PREVIEW / futures_30min / 2015-10-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-20.parquet
  size:    77 KB
  rows:    2,898

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
2015-10-20 00:00:00	ES	Futures	2168.71	2168.98	2168.17	2168.17	543.0
2015-10-20 00:30:00	ES	Futures	2168.17	2168.98	2168.17	2168.44	663.0
2015-10-20 01:00:00	ES	Futures	2168.71	2168.98	2166.57	2167.37	1834.0
2015-10-20 01:30:00	ES	Futures	2167.37	2167.91	2166.57	2166.84	991.0
2015-10-20 02:00:00	ES	Futures	2167.1	2167.1	2165.77	2166.57	2965.0
2015-10-20 02:30:00	ES	Futures	2166.57	2168.71	2165.23	2167.37	4920.0
2015-10-20 03:00:00	ES	Futures	2167.1	2169.78	2167.1	2168.98	9257.0
2015-10-20 03:30:00	ES	Futures	2168.98	2169.78	2167.91	2168.98	5406.0
2015-10-20 04:00:00	ES	Futures	2168.98	2169.24	2163.36	2163.36	11473.0
2015-10-20 04:30:00	ES	Futures	2163.62	2164.96	2161.48	2162.02	8303.0
2015-10-20 05:00:00	ES	Futures	2162.02	2163.09	2161.22	2163.09	7765.0
2015-10-20 05:30:00	ES	Futures	2163.09	2163.62	2162.02	2162.29	4788.0
2015-10-20 06:00:00	ES	Futures	2162.55	2163.36	2161.48	2162.02	4544.0
2015-10-20 06:30:00	ES	Futures	2162.02	2163.62	2161.22	2162.82	4658.0
2015-10-20 07:00:00	ES	Futures	2163.09	2165.77	2162.55	2165.5	8192.0
2015-10-20 07:30:00	ES	Futures	2165.5	2166.03	2164.96	2165.77	5338.0
2015-10-20 08:00:00	ES	Futures	2165.5	2167.64	2164.96	2165.77	11995.0
2015-10-20 08:30:00	ES	Futures	2166.03	2167.37	2164.96	2165.23	11892.0
2015-10-20 09:00:00	ES	Futures	2165.5	2166.57	2163.36	2164.16	15424.0
2015-10-20 09:30:00	ES	Futures	2163.89	2168.44	2161.48	2167.91	138586.0
2015-10-20 10:00:00	ES	Futures	2168.17	2171.38	2166.57	2169.78	104201.0
2015-10-20 10:30:00	ES	Futures	2169.78	2174.33	2168.17	2172.72	107323.0
2015-10-20 11:00:00	ES	Futures	2172.99	2172.99	2165.77	2169.78	105397.0
2015-10-20 11:30:00	ES	Futures	2169.78	2170.05	2164.43	2166.3	72849.0
2015-10-20 12:00:00	ES	Futures	2166.57	2168.17	2163.62	2166.3	62309.0
2015-10-20 12:30:00	ES	Futures	2166.57	2166.84	2162.55	2166.03	55586.0
2015-10-20 13:00:00	ES	Futures	2165.77	2167.37	2162.29	2163.09	49141.0
2015-10-20 13:30:00	ES	Futures	2163.09	2163.62	2160.41	2162.82	65570.0
2015-10-20 14:00:00	ES	Futures	2162.82	2164.69	2161.22	2164.69	60849.0
2015-10-20 14:30:00	ES	Futures	2164.69	2168.17	2162.82	2167.64	60706.0
2015-10-20 15:00:00	ES	Futures	2167.91	2169.51	2164.96	2168.17	73437.0
2015-10-20 15:30:00	ES	Futures	2168.17	2168.98	2163.89	2166.57	110474.0
2015-10-20 16:00:00	ES	Futures	2166.3	2166.84	2162.29	2163.36	46301.0
2015-10-20 16:30:00	ES	Futures	2163.09	2163.36	2161.22	2161.75	5623.0
2015-10-20 18:00:00	ES	Futures	2161.75	2161.75	2157.47	2159.08	4851.0
2015-10-20 18:30:00	ES	Futures	2159.34	2161.48	2159.08	2161.48	1485.0
2015-10-20 19:00:00	ES	Futures	2161.48	2162.55	2160.41	2162.02	1910.0
2015-10-20 19:30:00	ES	Futures	2162.02	2162.02	2160.41	2160.68	767.0
2015-10-20 20:00:00	ES	Futures	2160.68	2166.03	2160.41	2164.69	5408.0
2015-10-20 20:30:00	ES	Futures	2164.96	2166.03	2164.69	2165.23	2564.0
2015-10-20 21:00:00	ES	Futures	2165.23	2165.77	2164.43	2164.43	1449.0
2015-10-20 21:30:00	ES	Futures	2164.43	2164.96	2163.36	2164.43	1543.0
2015-10-20 22:00:00	ES	Futures	2164.43	2165.77	2164.43	2165.23	1109.0
2015-10-20 22:30:00	ES	Futures	2164.96	2165.5	2164.69	2165.23	660.0
2015-10-20 23:00:00	ES	Futures	2165.23	2166.3	2165.23	2165.77	1225.0
2015-10-20 23:30:00	ES	Futures	2166.03	2167.37	2165.77	2167.37	2330.0
2015-10-20 00:00:00	NQ	Futures	5279.32	5279.91	5277.54	5278.13	123.0
2015-10-20 00:30:00	NQ	Futures	5278.13	5279.62	5278.13	5278.43	164.0
2015-10-20 01:00:00	NQ	Futures	5278.43	5279.62	5273.69	5274.87	548.0
2015-10-20 01:30:00	NQ	Futures	5275.46	5276.95	5274.58	5275.46	189.0

> showing 50 of 2,898 rows — these rows as CSV

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