PREVIEW / futures_30min / 2015-10-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-19.parquet
  size:    74 KB
  rows:    2,886

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
2015-10-19 00:00:00	ES	Futures	2162.02	2162.82	2161.22	2162.55	1625.0
2015-10-19 00:30:00	ES	Futures	2162.29	2162.82	2161.75	2162.55	1222.0
2015-10-19 01:00:00	ES	Futures	2162.29	2162.29	2160.95	2161.75	2430.0
2015-10-19 01:30:00	ES	Futures	2161.75	2163.09	2161.48	2163.09	1691.0
2015-10-19 02:00:00	ES	Futures	2163.09	2163.09	2160.41	2162.02	3805.0
2015-10-19 02:30:00	ES	Futures	2161.75	2164.43	2161.75	2163.62	2674.0
2015-10-19 03:00:00	ES	Futures	2163.62	2170.58	2163.36	2168.44	16426.0
2015-10-19 03:30:00	ES	Futures	2168.44	2170.58	2166.84	2168.17	8072.0
2015-10-19 04:00:00	ES	Futures	2168.17	2168.71	2165.5	2166.03	6960.0
2015-10-19 04:30:00	ES	Futures	2166.03	2168.98	2165.77	2166.84	6204.0
2015-10-19 05:00:00	ES	Futures	2166.84	2167.64	2165.23	2165.77	4677.0
2015-10-19 05:30:00	ES	Futures	2165.77	2166.57	2165.23	2165.5	3392.0
2015-10-19 06:00:00	ES	Futures	2165.77	2166.57	2164.96	2166.57	3735.0
2015-10-19 06:30:00	ES	Futures	2166.57	2166.84	2164.43	2164.69	4191.0
2015-10-19 07:00:00	ES	Futures	2164.96	2165.23	2162.55	2164.69	6887.0
2015-10-19 07:30:00	ES	Futures	2164.69	2165.23	2160.95	2161.75	12810.0
2015-10-19 08:00:00	ES	Futures	2161.75	2162.29	2159.34	2160.95	14521.0
2015-10-19 08:30:00	ES	Futures	2160.68	2160.95	2157.74	2158.27	19880.0
2015-10-19 09:00:00	ES	Futures	2158.27	2160.15	2157.47	2160.15	14912.0
2015-10-19 09:30:00	ES	Futures	2160.15	2164.43	2155.86	2164.16	160066.0
2015-10-19 10:00:00	ES	Futures	2164.16	2166.3	2161.22	2162.82	119882.0
2015-10-19 10:30:00	ES	Futures	2162.82	2164.69	2159.61	2164.43	103700.0
2015-10-19 11:00:00	ES	Futures	2164.16	2166.03	2161.48	2164.43	84713.0
2015-10-19 11:30:00	ES	Futures	2164.43	2169.24	2164.43	2167.37	78669.0
2015-10-19 12:00:00	ES	Futures	2167.37	2168.71	2163.62	2165.23	51273.0
2015-10-19 12:30:00	ES	Futures	2164.96	2167.1	2163.89	2165.77	42100.0
2015-10-19 13:00:00	ES	Futures	2165.5	2166.57	2160.68	2160.95	60067.0
2015-10-19 13:30:00	ES	Futures	2160.68	2162.55	2158.27	2162.29	63433.0
2015-10-19 14:00:00	ES	Futures	2162.02	2163.36	2159.88	2160.68	43784.0
2015-10-19 14:30:00	ES	Futures	2160.41	2164.43	2160.41	2163.89	61106.0
2015-10-19 15:00:00	ES	Futures	2163.89	2168.17	2163.09	2166.3	71626.0
2015-10-19 15:30:00	ES	Futures	2166.03	2169.51	2164.43	2168.98	123130.0
2015-10-19 16:00:00	ES	Futures	2169.24	2170.31	2167.64	2169.78	54995.0
2015-10-19 16:30:00	ES	Futures	2169.78	2170.31	2168.71	2169.78	5852.0
2015-10-19 18:00:00	ES	Futures	2168.98	2169.24	2167.64	2168.17	2054.0
2015-10-19 18:30:00	ES	Futures	2168.17	2168.44	2167.37	2167.64	642.0
2015-10-19 19:00:00	ES	Futures	2167.91	2168.17	2167.1	2167.91	743.0
2015-10-19 19:30:00	ES	Futures	2168.17	2168.71	2167.37	2167.91	1028.0
2015-10-19 20:00:00	ES	Futures	2167.91	2168.17	2166.57	2166.84	2557.0
2015-10-19 20:30:00	ES	Futures	2166.84	2167.37	2166.3	2167.37	1664.0
2015-10-19 21:00:00	ES	Futures	2167.37	2167.64	2166.3	2167.1	1559.0
2015-10-19 21:30:00	ES	Futures	2166.84	2167.1	2165.23	2166.84	2794.0
2015-10-19 22:00:00	ES	Futures	2166.84	2167.64	2166.03	2167.1	1943.0
2015-10-19 22:30:00	ES	Futures	2167.1	2167.91	2166.84	2167.37	1395.0
2015-10-19 23:00:00	ES	Futures	2167.1	2168.44	2167.1	2168.44	793.0
2015-10-19 23:30:00	ES	Futures	2168.17	2168.98	2167.91	2168.71	1262.0
2015-10-19 00:00:00	NQ	Futures	5245.82	5247.89	5244.63	5247.3	180.0
2015-10-19 00:30:00	NQ	Futures	5246.71	5247.89	5245.52	5247.0	162.0
2015-10-19 01:00:00	NQ	Futures	5246.71	5246.71	5243.44	5244.33	310.0
2015-10-19 01:30:00	NQ	Futures	5244.63	5247.0	5243.74	5246.11	379.0

> showing 50 of 2,886 rows — these rows as CSV

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