PREVIEW / futures_30min / 2015-07-15

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-15.parquet
  size:    79 KB
  rows:    2,892

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
2015-07-15 00:00:00	ES	Futures	2241.81	2241.81	2241.28	2241.54	846.0
2015-07-15 00:30:00	ES	Futures	2241.28	2241.54	2239.95	2240.21	1876.0
2015-07-15 01:00:00	ES	Futures	2240.21	2241.01	2239.15	2239.95	1810.0
2015-07-15 01:30:00	ES	Futures	2239.95	2241.81	2239.95	2240.75	1636.0
2015-07-15 02:00:00	ES	Futures	2240.75	2241.54	2239.95	2240.48	3142.0
2015-07-15 02:30:00	ES	Futures	2240.21	2241.81	2240.21	2241.54	3281.0
2015-07-15 03:00:00	ES	Futures	2241.54	2242.08	2240.48	2241.01	8024.0
2015-07-15 03:30:00	ES	Futures	2241.01	2241.28	2238.62	2239.41	6415.0
2015-07-15 04:00:00	ES	Futures	2239.41	2241.01	2238.88	2240.75	5097.0
2015-07-15 04:30:00	ES	Futures	2240.48	2241.28	2239.41	2240.75	4952.0
2015-07-15 05:00:00	ES	Futures	2241.01	2241.01	2239.68	2240.48	2885.0
2015-07-15 05:30:00	ES	Futures	2240.48	2240.48	2239.68	2240.21	3471.0
2015-07-15 06:00:00	ES	Futures	2239.95	2240.75	2239.68	2240.75	3090.0
2015-07-15 06:30:00	ES	Futures	2240.48	2240.75	2239.41	2239.95	4955.0
2015-07-15 07:00:00	ES	Futures	2239.95	2241.28	2239.95	2240.75	5666.0
2015-07-15 07:30:00	ES	Futures	2240.75	2241.28	2240.21	2240.75	7762.0
2015-07-15 08:00:00	ES	Futures	2240.75	2241.01	2239.41	2240.21	7138.0
2015-07-15 08:30:00	ES	Futures	2239.95	2240.75	2238.62	2239.15	15250.0
2015-07-15 09:00:00	ES	Futures	2239.15	2239.95	2237.55	2238.88	16164.0
2015-07-15 09:30:00	ES	Futures	2238.88	2241.28	2236.22	2239.95	129376.0
2015-07-15 10:00:00	ES	Futures	2239.68	2242.34	2238.35	2240.48	75851.0
2015-07-15 10:30:00	ES	Futures	2240.48	2243.94	2239.95	2242.61	62011.0
2015-07-15 11:00:00	ES	Futures	2242.88	2244.74	2241.81	2242.08	58980.0
2015-07-15 11:30:00	ES	Futures	2242.08	2242.88	2239.68	2240.48	51996.0
2015-07-15 12:00:00	ES	Futures	2240.48	2241.54	2239.15	2240.48	33470.0
2015-07-15 12:30:00	ES	Futures	2240.48	2241.81	2238.88	2239.95	43539.0
2015-07-15 13:00:00	ES	Futures	2239.95	2242.34	2238.88	2241.54	43517.0
2015-07-15 13:30:00	ES	Futures	2241.28	2242.61	2239.95	2240.75	26594.0
2015-07-15 14:00:00	ES	Futures	2240.75	2241.81	2239.95	2240.75	28272.0
2015-07-15 14:30:00	ES	Futures	2241.01	2241.01	2231.16	2233.56	131100.0
2015-07-15 15:00:00	ES	Futures	2233.82	2235.95	2232.49	2235.69	90715.0
2015-07-15 15:30:00	ES	Futures	2235.42	2238.08	2234.36	2237.55	151736.0
2015-07-15 16:00:00	ES	Futures	2237.55	2241.54	2236.49	2241.28	65152.0
2015-07-15 16:30:00	ES	Futures	2241.01	2241.54	2239.95	2241.28	9956.0
2015-07-15 17:00:00	ES	Futures	2241.28	2242.61	2241.01	2242.08	4062.0
2015-07-15 18:00:00	ES	Futures	2240.75	2241.28	2239.41	2240.48	2508.0
2015-07-15 18:30:00	ES	Futures	2240.48	2245.27	2239.95	2244.21	6142.0
2015-07-15 19:00:00	ES	Futures	2244.21	2245.8	2243.94	2244.74	3418.0
2015-07-15 19:30:00	ES	Futures	2244.74	2245.01	2243.14	2243.67	2546.0
2015-07-15 20:00:00	ES	Futures	2243.67	2243.67	2242.34	2242.88	2514.0
2015-07-15 20:30:00	ES	Futures	2242.61	2243.94	2242.61	2243.67	1884.0
2015-07-15 21:00:00	ES	Futures	2243.67	2244.21	2243.41	2243.67	1467.0
2015-07-15 21:30:00	ES	Futures	2243.67	2245.27	2243.41	2245.01	1922.0
2015-07-15 22:00:00	ES	Futures	2245.01	2246.87	2244.74	2246.07	4068.0
2015-07-15 22:30:00	ES	Futures	2246.07	2249.8	2246.07	2248.73	7064.0
2015-07-15 23:00:00	ES	Futures	2249.0	2249.0	2247.14	2247.14	2115.0
2015-07-15 23:30:00	ES	Futures	2247.14	2247.67	2246.87	2247.4	1417.0
2015-07-15 00:00:00	NQ	Futures	5354.38	5355.86	5354.08	5354.68	101.0
2015-07-15 00:30:00	NQ	Futures	5354.68	5354.97	5351.42	5351.72	303.0
2015-07-15 01:00:00	NQ	Futures	5352.31	5353.79	5349.65	5351.13	149.0

> showing 50 of 2,892 rows — these rows as CSV

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