PREVIEW / futures_30min / 2015-10-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-06.parquet
  size:    80 KB
  rows:    2,990

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
2015-10-06 00:00:00	ES	Futures	2107.7	2110.11	2107.17	2109.04	2997.0
2015-10-06 00:30:00	ES	Futures	2109.31	2110.38	2107.97	2109.04	2562.0
2015-10-06 01:00:00	ES	Futures	2108.77	2109.84	2107.43	2109.84	2217.0
2015-10-06 01:30:00	ES	Futures	2109.84	2109.84	2104.76	2105.83	3634.0
2015-10-06 02:00:00	ES	Futures	2105.83	2106.63	2104.49	2105.29	6354.0
2015-10-06 02:30:00	ES	Futures	2105.29	2106.1	2104.49	2105.83	4535.0
2015-10-06 03:00:00	ES	Futures	2106.1	2107.17	2103.15	2105.56	14709.0
2015-10-06 03:30:00	ES	Futures	2105.56	2106.1	2101.81	2102.62	13456.0
2015-10-06 04:00:00	ES	Futures	2102.62	2107.97	2101.55	2106.9	12078.0
2015-10-06 04:30:00	ES	Futures	2107.17	2111.71	2107.17	2110.11	12197.0
2015-10-06 05:00:00	ES	Futures	2110.11	2111.45	2108.77	2110.11	7941.0
2015-10-06 05:30:00	ES	Futures	2109.84	2110.91	2106.9	2107.43	4218.0
2015-10-06 06:00:00	ES	Futures	2107.7	2108.5	2106.9	2107.7	4178.0
2015-10-06 06:30:00	ES	Futures	2107.7	2111.45	2107.7	2107.97	8706.0
2015-10-06 07:00:00	ES	Futures	2107.7	2108.77	2105.56	2107.43	12969.0
2015-10-06 07:30:00	ES	Futures	2107.43	2110.38	2106.1	2110.11	7630.0
2015-10-06 08:00:00	ES	Futures	2110.11	2110.64	2108.5	2108.77	14140.0
2015-10-06 08:30:00	ES	Futures	2108.77	2112.25	2106.63	2112.25	22842.0
2015-10-06 09:00:00	ES	Futures	2111.98	2116.0	2111.45	2114.66	28614.0
2015-10-06 09:30:00	ES	Futures	2114.39	2121.62	2111.18	2121.08	198694.0
2015-10-06 10:00:00	ES	Futures	2120.81	2121.08	2108.5	2109.31	167281.0
2015-10-06 10:30:00	ES	Futures	2109.31	2114.66	2107.97	2110.11	130280.0
2015-10-06 11:00:00	ES	Futures	2109.84	2116.0	2109.57	2114.39	94822.0
2015-10-06 11:30:00	ES	Futures	2114.12	2115.19	2102.08	2104.22	153131.0
2015-10-06 12:00:00	ES	Futures	2103.96	2108.5	2103.69	2104.49	74452.0
2015-10-06 12:30:00	ES	Futures	2104.76	2105.83	2100.48	2105.83	71393.0
2015-10-06 13:00:00	ES	Futures	2105.56	2112.52	2104.22	2110.64	62737.0
2015-10-06 13:30:00	ES	Futures	2110.64	2110.64	2104.49	2107.43	56091.0
2015-10-06 14:00:00	ES	Futures	2107.43	2113.59	2105.56	2112.52	69698.0
2015-10-06 14:30:00	ES	Futures	2112.79	2114.39	2106.9	2108.77	72730.0
2015-10-06 15:00:00	ES	Futures	2108.77	2111.98	2106.1	2110.91	63986.0
2015-10-06 15:30:00	ES	Futures	2110.91	2113.59	2107.43	2109.31	103500.0
2015-10-06 16:00:00	ES	Futures	2109.04	2110.11	2105.56	2106.36	43862.0
2015-10-06 16:30:00	ES	Futures	2105.56	2105.56	2100.48	2102.62	8952.0
2015-10-06 18:00:00	ES	Futures	2098.87	2101.01	2098.34	2100.48	6225.0
2015-10-06 18:30:00	ES	Futures	2100.74	2102.08	2100.48	2100.74	1601.0
2015-10-06 19:00:00	ES	Futures	2100.74	2103.42	2100.48	2102.08	2913.0
2015-10-06 19:30:00	ES	Futures	2102.35	2103.69	2101.81	2102.62	1915.0
2015-10-06 20:00:00	ES	Futures	2102.88	2103.15	2101.28	2101.81	2991.0
2015-10-06 20:30:00	ES	Futures	2101.81	2102.35	2100.74	2102.08	1450.0
2015-10-06 21:00:00	ES	Futures	2101.81	2103.42	2101.55	2102.62	1568.0
2015-10-06 21:30:00	ES	Futures	2102.62	2105.29	2102.35	2104.76	4097.0
2015-10-06 22:00:00	ES	Futures	2104.76	2105.03	2102.62	2104.49	3300.0
2015-10-06 22:30:00	ES	Futures	2104.49	2106.63	2103.96	2105.03	3116.0
2015-10-06 23:00:00	ES	Futures	2105.29	2105.29	2100.21	2102.08	7704.0
2015-10-06 23:30:00	ES	Futures	2102.08	2104.22	2100.48	2103.96	3997.0
2015-10-06 00:00:00	NQ	Futures	5097.57	5104.39	5097.27	5101.42	373.0
2015-10-06 00:30:00	NQ	Futures	5101.42	5104.69	5099.94	5102.02	540.0
2015-10-06 01:00:00	NQ	Futures	5101.42	5103.5	5096.38	5101.42	826.0
2015-10-06 01:30:00	NQ	Futures	5101.42	5101.42	5089.27	5091.64	1009.0

> showing 50 of 2,990 rows — these rows as CSV

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