PREVIEW / futures_30min / 2015-12-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-14.parquet
  size:    83 KB
  rows:    2,951

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
2015-12-14 00:00:00	ES	Futures	2158.81	2158.81	2157.2	2157.73	2295.0
2015-12-14 00:30:00	ES	Futures	2157.73	2161.76	2157.46	2161.23	2497.0
2015-12-14 01:00:00	ES	Futures	2161.23	2161.5	2159.61	2161.23	1344.0
2015-12-14 01:30:00	ES	Futures	2160.96	2162.3	2160.96	2161.23	1993.0
2015-12-14 02:00:00	ES	Futures	2161.5	2166.6	2161.23	2166.33	6469.0
2015-12-14 02:30:00	ES	Futures	2166.06	2168.75	2164.72	2165.53	7853.0
2015-12-14 03:00:00	ES	Futures	2165.53	2170.63	2163.38	2169.29	15596.0
2015-12-14 03:30:00	ES	Futures	2169.56	2170.63	2159.35	2160.15	16964.0
2015-12-14 04:00:00	ES	Futures	2160.15	2165.26	2160.15	2164.99	11532.0
2015-12-14 04:30:00	ES	Futures	2164.99	2167.68	2163.91	2166.6	11424.0
2015-12-14 05:00:00	ES	Futures	2166.6	2166.87	2161.5	2162.57	10165.0
2015-12-14 05:30:00	ES	Futures	2162.57	2165.53	2162.03	2165.26	6344.0
2015-12-14 06:00:00	ES	Futures	2165.26	2165.53	2152.09	2153.7	19766.0
2015-12-14 06:30:00	ES	Futures	2153.7	2154.51	2144.84	2151.82	29066.0
2015-12-14 07:00:00	ES	Futures	2152.09	2154.51	2140.27	2145.1	29588.0
2015-12-14 07:30:00	ES	Futures	2145.1	2149.13	2144.57	2148.33	14250.0
2015-12-14 08:00:00	ES	Futures	2148.06	2149.4	2143.49	2147.25	22856.0
2015-12-14 08:30:00	ES	Futures	2147.52	2158.0	2146.99	2155.05	48203.0
2015-12-14 09:00:00	ES	Futures	2155.32	2158.54	2153.17	2154.24	29710.0
2015-12-14 09:30:00	ES	Futures	2154.51	2161.76	2148.06	2148.87	225286.0
2015-12-14 10:00:00	ES	Futures	2149.13	2164.72	2141.07	2142.15	282404.0
2015-12-14 10:30:00	ES	Futures	2142.42	2151.02	2141.34	2146.99	122691.0
2015-12-14 11:00:00	ES	Futures	2146.99	2147.79	2134.89	2138.39	131439.0
2015-12-14 11:30:00	ES	Futures	2138.12	2144.03	2131.67	2143.49	132980.0
2015-12-14 12:00:00	ES	Futures	2143.49	2154.78	2141.34	2154.24	100746.0
2015-12-14 12:30:00	ES	Futures	2154.51	2158.81	2146.99	2157.2	85978.0
2015-12-14 13:00:00	ES	Futures	2157.2	2160.15	2149.13	2151.55	68993.0
2015-12-14 13:30:00	ES	Futures	2151.55	2152.9	2145.91	2151.28	56338.0
2015-12-14 14:00:00	ES	Futures	2151.28	2154.78	2146.72	2149.67	77533.0
2015-12-14 14:30:00	ES	Futures	2149.67	2158.54	2146.99	2155.58	69365.0
2015-12-14 15:00:00	ES	Futures	2155.58	2155.58	2148.6	2153.97	72142.0
2015-12-14 15:30:00	ES	Futures	2153.7	2164.99	2152.63	2164.72	176270.0
2015-12-14 16:00:00	ES	Futures	2164.45	2166.6	2159.61	2159.88	70603.0
2015-12-14 16:30:00	ES	Futures	2159.61	2163.38	2159.61	2162.03	7838.0
2015-12-14 18:00:00	ES	Futures	2163.65	2169.83	2162.84	2169.02	7049.0
2015-12-14 18:30:00	ES	Futures	2169.02	2170.09	2166.6	2167.94	4175.0
2015-12-14 19:00:00	ES	Futures	2168.21	2169.02	2164.18	2165.26	4166.0
2015-12-14 19:30:00	ES	Futures	2165.26	2166.06	2163.38	2165.79	2895.0
2015-12-14 20:00:00	ES	Futures	2165.79	2166.6	2162.3	2164.45	2839.0
2015-12-14 20:30:00	ES	Futures	2164.18	2165.26	2162.84	2163.91	1666.0
2015-12-14 21:00:00	ES	Futures	2163.91	2165.26	2162.57	2165.26	1818.0
2015-12-14 21:30:00	ES	Futures	2165.26	2166.33	2164.99	2165.79	1713.0
2015-12-14 22:00:00	ES	Futures	2165.79	2166.6	2164.18	2166.6	1636.0
2015-12-14 22:30:00	ES	Futures	2166.33	2166.6	2164.99	2165.26	1696.0
2015-12-14 23:00:00	ES	Futures	2165.26	2165.53	2163.91	2164.18	959.0
2015-12-14 23:30:00	ES	Futures	2164.18	2165.53	2163.91	2164.18	968.0
2015-12-14 00:00:00	NQ	Futures	5398.51	5399.1	5393.76	5394.65	333.0
2015-12-14 00:30:00	NQ	Futures	5394.65	5405.64	5394.65	5403.85	403.0
2015-12-14 01:00:00	NQ	Futures	5404.15	5405.93	5399.7	5404.15	211.0
2015-12-14 01:30:00	NQ	Futures	5404.74	5408.9	5404.45	5406.53	402.0

> showing 50 of 2,951 rows — these rows as CSV

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