PREVIEW / futures_30min / 2015-09-25

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-25.parquet
  size:    71 KB
  rows:    2,415

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
2015-09-25 00:00:00	ES	Futures	2056.33	2058.2	2055.79	2057.13	2042.0
2015-09-25 00:30:00	ES	Futures	2057.13	2059.8	2056.59	2059.0	2971.0
2015-09-25 01:00:00	ES	Futures	2058.73	2061.41	2058.2	2060.61	4736.0
2015-09-25 01:30:00	ES	Futures	2060.34	2062.75	2059.8	2062.48	3419.0
2015-09-25 02:00:00	ES	Futures	2062.21	2066.76	2061.68	2065.42	13721.0
2015-09-25 02:30:00	ES	Futures	2065.69	2067.3	2064.35	2067.03	6745.0
2015-09-25 03:00:00	ES	Futures	2066.76	2068.63	2062.75	2067.3	21159.0
2015-09-25 03:30:00	ES	Futures	2067.3	2072.11	2065.42	2067.56	19870.0
2015-09-25 04:00:00	ES	Futures	2067.83	2077.47	2067.3	2074.52	26393.0
2015-09-25 04:30:00	ES	Futures	2074.52	2088.17	2073.18	2084.15	38982.0
2015-09-25 05:00:00	ES	Futures	2084.42	2086.83	2082.01	2083.35	27644.0
2015-09-25 05:30:00	ES	Futures	2083.62	2086.56	2083.35	2083.35	13176.0
2015-09-25 06:00:00	ES	Futures	2083.35	2083.89	2079.87	2080.41	12742.0
2015-09-25 06:30:00	ES	Futures	2080.41	2081.48	2077.73	2078.54	17610.0
2015-09-25 07:00:00	ES	Futures	2078.27	2079.34	2075.06	2078.54	24131.0
2015-09-25 07:30:00	ES	Futures	2078.54	2084.96	2078.27	2083.08	26268.0
2015-09-25 08:00:00	ES	Futures	2083.08	2083.62	2078.54	2079.87	24957.0
2015-09-25 08:30:00	ES	Futures	2080.14	2082.28	2075.59	2077.73	33652.0
2015-09-25 09:00:00	ES	Futures	2077.47	2078.8	2074.25	2074.79	37984.0
2015-09-25 09:30:00	ES	Futures	2075.06	2076.93	2067.56	2072.65	243415.0
2015-09-25 10:00:00	ES	Futures	2072.38	2074.79	2066.49	2068.63	121201.0
2015-09-25 10:30:00	ES	Futures	2068.37	2075.86	2066.49	2075.59	123020.0
2015-09-25 11:00:00	ES	Futures	2075.32	2075.86	2071.31	2073.99	65062.0
2015-09-25 11:30:00	ES	Futures	2073.72	2074.25	2069.44	2072.92	67938.0
2015-09-25 12:00:00	ES	Futures	2073.18	2073.18	2067.56	2069.97	56572.0
2015-09-25 12:30:00	ES	Futures	2069.97	2074.79	2069.97	2073.72	50273.0
2015-09-25 13:00:00	ES	Futures	2073.99	2079.07	2073.72	2074.52	79465.0
2015-09-25 13:30:00	ES	Futures	2074.79	2075.59	2072.11	2073.45	57555.0
2015-09-25 14:00:00	ES	Futures	2073.45	2076.39	2060.61	2061.41	127303.0
2015-09-25 14:30:00	ES	Futures	2061.41	2063.55	2049.9	2057.66	196265.0
2015-09-25 15:00:00	ES	Futures	2057.93	2058.47	2044.55	2053.12	193977.0
2015-09-25 15:30:00	ES	Futures	2053.12	2060.61	2051.51	2055.79	198170.0
2015-09-25 16:00:00	ES	Futures	2055.52	2057.66	2053.65	2053.92	55906.0
2015-09-25 16:30:00	ES	Futures	2054.19	2054.19	2049.1	2049.9	9451.0
2015-09-25 00:00:00	NQ	Futures	5041.83	5047.17	5040.05	5044.5	508.0
2015-09-25 00:30:00	NQ	Futures	5043.91	5051.61	5043.02	5049.84	820.0
2015-09-25 01:00:00	NQ	Futures	5048.95	5054.88	5048.65	5053.1	1055.0
2015-09-25 01:30:00	NQ	Futures	5052.5	5059.92	5051.02	5058.73	809.0
2015-09-25 02:00:00	NQ	Futures	5059.03	5066.74	5055.17	5063.77	1756.0
2015-09-25 02:30:00	NQ	Futures	5064.07	5068.22	5061.1	5067.03	1021.0
2015-09-25 03:00:00	NQ	Futures	5066.74	5071.48	5056.65	5068.81	3555.0
2015-09-25 03:30:00	NQ	Futures	5068.81	5081.26	5063.18	5070.0	3350.0
2015-09-25 04:00:00	NQ	Futures	5069.7	5090.75	5068.22	5084.23	3569.0
2015-09-25 04:30:00	NQ	Futures	5083.93	5118.32	5081.26	5111.21	6206.0
2015-09-25 05:00:00	NQ	Futures	5111.51	5114.47	5099.05	5101.42	4588.0
2015-09-25 05:30:00	NQ	Futures	5102.02	5108.24	5099.94	5100.83	1736.0
2015-09-25 06:00:00	NQ	Futures	5100.54	5101.42	5092.53	5093.72	2108.0
2015-09-25 06:30:00	NQ	Futures	5094.01	5096.09	5088.08	5089.86	2989.0
2015-09-25 07:00:00	NQ	Futures	5090.16	5093.12	5083.04	5091.64	2620.0
2015-09-25 07:30:00	NQ	Futures	5091.94	5105.87	5091.64	5103.2	3779.0

> showing 50 of 2,415 rows — these rows as CSV

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