PREVIEW / futures_30min / 2015-10-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-09.parquet
  size:    70 KB
  rows:    2,452

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
2015-10-09 00:00:00	ES	Futures	2149.71	2150.25	2149.18	2150.25	2335.0
2015-10-09 00:30:00	ES	Futures	2150.25	2151.85	2149.71	2151.05	4283.0
2015-10-09 01:00:00	ES	Futures	2150.78	2151.58	2148.91	2151.32	2931.0
2015-10-09 01:30:00	ES	Futures	2151.05	2151.85	2149.18	2149.98	2968.0
2015-10-09 02:00:00	ES	Futures	2149.71	2151.58	2149.18	2151.58	6603.0
2015-10-09 02:30:00	ES	Futures	2151.32	2151.85	2148.64	2149.18	4925.0
2015-10-09 03:00:00	ES	Futures	2148.91	2149.44	2143.02	2145.16	16645.0
2015-10-09 03:30:00	ES	Futures	2145.16	2146.77	2139.28	2140.35	14188.0
2015-10-09 04:00:00	ES	Futures	2140.35	2143.56	2139.28	2140.88	9957.0
2015-10-09 04:30:00	ES	Futures	2140.61	2144.36	2139.28	2143.82	6923.0
2015-10-09 05:00:00	ES	Futures	2143.82	2147.84	2143.29	2147.03	6981.0
2015-10-09 05:30:00	ES	Futures	2147.03	2147.57	2144.63	2145.7	5432.0
2015-10-09 06:00:00	ES	Futures	2145.7	2148.11	2144.36	2147.84	6138.0
2015-10-09 06:30:00	ES	Futures	2147.57	2151.05	2147.57	2149.71	12839.0
2015-10-09 07:00:00	ES	Futures	2149.71	2151.05	2147.3	2150.25	11739.0
2015-10-09 07:30:00	ES	Futures	2150.25	2151.05	2147.84	2151.05	10428.0
2015-10-09 08:00:00	ES	Futures	2151.05	2154.26	2149.71	2152.12	30396.0
2015-10-09 08:30:00	ES	Futures	2152.39	2155.6	2150.51	2151.85	28992.0
2015-10-09 09:00:00	ES	Futures	2152.12	2152.12	2147.03	2147.84	28931.0
2015-10-09 09:30:00	ES	Futures	2148.11	2153.72	2146.5	2151.05	173277.0
2015-10-09 10:00:00	ES	Futures	2150.78	2151.58	2143.29	2146.77	135680.0
2015-10-09 10:30:00	ES	Futures	2147.03	2152.92	2146.23	2152.65	106822.0
2015-10-09 11:00:00	ES	Futures	2152.39	2153.72	2148.11	2151.32	84041.0
2015-10-09 11:30:00	ES	Futures	2151.32	2151.85	2145.43	2148.11	66318.0
2015-10-09 12:00:00	ES	Futures	2148.11	2149.98	2143.02	2145.16	67927.0
2015-10-09 12:30:00	ES	Futures	2145.16	2145.43	2141.42	2143.29	50286.0
2015-10-09 13:00:00	ES	Futures	2143.29	2145.43	2139.28	2142.22	59169.0
2015-10-09 13:30:00	ES	Futures	2142.22	2145.16	2140.08	2142.75	43004.0
2015-10-09 14:00:00	ES	Futures	2142.75	2144.63	2140.61	2144.63	43459.0
2015-10-09 14:30:00	ES	Futures	2144.63	2146.5	2142.22	2146.23	54956.0
2015-10-09 15:00:00	ES	Futures	2146.23	2146.5	2143.29	2145.7	50223.0
2015-10-09 15:30:00	ES	Futures	2145.96	2149.44	2145.7	2147.84	139193.0
2015-10-09 16:00:00	ES	Futures	2148.11	2149.18	2146.5	2147.84	49828.0
2015-10-09 16:30:00	ES	Futures	2148.37	2148.91	2147.03	2147.57	6144.0
2015-10-09 00:00:00	NQ	Futures	5161.91	5163.09	5160.43	5162.8	445.0
2015-10-09 00:30:00	NQ	Futures	5163.09	5168.14	5162.21	5165.76	976.0
2015-10-09 01:00:00	NQ	Futures	5165.47	5168.14	5161.02	5166.95	690.0
2015-10-09 01:30:00	NQ	Futures	5167.25	5167.54	5161.32	5163.98	587.0
2015-10-09 02:00:00	NQ	Futures	5163.39	5167.25	5161.02	5166.36	1016.0
2015-10-09 02:30:00	NQ	Futures	5166.65	5166.95	5156.57	5157.16	1204.0
2015-10-09 03:00:00	NQ	Futures	5157.46	5158.35	5141.75	5146.19	3131.0
2015-10-09 03:30:00	NQ	Futures	5145.9	5151.24	5129.29	5132.26	2186.0
2015-10-09 04:00:00	NQ	Futures	5131.96	5140.56	5128.7	5131.07	1834.0
2015-10-09 04:30:00	NQ	Futures	5131.96	5141.45	5129.59	5140.26	787.0
2015-10-09 05:00:00	NQ	Futures	5139.67	5150.35	5137.6	5148.57	925.0
2015-10-09 05:30:00	NQ	Futures	5148.27	5149.46	5141.45	5143.53	1070.0
2015-10-09 06:00:00	NQ	Futures	5143.82	5150.64	5141.15	5148.86	736.0
2015-10-09 06:30:00	NQ	Futures	5149.75	5157.76	5149.16	5152.42	1585.0
2015-10-09 07:00:00	NQ	Futures	5152.42	5155.09	5146.49	5153.01	1429.0
2015-10-09 07:30:00	NQ	Futures	5153.01	5155.39	5147.97	5154.79	1687.0

> showing 50 of 2,452 rows — these rows as CSV

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