PREVIEW / futures_30min / 2015-12-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-04.parquet
  size:    71 KB
  rows:    2,463

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
2015-12-04 00:00:00	ES	Futures	2200.82	2201.09	2198.68	2199.48	2221.0
2015-12-04 00:30:00	ES	Futures	2199.48	2200.28	2198.41	2199.75	1571.0
2015-12-04 01:00:00	ES	Futures	2200.02	2200.02	2198.14	2198.68	1844.0
2015-12-04 01:30:00	ES	Futures	2198.68	2200.55	2198.68	2199.48	1323.0
2015-12-04 02:00:00	ES	Futures	2199.48	2202.16	2197.34	2201.09	6333.0
2015-12-04 02:30:00	ES	Futures	2201.35	2204.3	2200.55	2203.23	7105.0
2015-12-04 03:00:00	ES	Futures	2203.49	2207.77	2202.96	2205.37	19590.0
2015-12-04 03:30:00	ES	Futures	2205.37	2207.77	2200.82	2206.44	13806.0
2015-12-04 04:00:00	ES	Futures	2206.7	2207.24	2204.83	2206.44	12031.0
2015-12-04 04:30:00	ES	Futures	2206.44	2206.7	2202.42	2204.3	9525.0
2015-12-04 05:00:00	ES	Futures	2204.03	2204.3	2201.62	2202.96	7440.0
2015-12-04 05:30:00	ES	Futures	2202.96	2205.63	2201.35	2205.63	8660.0
2015-12-04 06:00:00	ES	Futures	2205.37	2206.17	2202.96	2204.03	9354.0
2015-12-04 06:30:00	ES	Futures	2204.03	2204.56	2202.16	2204.3	6858.0
2015-12-04 07:00:00	ES	Futures	2204.03	2204.3	2200.28	2201.89	8085.0
2015-12-04 07:30:00	ES	Futures	2201.89	2202.42	2199.21	2199.75	17092.0
2015-12-04 08:00:00	ES	Futures	2199.75	2202.69	2198.94	2199.75	22220.0
2015-12-04 08:30:00	ES	Futures	2200.28	2207.77	2198.14	2198.68	86480.0
2015-12-04 09:00:00	ES	Futures	2198.41	2200.02	2190.65	2197.87	74390.0
2015-12-04 09:30:00	ES	Futures	2198.14	2215.27	2196.27	2211.25	303915.0
2015-12-04 10:00:00	ES	Futures	2211.25	2216.87	2207.77	2215.27	176291.0
2015-12-04 10:30:00	ES	Futures	2215.27	2223.03	2213.13	2222.22	170576.0
2015-12-04 11:00:00	ES	Futures	2222.49	2224.1	2217.94	2218.21	146425.0
2015-12-04 11:30:00	ES	Futures	2218.21	2220.62	2214.73	2216.6	93510.0
2015-12-04 12:00:00	ES	Futures	2216.34	2219.55	2213.93	2217.14	72104.0
2015-12-04 12:30:00	ES	Futures	2216.87	2230.25	2216.6	2229.98	142154.0
2015-12-04 13:00:00	ES	Futures	2229.98	2235.87	2229.18	2232.93	139234.0
2015-12-04 13:30:00	ES	Futures	2232.93	2234.26	2229.98	2233.46	81899.0
2015-12-04 14:00:00	ES	Futures	2233.46	2234.53	2229.98	2233.46	76218.0
2015-12-04 14:30:00	ES	Futures	2233.19	2238.81	2232.12	2238.55	89050.0
2015-12-04 15:00:00	ES	Futures	2238.55	2240.15	2235.07	2237.21	101604.0
2015-12-04 15:30:00	ES	Futures	2236.94	2237.48	2232.93	2236.14	173400.0
2015-12-04 16:00:00	ES	Futures	2236.14	2236.67	2234.0	2235.07	102843.0
2015-12-04 16:30:00	ES	Futures	2235.34	2236.14	2235.07	2235.34	7935.0
2015-12-04 00:00:00	NQ	Futures	5480.93	5481.53	5476.78	5478.26	235.0
2015-12-04 00:30:00	NQ	Futures	5478.26	5479.45	5474.71	5478.56	276.0
2015-12-04 01:00:00	NQ	Futures	5478.86	5479.15	5475.6	5477.67	243.0
2015-12-04 01:30:00	NQ	Futures	5476.78	5481.82	5476.19	5479.15	172.0
2015-12-04 02:00:00	NQ	Futures	5479.15	5484.19	5473.22	5482.71	978.0
2015-12-04 02:30:00	NQ	Futures	5482.12	5490.42	5480.34	5488.35	1122.0
2015-12-04 03:00:00	NQ	Futures	5488.05	5497.83	5486.27	5492.2	2715.0
2015-12-04 03:30:00	NQ	Futures	5492.79	5497.24	5480.64	5495.76	1701.0
2015-12-04 04:00:00	NQ	Futures	5496.05	5497.54	5491.01	5493.39	1260.0
2015-12-04 04:30:00	NQ	Futures	5493.68	5493.98	5482.71	5487.46	1481.0
2015-12-04 05:00:00	NQ	Futures	5487.75	5488.05	5480.34	5483.6	871.0
2015-12-04 05:30:00	NQ	Futures	5483.6	5488.64	5477.67	5488.35	1729.0
2015-12-04 06:00:00	NQ	Futures	5488.05	5490.42	5481.82	5485.08	1148.0
2015-12-04 06:30:00	NQ	Futures	5485.08	5485.68	5480.04	5485.38	950.0
2015-12-04 07:00:00	NQ	Futures	5485.38	5485.68	5476.78	5479.75	1591.0
2015-12-04 07:30:00	NQ	Futures	5479.75	5480.93	5472.33	5474.71	2505.0

> showing 50 of 2,463 rows — these rows as CSV

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