PREVIEW / futures_30min / 2015-12-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-09.parquet
  size:    84 KB
  rows:    2,962

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
2015-12-09 00:00:00	ES	Futures	2208.58	2209.11	2206.17	2207.77	2677.0
2015-12-09 00:30:00	ES	Futures	2207.77	2209.11	2207.24	2208.31	1232.0
2015-12-09 01:00:00	ES	Futures	2208.04	2209.11	2207.77	2208.31	945.0
2015-12-09 01:30:00	ES	Futures	2208.58	2209.92	2208.58	2209.11	1399.0
2015-12-09 02:00:00	ES	Futures	2209.11	2211.52	2208.58	2211.52	4365.0
2015-12-09 02:30:00	ES	Futures	2211.25	2213.13	2209.65	2210.18	5187.0
2015-12-09 03:00:00	ES	Futures	2210.45	2213.93	2209.38	2209.92	14817.0
2015-12-09 03:30:00	ES	Futures	2209.92	2210.72	2204.03	2205.37	13038.0
2015-12-09 04:00:00	ES	Futures	2205.1	2206.17	2196.54	2199.21	19556.0
2015-12-09 04:30:00	ES	Futures	2199.21	2202.96	2197.61	2202.16	13140.0
2015-12-09 05:00:00	ES	Futures	2202.16	2202.69	2197.34	2199.75	10034.0
2015-12-09 05:30:00	ES	Futures	2200.02	2200.82	2197.61	2198.41	8736.0
2015-12-09 06:00:00	ES	Futures	2198.14	2205.37	2198.14	2204.56	11074.0
2015-12-09 06:30:00	ES	Futures	2204.56	2206.44	2203.76	2205.1	9249.0
2015-12-09 07:00:00	ES	Futures	2204.83	2205.37	2199.21	2200.28	10705.0
2015-12-09 07:30:00	ES	Futures	2200.55	2201.89	2198.41	2199.75	13643.0
2015-12-09 08:00:00	ES	Futures	2200.02	2202.96	2198.68	2202.16	14384.0
2015-12-09 08:30:00	ES	Futures	2202.16	2202.69	2197.07	2197.61	25532.0
2015-12-09 09:00:00	ES	Futures	2197.87	2200.28	2193.86	2198.94	38617.0
2015-12-09 09:30:00	ES	Futures	2198.94	2214.73	2198.41	2211.25	244225.0
2015-12-09 10:00:00	ES	Futures	2211.52	2220.89	2209.65	2216.07	173876.0
2015-12-09 10:30:00	ES	Futures	2216.34	2225.97	2216.34	2220.35	155477.0
2015-12-09 11:00:00	ES	Futures	2220.35	2221.15	2210.45	2210.99	138565.0
2015-12-09 11:30:00	ES	Futures	2211.25	2212.86	2197.61	2200.55	187941.0
2015-12-09 12:00:00	ES	Futures	2200.28	2202.96	2187.97	2189.31	166039.0
2015-12-09 12:30:00	ES	Futures	2189.31	2189.58	2178.88	2181.82	224319.0
2015-12-09 13:00:00	ES	Futures	2181.55	2187.44	2177.27	2182.62	174778.0
2015-12-09 13:30:00	ES	Futures	2182.89	2189.58	2179.14	2185.83	126681.0
2015-12-09 14:00:00	ES	Futures	2186.1	2188.24	2182.62	2184.23	82845.0
2015-12-09 14:30:00	ES	Futures	2184.23	2187.71	2182.09	2182.36	75776.0
2015-12-09 15:00:00	ES	Futures	2182.62	2192.52	2181.82	2190.38	115296.0
2015-12-09 15:30:00	ES	Futures	2190.38	2195.2	2187.17	2190.11	187561.0
2015-12-09 16:00:00	ES	Futures	2190.11	2191.72	2185.3	2185.83	79118.0
2015-12-09 16:30:00	ES	Futures	2186.37	2189.58	2185.83	2189.04	10045.0
2015-12-09 18:00:00	ES	Futures	2189.58	2191.19	2188.51	2189.85	2991.0
2015-12-09 18:30:00	ES	Futures	2189.58	2191.72	2189.58	2191.45	2442.0
2015-12-09 19:00:00	ES	Futures	2191.45	2192.79	2191.19	2192.52	3375.0
2015-12-09 19:30:00	ES	Futures	2192.79	2194.13	2190.38	2190.65	4051.0
2015-12-09 20:00:00	ES	Futures	2190.65	2193.86	2190.65	2192.79	3528.0
2015-12-09 20:30:00	ES	Futures	2193.06	2194.93	2193.06	2194.13	3597.0
2015-12-09 21:00:00	ES	Futures	2193.86	2194.66	2191.99	2192.79	2005.0
2015-12-09 21:30:00	ES	Futures	2192.79	2193.59	2190.92	2192.52	2443.0
2015-12-09 22:00:00	ES	Futures	2192.52	2193.06	2191.99	2192.26	1118.0
2015-12-09 22:30:00	ES	Futures	2192.52	2193.86	2192.26	2192.79	1628.0
2015-12-09 23:00:00	ES	Futures	2192.79	2194.93	2192.52	2194.13	2596.0
2015-12-09 23:30:00	ES	Futures	2194.13	2194.4	2193.33	2194.13	1400.0
2015-12-09 00:00:00	NQ	Futures	5571.36	5572.55	5565.73	5568.99	415.0
2015-12-09 00:30:00	NQ	Futures	5569.29	5572.85	5568.4	5570.47	225.0
2015-12-09 01:00:00	NQ	Futures	5570.47	5572.25	5568.69	5570.18	171.0
2015-12-09 01:30:00	NQ	Futures	5570.77	5573.73	5569.88	5570.18	309.0

> showing 50 of 2,962 rows — these rows as CSV

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