PREVIEW / futures_30min / 2015-07-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-03.parquet
  size:    47 KB
  rows:    1,570

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
2015-07-03 00:00:00	ES	Futures	2203.74	2204.54	2203.47	2204.27	419.0
2015-07-03 00:30:00	ES	Futures	2204.27	2204.54	2204.0	2204.54	395.0
2015-07-03 01:00:00	ES	Futures	2204.8	2206.4	2204.27	2205.87	1697.0
2015-07-03 01:30:00	ES	Futures	2205.6	2205.6	2204.8	2205.07	568.0
2015-07-03 02:00:00	ES	Futures	2205.07	2205.33	2203.47	2203.74	2826.0
2015-07-03 02:30:00	ES	Futures	2203.74	2205.33	2203.47	2205.07	1812.0
2015-07-03 03:00:00	ES	Futures	2205.07	2205.6	2202.14	2204.8	8706.0
2015-07-03 03:30:00	ES	Futures	2205.07	2205.87	2201.61	2202.94	6072.0
2015-07-03 04:00:00	ES	Futures	2202.94	2203.2	2201.07	2201.87	3666.0
2015-07-03 04:30:00	ES	Futures	2201.87	2202.67	2199.74	2202.67	6530.0
2015-07-03 05:00:00	ES	Futures	2202.41	2203.74	2201.61	2202.67	3326.0
2015-07-03 05:30:00	ES	Futures	2202.67	2204.27	2201.34	2202.67	2819.0
2015-07-03 06:00:00	ES	Futures	2202.41	2203.2	2201.61	2201.87	2820.0
2015-07-03 06:30:00	ES	Futures	2201.87	2203.2	2201.61	2202.14	1718.0
2015-07-03 07:00:00	ES	Futures	2202.41	2203.2	2201.87	2203.2	2032.0
2015-07-03 07:30:00	ES	Futures	2203.2	2203.47	2201.61	2202.14	1489.0
2015-07-03 08:00:00	ES	Futures	2202.14	2202.41	2200.54	2202.41	4583.0
2015-07-03 08:30:00	ES	Futures	2202.41	2203.74	2202.14	2202.94	4787.0
2015-07-03 09:00:00	ES	Futures	2202.67	2202.94	2201.34	2201.61	2843.0
2015-07-03 09:30:00	ES	Futures	2201.61	2202.14	2197.88	2199.48	9935.0
2015-07-03 10:00:00	ES	Futures	2199.48	2199.74	2197.35	2198.94	5306.0
2015-07-03 10:30:00	ES	Futures	2198.68	2201.34	2198.41	2200.81	7638.0
2015-07-03 11:00:00	ES	Futures	2200.81	2202.41	2200.01	2200.01	6788.0
2015-07-03 11:30:00	ES	Futures	2200.01	2200.81	2198.15	2198.68	7297.0
2015-07-03 12:00:00	ES	Futures	2198.41	2199.48	2198.15	2199.48	4116.0
2015-07-03 12:30:00	ES	Futures	2199.21	2201.34	2197.88	2201.07	5204.0
2015-07-03 13:00:00	ES	Futures	2201.34	2201.34	2201.34	2201.34	1.0
2015-07-03 00:00:00	NQ	Futures	5239.32	5242.87	5239.02	5239.91	200.0
2015-07-03 00:30:00	NQ	Futures	5240.5	5243.46	5239.91	5243.46	119.0
2015-07-03 01:00:00	NQ	Futures	5243.16	5248.49	5241.09	5244.35	388.0
2015-07-03 01:30:00	NQ	Futures	5244.05	5244.05	5241.68	5241.68	131.0
2015-07-03 02:00:00	NQ	Futures	5242.57	5244.05	5240.5	5240.8	277.0
2015-07-03 02:30:00	NQ	Futures	5240.8	5244.05	5239.61	5243.75	318.0
2015-07-03 03:00:00	NQ	Futures	5243.46	5245.53	5235.47	5244.94	1121.0
2015-07-03 03:30:00	NQ	Futures	5244.94	5246.71	5237.25	5240.5	804.0
2015-07-03 04:00:00	NQ	Futures	5240.5	5241.39	5235.18	5237.84	703.0
2015-07-03 04:30:00	NQ	Futures	5237.25	5239.32	5231.92	5236.95	834.0
2015-07-03 05:00:00	NQ	Futures	5236.66	5241.98	5234.88	5238.43	626.0
2015-07-03 05:30:00	NQ	Futures	5238.73	5244.35	5236.06	5238.13	600.0
2015-07-03 06:00:00	NQ	Futures	5238.43	5240.5	5236.66	5236.66	490.0
2015-07-03 06:30:00	NQ	Futures	5236.95	5239.32	5236.36	5238.13	215.0
2015-07-03 07:00:00	NQ	Futures	5238.43	5240.21	5237.25	5240.21	265.0
2015-07-03 07:30:00	NQ	Futures	5239.61	5239.91	5236.66	5236.95	203.0
2015-07-03 08:00:00	NQ	Futures	5237.54	5239.02	5234.29	5239.02	589.0
2015-07-03 08:30:00	NQ	Futures	5239.32	5240.5	5236.66	5236.95	1131.0
2015-07-03 09:00:00	NQ	Futures	5236.66	5237.84	5233.4	5234.29	389.0
2015-07-03 09:30:00	NQ	Futures	5234.29	5236.06	5223.35	5226.3	2446.0
2015-07-03 10:00:00	NQ	Futures	5226.6	5228.67	5220.09	5225.12	1922.0
2015-07-03 10:30:00	NQ	Futures	5225.42	5229.56	5222.75	5227.19	1420.0
2015-07-03 11:00:00	NQ	Futures	5227.19	5235.18	5226.3	5227.78	1630.0

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