PREVIEW / futures_30min / 2015-10-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-12.parquet
  size:    75 KB
  rows:    2,855

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
2015-10-12 00:00:00	ES	Futures	2145.16	2146.5	2144.89	2146.23	513.0
2015-10-12 00:30:00	ES	Futures	2145.96	2146.5	2145.16	2146.23	698.0
2015-10-12 01:00:00	ES	Futures	2146.23	2148.91	2145.7	2148.11	2448.0
2015-10-12 01:30:00	ES	Futures	2148.11	2148.11	2146.77	2148.11	1225.0
2015-10-12 02:00:00	ES	Futures	2148.11	2148.11	2146.5	2147.84	2457.0
2015-10-12 02:30:00	ES	Futures	2147.57	2150.25	2146.77	2149.18	3909.0
2015-10-12 03:00:00	ES	Futures	2149.44	2149.71	2146.77	2149.44	6582.0
2015-10-12 03:30:00	ES	Futures	2149.44	2153.99	2148.91	2151.32	8282.0
2015-10-12 04:00:00	ES	Futures	2151.32	2151.58	2148.37	2149.71	3831.0
2015-10-12 04:30:00	ES	Futures	2149.71	2149.71	2146.23	2147.57	3757.0
2015-10-12 05:00:00	ES	Futures	2147.3	2148.11	2145.16	2147.3	6065.0
2015-10-12 05:30:00	ES	Futures	2147.3	2148.64	2145.43	2148.11	4636.0
2015-10-12 06:00:00	ES	Futures	2148.11	2149.18	2147.3	2148.37	4225.0
2015-10-12 06:30:00	ES	Futures	2148.37	2149.98	2148.11	2149.44	3166.0
2015-10-12 07:00:00	ES	Futures	2149.18	2150.25	2147.03	2147.84	4374.0
2015-10-12 07:30:00	ES	Futures	2147.84	2149.44	2147.57	2149.44	2712.0
2015-10-12 08:00:00	ES	Futures	2149.18	2149.44	2147.03	2148.64	6592.0
2015-10-12 08:30:00	ES	Futures	2148.37	2148.64	2146.23	2147.3	7620.0
2015-10-12 09:00:00	ES	Futures	2147.3	2148.64	2145.96	2148.37	12224.0
2015-10-12 09:30:00	ES	Futures	2148.11	2149.98	2143.82	2145.7	116645.0
2015-10-12 10:00:00	ES	Futures	2145.7	2148.64	2143.02	2145.16	78485.0
2015-10-12 10:30:00	ES	Futures	2145.43	2148.37	2143.56	2144.63	74458.0
2015-10-12 11:00:00	ES	Futures	2144.36	2149.18	2144.09	2148.91	55122.0
2015-10-12 11:30:00	ES	Futures	2148.64	2152.12	2147.3	2149.44	58462.0
2015-10-12 12:00:00	ES	Futures	2149.18	2151.05	2148.64	2149.98	29019.0
2015-10-12 12:30:00	ES	Futures	2149.98	2150.25	2147.3	2148.37	27000.0
2015-10-12 13:00:00	ES	Futures	2148.64	2148.64	2145.43	2147.3	28879.0
2015-10-12 13:30:00	ES	Futures	2147.3	2148.91	2146.5	2147.3	24068.0
2015-10-12 14:00:00	ES	Futures	2147.03	2148.91	2146.77	2147.03	31221.0
2015-10-12 14:30:00	ES	Futures	2147.3	2148.91	2146.5	2147.84	18030.0
2015-10-12 15:00:00	ES	Futures	2147.84	2150.25	2147.3	2149.71	28303.0
2015-10-12 15:30:00	ES	Futures	2149.71	2151.32	2148.37	2149.71	70034.0
2015-10-12 16:00:00	ES	Futures	2150.25	2152.92	2148.64	2152.12	33399.0
2015-10-12 16:30:00	ES	Futures	2152.39	2155.6	2152.39	2153.99	6502.0
2015-10-12 18:00:00	ES	Futures	2153.46	2153.72	2152.12	2152.65	1546.0
2015-10-12 18:30:00	ES	Futures	2152.65	2153.19	2151.58	2151.58	984.0
2015-10-12 19:00:00	ES	Futures	2151.58	2151.85	2151.05	2151.32	1835.0
2015-10-12 19:30:00	ES	Futures	2151.58	2152.39	2151.32	2151.85	1177.0
2015-10-12 20:00:00	ES	Futures	2151.85	2153.72	2151.85	2153.19	2223.0
2015-10-12 20:30:00	ES	Futures	2153.19	2154.26	2152.65	2152.92	1970.0
2015-10-12 21:00:00	ES	Futures	2152.65	2152.65	2149.18	2149.71	4402.0
2015-10-12 21:30:00	ES	Futures	2149.98	2150.78	2149.71	2150.78	1400.0
2015-10-12 22:00:00	ES	Futures	2150.78	2152.92	2149.18	2149.71	4592.0
2015-10-12 22:30:00	ES	Futures	2149.71	2149.71	2147.03	2147.57	4445.0
2015-10-12 23:00:00	ES	Futures	2147.84	2149.71	2147.3	2149.44	1889.0
2015-10-12 23:30:00	ES	Futures	2149.44	2151.05	2149.18	2151.05	2296.0
2015-10-12 00:00:00	NQ	Futures	5164.28	5167.25	5163.39	5166.36	93.0
2015-10-12 00:30:00	NQ	Futures	5166.95	5167.54	5162.8	5165.76	154.0
2015-10-12 01:00:00	NQ	Futures	5165.76	5172.29	5164.87	5170.21	343.0
2015-10-12 01:30:00	NQ	Futures	5169.91	5170.21	5166.06	5169.02	293.0

> showing 50 of 2,855 rows — these rows as CSV

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