PREVIEW / futures_30min / 2015-07-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-09.parquet
  size:    85 KB
  rows:    2,933

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
2015-07-09 00:00:00	ES	Futures	2183.77	2185.37	2182.97	2184.57	2590.0
2015-07-09 00:30:00	ES	Futures	2184.57	2185.37	2184.03	2185.37	1340.0
2015-07-09 01:00:00	ES	Futures	2185.37	2186.43	2184.57	2185.63	3845.0
2015-07-09 01:30:00	ES	Futures	2185.9	2187.23	2185.63	2186.96	4528.0
2015-07-09 02:00:00	ES	Futures	2187.23	2187.76	2185.1	2185.37	8891.0
2015-07-09 02:30:00	ES	Futures	2185.37	2186.96	2182.7	2186.96	8143.0
2015-07-09 03:00:00	ES	Futures	2186.96	2189.09	2184.57	2187.5	13222.0
2015-07-09 03:30:00	ES	Futures	2187.76	2188.83	2184.83	2185.9	14368.0
2015-07-09 04:00:00	ES	Futures	2186.16	2189.09	2185.9	2187.5	10773.0
2015-07-09 04:30:00	ES	Futures	2187.76	2188.83	2186.43	2188.83	8369.0
2015-07-09 05:00:00	ES	Futures	2188.83	2191.22	2186.7	2190.96	12238.0
2015-07-09 05:30:00	ES	Futures	2191.22	2193.09	2190.42	2191.76	15606.0
2015-07-09 06:00:00	ES	Futures	2191.76	2193.35	2191.22	2192.55	12159.0
2015-07-09 06:30:00	ES	Futures	2192.55	2195.22	2192.29	2193.09	10972.0
2015-07-09 07:00:00	ES	Futures	2193.35	2195.75	2192.82	2193.35	23451.0
2015-07-09 07:30:00	ES	Futures	2193.35	2194.95	2193.35	2194.42	14048.0
2015-07-09 08:00:00	ES	Futures	2194.15	2196.81	2193.62	2195.75	19252.0
2015-07-09 08:30:00	ES	Futures	2196.02	2197.35	2194.95	2196.81	25922.0
2015-07-09 09:00:00	ES	Futures	2196.81	2200.54	2195.22	2198.94	39228.0
2015-07-09 09:30:00	ES	Futures	2198.94	2202.41	2194.15	2196.55	283284.0
2015-07-09 10:00:00	ES	Futures	2196.81	2198.15	2187.23	2187.76	192162.0
2015-07-09 10:30:00	ES	Futures	2187.5	2194.42	2187.5	2194.15	124623.0
2015-07-09 11:00:00	ES	Futures	2194.42	2196.81	2191.22	2191.49	106660.0
2015-07-09 11:30:00	ES	Futures	2191.76	2192.82	2188.03	2188.29	81387.0
2015-07-09 12:00:00	ES	Futures	2188.03	2190.16	2185.63	2186.43	86350.0
2015-07-09 12:30:00	ES	Futures	2186.43	2188.56	2184.83	2186.96	58734.0
2015-07-09 13:00:00	ES	Futures	2187.23	2188.03	2181.11	2182.17	77247.0
2015-07-09 13:30:00	ES	Futures	2182.17	2185.9	2181.64	2184.83	66450.0
2015-07-09 14:00:00	ES	Futures	2184.57	2185.1	2177.38	2178.98	75181.0
2015-07-09 14:30:00	ES	Futures	2179.24	2184.57	2176.31	2183.5	113069.0
2015-07-09 15:00:00	ES	Futures	2183.24	2186.16	2181.9	2182.17	89648.0
2015-07-09 15:30:00	ES	Futures	2182.44	2184.03	2176.05	2176.31	195190.0
2015-07-09 16:00:00	ES	Futures	2176.05	2177.64	2172.05	2173.12	93935.0
2015-07-09 16:30:00	ES	Futures	2173.12	2175.78	2170.72	2174.72	14675.0
2015-07-09 17:00:00	ES	Futures	2174.45	2174.98	2173.38	2173.92	2176.0
2015-07-09 18:00:00	ES	Futures	2177.64	2194.68	2177.64	2192.02	37545.0
2015-07-09 18:30:00	ES	Futures	2191.76	2195.48	2187.5	2194.95	13518.0
2015-07-09 19:00:00	ES	Futures	2194.95	2195.75	2189.89	2191.49	6047.0
2015-07-09 19:30:00	ES	Futures	2191.49	2192.02	2190.42	2190.96	2491.0
2015-07-09 20:00:00	ES	Futures	2190.69	2192.55	2188.03	2189.63	7851.0
2015-07-09 20:30:00	ES	Futures	2189.63	2189.89	2186.7	2188.03	5002.0
2015-07-09 21:00:00	ES	Futures	2188.03	2191.76	2187.5	2191.49	4008.0
2015-07-09 21:30:00	ES	Futures	2191.22	2195.75	2190.96	2193.89	9021.0
2015-07-09 22:00:00	ES	Futures	2193.89	2195.75	2193.89	2194.68	3749.0
2015-07-09 22:30:00	ES	Futures	2194.68	2197.61	2194.68	2196.28	6072.0
2015-07-09 23:00:00	ES	Futures	2196.28	2196.55	2194.42	2194.68	3066.0
2015-07-09 23:30:00	ES	Futures	2194.68	2200.01	2194.15	2199.21	8294.0
2015-07-09 00:00:00	NQ	Futures	5171.29	5175.13	5169.22	5173.65	312.0
2015-07-09 00:30:00	NQ	Futures	5173.95	5176.61	5173.06	5175.72	321.0
2015-07-09 01:00:00	NQ	Futures	5176.02	5178.68	5174.54	5178.39	432.0

> showing 50 of 2,933 rows — these rows as CSV

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