PREVIEW / futures_30min / 2015-09-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-09-30.parquet
  size:    81 KB
  rows:    2,943

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
2015-09-30 00:00:00	ES	Futures	2019.94	2020.47	2018.6	2020.2	2201.0
2015-09-30 00:30:00	ES	Futures	2020.47	2022.61	2019.67	2022.34	4757.0
2015-09-30 01:00:00	ES	Futures	2022.34	2024.75	2022.34	2023.41	7325.0
2015-09-30 01:30:00	ES	Futures	2023.41	2023.95	2021.27	2023.41	5023.0
2015-09-30 02:00:00	ES	Futures	2023.41	2026.36	2022.61	2022.88	11039.0
2015-09-30 02:30:00	ES	Futures	2023.15	2025.82	2022.08	2025.82	7703.0
2015-09-30 03:00:00	ES	Futures	2025.82	2026.89	2022.34	2026.09	16854.0
2015-09-30 03:30:00	ES	Futures	2025.82	2026.89	2020.74	2022.08	10180.0
2015-09-30 04:00:00	ES	Futures	2021.81	2025.82	2020.2	2025.29	10290.0
2015-09-30 04:30:00	ES	Futures	2025.29	2029.3	2024.48	2027.43	15238.0
2015-09-30 05:00:00	ES	Futures	2027.7	2030.91	2027.16	2029.03	18630.0
2015-09-30 05:30:00	ES	Futures	2029.03	2030.91	2028.5	2029.84	9678.0
2015-09-30 06:00:00	ES	Futures	2030.1	2031.98	2028.77	2030.91	10148.0
2015-09-30 06:30:00	ES	Futures	2031.17	2032.51	2030.37	2030.91	12958.0
2015-09-30 07:00:00	ES	Futures	2030.91	2033.85	2030.64	2033.31	18447.0
2015-09-30 07:30:00	ES	Futures	2033.31	2033.31	2029.03	2029.57	17805.0
2015-09-30 08:00:00	ES	Futures	2029.57	2032.51	2028.77	2030.91	30042.0
2015-09-30 08:30:00	ES	Futures	2031.17	2031.17	2027.16	2029.03	24128.0
2015-09-30 09:00:00	ES	Futures	2029.3	2029.84	2026.89	2029.3	18552.0
2015-09-30 09:30:00	ES	Futures	2029.3	2038.4	2027.7	2031.17	238562.0
2015-09-30 10:00:00	ES	Futures	2031.44	2040.0	2030.37	2039.2	147835.0
2015-09-30 10:30:00	ES	Futures	2039.2	2041.07	2034.12	2035.99	140613.0
2015-09-30 11:00:00	ES	Futures	2035.72	2037.86	2032.51	2036.26	99289.0
2015-09-30 11:30:00	ES	Futures	2036.26	2037.6	2027.7	2030.37	123002.0
2015-09-30 12:00:00	ES	Futures	2030.37	2031.44	2023.15	2026.36	96829.0
2015-09-30 12:30:00	ES	Futures	2026.36	2027.96	2019.13	2022.61	100857.0
2015-09-30 13:00:00	ES	Futures	2022.61	2030.1	2022.08	2028.5	76634.0
2015-09-30 13:30:00	ES	Futures	2028.5	2035.72	2026.09	2034.39	81736.0
2015-09-30 14:00:00	ES	Futures	2034.39	2035.72	2029.84	2035.19	73560.0
2015-09-30 14:30:00	ES	Futures	2035.46	2037.86	2029.57	2036.79	96692.0
2015-09-30 15:00:00	ES	Futures	2037.06	2039.2	2032.51	2037.6	117542.0
2015-09-30 15:30:00	ES	Futures	2037.6	2044.82	2036.79	2043.22	339594.0
2015-09-30 16:00:00	ES	Futures	2042.95	2043.75	2036.26	2036.79	160509.0
2015-09-30 16:30:00	ES	Futures	2037.33	2037.33	2034.92	2036.26	10299.0
2015-09-30 18:00:00	ES	Futures	2036.26	2038.13	2034.92	2037.6	5225.0
2015-09-30 18:30:00	ES	Futures	2037.33	2038.67	2036.26	2037.86	3166.0
2015-09-30 19:00:00	ES	Futures	2037.6	2038.4	2037.6	2037.6	1204.0
2015-09-30 19:30:00	ES	Futures	2037.6	2038.67	2037.6	2037.6	1674.0
2015-09-30 20:00:00	ES	Futures	2037.6	2039.47	2037.06	2038.93	3673.0
2015-09-30 20:30:00	ES	Futures	2038.93	2040.0	2036.26	2039.74	5678.0
2015-09-30 21:00:00	ES	Futures	2039.74	2040.81	2038.13	2039.2	4235.0
2015-09-30 21:30:00	ES	Futures	2039.2	2048.03	2039.2	2046.69	12547.0
2015-09-30 22:00:00	ES	Futures	2046.96	2054.19	2045.89	2053.12	15573.0
2015-09-30 22:30:00	ES	Futures	2052.85	2059.0	2052.85	2056.59	13024.0
2015-09-30 23:00:00	ES	Futures	2056.59	2063.02	2055.52	2061.14	15767.0
2015-09-30 23:30:00	ES	Futures	2061.41	2061.68	2058.2	2059.0	5539.0
2015-09-30 00:00:00	NQ	Futures	4866.6	4867.79	4863.34	4866.9	300.0
2015-09-30 00:30:00	NQ	Futures	4866.9	4872.83	4866.6	4872.53	595.0
2015-09-30 01:00:00	NQ	Futures	4872.53	4878.46	4872.24	4872.83	1587.0
2015-09-30 01:30:00	NQ	Futures	4872.83	4873.72	4867.49	4873.42	695.0

> showing 50 of 2,943 rows — these rows as CSV

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