PREVIEW / futures_30min / 2015-12-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-30.parquet
  size:    73 KB
  rows:    2,828

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
2015-12-30 00:00:00	ES	Futures	2227.87	2227.87	2226.52	2226.79	791.0
2015-12-30 00:30:00	ES	Futures	2226.79	2227.06	2225.72	2225.72	996.0
2015-12-30 01:00:00	ES	Futures	2225.99	2227.33	2225.45	2226.79	892.0
2015-12-30 01:30:00	ES	Futures	2226.79	2227.6	2226.25	2227.6	527.0
2015-12-30 02:00:00	ES	Futures	2227.6	2227.87	2225.72	2226.25	1881.0
2015-12-30 02:30:00	ES	Futures	2226.25	2227.6	2225.99	2225.99	1336.0
2015-12-30 03:00:00	ES	Futures	2226.25	2227.33	2223.57	2224.1	6865.0
2015-12-30 03:30:00	ES	Futures	2224.1	2224.64	2221.42	2222.76	6056.0
2015-12-30 04:00:00	ES	Futures	2222.76	2224.1	2222.22	2222.49	4295.0
2015-12-30 04:30:00	ES	Futures	2222.76	2224.91	2222.22	2224.64	3673.0
2015-12-30 05:00:00	ES	Futures	2224.37	2225.45	2223.57	2224.64	2811.0
2015-12-30 05:30:00	ES	Futures	2224.64	2225.72	2224.1	2224.1	2703.0
2015-12-30 06:00:00	ES	Futures	2224.1	2225.18	2223.57	2224.37	2230.0
2015-12-30 06:30:00	ES	Futures	2224.1	2225.45	2224.1	2225.18	2255.0
2015-12-30 07:00:00	ES	Futures	2225.45	2225.72	2222.49	2223.3	4953.0
2015-12-30 07:30:00	ES	Futures	2223.3	2224.37	2222.22	2222.76	4147.0
2015-12-30 08:00:00	ES	Futures	2223.03	2223.57	2221.42	2222.49	6404.0
2015-12-30 08:30:00	ES	Futures	2222.22	2223.03	2221.15	2222.22	5253.0
2015-12-30 09:00:00	ES	Futures	2222.22	2223.3	2221.15	2221.95	13290.0
2015-12-30 09:30:00	ES	Futures	2221.95	2223.3	2217.92	2219.54	91131.0
2015-12-30 10:00:00	ES	Futures	2219.54	2222.22	2216.31	2216.58	67283.0
2015-12-30 10:30:00	ES	Futures	2216.31	2220.07	2215.51	2218.73	51139.0
2015-12-30 11:00:00	ES	Futures	2218.73	2221.15	2217.92	2220.34	41328.0
2015-12-30 11:30:00	ES	Futures	2220.61	2220.88	2217.39	2218.46	33880.0
2015-12-30 12:00:00	ES	Futures	2218.19	2219.81	2217.66	2218.73	20207.0
2015-12-30 12:30:00	ES	Futures	2218.46	2218.73	2216.58	2217.66	20847.0
2015-12-30 13:00:00	ES	Futures	2217.66	2219.0	2215.77	2217.39	24232.0
2015-12-30 13:30:00	ES	Futures	2217.39	2220.07	2217.12	2219.0	24815.0
2015-12-30 14:00:00	ES	Futures	2219.0	2220.34	2218.19	2218.46	20758.0
2015-12-30 14:30:00	ES	Futures	2218.46	2219.54	2216.58	2217.39	23556.0
2015-12-30 15:00:00	ES	Futures	2217.39	2218.46	2216.04	2216.58	25952.0
2015-12-30 15:30:00	ES	Futures	2216.85	2216.85	2207.18	2209.33	128815.0
2015-12-30 16:00:00	ES	Futures	2209.33	2211.21	2207.44	2208.79	53122.0
2015-12-30 16:30:00	ES	Futures	2207.71	2210.13	2207.44	2210.13	4135.0
2015-12-30 18:00:00	ES	Futures	2209.06	2210.67	2208.79	2210.4	1391.0
2015-12-30 18:30:00	ES	Futures	2210.67	2211.21	2210.4	2210.67	935.0
2015-12-30 19:00:00	ES	Futures	2210.67	2211.48	2210.4	2210.67	609.0
2015-12-30 19:30:00	ES	Futures	2210.94	2211.74	2210.67	2211.21	800.0
2015-12-30 20:00:00	ES	Futures	2211.48	2211.48	2209.86	2210.4	1096.0
2015-12-30 20:30:00	ES	Futures	2210.4	2211.21	2209.86	2210.13	709.0
2015-12-30 21:00:00	ES	Futures	2210.4	2210.94	2209.59	2210.13	640.0
2015-12-30 21:30:00	ES	Futures	2210.13	2210.94	2209.86	2210.4	525.0
2015-12-30 22:00:00	ES	Futures	2210.4	2210.67	2209.06	2209.06	992.0
2015-12-30 22:30:00	ES	Futures	2209.33	2209.33	2207.71	2208.52	1398.0
2015-12-30 23:00:00	ES	Futures	2208.52	2209.33	2207.71	2208.52	1064.0
2015-12-30 23:30:00	ES	Futures	2208.52	2208.79	2208.25	2208.52	223.0
2015-12-30 00:00:00	NQ	Futures	5569.54	5571.32	5569.24	5569.84	162.0
2015-12-30 00:30:00	NQ	Futures	5570.14	5570.43	5567.17	5567.17	221.0
2015-12-30 01:00:00	NQ	Futures	5566.87	5569.24	5565.98	5568.35	217.0
2015-12-30 01:30:00	NQ	Futures	5568.35	5569.54	5565.98	5568.65	196.0

> showing 50 of 2,828 rows — these rows as CSV

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