PREVIEW / futures_30min / 2015-10-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-05.parquet
  size:    82 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
2015-10-05 00:00:00	ES	Futures	2081.75	2084.15	2080.14	2083.35	3381.0
2015-10-05 00:30:00	ES	Futures	2083.35	2083.62	2081.21	2081.48	1551.0
2015-10-05 01:00:00	ES	Futures	2081.75	2082.01	2076.66	2079.34	3302.0
2015-10-05 01:30:00	ES	Futures	2079.34	2080.14	2076.66	2079.87	2441.0
2015-10-05 02:00:00	ES	Futures	2079.87	2080.94	2078.54	2079.61	5180.0
2015-10-05 02:30:00	ES	Futures	2079.34	2080.94	2078.54	2080.41	3814.0
2015-10-05 03:00:00	ES	Futures	2080.14	2080.68	2074.25	2077.2	17847.0
2015-10-05 03:30:00	ES	Futures	2077.2	2086.56	2076.93	2083.62	16074.0
2015-10-05 04:00:00	ES	Futures	2083.89	2086.56	2079.34	2080.94	15724.0
2015-10-05 04:30:00	ES	Futures	2080.94	2085.22	2080.41	2083.35	9471.0
2015-10-05 05:00:00	ES	Futures	2083.35	2086.3	2082.55	2084.15	7430.0
2015-10-05 05:30:00	ES	Futures	2084.15	2090.58	2083.89	2089.77	13755.0
2015-10-05 06:00:00	ES	Futures	2089.51	2091.91	2088.7	2090.58	10032.0
2015-10-05 06:30:00	ES	Futures	2090.58	2091.38	2088.97	2090.04	10327.0
2015-10-05 07:00:00	ES	Futures	2090.31	2095.93	2089.77	2094.86	22849.0
2015-10-05 07:30:00	ES	Futures	2094.59	2095.66	2092.72	2095.39	16699.0
2015-10-05 08:00:00	ES	Futures	2095.39	2097.0	2091.65	2092.98	23060.0
2015-10-05 08:30:00	ES	Futures	2092.98	2096.46	2090.84	2094.59	40749.0
2015-10-05 09:00:00	ES	Futures	2094.59	2095.66	2092.45	2094.32	30593.0
2015-10-05 09:30:00	ES	Futures	2094.59	2104.49	2092.72	2103.42	223152.0
2015-10-05 10:00:00	ES	Futures	2103.42	2106.63	2099.67	2104.49	150867.0
2015-10-05 10:30:00	ES	Futures	2104.76	2105.56	2098.34	2102.08	114438.0
2015-10-05 11:00:00	ES	Futures	2102.08	2105.83	2101.55	2102.88	90400.0
2015-10-05 11:30:00	ES	Futures	2103.15	2105.56	2101.28	2105.29	77014.0
2015-10-05 12:00:00	ES	Futures	2105.03	2108.5	2104.49	2106.36	72914.0
2015-10-05 12:30:00	ES	Futures	2106.63	2109.31	2105.56	2106.9	56473.0
2015-10-05 13:00:00	ES	Futures	2106.9	2112.25	2105.56	2110.38	70068.0
2015-10-05 13:30:00	ES	Futures	2110.38	2113.05	2109.31	2111.98	56214.0
2015-10-05 14:00:00	ES	Futures	2111.98	2116.26	2110.91	2115.73	67191.0
2015-10-05 14:30:00	ES	Futures	2116.0	2118.4	2114.39	2115.73	79314.0
2015-10-05 15:00:00	ES	Futures	2116.0	2118.4	2113.86	2116.0	82151.0
2015-10-05 15:30:00	ES	Futures	2116.0	2119.21	2114.39	2116.8	136528.0
2015-10-05 16:00:00	ES	Futures	2116.53	2117.6	2112.52	2114.12	86602.0
2015-10-05 16:30:00	ES	Futures	2114.39	2115.19	2113.32	2114.39	5375.0
2015-10-05 18:00:00	ES	Futures	2111.71	2112.25	2109.31	2111.45	5141.0
2015-10-05 18:30:00	ES	Futures	2111.18	2111.45	2110.64	2110.91	679.0
2015-10-05 19:00:00	ES	Futures	2110.91	2111.45	2109.57	2109.84	1689.0
2015-10-05 19:30:00	ES	Futures	2109.84	2111.98	2109.84	2111.45	1622.0
2015-10-05 20:00:00	ES	Futures	2111.45	2114.12	2109.31	2111.98	5710.0
2015-10-05 20:30:00	ES	Futures	2111.98	2113.05	2109.57	2109.84	3007.0
2015-10-05 21:00:00	ES	Futures	2109.84	2111.45	2109.04	2109.57	2631.0
2015-10-05 21:30:00	ES	Futures	2109.57	2109.84	2106.63	2107.7	5559.0
2015-10-05 22:00:00	ES	Futures	2107.7	2109.31	2107.17	2109.04	2588.0
2015-10-05 22:30:00	ES	Futures	2108.77	2109.31	2106.63	2107.43	2533.0
2015-10-05 23:00:00	ES	Futures	2107.7	2108.24	2105.83	2106.63	3239.0
2015-10-05 23:30:00	ES	Futures	2106.9	2108.24	2105.56	2107.7	4793.0
2015-10-05 00:00:00	NQ	Futures	5062.88	5069.4	5058.73	5067.62	867.0
2015-10-05 00:30:00	NQ	Futures	5067.92	5068.51	5063.18	5063.18	492.0
2015-10-05 01:00:00	NQ	Futures	5063.47	5064.07	5051.32	5056.95	1209.0
2015-10-05 01:30:00	NQ	Futures	5057.54	5061.1	5051.32	5061.1	880.0

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

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