PREVIEW / futures_30min / 2015-12-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-24.parquet
  size:    45 KB
  rows:    1,541

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
2015-12-24 00:00:00	ES	Futures	2205.3	2205.3	2203.41	2204.22	2308.0
2015-12-24 00:30:00	ES	Futures	2204.22	2204.49	2202.88	2203.95	1401.0
2015-12-24 01:00:00	ES	Futures	2204.22	2204.22	2202.88	2203.68	1546.0
2015-12-24 01:30:00	ES	Futures	2203.41	2203.95	2203.41	2203.95	524.0
2015-12-24 02:00:00	ES	Futures	2203.95	2205.03	2203.41	2204.49	1461.0
2015-12-24 02:30:00	ES	Futures	2204.49	2204.49	2203.15	2203.15	1107.0
2015-12-24 03:00:00	ES	Futures	2203.41	2204.76	2202.88	2203.68	2108.0
2015-12-24 03:30:00	ES	Futures	2203.95	2204.22	2202.88	2203.15	1438.0
2015-12-24 04:00:00	ES	Futures	2203.15	2203.95	2202.34	2203.95	2264.0
2015-12-24 04:30:00	ES	Futures	2203.95	2205.3	2203.95	2204.49	2164.0
2015-12-24 05:00:00	ES	Futures	2204.22	2204.76	2203.15	2203.41	1742.0
2015-12-24 05:30:00	ES	Futures	2203.15	2205.56	2202.88	2204.49	2359.0
2015-12-24 06:00:00	ES	Futures	2204.49	2205.56	2204.22	2204.76	1380.0
2015-12-24 06:30:00	ES	Futures	2204.76	2206.91	2204.76	2206.91	1404.0
2015-12-24 07:00:00	ES	Futures	2206.91	2207.98	2206.37	2207.44	2917.0
2015-12-24 07:30:00	ES	Futures	2207.44	2207.98	2206.64	2206.91	1629.0
2015-12-24 08:00:00	ES	Futures	2206.64	2208.25	2206.64	2207.18	3759.0
2015-12-24 08:30:00	ES	Futures	2207.44	2207.44	2205.83	2206.64	3110.0
2015-12-24 09:00:00	ES	Futures	2206.64	2208.25	2206.37	2207.44	5187.0
2015-12-24 09:30:00	ES	Futures	2207.44	2211.21	2205.83	2205.83	55208.0
2015-12-24 10:00:00	ES	Futures	2205.83	2208.52	2204.22	2207.98	36414.0
2015-12-24 10:30:00	ES	Futures	2207.98	2208.52	2205.56	2207.98	25252.0
2015-12-24 11:00:00	ES	Futures	2207.98	2209.06	2206.91	2208.52	21079.0
2015-12-24 11:30:00	ES	Futures	2208.52	2211.21	2206.64	2211.21	24873.0
2015-12-24 12:00:00	ES	Futures	2210.94	2213.09	2209.59	2213.09	20148.0
2015-12-24 12:30:00	ES	Futures	2213.09	2213.89	2205.03	2205.56	50866.0
2015-12-24 13:00:00	ES	Futures	2205.56	2206.1	2202.88	2204.22	28572.0
2015-12-24 00:00:00	NQ	Futures	5471.85	5471.85	5467.1	5469.18	287.0
2015-12-24 00:30:00	NQ	Futures	5469.48	5470.66	5468.29	5469.77	193.0
2015-12-24 01:00:00	NQ	Futures	5470.07	5470.66	5467.4	5468.88	178.0
2015-12-24 01:30:00	NQ	Futures	5468.29	5469.77	5468.29	5469.18	62.0
2015-12-24 02:00:00	NQ	Futures	5469.77	5474.52	5469.18	5471.55	412.0
2015-12-24 02:30:00	NQ	Futures	5471.55	5472.44	5468.88	5469.18	103.0
2015-12-24 03:00:00	NQ	Futures	5469.18	5471.55	5467.99	5469.18	222.0
2015-12-24 03:30:00	NQ	Futures	5469.48	5469.77	5465.62	5466.51	242.0
2015-12-24 04:00:00	NQ	Futures	5466.21	5468.29	5464.43	5467.69	268.0
2015-12-24 04:30:00	NQ	Futures	5467.99	5470.66	5467.99	5469.77	268.0
2015-12-24 05:00:00	NQ	Futures	5470.37	5470.37	5466.51	5467.1	178.0
2015-12-24 05:30:00	NQ	Futures	5466.21	5471.26	5466.21	5468.88	302.0
2015-12-24 06:00:00	NQ	Futures	5468.88	5470.66	5467.1	5467.69	230.0
2015-12-24 06:30:00	NQ	Futures	5467.99	5474.52	5467.69	5474.52	294.0
2015-12-24 07:00:00	NQ	Futures	5474.52	5480.16	5474.23	5479.57	518.0
2015-12-24 07:30:00	NQ	Futures	5478.68	5479.27	5476.01	5476.9	243.0
2015-12-24 08:00:00	NQ	Futures	5476.9	5482.24	5476.6	5480.46	660.0
2015-12-24 08:30:00	NQ	Futures	5479.27	5479.87	5474.82	5476.9	508.0
2015-12-24 09:00:00	NQ	Futures	5476.9	5483.13	5475.71	5481.95	1301.0
2015-12-24 09:30:00	NQ	Futures	5482.24	5496.5	5482.24	5486.4	18418.0
2015-12-24 10:00:00	NQ	Futures	5486.1	5491.75	5481.35	5490.85	8025.0
2015-12-24 10:30:00	NQ	Futures	5490.56	5491.75	5483.73	5489.96	4289.0
2015-12-24 11:00:00	NQ	Futures	5490.56	5493.53	5488.78	5489.96	3487.0

> showing 50 of 1,541 rows — these rows as CSV

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