PREVIEW / futures_30min / 2015-12-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-10.parquet
  size:    75 KB
  rows:    2,793

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
2015-12-10 00:00:00	ES	Futures	2194.4	2194.4	2192.79	2193.33	1289.0
2015-12-10 00:30:00	ES	Futures	2193.33	2193.33	2192.52	2193.06	1101.0
2015-12-10 01:00:00	ES	Futures	2192.79	2193.59	2191.72	2192.26	1520.0
2015-12-10 01:30:00	ES	Futures	2192.26	2192.26	2191.19	2191.19	1280.0
2015-12-10 02:00:00	ES	Futures	2191.45	2194.93	2190.65	2194.66	3746.0
2015-12-10 02:30:00	ES	Futures	2194.4	2196.0	2192.52	2194.93	4647.0
2015-12-10 03:00:00	ES	Futures	2194.66	2199.48	2189.85	2197.61	22172.0
2015-12-10 03:30:00	ES	Futures	2197.61	2198.14	2191.99	2193.33	10846.0
2015-12-10 04:00:00	ES	Futures	2193.06	2196.8	2191.19	2196.54	10272.0
2015-12-10 04:30:00	ES	Futures	2196.54	2198.41	2192.52	2194.4	9941.0
2015-12-10 05:00:00	ES	Futures	2194.4	2196.54	2193.33	2194.93	8555.0
2015-12-10 05:30:00	ES	Futures	2195.2	2198.41	2194.66	2195.73	7929.0
2015-12-10 06:00:00	ES	Futures	2196.0	2197.87	2192.26	2192.79	10913.0
2015-12-10 06:30:00	ES	Futures	2193.06	2193.59	2190.11	2192.52	9121.0
2015-12-10 07:00:00	ES	Futures	2192.26	2193.86	2188.78	2190.92	11837.0
2015-12-10 07:30:00	ES	Futures	2190.92	2192.79	2187.71	2192.52	14822.0
2015-12-10 08:00:00	ES	Futures	2192.52	2194.66	2189.58	2191.99	19069.0
2015-12-10 08:30:00	ES	Futures	2192.26	2192.52	2188.24	2188.51	24943.0
2015-12-10 09:00:00	ES	Futures	2188.51	2192.52	2188.51	2190.92	30763.0
2015-12-10 09:30:00	ES	Futures	2190.92	2198.94	2188.24	2191.19	205433.0
2015-12-10 10:00:00	ES	Futures	2190.92	2197.87	2187.44	2196.54	130999.0
2015-12-10 10:30:00	ES	Futures	2196.54	2207.51	2195.2	2202.16	142412.0
2015-12-10 11:00:00	ES	Futures	2202.16	2204.83	2199.75	2200.82	72529.0
2015-12-10 11:30:00	ES	Futures	2200.82	2201.35	2195.73	2197.87	74977.0
2015-12-10 12:00:00	ES	Futures	2197.87	2200.02	2192.26	2195.47	57427.0
2015-12-10 12:30:00	ES	Futures	2195.47	2202.96	2192.52	2201.89	69212.0
2015-12-10 13:00:00	ES	Futures	2201.89	2203.23	2198.14	2200.82	46358.0
2015-12-10 13:30:00	ES	Futures	2201.09	2204.56	2200.55	2202.16	39687.0
2015-12-10 14:00:00	ES	Futures	2202.42	2210.99	2201.62	2210.72	53018.0
2015-12-10 14:30:00	ES	Futures	2210.99	2212.32	2205.9	2206.97	65715.0
2015-12-10 15:00:00	ES	Futures	2206.97	2208.04	2195.73	2199.21	83354.0
2015-12-10 15:30:00	ES	Futures	2199.48	2200.82	2192.79	2195.2	107768.0
2015-12-10 16:00:00	ES	Futures	2195.2	2196.0	2192.52	2192.79	52078.0
2015-12-10 16:30:00	ES	Futures	2192.26	2195.2	2191.99	2194.66	8835.0
2015-12-10 18:00:00	ES	Futures	2194.93	2196.27	2194.4	2196.0	1222.0
2015-12-10 18:30:00	ES	Futures	2196.0	2196.27	2194.66	2194.93	652.0
2015-12-10 19:00:00	ES	Futures	2194.93	2199.75	2194.93	2198.68	2304.0
2015-12-10 19:30:00	ES	Futures	2198.68	2199.21	2197.61	2198.41	1042.0
2015-12-10 20:00:00	ES	Futures	2198.68	2200.82	2198.41	2199.48	2262.0
2015-12-10 20:30:00	ES	Futures	2199.21	2200.55	2198.68	2199.21	1372.0
2015-12-10 21:00:00	ES	Futures	2199.21	2199.21	2197.07	2197.87	1545.0
2015-12-10 21:30:00	ES	Futures	2198.14	2198.68	2197.34	2197.34	902.0
2015-12-10 22:00:00	ES	Futures	2197.07	2197.87	2196.54	2197.07	737.0
2015-12-10 22:30:00	ES	Futures	2197.07	2199.21	2195.2	2198.14	1651.0
2015-12-10 23:00:00	ES	Futures	2198.14	2198.41	2196.54	2196.54	460.0
2015-12-10 23:30:00	ES	Futures	2196.54	2196.8	2195.73	2196.54	709.0
2015-12-10 00:00:00	NQ	Futures	5496.65	5496.94	5493.09	5493.68	212.0
2015-12-10 00:30:00	NQ	Futures	5493.98	5493.98	5491.31	5492.79	248.0
2015-12-10 01:00:00	NQ	Futures	5492.5	5494.28	5490.12	5491.9	159.0
2015-12-10 01:30:00	NQ	Futures	5491.31	5491.61	5488.94	5488.94	95.0

> showing 50 of 2,793 rows — these rows as CSV

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