PREVIEW / futures_30min / 2015-07-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-06.parquet
  size:    81 KB
  rows:    2,910

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
2015-07-06 00:00:00	ES	Futures	2177.91	2178.44	2176.85	2177.11	1693.0
2015-07-06 00:30:00	ES	Futures	2177.11	2177.11	2173.65	2173.65	4561.0
2015-07-06 01:00:00	ES	Futures	2173.92	2174.98	2173.12	2173.65	4797.0
2015-07-06 01:30:00	ES	Futures	2173.38	2182.97	2172.85	2178.71	16542.0
2015-07-06 02:00:00	ES	Futures	2178.44	2186.7	2178.18	2185.9	15292.0
2015-07-06 02:30:00	ES	Futures	2185.9	2187.23	2184.03	2186.43	10428.0
2015-07-06 03:00:00	ES	Futures	2186.43	2190.96	2184.57	2188.29	28091.0
2015-07-06 03:30:00	ES	Futures	2188.03	2190.69	2186.96	2189.09	15574.0
2015-07-06 04:00:00	ES	Futures	2188.83	2189.63	2185.37	2186.7	9799.0
2015-07-06 04:30:00	ES	Futures	2186.7	2188.56	2184.83	2187.5	10346.0
2015-07-06 05:00:00	ES	Futures	2187.5	2189.89	2185.63	2189.63	10553.0
2015-07-06 05:30:00	ES	Futures	2189.36	2193.09	2187.76	2191.49	16057.0
2015-07-06 06:00:00	ES	Futures	2191.76	2193.09	2189.36	2190.16	15497.0
2015-07-06 06:30:00	ES	Futures	2190.42	2190.69	2188.56	2189.63	9277.0
2015-07-06 07:00:00	ES	Futures	2189.89	2191.49	2187.23	2188.56	22377.0
2015-07-06 07:30:00	ES	Futures	2188.29	2188.83	2181.9	2182.7	26973.0
2015-07-06 08:00:00	ES	Futures	2182.97	2186.7	2182.97	2185.9	31641.0
2015-07-06 08:30:00	ES	Futures	2186.16	2186.7	2183.5	2185.1	21122.0
2015-07-06 09:00:00	ES	Futures	2184.83	2187.23	2183.77	2184.83	23783.0
2015-07-06 09:30:00	ES	Futures	2185.1	2193.62	2182.44	2191.49	200395.0
2015-07-06 10:00:00	ES	Futures	2191.22	2196.55	2189.89	2195.48	142048.0
2015-07-06 10:30:00	ES	Futures	2195.48	2205.07	2195.22	2200.01	191365.0
2015-07-06 11:00:00	ES	Futures	2200.28	2201.07	2194.95	2195.48	123289.0
2015-07-06 11:30:00	ES	Futures	2195.22	2197.88	2194.15	2197.88	74657.0
2015-07-06 12:00:00	ES	Futures	2197.88	2199.21	2195.48	2197.88	55938.0
2015-07-06 12:30:00	ES	Futures	2198.15	2198.15	2194.68	2196.02	45724.0
2015-07-06 13:00:00	ES	Futures	2196.02	2197.08	2190.16	2190.69	72026.0
2015-07-06 13:30:00	ES	Futures	2190.69	2190.69	2186.96	2188.03	89657.0
2015-07-06 14:00:00	ES	Futures	2188.03	2189.63	2185.1	2185.1	87130.0
2015-07-06 14:30:00	ES	Futures	2184.83	2188.03	2184.03	2186.16	65202.0
2015-07-06 15:00:00	ES	Futures	2186.16	2190.42	2185.63	2188.83	67917.0
2015-07-06 15:30:00	ES	Futures	2189.09	2195.22	2188.83	2195.22	159503.0
2015-07-06 16:00:00	ES	Futures	2195.22	2199.21	2193.62	2198.68	75321.0
2015-07-06 16:30:00	ES	Futures	2198.68	2201.61	2198.68	2201.61	9552.0
2015-07-06 17:00:00	ES	Futures	2201.61	2203.2	2201.34	2202.67	3636.0
2015-07-06 18:00:00	ES	Futures	2202.14	2203.74	2202.14	2203.2	3262.0
2015-07-06 18:30:00	ES	Futures	2203.2	2207.46	2202.94	2205.87	5457.0
2015-07-06 19:00:00	ES	Futures	2205.87	2205.87	2204.0	2204.27	1904.0
2015-07-06 19:30:00	ES	Futures	2204.27	2204.54	2202.94	2203.2	2483.0
2015-07-06 20:00:00	ES	Futures	2203.47	2203.74	2201.07	2203.74	3690.0
2015-07-06 20:30:00	ES	Futures	2203.47	2205.33	2203.47	2205.07	2494.0
2015-07-06 21:00:00	ES	Futures	2205.07	2205.87	2204.0	2204.27	2316.0
2015-07-06 21:30:00	ES	Futures	2204.0	2205.07	2204.0	2204.27	1619.0
2015-07-06 22:00:00	ES	Futures	2204.27	2204.8	2204.0	2204.54	1380.0
2015-07-06 22:30:00	ES	Futures	2204.54	2205.87	2204.27	2204.27	2367.0
2015-07-06 23:00:00	ES	Futures	2204.27	2205.07	2203.47	2204.27	2203.0
2015-07-06 23:30:00	ES	Futures	2204.0	2205.07	2204.0	2204.8	1217.0
2015-07-06 00:00:00	NQ	Futures	5175.43	5175.43	5173.06	5173.36	136.0
2015-07-06 00:30:00	NQ	Futures	5173.36	5173.36	5165.37	5165.37	639.0
2015-07-06 01:00:00	NQ	Futures	5165.67	5168.62	5163.89	5165.96	315.0

> showing 50 of 2,910 rows — these rows as CSV

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