PREVIEW / futures_30min / 2015-12-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-17.parquet
  size:    85 KB
  rows:    3,001

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
2015-12-17 00:00:00	ES	Futures	2210.94	2212.55	2210.67	2212.01	1669.0
2015-12-17 00:30:00	ES	Futures	2211.74	2212.28	2210.13	2210.94	1596.0
2015-12-17 01:00:00	ES	Futures	2210.94	2211.48	2210.13	2210.4	1329.0
2015-12-17 01:30:00	ES	Futures	2210.67	2213.09	2210.4	2212.55	1408.0
2015-12-17 02:00:00	ES	Futures	2212.82	2214.97	2211.21	2214.7	5097.0
2015-12-17 02:30:00	ES	Futures	2214.43	2217.12	2212.82	2215.51	6038.0
2015-12-17 03:00:00	ES	Futures	2215.51	2218.73	2213.62	2217.66	17168.0
2015-12-17 03:30:00	ES	Futures	2217.66	2221.42	2217.12	2220.88	13105.0
2015-12-17 04:00:00	ES	Futures	2220.88	2223.57	2218.73	2220.07	16022.0
2015-12-17 04:30:00	ES	Futures	2220.34	2224.64	2220.07	2224.37	8256.0
2015-12-17 05:00:00	ES	Futures	2224.37	2226.52	2222.76	2225.18	15214.0
2015-12-17 05:30:00	ES	Futures	2225.18	2226.25	2224.37	2225.72	10538.0
2015-12-17 06:00:00	ES	Futures	2225.72	2227.6	2223.84	2227.33	12536.0
2015-12-17 06:30:00	ES	Futures	2227.33	2227.87	2224.64	2225.45	9587.0
2015-12-17 07:00:00	ES	Futures	2225.18	2227.06	2224.37	2224.64	7354.0
2015-12-17 07:30:00	ES	Futures	2224.91	2225.45	2222.49	2222.76	14854.0
2015-12-17 08:00:00	ES	Futures	2223.03	2223.3	2220.34	2221.69	15973.0
2015-12-17 08:30:00	ES	Futures	2221.42	2224.1	2220.07	2223.57	16508.0
2015-12-17 09:00:00	ES	Futures	2223.84	2225.45	2222.76	2223.03	19287.0
2015-12-17 09:30:00	ES	Futures	2223.3	2224.37	2209.59	2214.97	197469.0
2015-12-17 10:00:00	ES	Futures	2214.97	2215.24	2203.68	2208.52	232938.0
2015-12-17 10:30:00	ES	Futures	2208.52	2210.94	2196.16	2200.19	145466.0
2015-12-17 11:00:00	ES	Futures	2200.46	2202.61	2190.78	2194.55	146908.0
2015-12-17 11:30:00	ES	Futures	2194.55	2201.26	2191.86	2198.04	114710.0
2015-12-17 12:00:00	ES	Futures	2197.77	2200.73	2193.47	2196.7	62308.0
2015-12-17 12:30:00	ES	Futures	2196.7	2198.58	2190.25	2195.35	77838.0
2015-12-17 13:00:00	ES	Futures	2195.08	2201.26	2194.28	2198.58	61915.0
2015-12-17 13:30:00	ES	Futures	2198.31	2203.95	2197.23	2202.61	66515.0
2015-12-17 14:00:00	ES	Futures	2202.61	2203.95	2198.04	2199.65	63304.0
2015-12-17 14:30:00	ES	Futures	2199.65	2200.46	2193.47	2196.7	66707.0
2015-12-17 15:00:00	ES	Futures	2196.7	2198.58	2191.05	2194.82	84509.0
2015-12-17 15:30:00	ES	Futures	2194.82	2199.92	2183.53	2184.07	196774.0
2015-12-17 16:00:00	ES	Futures	2184.07	2184.87	2174.66	2175.74	142191.0
2015-12-17 16:30:00	ES	Futures	2176.81	2177.89	2174.12	2174.39	15956.0
2015-12-17 18:00:00	ES	Futures	2175.47	2176.27	2173.59	2174.93	5752.0
2015-12-17 18:30:00	ES	Futures	2174.93	2177.08	2174.39	2175.47	3688.0
2015-12-17 19:00:00	ES	Futures	2175.47	2178.69	2175.47	2177.62	6238.0
2015-12-17 19:30:00	ES	Futures	2177.62	2177.89	2166.33	2167.41	19121.0
2015-12-17 20:00:00	ES	Futures	2167.41	2172.51	2166.6	2171.17	8803.0
2015-12-17 20:30:00	ES	Futures	2171.17	2173.32	2170.36	2172.24	3857.0
2015-12-17 21:00:00	ES	Futures	2172.24	2175.47	2171.98	2175.47	4114.0
2015-12-17 21:30:00	ES	Futures	2175.47	2175.74	2173.05	2174.12	2921.0
2015-12-17 22:00:00	ES	Futures	2174.39	2176.27	2173.86	2175.74	2979.0
2015-12-17 22:30:00	ES	Futures	2176.01	2181.38	2172.24	2174.39	16436.0
2015-12-17 23:00:00	ES	Futures	2174.66	2176.27	2164.99	2167.94	18274.0
2015-12-17 23:30:00	ES	Futures	2167.94	2171.98	2165.79	2169.83	6080.0
2015-12-17 00:00:00	NQ	Futures	5517.28	5520.84	5516.09	5519.66	299.0
2015-12-17 00:30:00	NQ	Futures	5519.66	5519.66	5515.2	5516.98	204.0
2015-12-17 01:00:00	NQ	Futures	5517.58	5518.17	5515.2	5516.69	115.0
2015-12-17 01:30:00	NQ	Futures	5516.98	5522.03	5515.5	5521.14	160.0

> showing 50 of 3,001 rows — these rows as CSV

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