PREVIEW / futures_30min / 2015-12-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-29.parquet
  size:    77 KB
  rows:    2,897

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
2015-12-29 00:00:00	ES	Futures	2205.56	2205.83	2205.03	2205.3	1081.0
2015-12-29 00:30:00	ES	Futures	2205.03	2205.56	2204.76	2205.03	876.0
2015-12-29 01:00:00	ES	Futures	2205.03	2205.3	2203.68	2203.95	1037.0
2015-12-29 01:30:00	ES	Futures	2204.22	2204.76	2203.95	2204.76	392.0
2015-12-29 02:00:00	ES	Futures	2204.49	2205.56	2204.22	2205.03	1577.0
2015-12-29 02:30:00	ES	Futures	2204.76	2206.1	2204.49	2205.03	1961.0
2015-12-29 03:00:00	ES	Futures	2205.3	2210.13	2205.3	2209.86	8054.0
2015-12-29 03:30:00	ES	Futures	2209.86	2211.48	2209.33	2211.21	5172.0
2015-12-29 04:00:00	ES	Futures	2211.21	2213.62	2210.94	2213.09	9281.0
2015-12-29 04:30:00	ES	Futures	2213.36	2213.89	2212.01	2212.55	3618.0
2015-12-29 05:00:00	ES	Futures	2212.55	2212.55	2210.4	2212.28	4320.0
2015-12-29 05:30:00	ES	Futures	2212.28	2212.28	2210.67	2211.48	2475.0
2015-12-29 06:00:00	ES	Futures	2211.74	2211.74	2210.13	2210.94	2442.0
2015-12-29 06:30:00	ES	Futures	2210.67	2211.48	2208.79	2209.59	3501.0
2015-12-29 07:00:00	ES	Futures	2209.33	2212.28	2209.06	2212.28	3744.0
2015-12-29 07:30:00	ES	Futures	2212.01	2213.36	2212.01	2212.28	5083.0
2015-12-29 08:00:00	ES	Futures	2212.28	2213.62	2212.01	2213.09	4424.0
2015-12-29 08:30:00	ES	Futures	2213.09	2218.19	2213.09	2217.39	20275.0
2015-12-29 09:00:00	ES	Futures	2217.39	2217.66	2214.97	2215.51	9250.0
2015-12-29 09:30:00	ES	Futures	2215.51	2221.95	2214.97	2221.15	113139.0
2015-12-29 10:00:00	ES	Futures	2221.15	2223.57	2221.15	2223.3	72009.0
2015-12-29 10:30:00	ES	Futures	2223.3	2223.84	2220.07	2220.61	51875.0
2015-12-29 11:00:00	ES	Futures	2220.61	2223.3	2220.34	2222.76	36612.0
2015-12-29 11:30:00	ES	Futures	2222.49	2224.37	2218.46	2220.34	48258.0
2015-12-29 12:00:00	ES	Futures	2220.07	2223.3	2219.54	2221.95	29570.0
2015-12-29 12:30:00	ES	Futures	2221.69	2223.03	2220.88	2222.22	20828.0
2015-12-29 13:00:00	ES	Futures	2221.95	2224.91	2221.69	2224.1	31627.0
2015-12-29 13:30:00	ES	Futures	2224.1	2227.06	2223.03	2226.79	35707.0
2015-12-29 14:00:00	ES	Futures	2226.79	2227.87	2225.45	2227.6	32147.0
2015-12-29 14:30:00	ES	Futures	2227.33	2228.4	2224.64	2227.87	44483.0
2015-12-29 15:00:00	ES	Futures	2227.6	2229.75	2227.33	2228.14	52957.0
2015-12-29 15:30:00	ES	Futures	2228.4	2228.94	2223.57	2225.72	101761.0
2015-12-29 16:00:00	ES	Futures	2225.72	2228.67	2225.18	2227.87	51221.0
2015-12-29 16:30:00	ES	Futures	2228.14	2228.94	2227.6	2228.4	4040.0
2015-12-29 18:00:00	ES	Futures	2227.06	2228.14	2225.99	2226.52	1913.0
2015-12-29 18:30:00	ES	Futures	2226.25	2227.06	2226.25	2226.25	675.0
2015-12-29 19:00:00	ES	Futures	2226.52	2228.14	2226.25	2227.6	1568.0
2015-12-29 19:30:00	ES	Futures	2227.87	2228.67	2226.79	2227.87	1718.0
2015-12-29 20:00:00	ES	Futures	2227.87	2230.28	2227.6	2229.21	3027.0
2015-12-29 20:30:00	ES	Futures	2229.21	2229.48	2227.87	2228.14	1139.0
2015-12-29 21:00:00	ES	Futures	2228.14	2228.4	2226.52	2226.79	1267.0
2015-12-29 21:30:00	ES	Futures	2226.79	2227.33	2225.72	2226.52	950.0
2015-12-29 22:00:00	ES	Futures	2226.79	2226.79	2225.45	2226.25	1109.0
2015-12-29 22:30:00	ES	Futures	2225.99	2227.33	2225.45	2227.06	982.0
2015-12-29 23:00:00	ES	Futures	2227.33	2227.6	2226.52	2227.06	803.0
2015-12-29 23:30:00	ES	Futures	2227.06	2227.87	2226.79	2227.6	359.0
2015-12-29 00:00:00	NQ	Futures	5489.07	5491.75	5488.48	5489.37	218.0
2015-12-29 00:30:00	NQ	Futures	5489.07	5490.56	5488.48	5488.78	258.0
2015-12-29 01:00:00	NQ	Futures	5489.07	5489.67	5486.4	5486.7	178.0
2015-12-29 01:30:00	NQ	Futures	5486.7	5488.18	5486.7	5487.29	84.0

> showing 50 of 2,897 rows — these rows as CSV

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