PREVIEW / futures_30min / 2015-10-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-15.parquet
  size:    81 KB
  rows:    2,954

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
2015-10-15 00:00:00	ES	Futures	2137.13	2137.13	2134.99	2135.53	1553.0
2015-10-15 00:30:00	ES	Futures	2135.53	2136.87	2134.99	2136.06	1801.0
2015-10-15 01:00:00	ES	Futures	2136.33	2137.13	2134.19	2135.53	2835.0
2015-10-15 01:30:00	ES	Futures	2135.26	2136.87	2134.19	2136.06	2303.0
2015-10-15 02:00:00	ES	Futures	2136.06	2138.2	2135.8	2137.94	7806.0
2015-10-15 02:30:00	ES	Futures	2137.94	2139.28	2137.67	2137.94	5344.0
2015-10-15 03:00:00	ES	Futures	2137.94	2138.47	2133.39	2136.06	12914.0
2015-10-15 03:30:00	ES	Futures	2136.33	2140.35	2135.26	2137.67	11426.0
2015-10-15 04:00:00	ES	Futures	2137.67	2138.74	2135.53	2137.67	6998.0
2015-10-15 04:30:00	ES	Futures	2137.94	2139.81	2136.6	2139.54	9829.0
2015-10-15 05:00:00	ES	Futures	2139.54	2140.08	2137.67	2139.01	6514.0
2015-10-15 05:30:00	ES	Futures	2139.01	2140.61	2137.94	2140.08	8027.0
2015-10-15 06:00:00	ES	Futures	2139.81	2140.08	2137.67	2138.2	6297.0
2015-10-15 06:30:00	ES	Futures	2137.94	2139.54	2137.13	2138.47	8239.0
2015-10-15 07:00:00	ES	Futures	2138.74	2139.28	2135.8	2137.94	12887.0
2015-10-15 07:30:00	ES	Futures	2137.94	2139.28	2135.26	2136.33	23440.0
2015-10-15 08:00:00	ES	Futures	2136.6	2140.08	2136.06	2139.01	14808.0
2015-10-15 08:30:00	ES	Futures	2139.28	2139.28	2132.59	2136.06	40884.0
2015-10-15 09:00:00	ES	Futures	2136.06	2136.06	2133.39	2134.46	22535.0
2015-10-15 09:30:00	ES	Futures	2134.46	2138.47	2131.25	2134.99	182491.0
2015-10-15 10:00:00	ES	Futures	2134.99	2137.94	2131.78	2134.73	118233.0
2015-10-15 10:30:00	ES	Futures	2134.73	2141.42	2132.59	2139.54	117319.0
2015-10-15 11:00:00	ES	Futures	2139.54	2140.88	2135.26	2138.47	95337.0
2015-10-15 11:30:00	ES	Futures	2138.47	2139.01	2129.37	2131.52	101899.0
2015-10-15 12:00:00	ES	Futures	2131.25	2138.47	2130.71	2138.2	72088.0
2015-10-15 12:30:00	ES	Futures	2138.2	2140.08	2136.6	2139.81	62134.0
2015-10-15 13:00:00	ES	Futures	2139.81	2147.3	2139.28	2145.7	111338.0
2015-10-15 13:30:00	ES	Futures	2145.7	2148.64	2144.09	2146.77	68332.0
2015-10-15 14:00:00	ES	Futures	2146.77	2150.51	2146.77	2149.18	90863.0
2015-10-15 14:30:00	ES	Futures	2149.18	2154.79	2148.91	2153.19	95787.0
2015-10-15 15:00:00	ES	Futures	2153.19	2158.81	2152.65	2157.47	111480.0
2015-10-15 15:30:00	ES	Futures	2157.47	2158.54	2154.79	2158.54	147936.0
2015-10-15 16:00:00	ES	Futures	2158.54	2161.48	2156.4	2160.95	83803.0
2015-10-15 16:30:00	ES	Futures	2160.68	2160.95	2159.88	2160.68	8584.0
2015-10-15 18:00:00	ES	Futures	2160.15	2160.68	2159.08	2160.15	3584.0
2015-10-15 18:30:00	ES	Futures	2160.15	2165.23	2159.88	2163.09	7518.0
2015-10-15 19:00:00	ES	Futures	2163.09	2163.36	2162.02	2162.55	2463.0
2015-10-15 19:30:00	ES	Futures	2162.82	2164.43	2162.29	2164.16	2615.0
2015-10-15 20:00:00	ES	Futures	2163.89	2164.43	2162.29	2162.55	3244.0
2015-10-15 20:30:00	ES	Futures	2162.55	2162.82	2159.88	2160.95	4750.0
2015-10-15 21:00:00	ES	Futures	2160.95	2161.48	2159.88	2160.95	3235.0
2015-10-15 21:30:00	ES	Futures	2160.95	2162.02	2160.68	2161.75	2402.0
2015-10-15 22:00:00	ES	Futures	2162.02	2162.55	2160.41	2160.68	3567.0
2015-10-15 22:30:00	ES	Futures	2160.68	2160.95	2159.88	2160.15	1568.0
2015-10-15 23:00:00	ES	Futures	2160.15	2160.41	2158.81	2159.34	2579.0
2015-10-15 23:30:00	ES	Futures	2159.61	2160.15	2158.81	2159.34	1220.0
2015-10-15 00:00:00	NQ	Futures	5169.32	5170.21	5165.47	5166.36	306.0
2015-10-15 00:30:00	NQ	Futures	5166.36	5169.91	5165.47	5167.25	466.0
2015-10-15 01:00:00	NQ	Futures	5167.25	5169.91	5162.5	5164.87	652.0
2015-10-15 01:30:00	NQ	Futures	5164.28	5168.43	5163.09	5166.36	316.0

> showing 50 of 2,954 rows — these rows as CSV

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