PREVIEW / futures_30min / 2015-09-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-24.parquet
  size:    86 KB
  rows:    2,951

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
2015-09-24 00:00:00	ES	Futures	2057.13	2060.34	2055.79	2059.0	3908.0
2015-09-24 00:30:00	ES	Futures	2059.0	2059.27	2057.93	2057.93	1759.0
2015-09-24 01:00:00	ES	Futures	2057.93	2059.0	2056.33	2058.47	2030.0
2015-09-24 01:30:00	ES	Futures	2058.2	2058.73	2056.86	2057.66	2277.0
2015-09-24 02:00:00	ES	Futures	2057.4	2062.21	2057.4	2060.61	8403.0
2015-09-24 02:30:00	ES	Futures	2060.61	2061.14	2057.66	2060.07	3924.0
2015-09-24 03:00:00	ES	Futures	2060.07	2063.02	2055.26	2057.93	24281.0
2015-09-24 03:30:00	ES	Futures	2057.66	2060.34	2054.45	2058.2	10276.0
2015-09-24 04:00:00	ES	Futures	2058.2	2072.38	2058.2	2068.63	24609.0
2015-09-24 04:30:00	ES	Futures	2068.63	2069.71	2063.55	2065.42	11711.0
2015-09-24 05:00:00	ES	Futures	2065.42	2067.56	2058.73	2060.34	11941.0
2015-09-24 05:30:00	ES	Futures	2060.34	2061.68	2056.86	2059.8	11712.0
2015-09-24 06:00:00	ES	Futures	2060.07	2061.14	2052.85	2053.92	12773.0
2015-09-24 06:30:00	ES	Futures	2053.92	2053.92	2046.96	2050.44	36672.0
2015-09-24 07:00:00	ES	Futures	2050.44	2050.71	2041.61	2044.29	36327.0
2015-09-24 07:30:00	ES	Futures	2044.29	2049.37	2044.02	2048.03	21252.0
2015-09-24 08:00:00	ES	Futures	2048.03	2049.9	2045.09	2046.96	21138.0
2015-09-24 08:30:00	ES	Futures	2046.96	2049.37	2041.88	2047.76	50539.0
2015-09-24 09:00:00	ES	Futures	2047.76	2048.03	2043.48	2047.76	38786.0
2015-09-24 09:30:00	ES	Futures	2047.76	2050.97	2036.26	2039.74	218701.0
2015-09-24 10:00:00	ES	Futures	2039.74	2044.02	2034.65	2035.99	181516.0
2015-09-24 10:30:00	ES	Futures	2035.72	2040.0	2032.78	2033.85	149444.0
2015-09-24 11:00:00	ES	Futures	2033.85	2037.86	2030.64	2033.85	138849.0
2015-09-24 11:30:00	ES	Futures	2034.12	2041.34	2033.58	2040.27	110785.0
2015-09-24 12:00:00	ES	Futures	2040.54	2044.02	2039.47	2043.48	76375.0
2015-09-24 12:30:00	ES	Futures	2043.48	2048.57	2038.67	2038.93	118140.0
2015-09-24 13:00:00	ES	Futures	2038.93	2042.68	2035.72	2038.67	82258.0
2015-09-24 13:30:00	ES	Futures	2038.67	2045.62	2037.06	2042.68	80739.0
2015-09-24 14:00:00	ES	Futures	2042.68	2051.78	2040.54	2050.17	103526.0
2015-09-24 14:30:00	ES	Futures	2049.9	2062.21	2046.96	2058.73	164513.0
2015-09-24 15:00:00	ES	Futures	2058.47	2061.68	2048.57	2059.54	157955.0
2015-09-24 15:30:00	ES	Futures	2059.8	2061.14	2052.31	2056.59	172321.0
2015-09-24 16:00:00	ES	Futures	2056.59	2058.2	2052.31	2054.45	66912.0
2015-09-24 16:30:00	ES	Futures	2055.52	2057.66	2053.65	2054.72	8849.0
2015-09-24 18:00:00	ES	Futures	2047.76	2059.0	2047.23	2058.2	18322.0
2015-09-24 18:30:00	ES	Futures	2058.2	2063.55	2057.4	2060.07	7332.0
2015-09-24 19:00:00	ES	Futures	2060.07	2060.61	2054.99	2057.4	4364.0
2015-09-24 19:30:00	ES	Futures	2057.66	2061.14	2056.59	2059.8	2739.0
2015-09-24 20:00:00	ES	Futures	2060.07	2063.28	2058.73	2060.34	8067.0
2015-09-24 20:30:00	ES	Futures	2060.34	2061.14	2057.13	2058.2	3947.0
2015-09-24 21:00:00	ES	Futures	2058.2	2059.27	2055.79	2056.06	4754.0
2015-09-24 21:30:00	ES	Futures	2056.33	2057.4	2054.19	2056.06	5605.0
2015-09-24 22:00:00	ES	Futures	2055.79	2058.73	2052.85	2056.86	8167.0
2015-09-24 22:30:00	ES	Futures	2056.86	2059.0	2054.72	2058.2	2972.0
2015-09-24 23:00:00	ES	Futures	2058.2	2058.73	2054.45	2056.06	2786.0
2015-09-24 23:30:00	ES	Futures	2056.33	2057.66	2055.26	2056.33	2714.0
2015-09-24 00:00:00	NQ	Futures	5039.46	5046.87	5036.79	5043.31	907.0
2015-09-24 00:30:00	NQ	Futures	5043.02	5043.02	5038.27	5038.57	512.0
2015-09-24 01:00:00	NQ	Futures	5038.86	5042.13	5034.42	5041.53	433.0
2015-09-24 01:30:00	NQ	Futures	5041.24	5041.24	5035.01	5035.6	1000.0

> showing 50 of 2,951 rows — these rows as CSV

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