PREVIEW / futures_30min / 2015-11-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-16.parquet
  size:    81 KB
  rows:    2,979

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
2015-11-16 00:00:00	ES	Futures	2151.85	2151.85	2150.25	2150.51	1646.0
2015-11-16 00:30:00	ES	Futures	2150.51	2150.78	2149.44	2149.98	1295.0
2015-11-16 01:00:00	ES	Futures	2150.25	2152.39	2149.44	2152.12	2604.0
2015-11-16 01:30:00	ES	Futures	2152.12	2152.12	2149.71	2150.25	2073.0
2015-11-16 02:00:00	ES	Futures	2150.25	2158.01	2149.18	2155.06	13647.0
2015-11-16 02:30:00	ES	Futures	2155.33	2156.94	2154.53	2155.6	5918.0
2015-11-16 03:00:00	ES	Futures	2155.86	2159.88	2155.33	2159.61	21269.0
2015-11-16 03:30:00	ES	Futures	2159.61	2164.43	2159.08	2161.48	23047.0
2015-11-16 04:00:00	ES	Futures	2161.22	2167.1	2161.22	2164.16	16861.0
2015-11-16 04:30:00	ES	Futures	2164.16	2164.43	2161.22	2163.36	9340.0
2015-11-16 05:00:00	ES	Futures	2163.36	2167.91	2163.09	2164.69	14447.0
2015-11-16 05:30:00	ES	Futures	2164.69	2164.96	2162.29	2162.55	6168.0
2015-11-16 06:00:00	ES	Futures	2162.82	2164.69	2161.22	2162.82	6005.0
2015-11-16 06:30:00	ES	Futures	2163.09	2166.84	2162.29	2166.3	10169.0
2015-11-16 07:00:00	ES	Futures	2166.03	2168.17	2165.23	2165.77	12591.0
2015-11-16 07:30:00	ES	Futures	2166.03	2166.3	2163.89	2164.43	17579.0
2015-11-16 08:00:00	ES	Futures	2164.43	2166.57	2162.29	2162.55	14731.0
2015-11-16 08:30:00	ES	Futures	2162.55	2162.82	2157.74	2158.27	36619.0
2015-11-16 09:00:00	ES	Futures	2158.27	2159.08	2154.53	2157.47	34797.0
2015-11-16 09:30:00	ES	Futures	2157.74	2172.99	2156.13	2166.57	280640.0
2015-11-16 10:00:00	ES	Futures	2166.3	2172.45	2163.62	2168.44	128763.0
2015-11-16 10:30:00	ES	Futures	2168.17	2169.78	2162.55	2163.62	83228.0
2015-11-16 11:00:00	ES	Futures	2163.36	2167.37	2161.22	2161.75	93775.0
2015-11-16 11:30:00	ES	Futures	2161.48	2169.51	2161.48	2167.64	72234.0
2015-11-16 12:00:00	ES	Futures	2167.64	2172.19	2166.3	2171.38	61313.0
2015-11-16 12:30:00	ES	Futures	2171.38	2175.93	2171.12	2173.53	72434.0
2015-11-16 13:00:00	ES	Futures	2173.53	2180.48	2172.45	2177.81	72726.0
2015-11-16 13:30:00	ES	Futures	2177.81	2181.02	2176.74	2181.02	53915.0
2015-11-16 14:00:00	ES	Futures	2180.75	2183.16	2179.68	2182.36	65791.0
2015-11-16 14:30:00	ES	Futures	2182.09	2186.1	2181.82	2184.5	69465.0
2015-11-16 15:00:00	ES	Futures	2184.23	2192.52	2184.23	2190.65	94956.0
2015-11-16 15:30:00	ES	Futures	2190.65	2193.59	2188.78	2193.06	136883.0
2015-11-16 16:00:00	ES	Futures	2193.06	2195.2	2190.92	2191.99	86064.0
2015-11-16 16:30:00	ES	Futures	2191.99	2194.4	2191.72	2192.79	7478.0
2015-11-16 18:00:00	ES	Futures	2191.72	2192.26	2189.58	2190.38	4389.0
2015-11-16 18:30:00	ES	Futures	2190.11	2191.45	2189.85	2191.19	1381.0
2015-11-16 19:00:00	ES	Futures	2190.92	2191.45	2189.85	2191.19	2142.0
2015-11-16 19:30:00	ES	Futures	2191.19	2191.72	2190.11	2190.65	2400.0
2015-11-16 20:00:00	ES	Futures	2190.65	2191.19	2190.11	2191.19	2474.0
2015-11-16 20:30:00	ES	Futures	2191.19	2194.66	2190.11	2194.13	4274.0
2015-11-16 21:00:00	ES	Futures	2194.13	2197.87	2193.86	2196.27	5812.0
2015-11-16 21:30:00	ES	Futures	2196.27	2197.07	2194.4	2194.66	1871.0
2015-11-16 22:00:00	ES	Futures	2194.93	2195.2	2193.33	2194.93	1647.0
2015-11-16 22:30:00	ES	Futures	2194.93	2194.93	2193.06	2194.4	1558.0
2015-11-16 23:00:00	ES	Futures	2194.4	2195.2	2194.13	2194.66	1080.0
2015-11-16 23:30:00	ES	Futures	2194.93	2195.73	2194.66	2195.47	1125.0
2015-11-16 00:00:00	NQ	Futures	5316.97	5316.97	5313.12	5313.42	222.0
2015-11-16 00:30:00	NQ	Futures	5313.42	5314.31	5311.34	5313.12	194.0
2015-11-16 01:00:00	NQ	Futures	5313.42	5318.46	5312.53	5318.16	352.0
2015-11-16 01:30:00	NQ	Futures	5318.46	5319.35	5313.71	5314.01	365.0

> showing 50 of 2,979 rows — these rows as CSV

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