PREVIEW / futures_30min / 2015-07-08

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-08.parquet
  size:    86 KB
  rows:    2,946

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
2015-07-08 00:00:00	ES	Futures	2192.29	2193.09	2190.96	2191.22	2829.0
2015-07-08 00:30:00	ES	Futures	2191.22	2191.22	2189.36	2190.16	4323.0
2015-07-08 01:00:00	ES	Futures	2190.16	2192.55	2189.89	2191.76	3431.0
2015-07-08 01:30:00	ES	Futures	2192.02	2194.95	2191.49	2191.49	6783.0
2015-07-08 02:00:00	ES	Futures	2191.49	2192.02	2185.63	2186.16	15725.0
2015-07-08 02:30:00	ES	Futures	2186.16	2186.16	2182.44	2184.3	17533.0
2015-07-08 03:00:00	ES	Futures	2184.57	2186.7	2182.17	2183.24	24356.0
2015-07-08 03:30:00	ES	Futures	2183.5	2186.43	2174.98	2185.1	41677.0
2015-07-08 04:00:00	ES	Futures	2185.37	2191.22	2181.37	2183.77	32715.0
2015-07-08 04:30:00	ES	Futures	2183.5	2186.43	2179.77	2185.63	16987.0
2015-07-08 05:00:00	ES	Futures	2185.9	2187.23	2182.44	2185.63	15721.0
2015-07-08 05:30:00	ES	Futures	2185.37	2186.43	2183.24	2186.16	11055.0
2015-07-08 06:00:00	ES	Futures	2186.43	2188.83	2184.83	2187.76	13308.0
2015-07-08 06:30:00	ES	Futures	2187.76	2193.09	2187.23	2192.29	15233.0
2015-07-08 07:00:00	ES	Futures	2192.29	2197.88	2192.02	2194.15	41644.0
2015-07-08 07:30:00	ES	Futures	2194.42	2195.75	2190.42	2191.76	33342.0
2015-07-08 08:00:00	ES	Futures	2191.76	2196.81	2191.76	2194.15	23345.0
2015-07-08 08:30:00	ES	Futures	2194.15	2194.68	2189.36	2192.55	24019.0
2015-07-08 09:00:00	ES	Futures	2192.55	2193.62	2190.42	2192.02	20844.0
2015-07-08 09:30:00	ES	Futures	2192.02	2195.75	2184.83	2187.5	220997.0
2015-07-08 10:00:00	ES	Futures	2187.5	2188.03	2181.64	2185.63	178902.0
2015-07-08 10:30:00	ES	Futures	2185.63	2191.76	2180.31	2190.16	202644.0
2015-07-08 11:00:00	ES	Futures	2190.16	2190.42	2181.11	2182.44	125253.0
2015-07-08 11:30:00	ES	Futures	2182.44	2185.37	2176.05	2178.71	149364.0
2015-07-08 12:00:00	ES	Futures	2178.71	2182.44	2177.64	2181.11	87807.0
2015-07-08 12:30:00	ES	Futures	2181.11	2185.1	2177.38	2184.57	63765.0
2015-07-08 13:00:00	ES	Futures	2184.3	2185.9	2180.31	2184.57	85223.0
2015-07-08 13:30:00	ES	Futures	2184.57	2186.7	2181.64	2184.3	47130.0
2015-07-08 14:00:00	ES	Futures	2184.3	2185.1	2177.38	2179.51	104112.0
2015-07-08 14:30:00	ES	Futures	2179.51	2179.77	2168.59	2171.52	155409.0
2015-07-08 15:00:00	ES	Futures	2171.52	2180.04	2170.46	2170.46	165677.0
2015-07-08 15:30:00	ES	Futures	2170.72	2177.64	2170.19	2171.25	261244.0
2015-07-08 16:00:00	ES	Futures	2171.52	2173.92	2170.19	2171.52	103146.0
2015-07-08 16:30:00	ES	Futures	2171.52	2172.59	2170.99	2171.52	6191.0
2015-07-08 17:00:00	ES	Futures	2171.25	2172.59	2170.99	2172.05	3154.0
2015-07-08 18:00:00	ES	Futures	2172.32	2174.98	2172.32	2174.72	3537.0
2015-07-08 18:30:00	ES	Futures	2174.98	2176.05	2174.18	2175.78	2393.0
2015-07-08 19:00:00	ES	Futures	2176.05	2177.11	2175.51	2176.85	2289.0
2015-07-08 19:30:00	ES	Futures	2176.85	2177.64	2175.78	2177.38	1941.0
2015-07-08 20:00:00	ES	Futures	2177.11	2178.71	2175.51	2175.51	6397.0
2015-07-08 20:30:00	ES	Futures	2175.51	2178.18	2172.32	2176.05	8349.0
2015-07-08 21:00:00	ES	Futures	2176.31	2180.84	2176.05	2177.11	8625.0
2015-07-08 21:30:00	ES	Futures	2176.85	2182.17	2176.05	2181.64	9074.0
2015-07-08 22:00:00	ES	Futures	2181.9	2185.1	2180.57	2182.44	13572.0
2015-07-08 22:30:00	ES	Futures	2182.44	2183.24	2181.37	2183.24	4461.0
2015-07-08 23:00:00	ES	Futures	2183.24	2184.83	2182.17	2184.83	3481.0
2015-07-08 23:30:00	ES	Futures	2184.57	2186.43	2183.24	2183.5	5538.0
2015-07-08 00:00:00	NQ	Futures	5191.4	5193.47	5189.33	5189.63	214.0
2015-07-08 00:30:00	NQ	Futures	5189.92	5190.22	5184.6	5186.67	508.0
2015-07-08 01:00:00	NQ	Futures	5186.67	5192.88	5186.67	5191.99	279.0

> showing 50 of 2,946 rows — these rows as CSV

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