PREVIEW / futures_30min / 2015-12-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-02.parquet
  size:    79 KB
  rows:    2,994

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
2015-12-02 00:00:00	ES	Futures	2248.45	2248.71	2247.91	2248.45	865.0
2015-12-02 00:30:00	ES	Futures	2248.45	2248.71	2247.38	2247.38	1135.0
2015-12-02 01:00:00	ES	Futures	2247.38	2248.98	2247.38	2248.98	1359.0
2015-12-02 01:30:00	ES	Futures	2248.71	2252.46	2248.45	2251.39	5178.0
2015-12-02 02:00:00	ES	Futures	2251.39	2251.92	2250.32	2250.85	3868.0
2015-12-02 02:30:00	ES	Futures	2250.85	2251.39	2250.05	2250.32	3958.0
2015-12-02 03:00:00	ES	Futures	2250.32	2253.0	2248.71	2252.19	13321.0
2015-12-02 03:30:00	ES	Futures	2252.19	2252.46	2249.52	2250.32	7271.0
2015-12-02 04:00:00	ES	Futures	2250.32	2251.66	2248.98	2249.52	6142.0
2015-12-02 04:30:00	ES	Futures	2249.25	2250.85	2247.91	2249.78	5181.0
2015-12-02 05:00:00	ES	Futures	2249.78	2252.19	2249.78	2250.85	7882.0
2015-12-02 05:30:00	ES	Futures	2250.59	2251.39	2249.52	2250.85	5394.0
2015-12-02 06:00:00	ES	Futures	2250.59	2252.19	2248.98	2249.52	5637.0
2015-12-02 06:30:00	ES	Futures	2249.52	2250.32	2248.45	2249.25	4390.0
2015-12-02 07:00:00	ES	Futures	2249.25	2249.52	2246.84	2247.64	8409.0
2015-12-02 07:30:00	ES	Futures	2247.38	2248.98	2245.5	2248.71	14932.0
2015-12-02 08:00:00	ES	Futures	2248.45	2249.52	2246.57	2248.45	18485.0
2015-12-02 08:30:00	ES	Futures	2248.45	2248.98	2244.97	2246.31	16256.0
2015-12-02 09:00:00	ES	Futures	2246.31	2247.91	2245.77	2246.84	14522.0
2015-12-02 09:30:00	ES	Futures	2247.11	2250.59	2244.97	2249.78	141694.0
2015-12-02 10:00:00	ES	Futures	2249.78	2251.12	2245.5	2246.57	128589.0
2015-12-02 10:30:00	ES	Futures	2246.84	2249.52	2245.5	2246.84	89790.0
2015-12-02 11:00:00	ES	Futures	2246.57	2246.84	2241.76	2242.02	105118.0
2015-12-02 11:30:00	ES	Futures	2242.29	2243.09	2239.62	2240.95	73963.0
2015-12-02 12:00:00	ES	Futures	2240.95	2242.83	2238.55	2242.29	66931.0
2015-12-02 12:30:00	ES	Futures	2242.29	2243.9	2240.95	2241.22	57337.0
2015-12-02 13:00:00	ES	Futures	2240.95	2242.29	2239.08	2241.76	49108.0
2015-12-02 13:30:00	ES	Futures	2241.76	2242.56	2236.41	2236.94	62360.0
2015-12-02 14:00:00	ES	Futures	2237.21	2237.21	2228.11	2229.72	142510.0
2015-12-02 14:30:00	ES	Futures	2229.72	2229.98	2221.69	2222.76	161056.0
2015-12-02 15:00:00	ES	Futures	2222.76	2229.98	2221.42	2227.04	126356.0
2015-12-02 15:30:00	ES	Futures	2226.77	2228.38	2220.89	2224.1	206550.0
2015-12-02 16:00:00	ES	Futures	2224.1	2228.65	2223.29	2228.38	100855.0
2015-12-02 16:30:00	ES	Futures	2228.11	2230.79	2227.84	2229.98	7819.0
2015-12-02 18:00:00	ES	Futures	2229.72	2229.98	2223.83	2226.77	7422.0
2015-12-02 18:30:00	ES	Futures	2226.77	2229.18	2226.51	2228.38	1396.0
2015-12-02 19:00:00	ES	Futures	2228.38	2228.65	2226.51	2228.11	2383.0
2015-12-02 19:30:00	ES	Futures	2227.84	2229.45	2227.84	2228.91	1303.0
2015-12-02 20:00:00	ES	Futures	2228.91	2230.52	2228.38	2230.25	2291.0
2015-12-02 20:30:00	ES	Futures	2229.98	2231.32	2229.72	2231.05	2391.0
2015-12-02 21:00:00	ES	Futures	2231.05	2231.32	2229.98	2230.79	1701.0
2015-12-02 21:30:00	ES	Futures	2230.52	2230.79	2229.45	2229.98	1070.0
2015-12-02 22:00:00	ES	Futures	2229.98	2229.98	2225.97	2227.31	3184.0
2015-12-02 22:30:00	ES	Futures	2227.31	2228.38	2226.51	2228.38	1262.0
2015-12-02 23:00:00	ES	Futures	2228.38	2229.98	2228.11	2229.98	1016.0
2015-12-02 23:30:00	ES	Futures	2229.98	2232.12	2227.58	2231.59	6301.0
2015-12-02 00:00:00	NQ	Futures	5596.56	5597.75	5595.97	5597.16	177.0
2015-12-02 00:30:00	NQ	Futures	5597.75	5597.75	5595.08	5595.38	279.0
2015-12-02 01:00:00	NQ	Futures	5595.08	5598.94	5594.79	5598.34	160.0
2015-12-02 01:30:00	NQ	Futures	5598.34	5608.13	5597.45	5605.46	849.0

> showing 50 of 2,994 rows — these rows as CSV

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