PREVIEW / futures_30min / 2015-12-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-16.parquet
  size:    84 KB
  rows:    2,947

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
2015-12-16 00:00:00	ES	Futures	2196.43	2196.43	2194.28	2194.82	1797.0
2015-12-16 00:30:00	ES	Futures	2195.08	2195.08	2192.93	2194.55	1501.0
2015-12-16 01:00:00	ES	Futures	2194.55	2195.89	2193.74	2194.28	1272.0
2015-12-16 01:30:00	ES	Futures	2194.28	2196.43	2194.01	2195.35	1161.0
2015-12-16 02:00:00	ES	Futures	2195.35	2195.62	2192.93	2193.47	2677.0
2015-12-16 02:30:00	ES	Futures	2193.74	2195.62	2193.2	2195.62	2637.0
2015-12-16 03:00:00	ES	Futures	2195.62	2197.77	2192.13	2193.74	15312.0
2015-12-16 03:30:00	ES	Futures	2193.74	2195.62	2190.52	2192.93	7958.0
2015-12-16 04:00:00	ES	Futures	2192.93	2196.43	2192.13	2193.47	8710.0
2015-12-16 04:30:00	ES	Futures	2193.47	2196.97	2192.93	2196.97	8399.0
2015-12-16 05:00:00	ES	Futures	2196.97	2197.77	2195.35	2197.77	6601.0
2015-12-16 05:30:00	ES	Futures	2197.5	2203.95	2197.23	2201.53	18025.0
2015-12-16 06:00:00	ES	Futures	2201.26	2203.41	2198.31	2202.61	12536.0
2015-12-16 06:30:00	ES	Futures	2202.61	2203.41	2199.92	2200.19	7405.0
2015-12-16 07:00:00	ES	Futures	2200.19	2200.73	2197.23	2198.31	7943.0
2015-12-16 07:30:00	ES	Futures	2198.31	2199.92	2196.97	2198.58	7055.0
2015-12-16 08:00:00	ES	Futures	2198.58	2201.53	2196.7	2200.73	16592.0
2015-12-16 08:30:00	ES	Futures	2200.73	2202.88	2199.92	2201.26	18343.0
2015-12-16 09:00:00	ES	Futures	2201.26	2202.88	2199.92	2201.26	16004.0
2015-12-16 09:30:00	ES	Futures	2201.53	2205.83	2199.11	2199.11	145962.0
2015-12-16 10:00:00	ES	Futures	2199.38	2201.26	2196.43	2197.77	92915.0
2015-12-16 10:30:00	ES	Futures	2197.5	2198.31	2191.59	2194.28	89784.0
2015-12-16 11:00:00	ES	Futures	2194.28	2195.08	2189.98	2190.52	61739.0
2015-12-16 11:30:00	ES	Futures	2190.25	2194.55	2189.98	2193.74	54957.0
2015-12-16 12:00:00	ES	Futures	2193.47	2196.16	2192.93	2195.08	43103.0
2015-12-16 12:30:00	ES	Futures	2195.08	2195.89	2190.78	2191.32	39731.0
2015-12-16 13:00:00	ES	Futures	2191.32	2195.35	2189.98	2194.55	53875.0
2015-12-16 13:30:00	ES	Futures	2194.82	2201.8	2192.67	2199.65	59834.0
2015-12-16 14:00:00	ES	Futures	2200.19	2209.59	2182.99	2197.5	272057.0
2015-12-16 14:30:00	ES	Futures	2197.23	2216.85	2192.67	2215.77	174334.0
2015-12-16 15:00:00	ES	Futures	2216.04	2218.46	2208.52	2217.92	141204.0
2015-12-16 15:30:00	ES	Futures	2218.19	2223.57	2217.12	2219.0	215301.0
2015-12-16 16:00:00	ES	Futures	2219.0	2221.69	2214.7	2217.92	83932.0
2015-12-16 16:30:00	ES	Futures	2217.92	2218.46	2213.89	2214.16	9011.0
2015-12-16 18:00:00	ES	Futures	2214.97	2217.92	2213.36	2217.12	5461.0
2015-12-16 18:30:00	ES	Futures	2217.12	2218.19	2216.85	2217.39	1964.0
2015-12-16 19:00:00	ES	Futures	2217.12	2217.66	2215.51	2216.58	2687.0
2015-12-16 19:30:00	ES	Futures	2216.31	2216.58	2213.89	2214.43	2629.0
2015-12-16 20:00:00	ES	Futures	2214.43	2215.51	2212.28	2212.82	2939.0
2015-12-16 20:30:00	ES	Futures	2213.09	2213.62	2209.86	2212.82	6907.0
2015-12-16 21:00:00	ES	Futures	2212.82	2215.24	2212.28	2215.24	3327.0
2015-12-16 21:30:00	ES	Futures	2215.24	2216.04	2214.16	2214.97	1801.0
2015-12-16 22:00:00	ES	Futures	2214.97	2215.51	2213.09	2213.09	3227.0
2015-12-16 22:30:00	ES	Futures	2212.82	2213.36	2211.21	2211.74	2508.0
2015-12-16 23:00:00	ES	Futures	2211.74	2213.89	2211.21	2212.01	2419.0
2015-12-16 23:30:00	ES	Futures	2212.28	2212.55	2210.4	2210.94	1705.0
2015-12-16 00:00:00	NQ	Futures	5482.54	5482.54	5477.79	5479.57	264.0
2015-12-16 00:30:00	NQ	Futures	5478.98	5479.57	5474.52	5477.2	187.0
2015-12-16 01:00:00	NQ	Futures	5477.49	5481.06	5476.6	5476.6	149.0
2015-12-16 01:30:00	NQ	Futures	5476.6	5482.54	5476.3	5479.87	178.0

> showing 50 of 2,947 rows — these rows as CSV

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