PREVIEW / futures_30min / 2015-10-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-07.parquet
  size:    80 KB
  rows:    2,951

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
2015-10-07 00:00:00	ES	Futures	2104.22	2106.1	2103.96	2105.56	2502.0
2015-10-07 00:30:00	ES	Futures	2105.83	2112.79	2105.29	2109.04	9635.0
2015-10-07 01:00:00	ES	Futures	2108.77	2111.71	2107.97	2111.45	3071.0
2015-10-07 01:30:00	ES	Futures	2111.45	2111.98	2109.57	2111.18	3410.0
2015-10-07 02:00:00	ES	Futures	2111.18	2113.86	2110.64	2113.32	8347.0
2015-10-07 02:30:00	ES	Futures	2113.05	2117.6	2112.79	2116.53	10901.0
2015-10-07 03:00:00	ES	Futures	2116.53	2117.6	2112.25	2113.59	12021.0
2015-10-07 03:30:00	ES	Futures	2113.32	2125.09	2111.98	2121.35	24588.0
2015-10-07 04:00:00	ES	Futures	2121.35	2125.09	2119.74	2124.29	15743.0
2015-10-07 04:30:00	ES	Futures	2124.56	2125.09	2120.01	2122.95	13235.0
2015-10-07 05:00:00	ES	Futures	2123.22	2123.49	2120.28	2120.28	6265.0
2015-10-07 05:30:00	ES	Futures	2120.54	2122.15	2116.26	2117.6	10948.0
2015-10-07 06:00:00	ES	Futures	2117.33	2119.74	2114.66	2115.46	11357.0
2015-10-07 06:30:00	ES	Futures	2115.46	2117.33	2114.39	2116.8	6761.0
2015-10-07 07:00:00	ES	Futures	2116.8	2121.88	2116.26	2121.08	15844.0
2015-10-07 07:30:00	ES	Futures	2121.08	2122.69	2118.67	2119.74	11697.0
2015-10-07 08:00:00	ES	Futures	2119.74	2120.54	2117.6	2120.54	20055.0
2015-10-07 08:30:00	ES	Futures	2120.54	2121.88	2118.14	2119.21	21732.0
2015-10-07 09:00:00	ES	Futures	2119.21	2121.88	2118.94	2120.81	21271.0
2015-10-07 09:30:00	ES	Futures	2120.81	2128.57	2119.74	2126.97	209137.0
2015-10-07 10:00:00	ES	Futures	2126.97	2131.25	2125.63	2128.84	135122.0
2015-10-07 10:30:00	ES	Futures	2128.57	2128.84	2115.46	2120.28	192796.0
2015-10-07 11:00:00	ES	Futures	2120.01	2120.28	2105.83	2107.17	187220.0
2015-10-07 11:30:00	ES	Futures	2107.43	2116.8	2105.83	2116.0	138259.0
2015-10-07 12:00:00	ES	Futures	2115.73	2117.07	2107.97	2109.57	98624.0
2015-10-07 12:30:00	ES	Futures	2109.84	2116.26	2108.77	2112.79	74246.0
2015-10-07 13:00:00	ES	Futures	2112.79	2118.94	2111.18	2117.6	65625.0
2015-10-07 13:30:00	ES	Futures	2117.6	2125.36	2117.33	2123.22	93114.0
2015-10-07 14:00:00	ES	Futures	2123.49	2127.5	2118.4	2120.81	95761.0
2015-10-07 14:30:00	ES	Futures	2121.08	2123.49	2116.26	2117.33	94394.0
2015-10-07 15:00:00	ES	Futures	2117.07	2124.29	2116.53	2119.47	85715.0
2015-10-07 15:30:00	ES	Futures	2119.47	2127.5	2119.47	2126.97	118482.0
2015-10-07 16:00:00	ES	Futures	2126.97	2128.84	2126.16	2126.97	67113.0
2015-10-07 16:30:00	ES	Futures	2126.43	2128.57	2125.9	2128.3	6985.0
2015-10-07 18:00:00	ES	Futures	2127.5	2129.11	2126.97	2127.23	4378.0
2015-10-07 18:30:00	ES	Futures	2127.23	2128.3	2127.23	2128.04	685.0
2015-10-07 19:00:00	ES	Futures	2128.04	2128.3	2126.7	2127.5	1370.0
2015-10-07 19:30:00	ES	Futures	2127.5	2127.77	2125.9	2126.43	2039.0
2015-10-07 20:00:00	ES	Futures	2126.43	2126.7	2124.29	2126.16	3673.0
2015-10-07 20:30:00	ES	Futures	2126.43	2127.23	2124.29	2124.56	2077.0
2015-10-07 21:00:00	ES	Futures	2124.56	2125.63	2121.35	2121.88	4730.0
2015-10-07 21:30:00	ES	Futures	2121.88	2122.15	2117.87	2118.14	6935.0
2015-10-07 22:00:00	ES	Futures	2118.14	2119.47	2117.07	2118.14	5638.0
2015-10-07 22:30:00	ES	Futures	2117.87	2120.54	2117.6	2119.74	4379.0
2015-10-07 23:00:00	ES	Futures	2120.01	2120.54	2118.14	2118.14	3132.0
2015-10-07 23:30:00	ES	Futures	2118.4	2119.21	2115.19	2116.0	5857.0
2015-10-07 00:00:00	NQ	Futures	5084.82	5088.97	5083.93	5088.68	637.0
2015-10-07 00:30:00	NQ	Futures	5088.97	5106.76	5087.79	5098.16	2626.0
2015-10-07 01:00:00	NQ	Futures	5098.16	5104.98	5094.61	5104.98	851.0
2015-10-07 01:30:00	NQ	Futures	5104.69	5107.35	5100.54	5104.09	795.0

> showing 50 of 2,951 rows — these rows as CSV

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