PREVIEW / futures_30min / 2015-07-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-10.parquet
  size:    72 KB
  rows:    2,406

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
2015-07-10 00:00:00	ES	Futures	2198.94	2199.21	2196.28	2196.28	2315.0
2015-07-10 00:30:00	ES	Futures	2196.28	2197.61	2195.48	2196.55	1822.0
2015-07-10 01:00:00	ES	Futures	2196.55	2196.55	2192.29	2196.28	6976.0
2015-07-10 01:30:00	ES	Futures	2196.02	2199.74	2194.95	2197.61	5628.0
2015-07-10 02:00:00	ES	Futures	2197.61	2199.74	2195.22	2198.68	10414.0
2015-07-10 02:30:00	ES	Futures	2198.68	2199.48	2197.35	2199.21	6277.0
2015-07-10 03:00:00	ES	Futures	2199.48	2199.48	2195.48	2198.15	16039.0
2015-07-10 03:30:00	ES	Futures	2198.15	2200.54	2197.61	2199.48	15202.0
2015-07-10 04:00:00	ES	Futures	2199.48	2199.74	2193.62	2194.15	11879.0
2015-07-10 04:30:00	ES	Futures	2194.15	2197.08	2193.89	2194.95	10282.0
2015-07-10 05:00:00	ES	Futures	2194.95	2198.41	2193.09	2197.61	13802.0
2015-07-10 05:30:00	ES	Futures	2197.88	2198.15	2195.48	2196.81	8610.0
2015-07-10 06:00:00	ES	Futures	2196.55	2199.48	2196.55	2198.94	7586.0
2015-07-10 06:30:00	ES	Futures	2198.94	2201.61	2197.88	2201.07	9875.0
2015-07-10 07:00:00	ES	Futures	2201.34	2202.94	2200.81	2201.07	20454.0
2015-07-10 07:30:00	ES	Futures	2201.07	2201.61	2198.94	2201.07	18772.0
2015-07-10 08:00:00	ES	Futures	2201.07	2201.61	2199.74	2201.07	22901.0
2015-07-10 08:30:00	ES	Futures	2201.34	2203.74	2200.81	2202.94	17446.0
2015-07-10 09:00:00	ES	Futures	2203.2	2203.74	2200.81	2202.41	22885.0
2015-07-10 09:30:00	ES	Futures	2202.41	2204.54	2197.35	2197.61	193908.0
2015-07-10 10:00:00	ES	Futures	2197.61	2201.34	2196.55	2198.68	102196.0
2015-07-10 10:30:00	ES	Futures	2198.68	2199.74	2193.35	2198.68	102253.0
2015-07-10 11:00:00	ES	Futures	2198.41	2204.0	2197.88	2202.14	91026.0
2015-07-10 11:30:00	ES	Futures	2202.41	2207.2	2200.01	2205.07	100826.0
2015-07-10 12:00:00	ES	Futures	2204.8	2206.4	2204.54	2205.87	40200.0
2015-07-10 12:30:00	ES	Futures	2205.6	2205.87	2201.34	2204.27	68077.0
2015-07-10 13:00:00	ES	Futures	2204.54	2205.6	2200.81	2202.94	61867.0
2015-07-10 13:30:00	ES	Futures	2202.67	2203.47	2200.01	2201.87	40095.0
2015-07-10 14:00:00	ES	Futures	2201.61	2206.4	2201.07	2204.8	56490.0
2015-07-10 14:30:00	ES	Futures	2204.54	2208.0	2204.54	2207.2	63939.0
2015-07-10 15:00:00	ES	Futures	2207.2	2209.59	2206.13	2207.2	70246.0
2015-07-10 15:30:00	ES	Futures	2206.93	2207.46	2203.47	2203.74	145099.0
2015-07-10 16:00:00	ES	Futures	2203.74	2205.33	2201.34	2204.27	89201.0
2015-07-10 16:30:00	ES	Futures	2204.27	2205.07	2204.0	2204.54	7214.0
2015-07-10 17:00:00	ES	Futures	2204.27	2205.6	2204.27	2205.07	3584.0
2015-07-10 00:00:00	NQ	Futures	5190.81	5190.81	5184.01	5184.3	362.0
2015-07-10 00:30:00	NQ	Futures	5184.01	5187.26	5182.82	5184.6	287.0
2015-07-10 01:00:00	NQ	Futures	5183.71	5185.19	5175.13	5183.71	1099.0
2015-07-10 01:30:00	NQ	Futures	5183.12	5191.1	5181.05	5187.55	750.0
2015-07-10 02:00:00	NQ	Futures	5186.96	5192.29	5181.64	5188.74	1123.0
2015-07-10 02:30:00	NQ	Futures	5189.33	5189.33	5185.48	5188.74	1120.0
2015-07-10 03:00:00	NQ	Futures	5189.33	5189.92	5181.05	5188.15	2506.0
2015-07-10 03:30:00	NQ	Futures	5187.85	5193.47	5186.67	5191.99	1806.0
2015-07-10 04:00:00	NQ	Futures	5192.29	5192.29	5178.09	5178.68	1572.0
2015-07-10 04:30:00	NQ	Futures	5178.68	5186.96	5178.68	5181.93	1832.0
2015-07-10 05:00:00	NQ	Futures	5181.93	5191.99	5176.91	5190.51	2543.0
2015-07-10 05:30:00	NQ	Futures	5190.81	5191.4	5185.78	5188.15	1455.0
2015-07-10 06:00:00	NQ	Futures	5188.15	5194.06	5188.15	5193.47	1694.0
2015-07-10 06:30:00	NQ	Futures	5192.88	5198.79	5190.22	5197.61	2064.0
2015-07-10 07:00:00	NQ	Futures	5197.91	5205.6	5197.91	5202.34	5000.0

> showing 50 of 2,406 rows — these rows as CSV

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