PREVIEW / futures_30min / 2015-10-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-14.parquet
  size:    84 KB
  rows:    3,004

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
2015-10-14 00:00:00	ES	Futures	2134.46	2134.99	2133.66	2133.92	987.0
2015-10-14 00:30:00	ES	Futures	2134.19	2135.26	2133.66	2133.92	933.0
2015-10-14 01:00:00	ES	Futures	2134.19	2134.19	2132.05	2132.59	1847.0
2015-10-14 01:30:00	ES	Futures	2132.32	2132.85	2131.52	2132.85	2498.0
2015-10-14 02:00:00	ES	Futures	2133.12	2134.73	2132.85	2133.39	4950.0
2015-10-14 02:30:00	ES	Futures	2133.66	2135.8	2132.59	2133.92	3666.0
2015-10-14 03:00:00	ES	Futures	2133.92	2134.99	2131.25	2131.52	9936.0
2015-10-14 03:30:00	ES	Futures	2131.25	2134.46	2129.11	2132.59	12520.0
2015-10-14 04:00:00	ES	Futures	2132.85	2136.87	2132.32	2134.46	10806.0
2015-10-14 04:30:00	ES	Futures	2134.46	2134.73	2129.64	2131.52	8812.0
2015-10-14 05:00:00	ES	Futures	2131.25	2133.12	2130.45	2132.05	4331.0
2015-10-14 05:30:00	ES	Futures	2131.78	2134.46	2131.25	2132.59	4538.0
2015-10-14 06:00:00	ES	Futures	2132.59	2134.73	2131.78	2131.78	4978.0
2015-10-14 06:30:00	ES	Futures	2132.05	2133.92	2132.05	2133.12	5923.0
2015-10-14 07:00:00	ES	Futures	2133.39	2135.26	2132.32	2135.26	11565.0
2015-10-14 07:30:00	ES	Futures	2135.26	2136.87	2134.19	2135.8	9486.0
2015-10-14 08:00:00	ES	Futures	2135.8	2139.01	2135.26	2138.47	22769.0
2015-10-14 08:30:00	ES	Futures	2138.47	2138.47	2132.85	2133.39	53476.0
2015-10-14 09:00:00	ES	Futures	2133.39	2135.26	2132.05	2134.99	30698.0
2015-10-14 09:30:00	ES	Futures	2135.26	2142.49	2133.12	2140.88	190271.0
2015-10-14 10:00:00	ES	Futures	2141.15	2141.68	2130.45	2132.32	148543.0
2015-10-14 10:30:00	ES	Futures	2132.32	2133.39	2126.16	2128.57	177605.0
2015-10-14 11:00:00	ES	Futures	2128.3	2131.52	2124.83	2128.3	125839.0
2015-10-14 11:30:00	ES	Futures	2128.04	2131.52	2125.63	2130.45	92915.0
2015-10-14 12:00:00	ES	Futures	2130.45	2131.52	2126.16	2130.45	68007.0
2015-10-14 12:30:00	ES	Futures	2130.18	2139.01	2129.91	2136.06	96579.0
2015-10-14 13:00:00	ES	Futures	2136.06	2137.4	2131.78	2132.85	61214.0
2015-10-14 13:30:00	ES	Futures	2132.85	2134.73	2131.25	2133.39	43753.0
2015-10-14 14:00:00	ES	Futures	2133.39	2136.06	2125.36	2125.9	97702.0
2015-10-14 14:30:00	ES	Futures	2125.63	2126.97	2122.15	2124.29	107015.0
2015-10-14 15:00:00	ES	Futures	2124.02	2128.3	2121.88	2126.16	80960.0
2015-10-14 15:30:00	ES	Futures	2126.43	2129.64	2122.95	2125.36	145735.0
2015-10-14 16:00:00	ES	Futures	2125.36	2126.7	2121.88	2123.76	67868.0
2015-10-14 16:30:00	ES	Futures	2124.56	2126.16	2124.02	2124.83	6682.0
2015-10-14 18:00:00	ES	Futures	2125.36	2129.11	2124.56	2127.23	4456.0
2015-10-14 18:30:00	ES	Futures	2127.5	2128.3	2126.97	2127.77	1017.0
2015-10-14 19:00:00	ES	Futures	2127.77	2128.04	2126.97	2127.5	1305.0
2015-10-14 19:30:00	ES	Futures	2127.5	2127.77	2126.97	2127.5	1203.0
2015-10-14 20:00:00	ES	Futures	2127.5	2129.11	2126.7	2128.3	4095.0
2015-10-14 20:30:00	ES	Futures	2128.3	2129.91	2127.77	2129.37	4704.0
2015-10-14 21:00:00	ES	Futures	2129.37	2134.46	2129.37	2130.98	10812.0
2015-10-14 21:30:00	ES	Futures	2130.98	2132.85	2130.18	2131.78	3723.0
2015-10-14 22:00:00	ES	Futures	2131.78	2136.6	2131.78	2134.73	6714.0
2015-10-14 22:30:00	ES	Futures	2134.46	2135.53	2133.12	2133.39	3151.0
2015-10-14 23:00:00	ES	Futures	2133.12	2134.73	2133.12	2134.46	2071.0
2015-10-14 23:30:00	ES	Futures	2134.19	2137.13	2133.92	2137.13	4228.0
2015-10-14 00:00:00	NQ	Futures	5142.64	5145.01	5141.15	5142.04	188.0
2015-10-14 00:30:00	NQ	Futures	5142.34	5144.71	5141.45	5142.04	246.0
2015-10-14 01:00:00	NQ	Futures	5141.75	5142.34	5135.22	5136.41	499.0
2015-10-14 01:30:00	NQ	Futures	5135.52	5139.08	5133.74	5138.49	331.0

> showing 50 of 3,004 rows — these rows as CSV

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