES	Futures	2057.4	2060.88	2056.33	2059.8	100040.0
2015-09-22 12:00:00	ES	Futures	2059.54	2065.69	2057.4	2061.68	95255.0
2015-09-22 12:30:00	ES	Futures	2061.41	2062.75	2054.19	2054.45	75910.0
2015-09-22 13:00:00	ES	Futures	2054.45	2060.34	2052.58	2052.85	81301.0
2015-09-22 13:30:00	ES	Futures	2053.12	2059.8	2052.58	2058.47	75582.0
2015-09-22 14:00:00	ES	Futures	2058.47	2060.34	2054.99	2059.27	82075.0
2015-09-22 14:30:00	ES	Futures	2059.27	2063.28	2056.86	2061.68	106800.0
2015-09-22 15:00:00	ES	Futures	2061.95	2065.42	2057.93	2064.89	84199.0
2015-09-22 15:30:00	ES	Futures	2064.89	2071.04	2064.62	2066.76	189455.0
2015-09-22 16:00:00	ES	Futures	2066.76	2071.31	2066.23	2067.3	65775.0
2015-09-22 16:30:00	ES	Futures	2067.3	2067.83	2064.89	2065.42	8685.0
2015-09-22 18:00:00	ES	Futures	2066.23	2066.49	2060.07	2060.88	5396.0
2015-09-22 18:30:00	ES	Futures	2060.88	2062.48	2059.8	2062.21	1626.0
2015-09-22 19:00:00	ES	Futures	2062.48	2063.02	2060.88	2061.41	1868.0
2015-09-22 19:30:00	ES	Futures	2061.41	2063.02	2060.61	2062.75	2013.0
2015-09-22 20:00:00	ES	Futures	2062.75	2065.69	2062.75	2064.62	3057.0
2015-09-22 20:30:00	ES	Futures	2064.89	2067.56	2063.82	2066.76	2434.0
2015-09-22 21:00:00	ES	Futures	2066.76	2068.1	2064.62	2066.23	3552.0
2015-09-22 21:30:00	ES	Futures	2065.96	2066.23	2044.82	2046.69	26422.0
2015-09-22 22:00:00	ES	Futures	2046.69	2052.31	2046.43	2050.71	10777.0
2015-09-22 22:30:00	ES	Futures	2050.71	2054.19	2047.76	2052.31	7052.0
2015-09-22 23:00:00	ES	Futures	2052.31	2052.85	2048.03	2048.83	4342.0
2015-09-22 23:30:00	ES	Futures	2048.83	2050.44	2048.3	2049.37	2766.0
2015-09-22 00:00:00	NQ	Futures	5133.74	5134.34	5132.56	5133.45	185.0
2015-09-22 00:30:00	NQ	Futures	5133.74	5136.41	5132.85	5134.34	97.0
2015-09-22 01:00:00	NQ	Futures	5134.93	5137.3	5132.85	5136.41	114.0
2015-09-22 01:30:00	NQ	Futures	5136.71	5141.75	5136.41	5138.78	273.0

> showing 50 of 2,908 rows — these rows as CSV

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