PREVIEW / futures_30min / 2015-12-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-07.parquet
  size:    82 KB
  rows:    2,929

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
2015-12-07 00:00:00	ES	Futures	2234.26	2234.26	2232.12	2232.39	1438.0
2015-12-07 00:30:00	ES	Futures	2232.39	2233.19	2231.86	2232.93	1073.0
2015-12-07 01:00:00	ES	Futures	2232.93	2234.53	2232.66	2234.26	1014.0
2015-12-07 01:30:00	ES	Futures	2234.26	2234.26	2233.73	2234.0	346.0
2015-12-07 02:00:00	ES	Futures	2234.26	2234.26	2231.32	2232.39	4836.0
2015-12-07 02:30:00	ES	Futures	2232.39	2233.73	2231.59	2232.66	3952.0
2015-12-07 03:00:00	ES	Futures	2232.66	2235.87	2229.98	2233.46	15391.0
2015-12-07 03:30:00	ES	Futures	2233.46	2239.35	2232.39	2238.81	12151.0
2015-12-07 04:00:00	ES	Futures	2238.55	2242.83	2237.74	2238.81	18168.0
2015-12-07 04:30:00	ES	Futures	2238.81	2242.83	2238.81	2239.08	8173.0
2015-12-07 05:00:00	ES	Futures	2239.35	2240.42	2238.28	2240.42	4538.0
2015-12-07 05:30:00	ES	Futures	2240.42	2241.22	2239.35	2240.42	3599.0
2015-12-07 06:00:00	ES	Futures	2240.15	2240.69	2238.28	2238.55	4218.0
2015-12-07 06:30:00	ES	Futures	2238.55	2240.42	2236.94	2239.88	7889.0
2015-12-07 07:00:00	ES	Futures	2239.88	2241.76	2239.35	2240.69	7114.0
2015-12-07 07:30:00	ES	Futures	2240.95	2241.22	2238.28	2238.81	6226.0
2015-12-07 08:00:00	ES	Futures	2238.55	2238.81	2232.66	2233.19	19164.0
2015-12-07 08:30:00	ES	Futures	2233.46	2234.26	2229.98	2231.05	26757.0
2015-12-07 09:00:00	ES	Futures	2230.79	2232.66	2230.25	2231.59	20281.0
2015-12-07 09:30:00	ES	Futures	2231.59	2232.12	2224.63	2225.43	212164.0
2015-12-07 10:00:00	ES	Futures	2225.43	2225.97	2219.82	2221.15	151694.0
2015-12-07 10:30:00	ES	Futures	2221.42	2221.69	2213.13	2216.34	151402.0
2015-12-07 11:00:00	ES	Futures	2216.34	2217.41	2209.65	2210.99	134138.0
2015-12-07 11:30:00	ES	Futures	2210.99	2220.35	2210.45	2219.01	100388.0
2015-12-07 12:00:00	ES	Futures	2219.28	2219.55	2216.07	2216.87	57695.0
2015-12-07 12:30:00	ES	Futures	2217.14	2217.41	2211.25	2212.59	64365.0
2015-12-07 13:00:00	ES	Futures	2212.86	2218.21	2210.72	2217.14	83756.0
2015-12-07 13:30:00	ES	Futures	2217.14	2217.41	2212.06	2216.6	61450.0
2015-12-07 14:00:00	ES	Futures	2216.87	2220.35	2215.27	2218.21	68740.0
2015-12-07 14:30:00	ES	Futures	2218.48	2220.35	2213.66	2213.66	68169.0
2015-12-07 15:00:00	ES	Futures	2213.93	2217.68	2210.99	2216.87	80574.0
2015-12-07 15:30:00	ES	Futures	2217.14	2224.1	2215.53	2221.42	150980.0
2015-12-07 16:00:00	ES	Futures	2221.69	2227.84	2221.15	2227.58	75237.0
2015-12-07 16:30:00	ES	Futures	2227.84	2228.38	2226.77	2227.31	6071.0
2015-12-07 18:00:00	ES	Futures	2226.24	2227.84	2225.97	2225.97	2963.0
2015-12-07 18:30:00	ES	Futures	2226.24	2226.24	2224.63	2224.9	1713.0
2015-12-07 19:00:00	ES	Futures	2224.9	2225.43	2223.83	2224.36	2347.0
2015-12-07 19:30:00	ES	Futures	2224.1	2224.63	2223.56	2223.83	1998.0
2015-12-07 20:00:00	ES	Futures	2224.1	2224.9	2220.35	2221.42	4668.0
2015-12-07 20:30:00	ES	Futures	2221.42	2221.69	2218.48	2220.89	5599.0
2015-12-07 21:00:00	ES	Futures	2220.89	2221.96	2219.01	2219.01	3686.0
2015-12-07 21:30:00	ES	Futures	2219.28	2221.15	2216.87	2217.14	4007.0
2015-12-07 22:00:00	ES	Futures	2217.14	2217.41	2214.73	2217.14	4933.0
2015-12-07 22:30:00	ES	Futures	2216.87	2218.75	2216.87	2217.14	2412.0
2015-12-07 23:00:00	ES	Futures	2217.14	2218.75	2217.14	2218.21	1038.0
2015-12-07 23:30:00	ES	Futures	2218.48	2218.48	2216.87	2217.68	1091.0
2015-12-07 00:00:00	NQ	Futures	5588.56	5589.15	5582.63	5582.93	173.0
2015-12-07 00:30:00	NQ	Futures	5583.22	5584.41	5581.44	5584.41	151.0
2015-12-07 01:00:00	NQ	Futures	5584.11	5587.67	5583.82	5587.37	115.0
2015-12-07 01:30:00	NQ	Futures	5587.08	5588.26	5587.08	5587.67	67.0

> showing 50 of 2,929 rows — these rows as CSV

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