PREVIEW / futures_30min / 2015-12-31

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-12-31.parquet
  size:    55 KB
  rows:    1,872

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
2015-12-31 00:00:00	ES	Futures	2208.79	2210.67	2208.52	2209.86	1106.0
2015-12-31 00:30:00	ES	Futures	2209.86	2210.67	2209.33	2209.59	403.0
2015-12-31 01:00:00	ES	Futures	2209.59	2211.21	2209.59	2210.94	396.0
2015-12-31 01:30:00	ES	Futures	2211.21	2211.48	2210.4	2210.94	264.0
2015-12-31 02:00:00	ES	Futures	2210.94	2211.21	2209.86	2210.13	488.0
2015-12-31 02:30:00	ES	Futures	2210.13	2210.4	2208.79	2208.79	621.0
2015-12-31 03:00:00	ES	Futures	2208.79	2210.13	2208.52	2209.86	1533.0
2015-12-31 03:30:00	ES	Futures	2209.86	2210.67	2209.59	2210.13	960.0
2015-12-31 04:00:00	ES	Futures	2209.86	2210.67	2208.79	2210.4	1572.0
2015-12-31 04:30:00	ES	Futures	2210.4	2210.4	2209.06	2209.06	1173.0
2015-12-31 05:00:00	ES	Futures	2209.33	2210.67	2208.79	2209.33	1159.0
2015-12-31 05:30:00	ES	Futures	2209.59	2210.4	2209.06	2209.59	1139.0
2015-12-31 06:00:00	ES	Futures	2209.86	2210.4	2209.59	2210.4	919.0
2015-12-31 06:30:00	ES	Futures	2210.4	2210.4	2208.52	2208.79	1412.0
2015-12-31 07:00:00	ES	Futures	2209.06	2209.33	2205.56	2205.83	4809.0
2015-12-31 07:30:00	ES	Futures	2205.83	2206.91	2203.68	2204.49	5325.0
2015-12-31 08:00:00	ES	Futures	2204.49	2204.76	2201.53	2202.07	8247.0
2015-12-31 08:30:00	ES	Futures	2202.07	2202.88	2198.58	2201.53	14021.0
2015-12-31 09:00:00	ES	Futures	2201.53	2202.88	2199.92	2200.19	12446.0
2015-12-31 09:30:00	ES	Futures	2200.19	2201.0	2194.55	2198.04	97522.0
2015-12-31 10:00:00	ES	Futures	2197.77	2198.85	2193.2	2193.74	68090.0
2015-12-31 10:30:00	ES	Futures	2193.47	2194.01	2189.44	2193.47	69200.0
2015-12-31 11:00:00	ES	Futures	2193.47	2196.97	2192.93	2195.35	53947.0
2015-12-31 11:30:00	ES	Futures	2195.08	2202.88	2193.74	2202.61	59012.0
2015-12-31 12:00:00	ES	Futures	2202.34	2206.91	2201.26	2206.64	54732.0
2015-12-31 12:30:00	ES	Futures	2206.37	2208.52	2203.68	2203.95	35208.0
2015-12-31 13:00:00	ES	Futures	2203.68	2204.76	2198.85	2200.46	37442.0
2015-12-31 13:30:00	ES	Futures	2200.73	2204.22	2199.92	2203.95	23930.0
2015-12-31 14:00:00	ES	Futures	2203.68	2204.49	2195.62	2196.7	42182.0
2015-12-31 14:30:00	ES	Futures	2196.97	2197.77	2192.93	2195.62	37089.0
2015-12-31 15:00:00	ES	Futures	2195.62	2196.16	2191.59	2193.47	53459.0
2015-12-31 15:30:00	ES	Futures	2193.47	2197.77	2185.95	2186.75	190340.0
2015-12-31 16:00:00	ES	Futures	2186.75	2189.44	2182.19	2188.9	122662.0
2015-12-31 16:30:00	ES	Futures	2187.83	2189.44	2187.02	2188.1	11886.0
2015-12-31 00:00:00	NQ	Futures	5520.25	5527.08	5519.66	5523.22	495.0
2015-12-31 00:30:00	NQ	Futures	5523.22	5526.19	5522.03	5522.33	181.0
2015-12-31 01:00:00	NQ	Futures	5522.63	5527.08	5522.63	5526.19	102.0
2015-12-31 01:30:00	NQ	Futures	5526.78	5527.08	5524.7	5525.3	87.0
2015-12-31 02:00:00	NQ	Futures	5525.89	5528.27	5523.52	5523.52	182.0
2015-12-31 02:30:00	NQ	Futures	5523.52	5524.41	5518.77	5519.06	203.0
2015-12-31 03:00:00	NQ	Futures	5518.77	5524.11	5517.28	5524.11	420.0
2015-12-31 03:30:00	NQ	Futures	5522.92	5525.6	5521.14	5522.63	286.0
2015-12-31 04:00:00	NQ	Futures	5522.03	5525.0	5519.95	5523.81	249.0
2015-12-31 04:30:00	NQ	Futures	5523.22	5524.11	5521.44	5521.74	306.0
2015-12-31 05:00:00	NQ	Futures	5521.74	5525.6	5521.44	5522.63	318.0
2015-12-31 05:30:00	NQ	Futures	5523.52	5524.7	5521.74	5522.92	278.0
2015-12-31 06:00:00	NQ	Futures	5523.52	5525.89	5523.22	5525.6	188.0
2015-12-31 06:30:00	NQ	Futures	5525.89	5526.19	5519.06	5519.66	394.0
2015-12-31 07:00:00	NQ	Futures	5519.95	5521.44	5506.59	5510.15	1248.0
2015-12-31 07:30:00	NQ	Futures	5510.15	5513.12	5506.59	5509.86	1066.0

> showing 50 of 1,872 rows — these rows as CSV

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