PREVIEW / futures_30min / 2015-12-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-15.parquet
  size:    83 KB
  rows:    2,918

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
2015-12-15 00:00:00	ES	Futures	2164.45	2164.72	2162.57	2163.11	1627.0
2015-12-15 00:30:00	ES	Futures	2163.11	2163.11	2161.23	2161.23	1982.0
2015-12-15 01:00:00	ES	Futures	2161.23	2163.11	2160.42	2162.57	1810.0
2015-12-15 01:30:00	ES	Futures	2162.57	2163.38	2161.76	2162.57	1079.0
2015-12-15 02:00:00	ES	Futures	2162.3	2165.79	2161.76	2164.99	2769.0
2015-12-15 02:30:00	ES	Futures	2165.26	2165.26	2161.5	2161.5	4388.0
2015-12-15 03:00:00	ES	Futures	2161.76	2169.83	2160.69	2169.29	14415.0
2015-12-15 03:30:00	ES	Futures	2169.29	2175.47	2169.02	2174.12	17060.0
2015-12-15 04:00:00	ES	Futures	2174.39	2177.35	2173.86	2176.54	11053.0
2015-12-15 04:30:00	ES	Futures	2176.27	2177.89	2174.66	2177.08	13111.0
2015-12-15 05:00:00	ES	Futures	2177.08	2178.69	2172.51	2173.59	13253.0
2015-12-15 05:30:00	ES	Futures	2173.59	2177.08	2173.59	2176.54	8634.0
2015-12-15 06:00:00	ES	Futures	2176.54	2178.16	2174.66	2175.74	7828.0
2015-12-15 06:30:00	ES	Futures	2175.47	2179.23	2175.2	2177.08	13987.0
2015-12-15 07:00:00	ES	Futures	2176.81	2178.16	2176.27	2176.81	8322.0
2015-12-15 07:30:00	ES	Futures	2176.81	2177.08	2173.32	2174.39	15007.0
2015-12-15 08:00:00	ES	Futures	2174.66	2176.27	2173.05	2174.39	15179.0
2015-12-15 08:30:00	ES	Futures	2174.39	2185.41	2173.59	2184.07	46276.0
2015-12-15 09:00:00	ES	Futures	2184.34	2184.6	2182.19	2182.99	24589.0
2015-12-15 09:30:00	ES	Futures	2182.99	2194.55	2181.38	2192.93	241055.0
2015-12-15 10:00:00	ES	Futures	2192.67	2193.74	2186.75	2189.98	116630.0
2015-12-15 10:30:00	ES	Futures	2189.98	2192.13	2185.68	2188.64	87963.0
2015-12-15 11:00:00	ES	Futures	2188.64	2191.32	2186.49	2189.17	72710.0
2015-12-15 11:30:00	ES	Futures	2189.17	2191.05	2182.19	2186.49	79443.0
2015-12-15 12:00:00	ES	Futures	2186.22	2191.59	2185.41	2190.52	56182.0
2015-12-15 12:30:00	ES	Futures	2190.78	2198.85	2190.52	2197.77	89259.0
2015-12-15 13:00:00	ES	Futures	2197.5	2198.31	2190.25	2190.52	52326.0
2015-12-15 13:30:00	ES	Futures	2190.25	2196.7	2189.17	2195.35	50819.0
2015-12-15 14:00:00	ES	Futures	2195.35	2197.5	2192.93	2195.35	54351.0
2015-12-15 14:30:00	ES	Futures	2195.08	2196.97	2192.93	2194.28	39594.0
2015-12-15 15:00:00	ES	Futures	2194.01	2194.28	2187.56	2187.56	62063.0
2015-12-15 15:30:00	ES	Futures	2187.83	2191.05	2184.34	2187.29	158182.0
2015-12-15 16:00:00	ES	Futures	2187.56	2190.52	2183.8	2190.52	80492.0
2015-12-15 16:30:00	ES	Futures	2190.52	2191.05	2189.17	2189.98	4664.0
2015-12-15 18:00:00	ES	Futures	2189.98	2191.05	2188.37	2190.52	3072.0
2015-12-15 18:30:00	ES	Futures	2190.52	2191.05	2188.37	2189.17	1708.0
2015-12-15 19:00:00	ES	Futures	2189.17	2191.05	2188.1	2190.25	2458.0
2015-12-15 19:30:00	ES	Futures	2189.98	2190.25	2188.37	2189.17	1437.0
2015-12-15 20:00:00	ES	Futures	2188.9	2189.44	2187.56	2187.83	1753.0
2015-12-15 20:30:00	ES	Futures	2187.56	2192.67	2187.29	2191.86	2800.0
2015-12-15 21:00:00	ES	Futures	2191.59	2192.93	2189.98	2190.52	2926.0
2015-12-15 21:30:00	ES	Futures	2190.25	2192.67	2189.98	2192.67	1279.0
2015-12-15 22:00:00	ES	Futures	2192.67	2194.55	2192.67	2193.74	1903.0
2015-12-15 22:30:00	ES	Futures	2193.74	2195.62	2192.67	2194.82	2187.0
2015-12-15 23:00:00	ES	Futures	2194.82	2196.7	2194.55	2195.35	1997.0
2015-12-15 23:30:00	ES	Futures	2195.08	2196.97	2194.82	2196.16	1622.0
2015-12-15 00:00:00	NQ	Futures	5426.72	5427.61	5421.97	5423.75	404.0
2015-12-15 00:30:00	NQ	Futures	5422.86	5423.15	5418.11	5419.0	531.0
2015-12-15 01:00:00	NQ	Futures	5419.29	5423.15	5416.62	5421.97	289.0
2015-12-15 01:30:00	NQ	Futures	5422.26	5424.34	5421.08	5422.86	158.0

> showing 50 of 2,918 rows — these rows as CSV

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