PREVIEW / futures_30min / 2015-12-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-01.parquet
  size:    77 KB
  rows:    2,956

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
2015-12-01 00:00:00	ES	Futures	2238.81	2239.35	2238.01	2239.08	3094.0
2015-12-01 00:30:00	ES	Futures	2238.81	2239.35	2238.28	2238.55	2134.0
2015-12-01 01:00:00	ES	Futures	2238.55	2239.62	2238.28	2239.08	2715.0
2015-12-01 01:30:00	ES	Futures	2238.81	2239.08	2237.48	2237.74	1944.0
2015-12-01 02:00:00	ES	Futures	2237.74	2238.55	2236.94	2237.48	3540.0
2015-12-01 02:30:00	ES	Futures	2237.48	2237.74	2236.41	2236.94	4394.0
2015-12-01 03:00:00	ES	Futures	2236.94	2237.74	2233.73	2234.0	13985.0
2015-12-01 03:30:00	ES	Futures	2234.0	2235.87	2233.19	2234.0	7345.0
2015-12-01 04:00:00	ES	Futures	2234.26	2234.53	2232.93	2233.73	6441.0
2015-12-01 04:30:00	ES	Futures	2234.0	2234.0	2231.86	2232.93	6061.0
2015-12-01 05:00:00	ES	Futures	2233.19	2233.19	2230.25	2231.59	6679.0
2015-12-01 05:30:00	ES	Futures	2231.32	2234.26	2229.98	2234.26	5438.0
2015-12-01 06:00:00	ES	Futures	2234.26	2236.94	2233.73	2235.87	7731.0
2015-12-01 06:30:00	ES	Futures	2236.14	2236.14	2234.0	2234.53	4892.0
2015-12-01 07:00:00	ES	Futures	2234.26	2234.8	2233.19	2233.19	5501.0
2015-12-01 07:30:00	ES	Futures	2233.46	2236.14	2233.19	2235.34	9991.0
2015-12-01 08:00:00	ES	Futures	2235.07	2236.14	2234.0	2234.26	7696.0
2015-12-01 08:30:00	ES	Futures	2234.26	2234.8	2232.39	2233.46	12493.0
2015-12-01 09:00:00	ES	Futures	2233.19	2235.87	2232.93	2234.53	16826.0
2015-12-01 09:30:00	ES	Futures	2234.53	2244.7	2233.46	2243.09	180352.0
2015-12-01 10:00:00	ES	Futures	2242.83	2243.36	2230.79	2235.34	178755.0
2015-12-01 10:30:00	ES	Futures	2235.34	2241.22	2232.93	2239.35	120918.0
2015-12-01 11:00:00	ES	Futures	2239.08	2240.15	2236.14	2237.74	105371.0
2015-12-01 11:30:00	ES	Futures	2237.74	2239.08	2234.53	2237.48	74108.0
2015-12-01 12:00:00	ES	Futures	2237.21	2239.88	2236.94	2238.81	64160.0
2015-12-01 12:30:00	ES	Futures	2238.81	2241.76	2238.28	2241.22	66607.0
2015-12-01 13:00:00	ES	Futures	2240.95	2241.22	2237.21	2237.74	41461.0
2015-12-01 13:30:00	ES	Futures	2237.74	2238.01	2235.07	2236.67	59165.0
2015-12-01 14:00:00	ES	Futures	2236.67	2241.49	2236.41	2240.69	49808.0
2015-12-01 14:30:00	ES	Futures	2240.69	2242.56	2239.88	2240.69	43493.0
2015-12-01 15:00:00	ES	Futures	2240.95	2244.17	2240.69	2243.9	47012.0
2015-12-01 15:30:00	ES	Futures	2243.9	2249.25	2243.09	2248.45	171026.0
2015-12-01 16:00:00	ES	Futures	2248.18	2248.71	2247.11	2247.64	65661.0
2015-12-01 16:30:00	ES	Futures	2247.38	2247.64	2246.84	2246.84	3911.0
2015-12-01 18:00:00	ES	Futures	2247.11	2247.64	2246.31	2246.57	2561.0
2015-12-01 18:30:00	ES	Futures	2246.57	2246.84	2245.5	2245.5	1938.0
2015-12-01 19:00:00	ES	Futures	2245.5	2247.11	2245.5	2246.84	1527.0
2015-12-01 19:30:00	ES	Futures	2246.84	2246.84	2245.5	2246.84	1321.0
2015-12-01 20:00:00	ES	Futures	2246.84	2247.38	2246.04	2246.57	1658.0
2015-12-01 20:30:00	ES	Futures	2246.31	2247.38	2246.31	2247.11	1563.0
2015-12-01 21:00:00	ES	Futures	2246.84	2248.18	2246.84	2247.64	2126.0
2015-12-01 21:30:00	ES	Futures	2247.91	2248.45	2246.31	2246.57	2233.0
2015-12-01 22:00:00	ES	Futures	2246.57	2247.38	2246.31	2247.11	1262.0
2015-12-01 22:30:00	ES	Futures	2247.38	2247.91	2246.57	2247.11	910.0
2015-12-01 23:00:00	ES	Futures	2247.11	2248.18	2247.11	2248.18	1045.0
2015-12-01 23:30:00	ES	Futures	2248.18	2248.71	2247.64	2248.18	739.0
2015-12-01 00:00:00	NQ	Futures	5566.62	5568.1	5566.03	5567.51	200.0
2015-12-01 00:30:00	NQ	Futures	5567.51	5568.4	5566.32	5567.21	232.0
2015-12-01 01:00:00	NQ	Futures	5566.62	5568.99	5566.62	5568.4	148.0
2015-12-01 01:30:00	NQ	Futures	5568.1	5568.1	5564.54	5566.03	274.0

> showing 50 of 2,956 rows — these rows as CSV

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