PREVIEW / futures_30min / 2015-12-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-28.parquet
  size:    69 KB
  rows:    2,669

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
2015-12-28 00:00:00	ES	Futures	2205.56	2205.83	2203.95	2203.95	1204.0
2015-12-28 00:30:00	ES	Futures	2203.95	2203.95	2201.53	2202.61	2738.0
2015-12-28 01:00:00	ES	Futures	2202.61	2203.68	2202.34	2202.61	693.0
2015-12-28 01:30:00	ES	Futures	2202.88	2202.88	2202.07	2202.61	738.0
2015-12-28 02:00:00	ES	Futures	2202.61	2204.22	2201.8	2203.95	2744.0
2015-12-28 02:30:00	ES	Futures	2203.95	2205.3	2202.88	2202.88	2649.0
2015-12-28 03:00:00	ES	Futures	2202.88	2203.68	2199.92	2199.92	5284.0
2015-12-28 03:30:00	ES	Futures	2200.19	2202.07	2199.65	2200.19	3511.0
2015-12-28 04:00:00	ES	Futures	2199.92	2201.0	2199.65	2199.65	2039.0
2015-12-28 04:30:00	ES	Futures	2199.65	2201.0	2198.58	2199.38	4609.0
2015-12-28 05:00:00	ES	Futures	2199.11	2199.38	2196.97	2198.04	3866.0
2015-12-28 05:30:00	ES	Futures	2198.04	2198.85	2197.5	2198.04	2017.0
2015-12-28 06:00:00	ES	Futures	2198.31	2198.58	2196.16	2196.97	3126.0
2015-12-28 06:30:00	ES	Futures	2196.97	2198.31	2196.16	2196.97	1971.0
2015-12-28 07:00:00	ES	Futures	2196.97	2197.5	2193.2	2193.74	7550.0
2015-12-28 07:30:00	ES	Futures	2193.74	2194.82	2192.93	2194.28	6662.0
2015-12-28 08:00:00	ES	Futures	2194.55	2195.89	2193.74	2195.62	6121.0
2015-12-28 08:30:00	ES	Futures	2195.62	2197.23	2195.62	2195.89	5047.0
2015-12-28 09:00:00	ES	Futures	2196.16	2198.58	2195.62	2197.77	7198.0
2015-12-28 09:30:00	ES	Futures	2198.04	2199.92	2194.01	2196.43	75288.0
2015-12-28 10:00:00	ES	Futures	2196.43	2196.43	2190.25	2192.93	79720.0
2015-12-28 10:30:00	ES	Futures	2192.67	2193.2	2187.56	2188.64	49073.0
2015-12-28 11:00:00	ES	Futures	2188.64	2192.4	2188.1	2190.52	36122.0
2015-12-28 11:30:00	ES	Futures	2190.52	2195.62	2189.44	2192.93	41317.0
2015-12-28 12:00:00	ES	Futures	2192.93	2195.62	2191.59	2194.55	31355.0
2015-12-28 12:30:00	ES	Futures	2194.28	2195.08	2192.4	2192.93	24004.0
2015-12-28 13:00:00	ES	Futures	2193.2	2199.38	2192.93	2198.58	39497.0
2015-12-28 13:30:00	ES	Futures	2198.58	2201.8	2195.62	2195.89	38778.0
2015-12-28 14:00:00	ES	Futures	2196.16	2198.85	2195.35	2198.58	27305.0
2015-12-28 14:30:00	ES	Futures	2198.58	2199.92	2196.7	2199.11	24946.0
2015-12-28 15:00:00	ES	Futures	2199.11	2200.73	2196.7	2199.92	38655.0
2015-12-28 15:30:00	ES	Futures	2200.19	2201.53	2198.58	2201.0	64613.0
2015-12-28 16:00:00	ES	Futures	2201.0	2202.88	2199.92	2202.61	35385.0
2015-12-28 16:30:00	ES	Futures	2202.88	2204.76	2202.61	2203.41	4926.0
2015-12-28 18:00:00	ES	Futures	2203.15	2203.95	2202.34	2202.61	1359.0
2015-12-28 18:30:00	ES	Futures	2202.61	2202.61	2201.8	2202.07	806.0
2015-12-28 19:00:00	ES	Futures	2202.34	2202.88	2200.73	2200.73	1619.0
2015-12-28 19:30:00	ES	Futures	2200.73	2202.34	2200.73	2202.07	1147.0
2015-12-28 20:00:00	ES	Futures	2202.07	2203.95	2202.07	2202.07	1682.0
2015-12-28 20:30:00	ES	Futures	2202.07	2202.88	2202.07	2202.61	1052.0
2015-12-28 21:00:00	ES	Futures	2202.61	2202.88	2201.26	2201.8	1009.0
2015-12-28 21:30:00	ES	Futures	2201.53	2203.95	2201.53	2203.68	764.0
2015-12-28 22:00:00	ES	Futures	2203.68	2203.95	2202.88	2203.41	1049.0
2015-12-28 22:30:00	ES	Futures	2203.68	2205.03	2203.15	2205.03	817.0
2015-12-28 23:00:00	ES	Futures	2204.76	2205.83	2204.76	2205.3	991.0
2015-12-28 23:30:00	ES	Futures	2205.3	2206.1	2205.03	2205.56	622.0
2015-12-28 00:00:00	NQ	Futures	5483.73	5484.02	5479.57	5479.57	177.0
2015-12-28 00:30:00	NQ	Futures	5479.27	5479.57	5474.52	5474.82	636.0
2015-12-28 01:00:00	NQ	Futures	5474.82	5478.09	5473.93	5476.3	143.0
2015-12-28 01:30:00	NQ	Futures	5476.01	5476.6	5474.82	5475.41	100.0

> showing 50 of 2,669 rows — these rows as CSV

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