PREVIEW / futures_30min / 2015-07-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-14.parquet
  size:    76 KB
  rows:    2,872

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
2015-07-14 00:00:00	ES	Futures	2229.83	2229.83	2229.3	2229.56	714.0
2015-07-14 00:30:00	ES	Futures	2229.56	2229.83	2229.3	2229.83	291.0
2015-07-14 01:00:00	ES	Futures	2229.83	2229.83	2228.76	2229.03	1299.0
2015-07-14 01:30:00	ES	Futures	2229.3	2229.83	2229.03	2229.83	1942.0
2015-07-14 02:00:00	ES	Futures	2229.56	2231.43	2228.5	2229.03	9926.0
2015-07-14 02:30:00	ES	Futures	2229.03	2229.03	2227.7	2229.03	4125.0
2015-07-14 03:00:00	ES	Futures	2229.03	2229.3	2227.43	2227.97	8120.0
2015-07-14 03:30:00	ES	Futures	2227.97	2229.56	2227.7	2228.23	6195.0
2015-07-14 04:00:00	ES	Futures	2227.97	2229.56	2227.43	2228.5	7887.0
2015-07-14 04:30:00	ES	Futures	2228.23	2229.56	2227.97	2228.76	4981.0
2015-07-14 05:00:00	ES	Futures	2228.76	2229.56	2228.23	2228.5	3186.0
2015-07-14 05:30:00	ES	Futures	2228.76	2229.56	2228.23	2229.03	3651.0
2015-07-14 06:00:00	ES	Futures	2228.76	2229.56	2228.5	2229.03	3682.0
2015-07-14 06:30:00	ES	Futures	2229.03	2229.83	2228.5	2229.56	3233.0
2015-07-14 07:00:00	ES	Futures	2229.56	2230.89	2229.3	2230.1	5912.0
2015-07-14 07:30:00	ES	Futures	2230.1	2230.36	2229.03	2229.03	4224.0
2015-07-14 08:00:00	ES	Futures	2229.03	2230.63	2228.76	2230.36	7949.0
2015-07-14 08:30:00	ES	Futures	2230.1	2230.1	2226.37	2226.63	31947.0
2015-07-14 09:00:00	ES	Futures	2226.63	2228.5	2226.37	2228.23	16511.0
2015-07-14 09:30:00	ES	Futures	2227.97	2233.82	2227.43	2233.02	136086.0
2015-07-14 10:00:00	ES	Futures	2233.02	2234.89	2231.43	2234.36	74865.0
2015-07-14 10:30:00	ES	Futures	2234.62	2235.95	2234.09	2235.15	65048.0
2015-07-14 11:00:00	ES	Futures	2235.15	2238.08	2234.89	2237.55	63953.0
2015-07-14 11:30:00	ES	Futures	2237.55	2238.88	2236.75	2238.35	54234.0
2015-07-14 12:00:00	ES	Futures	2238.35	2239.41	2236.75	2237.02	32488.0
2015-07-14 12:30:00	ES	Futures	2237.28	2237.82	2234.89	2236.22	32191.0
2015-07-14 13:00:00	ES	Futures	2236.49	2238.08	2235.42	2237.28	25056.0
2015-07-14 13:30:00	ES	Futures	2237.28	2238.08	2236.22	2238.08	21417.0
2015-07-14 14:00:00	ES	Futures	2238.08	2239.41	2237.28	2239.41	34303.0
2015-07-14 14:30:00	ES	Futures	2239.41	2241.28	2238.88	2240.75	53469.0
2015-07-14 15:00:00	ES	Futures	2240.48	2242.34	2240.48	2241.54	47446.0
2015-07-14 15:30:00	ES	Futures	2241.28	2241.81	2238.08	2238.08	99871.0
2015-07-14 16:00:00	ES	Futures	2238.08	2240.21	2237.55	2239.15	59918.0
2015-07-14 16:30:00	ES	Futures	2238.62	2239.68	2238.35	2239.41	3886.0
2015-07-14 17:00:00	ES	Futures	2239.41	2240.21	2239.15	2239.41	2367.0
2015-07-14 18:00:00	ES	Futures	2239.15	2239.15	2237.02	2237.28	3174.0
2015-07-14 18:30:00	ES	Futures	2237.02	2237.82	2236.75	2237.28	1106.0
2015-07-14 19:00:00	ES	Futures	2237.02	2237.28	2236.49	2236.75	1125.0
2015-07-14 19:30:00	ES	Futures	2237.02	2237.02	2235.69	2236.22	1568.0
2015-07-14 20:00:00	ES	Futures	2236.22	2237.82	2235.95	2237.55	2957.0
2015-07-14 20:30:00	ES	Futures	2237.82	2238.35	2237.28	2238.08	1187.0
2015-07-14 21:00:00	ES	Futures	2237.82	2241.01	2237.28	2240.21	5005.0
2015-07-14 21:30:00	ES	Futures	2239.95	2241.28	2239.95	2240.48	2178.0
2015-07-14 22:00:00	ES	Futures	2240.75	2244.47	2240.75	2242.61	10636.0
2015-07-14 22:30:00	ES	Futures	2242.61	2242.88	2241.01	2241.01	2558.0
2015-07-14 23:00:00	ES	Futures	2241.01	2241.81	2241.01	2241.28	1334.0
2015-07-14 23:30:00	ES	Futures	2241.28	2241.81	2241.01	2241.54	1347.0
2015-07-14 00:00:00	NQ	Futures	5309.72	5310.31	5309.72	5310.01	40.0
2015-07-14 00:30:00	NQ	Futures	5310.01	5310.9	5309.72	5310.6	34.0
2015-07-14 01:00:00	NQ	Futures	5310.01	5310.6	5309.12	5309.42	351.0

> showing 50 of 2,872 rows — these rows as CSV

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