PREVIEW / futures_30min / 2015-09-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-23.parquet
  size:    78 KB
  rows:    2,830

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
2015-09-23 00:00:00	ES	Futures	2049.37	2050.44	2048.83	2048.83	1578.0
2015-09-23 00:30:00	ES	Futures	2049.1	2049.37	2046.96	2048.03	2345.0
2015-09-23 01:00:00	ES	Futures	2048.3	2049.37	2047.23	2048.3	2356.0
2015-09-23 01:30:00	ES	Futures	2048.3	2050.97	2048.03	2049.9	3852.0
2015-09-23 02:00:00	ES	Futures	2049.64	2057.4	2049.1	2055.26	11962.0
2015-09-23 02:30:00	ES	Futures	2055.26	2058.73	2053.65	2057.13	6404.0
2015-09-23 03:00:00	ES	Futures	2057.13	2062.75	2054.72	2061.68	24444.0
2015-09-23 03:30:00	ES	Futures	2061.41	2065.42	2059.54	2064.35	19925.0
2015-09-23 04:00:00	ES	Futures	2064.35	2067.3	2062.75	2064.62	13977.0
2015-09-23 04:30:00	ES	Futures	2064.62	2075.32	2064.09	2072.65	29851.0
2015-09-23 05:00:00	ES	Futures	2072.65	2072.92	2069.17	2069.71	9342.0
2015-09-23 05:30:00	ES	Futures	2069.97	2073.72	2069.44	2072.11	8740.0
2015-09-23 06:00:00	ES	Futures	2072.11	2072.38	2067.83	2068.37	7350.0
2015-09-23 06:30:00	ES	Futures	2068.37	2073.72	2068.1	2073.72	11424.0
2015-09-23 07:00:00	ES	Futures	2073.72	2078.27	2072.92	2075.86	28873.0
2015-09-23 07:30:00	ES	Futures	2075.86	2075.86	2066.23	2069.17	34346.0
2015-09-23 08:00:00	ES	Futures	2069.44	2074.25	2067.56	2073.18	21866.0
2015-09-23 08:30:00	ES	Futures	2072.92	2073.99	2069.97	2070.24	24347.0
2015-09-23 09:00:00	ES	Futures	2069.97	2072.11	2063.02	2068.9	42456.0
2015-09-23 09:30:00	ES	Futures	2069.17	2070.51	2061.41	2065.69	133704.0
2015-09-23 10:00:00	ES	Futures	2065.96	2071.85	2064.89	2070.24	89068.0
2015-09-23 10:30:00	ES	Futures	2070.24	2075.06	2068.9	2072.38	86088.0
2015-09-23 11:00:00	ES	Futures	2072.11	2072.92	2062.48	2063.82	84555.0
2015-09-23 11:30:00	ES	Futures	2063.55	2063.82	2057.13	2059.8	79051.0
2015-09-23 12:00:00	ES	Futures	2059.8	2060.07	2055.79	2058.73	66283.0
2015-09-23 12:30:00	ES	Futures	2058.47	2061.14	2057.4	2060.34	40176.0
2015-09-23 13:00:00	ES	Futures	2060.34	2064.35	2057.93	2058.73	54113.0
2015-09-23 13:30:00	ES	Futures	2058.47	2068.1	2058.47	2065.69	65259.0
2015-09-23 14:00:00	ES	Futures	2065.42	2070.78	2064.62	2065.16	65994.0
2015-09-23 14:30:00	ES	Futures	2065.16	2067.83	2060.88	2063.02	58539.0
2015-09-23 15:00:00	ES	Futures	2062.75	2065.69	2060.07	2063.02	70687.0
2015-09-23 15:30:00	ES	Futures	2063.02	2067.03	2060.88	2063.28	95805.0
2015-09-23 16:00:00	ES	Futures	2063.28	2065.96	2062.48	2064.89	49639.0
2015-09-23 16:30:00	ES	Futures	2064.09	2067.56	2064.09	2067.3	7425.0
2015-09-23 18:00:00	ES	Futures	2067.56	2070.78	2066.49	2068.37	2700.0
2015-09-23 18:30:00	ES	Futures	2068.63	2068.9	2065.96	2066.49	1221.0
2015-09-23 19:00:00	ES	Futures	2066.76	2067.83	2066.23	2067.03	876.0
2015-09-23 19:30:00	ES	Futures	2067.03	2067.03	2064.35	2065.16	1465.0
2015-09-23 20:00:00	ES	Futures	2065.16	2069.44	2064.89	2068.37	4950.0
2015-09-23 20:30:00	ES	Futures	2068.1	2068.63	2061.14	2061.41	6068.0
2015-09-23 21:00:00	ES	Futures	2061.68	2065.42	2061.14	2064.35	5145.0
2015-09-23 21:30:00	ES	Futures	2064.09	2066.49	2063.28	2064.62	3468.0
2015-09-23 22:00:00	ES	Futures	2064.35	2064.62	2057.13	2058.2	6902.0
2015-09-23 22:30:00	ES	Futures	2057.93	2057.93	2055.26	2057.4	4934.0
2015-09-23 23:00:00	ES	Futures	2057.13	2057.66	2051.78	2054.45	8096.0
2015-09-23 23:30:00	ES	Futures	2054.45	2057.66	2054.45	2057.13	3892.0
2015-09-23 00:00:00	NQ	Futures	5015.74	5019.3	5015.15	5015.44	237.0
2015-09-23 00:30:00	NQ	Futures	5016.04	5016.04	5010.7	5013.07	389.0
2015-09-23 01:00:00	NQ	Futures	5013.07	5016.04	5010.4	5013.66	363.0
2015-09-23 01:30:00	NQ	Futures	5013.37	5019.3	5012.77	5017.22	819.0

> showing 50 of 2,830 rows — these rows as CSV

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