PREVIEW / futures_30min / 2015-09-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-28.parquet
  size:    85 KB
  rows:    2,941

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
2015-09-28 00:00:00	ES	Futures	2050.71	2052.85	2050.44	2051.78	3594.0
2015-09-28 00:30:00	ES	Futures	2051.78	2052.05	2050.97	2051.51	1300.0
2015-09-28 01:00:00	ES	Futures	2051.24	2055.26	2051.24	2053.38	3628.0
2015-09-28 01:30:00	ES	Futures	2053.38	2054.72	2050.71	2054.45	3375.0
2015-09-28 02:00:00	ES	Futures	2054.45	2059.27	2052.31	2058.73	10042.0
2015-09-28 02:30:00	ES	Futures	2058.73	2061.41	2057.93	2060.61	6974.0
2015-09-28 03:00:00	ES	Futures	2060.61	2063.55	2055.79	2057.93	18873.0
2015-09-28 03:30:00	ES	Futures	2057.93	2065.42	2056.33	2056.59	17567.0
2015-09-28 04:00:00	ES	Futures	2056.86	2060.34	2056.33	2056.59	7231.0
2015-09-28 04:30:00	ES	Futures	2056.86	2056.86	2048.83	2051.24	17321.0
2015-09-28 05:00:00	ES	Futures	2051.24	2052.31	2045.09	2045.62	13934.0
2015-09-28 05:30:00	ES	Futures	2045.62	2047.76	2043.22	2044.55	14411.0
2015-09-28 06:00:00	ES	Futures	2044.55	2047.5	2040.27	2041.34	13102.0
2015-09-28 06:30:00	ES	Futures	2041.34	2041.61	2037.6	2040.54	21645.0
2015-09-28 07:00:00	ES	Futures	2040.81	2046.16	2040.27	2045.62	24884.0
2015-09-28 07:30:00	ES	Futures	2045.36	2046.69	2035.99	2039.47	33177.0
2015-09-28 08:00:00	ES	Futures	2039.74	2043.22	2038.93	2040.81	22121.0
2015-09-28 08:30:00	ES	Futures	2040.54	2046.43	2039.47	2044.55	27438.0
2015-09-28 09:00:00	ES	Futures	2044.55	2047.23	2040.27	2044.55	35045.0
2015-09-28 09:30:00	ES	Futures	2044.82	2046.16	2032.78	2033.31	204802.0
2015-09-28 10:00:00	ES	Futures	2033.31	2034.65	2025.82	2031.71	192742.0
2015-09-28 10:30:00	ES	Futures	2031.71	2032.51	2026.09	2031.71	115331.0
2015-09-28 11:00:00	ES	Futures	2031.44	2035.19	2020.2	2021.54	154704.0
2015-09-28 11:30:00	ES	Futures	2021.54	2023.15	2018.87	2019.4	112485.0
2015-09-28 12:00:00	ES	Futures	2019.13	2020.2	2014.32	2016.73	105696.0
2015-09-28 12:30:00	ES	Futures	2016.99	2017.26	2010.84	2011.37	118560.0
2015-09-28 13:00:00	ES	Futures	2011.11	2017.53	2009.77	2011.37	113565.0
2015-09-28 13:30:00	ES	Futures	2011.37	2016.19	2007.9	2007.9	105277.0
2015-09-28 14:00:00	ES	Futures	2007.9	2009.23	2001.47	2007.36	160038.0
2015-09-28 14:30:00	ES	Futures	2007.36	2013.25	2004.15	2005.75	127658.0
2015-09-28 15:00:00	ES	Futures	2005.75	2006.82	2000.14	2002.01	128923.0
2015-09-28 15:30:00	ES	Futures	2002.01	2011.11	2001.74	2002.81	228819.0
2015-09-28 16:00:00	ES	Futures	2003.08	2008.16	2002.01	2003.08	99099.0
2015-09-28 16:30:00	ES	Futures	2002.81	2006.82	2002.54	2006.56	8725.0
2015-09-28 18:00:00	ES	Futures	2008.16	2010.57	2006.82	2009.77	4962.0
2015-09-28 18:30:00	ES	Futures	2010.04	2011.37	2008.43	2009.77	2712.0
2015-09-28 19:00:00	ES	Futures	2009.77	2010.3	2008.7	2009.5	1101.0
2015-09-28 19:30:00	ES	Futures	2009.5	2010.84	2008.43	2009.77	2699.0
2015-09-28 20:00:00	ES	Futures	2009.5	2010.04	2003.08	2004.15	8290.0
2015-09-28 20:30:00	ES	Futures	2004.15	2006.82	2003.61	2004.95	3824.0
2015-09-28 21:00:00	ES	Futures	2004.95	2005.22	1996.66	1999.87	12580.0
2015-09-28 21:30:00	ES	Futures	1999.87	2003.88	1998.8	2003.08	9481.0
2015-09-28 22:00:00	ES	Futures	2003.35	2005.49	2002.28	2004.95	5103.0
2015-09-28 22:30:00	ES	Futures	2004.95	2005.22	2000.94	2001.74	3654.0
2015-09-28 23:00:00	ES	Futures	2002.01	2004.42	2001.21	2002.01	2091.0
2015-09-28 23:30:00	ES	Futures	2001.74	2002.01	1999.07	2000.14	3384.0
2015-09-28 00:00:00	NQ	Futures	4988.46	4992.61	4986.39	4989.35	832.0
2015-09-28 00:30:00	NQ	Futures	4988.76	4989.35	4986.98	4988.46	174.0
2015-09-28 01:00:00	NQ	Futures	4989.05	4999.73	4988.76	4994.69	743.0
2015-09-28 01:30:00	NQ	Futures	4994.69	4997.95	4988.16	4997.06	687.0

> showing 50 of 2,941 rows — these rows as CSV

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