PREVIEW / futures_30min / 2015-07-01

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-01.parquet
  size:    82 KB
  rows:    2,889

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
2015-07-01 00:00:00	ES	Futures	2195.22	2196.55	2194.95	2196.55	959.0
2015-07-01 00:30:00	ES	Futures	2196.55	2196.81	2195.48	2195.48	1240.0
2015-07-01 01:00:00	ES	Futures	2195.75	2196.02	2194.15	2196.02	1714.0
2015-07-01 01:30:00	ES	Futures	2196.02	2197.88	2194.95	2197.08	3507.0
2015-07-01 02:00:00	ES	Futures	2197.08	2201.61	2197.08	2198.94	11660.0
2015-07-01 02:30:00	ES	Futures	2198.94	2200.01	2197.35	2199.74	4501.0
2015-07-01 03:00:00	ES	Futures	2199.74	2200.28	2195.75	2197.61	15734.0
2015-07-01 03:30:00	ES	Futures	2197.61	2201.34	2197.61	2198.94	10043.0
2015-07-01 04:00:00	ES	Futures	2198.68	2199.74	2197.08	2198.41	11082.0
2015-07-01 04:30:00	ES	Futures	2198.15	2206.13	2197.88	2205.33	18428.0
2015-07-01 05:00:00	ES	Futures	2205.33	2212.52	2203.47	2211.46	52030.0
2015-07-01 05:30:00	ES	Futures	2211.72	2212.26	2205.07	2205.87	31573.0
2015-07-01 06:00:00	ES	Futures	2205.87	2208.26	2204.0	2204.27	11569.0
2015-07-01 06:30:00	ES	Futures	2204.27	2208.53	2203.74	2205.87	15738.0
2015-07-01 07:00:00	ES	Futures	2206.13	2207.2	2202.94	2204.27	15096.0
2015-07-01 07:30:00	ES	Futures	2204.0	2204.8	2202.94	2204.0	13716.0
2015-07-01 08:00:00	ES	Futures	2204.0	2206.93	2203.74	2204.8	18874.0
2015-07-01 08:30:00	ES	Futures	2204.8	2206.13	2204.27	2204.8	14671.0
2015-07-01 09:00:00	ES	Futures	2205.07	2208.26	2204.8	2206.4	28776.0
2015-07-01 09:30:00	ES	Futures	2206.4	2208.0	2202.14	2206.93	163994.0
2015-07-01 10:00:00	ES	Futures	2206.67	2209.33	2203.74	2206.67	135119.0
2015-07-01 10:30:00	ES	Futures	2206.67	2207.46	2197.61	2201.87	151406.0
2015-07-01 11:00:00	ES	Futures	2201.61	2204.27	2200.28	2203.2	69961.0
2015-07-01 11:30:00	ES	Futures	2202.94	2204.27	2199.74	2200.28	63094.0
2015-07-01 12:00:00	ES	Futures	2200.01	2202.41	2197.88	2200.01	68109.0
2015-07-01 12:30:00	ES	Futures	2200.01	2200.81	2195.75	2196.55	62884.0
2015-07-01 13:00:00	ES	Futures	2196.28	2200.28	2194.68	2197.88	63141.0
2015-07-01 13:30:00	ES	Futures	2197.88	2201.34	2196.55	2196.55	51497.0
2015-07-01 14:00:00	ES	Futures	2196.55	2197.61	2193.62	2196.02	62596.0
2015-07-01 14:30:00	ES	Futures	2195.75	2198.68	2194.68	2197.61	44658.0
2015-07-01 15:00:00	ES	Futures	2197.61	2201.61	2197.35	2201.61	46993.0
2015-07-01 15:30:00	ES	Futures	2201.34	2204.54	2198.41	2203.74	117821.0
2015-07-01 16:00:00	ES	Futures	2203.74	2206.4	2202.94	2206.13	72687.0
2015-07-01 16:30:00	ES	Futures	2205.6	2206.67	2205.33	2206.4	6892.0
2015-07-01 17:00:00	ES	Futures	2206.13	2206.4	2205.87	2206.4	1262.0
2015-07-01 18:00:00	ES	Futures	2206.13	2206.4	2205.07	2205.33	1244.0
2015-07-01 18:30:00	ES	Futures	2205.33	2205.87	2204.8	2205.07	850.0
2015-07-01 19:00:00	ES	Futures	2205.07	2205.6	2204.54	2205.07	918.0
2015-07-01 19:30:00	ES	Futures	2204.8	2205.33	2203.74	2204.54	1286.0
2015-07-01 20:00:00	ES	Futures	2204.54	2204.54	2203.2	2203.2	2270.0
2015-07-01 20:30:00	ES	Futures	2203.47	2203.74	2202.41	2202.67	2011.0
2015-07-01 21:00:00	ES	Futures	2202.67	2203.2	2202.14	2202.67	1258.0
2015-07-01 21:30:00	ES	Futures	2202.67	2203.47	2202.14	2202.67	1474.0
2015-07-01 22:00:00	ES	Futures	2202.94	2203.47	2202.14	2203.2	1091.0
2015-07-01 22:30:00	ES	Futures	2202.94	2204.27	2202.67	2203.74	1592.0
2015-07-01 23:00:00	ES	Futures	2203.47	2204.54	2203.47	2203.74	1106.0
2015-07-01 23:30:00	ES	Futures	2204.0	2205.6	2203.47	2203.74	1825.0
2015-07-01 00:00:00	NQ	Futures	5210.63	5212.99	5210.33	5212.99	210.0
2015-07-01 00:30:00	NQ	Futures	5213.29	5213.58	5211.22	5211.81	241.0
2015-07-01 01:00:00	NQ	Futures	5211.51	5212.4	5208.26	5211.51	354.0

> showing 50 of 2,889 rows — these rows as CSV

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