PREVIEW / futures_30min / 2015-10-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-16.parquet
  size:    66 KB
  rows:    2,400

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
2015-10-16 00:00:00	ES	Futures	2159.08	2160.68	2158.81	2159.88	1252.0
2015-10-16 00:30:00	ES	Futures	2159.88	2160.15	2159.34	2159.34	962.0
2015-10-16 01:00:00	ES	Futures	2159.34	2160.15	2159.08	2159.61	1389.0
2015-10-16 01:30:00	ES	Futures	2159.61	2159.88	2158.81	2159.88	1401.0
2015-10-16 02:00:00	ES	Futures	2159.61	2159.61	2157.74	2158.54	4361.0
2015-10-16 02:30:00	ES	Futures	2158.54	2160.41	2158.01	2159.88	2873.0
2015-10-16 03:00:00	ES	Futures	2159.88	2162.82	2158.01	2162.02	10207.0
2015-10-16 03:30:00	ES	Futures	2161.75	2163.09	2160.41	2160.95	8818.0
2015-10-16 04:00:00	ES	Futures	2160.68	2162.02	2159.88	2161.48	5055.0
2015-10-16 04:30:00	ES	Futures	2161.48	2164.16	2160.95	2162.02	10243.0
2015-10-16 05:00:00	ES	Futures	2161.75	2163.09	2161.22	2162.02	5627.0
2015-10-16 05:30:00	ES	Futures	2162.02	2163.36	2161.22	2162.55	4557.0
2015-10-16 06:00:00	ES	Futures	2162.55	2162.82	2159.34	2159.61	6506.0
2015-10-16 06:30:00	ES	Futures	2159.61	2159.61	2156.67	2157.74	13792.0
2015-10-16 07:00:00	ES	Futures	2157.47	2158.01	2155.33	2157.47	12797.0
2015-10-16 07:30:00	ES	Futures	2157.2	2159.34	2156.67	2158.81	11255.0
2015-10-16 08:00:00	ES	Futures	2158.54	2158.81	2156.67	2158.27	14847.0
2015-10-16 08:30:00	ES	Futures	2158.27	2160.15	2158.27	2159.34	13049.0
2015-10-16 09:00:00	ES	Futures	2159.34	2164.43	2159.34	2163.62	38361.0
2015-10-16 09:30:00	ES	Futures	2163.89	2166.03	2159.61	2161.48	228369.0
2015-10-16 10:00:00	ES	Futures	2161.75	2163.89	2156.94	2158.81	108098.0
2015-10-16 10:30:00	ES	Futures	2158.54	2161.48	2157.2	2160.15	73065.0
2015-10-16 11:00:00	ES	Futures	2160.41	2163.62	2159.88	2161.22	79218.0
2015-10-16 11:30:00	ES	Futures	2161.22	2165.23	2160.41	2164.96	61063.0
2015-10-16 12:00:00	ES	Futures	2164.96	2165.23	2159.08	2159.61	55599.0
2015-10-16 12:30:00	ES	Futures	2159.61	2160.95	2157.47	2160.41	46840.0
2015-10-16 13:00:00	ES	Futures	2160.41	2161.22	2158.54	2158.81	40129.0
2015-10-16 13:30:00	ES	Futures	2158.81	2160.68	2155.6	2156.13	45423.0
2015-10-16 14:00:00	ES	Futures	2156.13	2160.68	2153.72	2160.15	70256.0
2015-10-16 14:30:00	ES	Futures	2160.15	2164.43	2159.34	2162.82	64108.0
2015-10-16 15:00:00	ES	Futures	2162.82	2165.23	2162.29	2164.16	49284.0
2015-10-16 15:30:00	ES	Futures	2164.16	2168.44	2163.89	2166.84	147116.0
2015-10-16 16:00:00	ES	Futures	2167.1	2168.44	2166.03	2168.17	71793.0
2015-10-16 16:30:00	ES	Futures	2168.17	2168.98	2167.64	2168.71	7389.0
2015-10-16 00:00:00	NQ	Futures	5230.1	5233.66	5228.92	5231.88	226.0
2015-10-16 00:30:00	NQ	Futures	5231.88	5233.07	5229.51	5229.81	175.0
2015-10-16 01:00:00	NQ	Futures	5229.81	5232.18	5229.81	5230.1	136.0
2015-10-16 01:30:00	NQ	Futures	5230.1	5230.99	5228.32	5230.69	202.0
2015-10-16 02:00:00	NQ	Futures	5230.1	5230.1	5224.17	5227.73	774.0
2015-10-16 02:30:00	NQ	Futures	5227.14	5233.07	5226.25	5232.47	756.0
2015-10-16 03:00:00	NQ	Futures	5232.47	5238.4	5225.36	5235.73	1493.0
2015-10-16 03:30:00	NQ	Futures	5235.73	5241.66	5233.96	5238.7	1500.0
2015-10-16 04:00:00	NQ	Futures	5238.7	5244.04	5236.92	5242.26	1771.0
2015-10-16 04:30:00	NQ	Futures	5242.55	5249.67	5241.07	5243.15	1874.0
2015-10-16 05:00:00	NQ	Futures	5243.15	5246.41	5241.37	5243.74	865.0
2015-10-16 05:30:00	NQ	Futures	5244.04	5247.59	5241.96	5246.11	886.0
2015-10-16 06:00:00	NQ	Futures	5245.52	5246.41	5239.29	5239.59	1398.0
2015-10-16 06:30:00	NQ	Futures	5239.59	5239.89	5231.58	5234.55	1864.0
2015-10-16 07:00:00	NQ	Futures	5234.25	5235.44	5227.73	5231.29	1887.0
2015-10-16 07:30:00	NQ	Futures	5230.99	5235.14	5229.51	5233.36	1440.0

> showing 50 of 2,400 rows — these rows as CSV

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