PREVIEW / futures_30min / 2015-10-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-02.parquet
  size:    73 KB
  rows:    2,458

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
2015-10-02 00:00:00	ES	Futures	2052.31	2052.31	2050.17	2050.17	2323.0
2015-10-02 00:30:00	ES	Futures	2050.17	2050.17	2047.23	2049.1	4099.0
2015-10-02 01:00:00	ES	Futures	2049.37	2051.78	2048.03	2051.51	2478.0
2015-10-02 01:30:00	ES	Futures	2051.24	2052.05	2050.17	2051.24	2190.0
2015-10-02 02:00:00	ES	Futures	2051.24	2054.19	2050.97	2053.12	7531.0
2015-10-02 02:30:00	ES	Futures	2053.38	2056.33	2052.85	2053.65	6403.0
2015-10-02 03:00:00	ES	Futures	2053.38	2058.73	2053.12	2058.2	14147.0
2015-10-02 03:30:00	ES	Futures	2058.2	2059.8	2053.38	2054.19	9900.0
2015-10-02 04:00:00	ES	Futures	2053.92	2058.2	2052.85	2057.66	6914.0
2015-10-02 04:30:00	ES	Futures	2057.4	2058.73	2055.79	2058.2	6899.0
2015-10-02 05:00:00	ES	Futures	2057.93	2059.0	2055.79	2057.13	4519.0
2015-10-02 05:30:00	ES	Futures	2057.13	2059.0	2055.52	2059.0	8636.0
2015-10-02 06:00:00	ES	Futures	2058.73	2061.14	2057.66	2059.0	8296.0
2015-10-02 06:30:00	ES	Futures	2059.0	2060.07	2057.66	2059.27	9498.0
2015-10-02 07:00:00	ES	Futures	2059.54	2059.8	2057.13	2057.93	9337.0
2015-10-02 07:30:00	ES	Futures	2057.93	2060.61	2057.13	2060.07	10078.0
2015-10-02 08:00:00	ES	Futures	2060.34	2064.09	2059.0	2062.75	24880.0
2015-10-02 08:30:00	ES	Futures	2063.28	2063.55	2023.95	2028.23	200214.0
2015-10-02 09:00:00	ES	Futures	2027.96	2028.5	2018.06	2022.88	114379.0
2015-10-02 09:30:00	ES	Futures	2022.61	2025.82	2015.39	2022.34	281656.0
2015-10-02 10:00:00	ES	Futures	2022.34	2028.77	2015.92	2021.81	210882.0
2015-10-02 10:30:00	ES	Futures	2021.81	2035.72	2020.2	2035.19	161238.0
2015-10-02 11:00:00	ES	Futures	2034.92	2039.74	2030.91	2035.99	128183.0
2015-10-02 11:30:00	ES	Futures	2035.99	2041.61	2033.58	2037.33	104550.0
2015-10-02 12:00:00	ES	Futures	2037.33	2047.5	2036.53	2045.89	109228.0
2015-10-02 12:30:00	ES	Futures	2045.89	2055.52	2045.36	2053.65	162753.0
2015-10-02 13:00:00	ES	Futures	2053.92	2061.95	2052.85	2056.59	123507.0
2015-10-02 13:30:00	ES	Futures	2056.59	2058.73	2051.78	2054.19	83404.0
2015-10-02 14:00:00	ES	Futures	2054.19	2060.61	2052.85	2058.73	80942.0
2015-10-02 14:30:00	ES	Futures	2058.73	2061.14	2054.99	2055.26	61414.0
2015-10-02 15:00:00	ES	Futures	2055.26	2071.31	2054.45	2071.31	143119.0
2015-10-02 15:30:00	ES	Futures	2071.31	2078.8	2069.97	2078.54	220180.0
2015-10-02 16:00:00	ES	Futures	2078.54	2080.41	2075.32	2079.61	88973.0
2015-10-02 16:30:00	ES	Futures	2078.54	2079.87	2077.47	2079.61	12240.0
2015-10-02 00:00:00	NQ	Futures	4973.34	4973.93	4967.71	4968.3	367.0
2015-10-02 00:30:00	NQ	Futures	4968.3	4968.3	4959.41	4964.74	938.0
2015-10-02 01:00:00	NQ	Futures	4965.34	4972.45	4962.37	4970.67	433.0
2015-10-02 01:30:00	NQ	Futures	4970.38	4973.04	4968.89	4972.45	551.0
2015-10-02 02:00:00	NQ	Futures	4971.86	4978.97	4970.67	4976.9	1084.0
2015-10-02 02:30:00	NQ	Futures	4977.19	4984.9	4976.9	4979.86	848.0
2015-10-02 03:00:00	NQ	Futures	4978.38	4993.8	4977.49	4992.61	2837.0
2015-10-02 03:30:00	NQ	Futures	4992.91	4995.87	4980.16	4982.24	1828.0
2015-10-02 04:00:00	NQ	Futures	4981.94	4989.35	4977.79	4987.87	1512.0
2015-10-02 04:30:00	NQ	Futures	4987.57	4992.02	4984.01	4989.94	1116.0
2015-10-02 05:00:00	NQ	Futures	4990.54	4992.61	4984.01	4988.76	1052.0
2015-10-02 05:30:00	NQ	Futures	4988.46	4991.43	4983.42	4991.13	1188.0
2015-10-02 06:00:00	NQ	Futures	4991.43	4997.36	4988.76	4993.5	1050.0
2015-10-02 06:30:00	NQ	Futures	4993.5	4995.58	4989.94	4992.91	1123.0
2015-10-02 07:00:00	NQ	Futures	4993.21	4994.39	4987.57	4989.94	1311.0
2015-10-02 07:30:00	NQ	Futures	4989.65	4994.39	4987.57	4993.5	928.0

> showing 50 of 2,458 rows — these rows as CSV

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