PREVIEW / futures_30min / 2015-12-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-21.parquet
  size:    78 KB
  rows:    2,938

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
2015-12-21 00:00:00	ES	Futures	2149.13	2151.82	2148.87	2150.75	3718.0
2015-12-21 00:30:00	ES	Futures	2151.02	2152.09	2150.21	2151.02	1780.0
2015-12-21 01:00:00	ES	Futures	2151.02	2151.28	2149.13	2149.4	2858.0
2015-12-21 01:30:00	ES	Futures	2149.67	2150.21	2148.87	2149.4	1027.0
2015-12-21 02:00:00	ES	Futures	2149.67	2152.63	2149.4	2151.82	4386.0
2015-12-21 02:30:00	ES	Futures	2151.82	2153.17	2149.67	2149.67	5441.0
2015-12-21 03:00:00	ES	Futures	2149.94	2159.35	2149.4	2159.08	21332.0
2015-12-21 03:30:00	ES	Futures	2159.35	2162.57	2157.73	2161.76	13204.0
2015-12-21 04:00:00	ES	Futures	2161.76	2163.11	2159.35	2159.61	8850.0
2015-12-21 04:30:00	ES	Futures	2159.61	2161.23	2159.08	2160.15	3832.0
2015-12-21 05:00:00	ES	Futures	2160.15	2164.18	2159.88	2164.18	6939.0
2015-12-21 05:30:00	ES	Futures	2163.91	2164.45	2160.96	2161.23	7648.0
2015-12-21 06:00:00	ES	Futures	2161.5	2162.03	2159.08	2159.61	10207.0
2015-12-21 06:30:00	ES	Futures	2159.61	2162.3	2159.35	2159.61	6822.0
2015-12-21 07:00:00	ES	Futures	2159.88	2160.42	2158.54	2159.88	5699.0
2015-12-21 07:30:00	ES	Futures	2160.15	2160.15	2156.39	2158.0	9140.0
2015-12-21 08:00:00	ES	Futures	2158.0	2159.35	2156.93	2158.27	10062.0
2015-12-21 08:30:00	ES	Futures	2158.0	2160.15	2157.73	2159.08	10699.0
2015-12-21 09:00:00	ES	Futures	2159.08	2162.03	2157.73	2160.42	22318.0
2015-12-21 09:30:00	ES	Futures	2160.69	2165.26	2155.85	2157.46	181772.0
2015-12-21 10:00:00	ES	Futures	2157.46	2163.38	2157.2	2161.23	95249.0
2015-12-21 10:30:00	ES	Futures	2161.5	2164.18	2155.85	2158.0	84758.0
2015-12-21 11:00:00	ES	Futures	2158.0	2159.35	2151.02	2153.17	86806.0
2015-12-21 11:30:00	ES	Futures	2152.9	2153.17	2145.1	2150.21	101980.0
2015-12-21 12:00:00	ES	Futures	2150.21	2151.28	2146.99	2148.06	56360.0
2015-12-21 12:30:00	ES	Futures	2148.06	2154.51	2147.79	2153.17	50806.0
2015-12-21 13:00:00	ES	Futures	2153.17	2156.66	2153.17	2155.58	33908.0
2015-12-21 13:30:00	ES	Futures	2155.58	2158.81	2155.32	2155.58	36100.0
2015-12-21 14:00:00	ES	Futures	2155.58	2156.93	2151.28	2152.36	43234.0
2015-12-21 14:30:00	ES	Futures	2152.09	2152.9	2149.94	2151.82	45399.0
2015-12-21 15:00:00	ES	Futures	2151.55	2153.7	2146.99	2149.4	53145.0
2015-12-21 15:30:00	ES	Futures	2149.67	2163.11	2148.87	2162.84	130130.0
2015-12-21 16:00:00	ES	Futures	2162.57	2167.14	2160.42	2165.53	61681.0
2015-12-21 16:30:00	ES	Futures	2166.06	2170.63	2166.06	2169.02	11251.0
2015-12-21 18:00:00	ES	Futures	2167.94	2168.75	2167.41	2168.75	2822.0
2015-12-21 18:30:00	ES	Futures	2168.48	2169.29	2167.94	2168.75	1402.0
2015-12-21 19:00:00	ES	Futures	2168.75	2172.78	2167.94	2168.21	6423.0
2015-12-21 19:30:00	ES	Futures	2168.21	2169.83	2166.6	2169.56	3553.0
2015-12-21 20:00:00	ES	Futures	2169.56	2169.83	2168.48	2169.83	2259.0
2015-12-21 20:30:00	ES	Futures	2169.83	2170.09	2167.14	2167.14	1730.0
2015-12-21 21:00:00	ES	Futures	2167.14	2168.21	2166.6	2167.14	1986.0
2015-12-21 21:30:00	ES	Futures	2167.14	2167.41	2166.06	2166.6	1659.0
2015-12-21 22:00:00	ES	Futures	2166.87	2166.87	2165.26	2166.87	1922.0
2015-12-21 22:30:00	ES	Futures	2166.6	2167.41	2165.79	2167.41	1044.0
2015-12-21 23:00:00	ES	Futures	2167.41	2168.75	2167.41	2168.48	1218.0
2015-12-21 23:30:00	ES	Futures	2168.21	2168.75	2167.68	2168.48	855.0
2015-12-21 00:00:00	NQ	Futures	5372.97	5378.61	5372.97	5377.72	530.0
2015-12-21 00:30:00	NQ	Futures	5377.72	5380.1	5376.54	5377.72	414.0
2015-12-21 01:00:00	NQ	Futures	5377.43	5377.43	5372.68	5373.57	280.0
2015-12-21 01:30:00	NQ	Futures	5373.27	5373.86	5370.89	5370.89	337.0

> showing 50 of 2,938 rows — these rows as CSV

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