PREVIEW / futures_30min / 2015-12-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-18.parquet
  size:    70 KB
  rows:    2,455

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
2015-12-18 00:00:00	ES	Futures	2169.83	2171.17	2166.33	2170.36	7654.0
2015-12-18 00:30:00	ES	Futures	2170.09	2171.17	2167.94	2169.29	3689.0
2015-12-18 01:00:00	ES	Futures	2169.56	2170.36	2167.68	2169.56	3741.0
2015-12-18 01:30:00	ES	Futures	2169.56	2172.78	2169.02	2170.63	2705.0
2015-12-18 02:00:00	ES	Futures	2170.9	2173.32	2170.36	2173.05	5077.0
2015-12-18 02:30:00	ES	Futures	2173.32	2173.32	2165.79	2166.06	9801.0
2015-12-18 03:00:00	ES	Futures	2166.06	2173.32	2162.57	2172.51	22079.0
2015-12-18 03:30:00	ES	Futures	2172.51	2173.05	2164.99	2167.41	14989.0
2015-12-18 04:00:00	ES	Futures	2167.14	2171.71	2165.26	2168.75	12282.0
2015-12-18 04:30:00	ES	Futures	2168.75	2171.44	2165.79	2170.63	6984.0
2015-12-18 05:00:00	ES	Futures	2170.36	2171.17	2167.68	2170.63	6235.0
2015-12-18 05:30:00	ES	Futures	2170.63	2176.01	2169.02	2175.2	10601.0
2015-12-18 06:00:00	ES	Futures	2174.93	2174.93	2170.09	2172.78	7535.0
2015-12-18 06:30:00	ES	Futures	2172.78	2173.05	2166.06	2167.14	10773.0
2015-12-18 07:00:00	ES	Futures	2166.87	2169.29	2162.57	2165.26	21677.0
2015-12-18 07:30:00	ES	Futures	2165.26	2167.41	2164.18	2165.26	12913.0
2015-12-18 08:00:00	ES	Futures	2165.26	2173.05	2164.99	2172.24	19864.0
2015-12-18 08:30:00	ES	Futures	2172.51	2173.59	2168.75	2173.05	23333.0
2015-12-18 09:00:00	ES	Futures	2172.78	2181.65	2171.71	2173.05	62708.0
2015-12-18 09:30:00	ES	Futures	2173.05	2175.2	2167.14	2170.63	245729.0
2015-12-18 10:00:00	ES	Futures	2170.63	2172.24	2160.96	2163.38	186338.0
2015-12-18 10:30:00	ES	Futures	2163.65	2165.79	2157.46	2165.26	148193.0
2015-12-18 11:00:00	ES	Futures	2165.26	2169.02	2163.11	2164.45	98103.0
2015-12-18 11:30:00	ES	Futures	2164.45	2167.14	2159.08	2160.69	76564.0
2015-12-18 12:00:00	ES	Futures	2160.42	2163.38	2155.32	2157.46	83061.0
2015-12-18 12:30:00	ES	Futures	2157.2	2157.46	2152.36	2154.24	77147.0
2015-12-18 13:00:00	ES	Futures	2154.51	2160.15	2153.7	2155.05	72018.0
2015-12-18 13:30:00	ES	Futures	2155.32	2159.61	2153.17	2158.0	58418.0
2015-12-18 14:00:00	ES	Futures	2158.27	2165.26	2157.2	2164.18	83547.0
2015-12-18 14:30:00	ES	Futures	2164.45	2164.72	2155.58	2156.12	90183.0
2015-12-18 15:00:00	ES	Futures	2156.39	2159.35	2148.06	2152.09	123146.0
2015-12-18 15:30:00	ES	Futures	2152.09	2156.66	2142.95	2143.22	212780.0
2015-12-18 16:00:00	ES	Futures	2143.22	2149.13	2140.0	2141.34	139099.0
2015-12-18 16:30:00	ES	Futures	2141.61	2144.57	2141.61	2144.03	14023.0
2015-12-18 00:00:00	NQ	Futures	5417.81	5420.48	5408.01	5419.0	800.0
2015-12-18 00:30:00	NQ	Futures	5418.11	5419.59	5411.87	5415.14	332.0
2015-12-18 01:00:00	NQ	Futures	5415.73	5418.11	5411.87	5415.14	285.0
2015-12-18 01:30:00	NQ	Futures	5415.43	5423.15	5414.54	5419.29	389.0
2015-12-18 02:00:00	NQ	Futures	5419.29	5427.31	5417.22	5427.31	629.0
2015-12-18 02:30:00	NQ	Futures	5426.42	5426.42	5408.31	5409.5	1369.0
2015-12-18 03:00:00	NQ	Futures	5409.79	5426.42	5400.88	5423.45	3401.0
2015-12-18 03:30:00	NQ	Futures	5424.94	5424.94	5404.45	5410.39	2271.0
2015-12-18 04:00:00	NQ	Futures	5410.09	5420.48	5403.26	5411.28	2417.0
2015-12-18 04:30:00	NQ	Futures	5410.39	5417.22	5402.07	5415.14	1390.0
2015-12-18 05:00:00	NQ	Futures	5414.84	5416.92	5407.71	5416.32	1281.0
2015-12-18 05:30:00	NQ	Futures	5416.03	5432.06	5413.95	5430.58	1872.0
2015-12-18 06:00:00	NQ	Futures	5430.28	5430.28	5419.29	5425.53	1091.0
2015-12-18 06:30:00	NQ	Futures	5425.53	5425.83	5411.28	5414.54	1686.0
2015-12-18 07:00:00	NQ	Futures	5414.54	5421.37	5407.42	5416.32	4381.0
2015-12-18 07:30:00	NQ	Futures	5415.73	5421.67	5412.76	5414.54	2210.0

> showing 50 of 2,455 rows — these rows as CSV

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