PREVIEW / futures_30min / 2015-10-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-13.parquet
  size:    81 KB
  rows:    2,978

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
2015-10-13 00:00:00	ES	Futures	2150.78	2151.05	2148.37	2148.64	2374.0
2015-10-13 00:30:00	ES	Futures	2148.64	2149.44	2147.84	2148.91	1267.0
2015-10-13 01:00:00	ES	Futures	2148.91	2149.98	2148.11	2149.44	1705.0
2015-10-13 01:30:00	ES	Futures	2149.44	2149.98	2148.64	2149.44	947.0
2015-10-13 02:00:00	ES	Futures	2149.44	2149.44	2147.3	2148.11	3475.0
2015-10-13 02:30:00	ES	Futures	2147.84	2150.78	2147.84	2150.78	2909.0
2015-10-13 03:00:00	ES	Futures	2150.78	2151.32	2144.09	2144.36	16342.0
2015-10-13 03:30:00	ES	Futures	2144.36	2144.89	2142.22	2143.29	13039.0
2015-10-13 04:00:00	ES	Futures	2143.56	2144.36	2139.01	2140.35	16829.0
2015-10-13 04:30:00	ES	Futures	2140.35	2141.95	2137.13	2141.68	12833.0
2015-10-13 05:00:00	ES	Futures	2141.42	2141.68	2137.67	2139.01	13004.0
2015-10-13 05:30:00	ES	Futures	2139.01	2141.15	2138.47	2139.01	7007.0
2015-10-13 06:00:00	ES	Futures	2139.01	2143.02	2138.74	2142.22	7777.0
2015-10-13 06:30:00	ES	Futures	2142.22	2144.63	2141.95	2143.82	12435.0
2015-10-13 07:00:00	ES	Futures	2143.82	2145.16	2143.02	2143.82	11013.0
2015-10-13 07:30:00	ES	Futures	2143.56	2144.89	2140.88	2141.42	14886.0
2015-10-13 08:00:00	ES	Futures	2141.42	2143.82	2140.35	2140.61	13519.0
2015-10-13 08:30:00	ES	Futures	2140.61	2141.68	2137.67	2139.28	25795.0
2015-10-13 09:00:00	ES	Futures	2139.01	2140.61	2137.94	2140.08	24345.0
2015-10-13 09:30:00	ES	Futures	2140.08	2146.77	2138.47	2145.7	188556.0
2015-10-13 10:00:00	ES	Futures	2145.96	2151.05	2144.89	2150.51	137889.0
2015-10-13 10:30:00	ES	Futures	2150.78	2154.53	2149.18	2153.99	104980.0
2015-10-13 11:00:00	ES	Futures	2153.99	2156.4	2151.05	2151.32	100495.0
2015-10-13 11:30:00	ES	Futures	2151.32	2152.92	2148.64	2149.98	71729.0
2015-10-13 12:00:00	ES	Futures	2149.98	2151.58	2148.64	2149.71	40176.0
2015-10-13 12:30:00	ES	Futures	2149.71	2151.32	2143.82	2143.82	60354.0
2015-10-13 13:00:00	ES	Futures	2144.09	2145.43	2142.22	2144.89	68121.0
2015-10-13 13:30:00	ES	Futures	2144.89	2145.16	2140.88	2141.68	55208.0
2015-10-13 14:00:00	ES	Futures	2141.95	2144.09	2139.81	2140.88	53708.0
2015-10-13 14:30:00	ES	Futures	2141.15	2144.63	2139.01	2144.09	49661.0
2015-10-13 15:00:00	ES	Futures	2144.36	2144.36	2135.53	2138.2	87461.0
2015-10-13 15:30:00	ES	Futures	2137.94	2139.28	2133.66	2135.53	168978.0
2015-10-13 16:00:00	ES	Futures	2135.26	2137.94	2133.39	2133.92	75680.0
2015-10-13 16:30:00	ES	Futures	2134.19	2134.19	2131.25	2132.32	11657.0
2015-10-13 18:00:00	ES	Futures	2131.52	2132.32	2130.45	2131.25	5274.0
2015-10-13 18:30:00	ES	Futures	2131.52	2132.32	2130.98	2132.05	1538.0
2015-10-13 19:00:00	ES	Futures	2132.32	2133.12	2131.78	2132.85	1903.0
2015-10-13 19:30:00	ES	Futures	2132.85	2133.39	2131.78	2132.85	1419.0
2015-10-13 20:00:00	ES	Futures	2132.85	2133.66	2132.05	2132.85	2668.0
2015-10-13 20:30:00	ES	Futures	2132.85	2132.85	2130.71	2131.52	4271.0
2015-10-13 21:00:00	ES	Futures	2131.52	2131.78	2129.37	2129.91	6718.0
2015-10-13 21:30:00	ES	Futures	2130.45	2132.32	2130.18	2130.45	3777.0
2015-10-13 22:00:00	ES	Futures	2130.45	2131.52	2129.91	2130.45	2171.0
2015-10-13 22:30:00	ES	Futures	2130.18	2133.92	2130.18	2133.39	2963.0
2015-10-13 23:00:00	ES	Futures	2133.12	2135.26	2133.12	2134.99	3214.0
2015-10-13 23:30:00	ES	Futures	2134.73	2136.06	2133.92	2134.19	2995.0
2015-10-13 00:00:00	NQ	Futures	5182.37	5182.66	5177.62	5178.22	493.0
2015-10-13 00:30:00	NQ	Futures	5178.22	5179.99	5176.14	5178.51	236.0
2015-10-13 01:00:00	NQ	Futures	5179.11	5182.07	5177.62	5179.99	279.0
2015-10-13 01:30:00	NQ	Futures	5179.99	5181.18	5178.51	5180.88	186.0

> showing 50 of 2,978 rows — these rows as CSV

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