PREVIEW / futures_30min / 2015-10-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-01.parquet
  size:    83 KB
  rows:    2,949

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
2015-10-01 00:00:00	ES	Futures	2059.0	2060.07	2058.2	2059.8	3327.0
2015-10-01 00:30:00	ES	Futures	2060.07	2061.68	2059.0	2059.54	4976.0
2015-10-01 01:00:00	ES	Futures	2059.54	2061.14	2058.73	2059.27	3019.0
2015-10-01 01:30:00	ES	Futures	2059.27	2061.14	2058.2	2059.54	3752.0
2015-10-01 02:00:00	ES	Futures	2059.8	2060.34	2057.4	2059.8	8423.0
2015-10-01 02:30:00	ES	Futures	2060.07	2064.09	2059.8	2063.02	12279.0
2015-10-01 03:00:00	ES	Futures	2063.28	2063.82	2060.07	2063.02	14815.0
2015-10-01 03:30:00	ES	Futures	2062.75	2065.16	2062.48	2063.02	10211.0
2015-10-01 04:00:00	ES	Futures	2063.02	2063.28	2055.52	2055.79	13671.0
2015-10-01 04:30:00	ES	Futures	2056.06	2060.07	2055.79	2058.2	11415.0
2015-10-01 05:00:00	ES	Futures	2058.2	2061.95	2058.2	2060.07	13909.0
2015-10-01 05:30:00	ES	Futures	2060.07	2060.34	2057.4	2057.93	7590.0
2015-10-01 06:00:00	ES	Futures	2057.93	2059.0	2054.19	2055.52	10830.0
2015-10-01 06:30:00	ES	Futures	2055.52	2057.4	2053.38	2056.86	15460.0
2015-10-01 07:00:00	ES	Futures	2056.59	2057.66	2049.1	2049.64	30347.0
2015-10-01 07:30:00	ES	Futures	2049.37	2050.17	2045.89	2046.43	33641.0
2015-10-01 08:00:00	ES	Futures	2046.16	2048.03	2043.48	2046.69	34435.0
2015-10-01 08:30:00	ES	Futures	2046.43	2049.1	2043.48	2045.62	35289.0
2015-10-01 09:00:00	ES	Futures	2045.89	2048.3	2044.55	2047.76	24969.0
2015-10-01 09:30:00	ES	Futures	2047.5	2052.05	2036.26	2036.79	230368.0
2015-10-01 10:00:00	ES	Futures	2037.06	2046.96	2031.71	2045.09	218602.0
2015-10-01 10:30:00	ES	Futures	2045.09	2046.69	2035.46	2035.46	136658.0
2015-10-01 11:00:00	ES	Futures	2035.46	2039.74	2033.05	2035.99	128660.0
2015-10-01 11:30:00	ES	Futures	2036.26	2038.93	2026.63	2029.3	139732.0
2015-10-01 12:00:00	ES	Futures	2029.3	2030.1	2023.15	2028.5	115494.0
2015-10-01 12:30:00	ES	Futures	2028.77	2031.98	2027.43	2029.84	59831.0
2015-10-01 13:00:00	ES	Futures	2029.84	2030.1	2024.75	2026.36	68008.0
2015-10-01 13:30:00	ES	Futures	2026.63	2035.19	2025.82	2034.65	81449.0
2015-10-01 14:00:00	ES	Futures	2034.65	2041.88	2032.51	2038.13	100499.0
2015-10-01 14:30:00	ES	Futures	2038.4	2045.09	2036.79	2043.75	80695.0
2015-10-01 15:00:00	ES	Futures	2043.75	2046.69	2041.07	2042.41	95184.0
2015-10-01 15:30:00	ES	Futures	2042.14	2049.37	2037.06	2048.03	149996.0
2015-10-01 16:00:00	ES	Futures	2048.3	2052.05	2047.76	2051.24	55564.0
2015-10-01 16:30:00	ES	Futures	2051.78	2053.65	2051.24	2052.05	7935.0
2015-10-01 18:00:00	ES	Futures	2051.78	2052.58	2050.97	2051.51	2562.0
2015-10-01 18:30:00	ES	Futures	2051.24	2052.85	2050.97	2052.31	982.0
2015-10-01 19:00:00	ES	Futures	2052.31	2052.85	2050.97	2051.51	1114.0
2015-10-01 19:30:00	ES	Futures	2051.78	2054.72	2049.9	2050.71	3699.0
2015-10-01 20:00:00	ES	Futures	2050.71	2058.2	2050.44	2057.13	6912.0
2015-10-01 20:30:00	ES	Futures	2056.86	2057.13	2051.78	2053.92	4906.0
2015-10-01 21:00:00	ES	Futures	2054.19	2056.59	2053.38	2055.79	3003.0
2015-10-01 21:30:00	ES	Futures	2056.06	2056.06	2052.58	2054.19	4104.0
2015-10-01 22:00:00	ES	Futures	2054.19	2056.06	2052.85	2055.52	2752.0
2015-10-01 22:30:00	ES	Futures	2055.52	2056.06	2054.19	2054.45	1938.0
2015-10-01 23:00:00	ES	Futures	2054.45	2054.72	2050.71	2052.31	2720.0
2015-10-01 23:30:00	ES	Futures	2052.31	2053.12	2051.51	2052.05	2233.0
2015-10-01 00:00:00	NQ	Futures	4989.65	4991.72	4987.87	4991.13	847.0
2015-10-01 00:30:00	NQ	Futures	4991.72	4996.76	4987.87	4989.05	1366.0
2015-10-01 01:00:00	NQ	Futures	4989.65	4993.5	4987.57	4991.13	941.0
2015-10-01 01:30:00	NQ	Futures	4990.54	4995.58	4988.16	4991.13	947.0

> showing 50 of 2,949 rows — these rows as CSV

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