PREVIEW / futures_30min / 2015-07-16

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-16.parquet
  size:    76 KB
  rows:    2,889

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
2015-07-16 00:00:00	ES	Futures	2247.4	2247.67	2246.87	2247.67	640.0
2015-07-16 00:30:00	ES	Futures	2247.67	2248.73	2247.67	2247.93	1260.0
2015-07-16 01:00:00	ES	Futures	2248.2	2248.2	2247.14	2248.2	1447.0
2015-07-16 01:30:00	ES	Futures	2248.2	2248.73	2247.67	2248.47	1540.0
2015-07-16 02:00:00	ES	Futures	2248.73	2249.53	2247.4	2247.4	5675.0
2015-07-16 02:30:00	ES	Futures	2247.4	2247.67	2246.6	2247.14	3324.0
2015-07-16 03:00:00	ES	Futures	2247.14	2248.47	2246.34	2247.93	7825.0
2015-07-16 03:30:00	ES	Futures	2248.2	2249.53	2247.4	2248.47	8271.0
2015-07-16 04:00:00	ES	Futures	2248.73	2249.53	2248.2	2249.0	5434.0
2015-07-16 04:30:00	ES	Futures	2249.27	2250.86	2248.73	2250.06	9284.0
2015-07-16 05:00:00	ES	Futures	2249.8	2250.33	2248.47	2248.73	4297.0
2015-07-16 05:30:00	ES	Futures	2249.0	2249.53	2248.2	2248.47	6636.0
2015-07-16 06:00:00	ES	Futures	2248.2	2249.27	2248.2	2248.73	3602.0
2015-07-16 06:30:00	ES	Futures	2249.0	2249.0	2247.4	2248.2	5485.0
2015-07-16 07:00:00	ES	Futures	2248.2	2249.8	2247.93	2249.53	7226.0
2015-07-16 07:30:00	ES	Futures	2249.8	2250.6	2248.73	2249.53	8845.0
2015-07-16 08:00:00	ES	Futures	2249.53	2250.06	2249.0	2249.27	6447.0
2015-07-16 08:30:00	ES	Futures	2249.53	2252.19	2249.0	2251.4	17077.0
2015-07-16 09:00:00	ES	Futures	2251.66	2252.99	2250.86	2250.86	20133.0
2015-07-16 09:30:00	ES	Futures	2250.86	2252.46	2247.93	2251.13	148260.0
2015-07-16 10:00:00	ES	Futures	2250.86	2251.93	2247.93	2250.6	102539.0
2015-07-16 10:30:00	ES	Futures	2250.33	2251.66	2248.47	2251.13	54635.0
2015-07-16 11:00:00	ES	Futures	2250.86	2251.93	2249.53	2251.4	43433.0
2015-07-16 11:30:00	ES	Futures	2251.4	2253.53	2251.4	2251.93	59157.0
2015-07-16 12:00:00	ES	Futures	2251.93	2254.06	2251.66	2252.99	37372.0
2015-07-16 12:30:00	ES	Futures	2253.26	2253.79	2251.13	2251.4	40622.0
2015-07-16 13:00:00	ES	Futures	2251.13	2252.46	2250.33	2251.66	50146.0
2015-07-16 13:30:00	ES	Futures	2251.93	2252.73	2250.33	2250.6	43201.0
2015-07-16 14:00:00	ES	Futures	2250.6	2252.19	2250.33	2251.66	37078.0
2015-07-16 14:30:00	ES	Futures	2251.93	2254.32	2251.4	2252.99	57498.0
2015-07-16 15:00:00	ES	Futures	2252.99	2254.86	2251.93	2254.59	63741.0
2015-07-16 15:30:00	ES	Futures	2254.59	2255.39	2254.06	2255.12	107128.0
2015-07-16 16:00:00	ES	Futures	2254.86	2256.19	2253.79	2254.32	81311.0
2015-07-16 16:30:00	ES	Futures	2254.06	2255.39	2253.79	2254.32	6171.0
2015-07-16 17:00:00	ES	Futures	2254.06	2255.12	2254.06	2254.86	1026.0
2015-07-16 18:00:00	ES	Futures	2254.59	2254.86	2253.79	2254.06	2207.0
2015-07-16 18:30:00	ES	Futures	2254.06	2255.12	2253.79	2254.86	608.0
2015-07-16 19:00:00	ES	Futures	2254.86	2255.92	2254.32	2255.39	1109.0
2015-07-16 19:30:00	ES	Futures	2255.39	2255.39	2254.59	2254.86	1061.0
2015-07-16 20:00:00	ES	Futures	2254.86	2255.12	2253.53	2253.53	1726.0
2015-07-16 20:30:00	ES	Futures	2253.53	2254.59	2253.53	2253.79	1272.0
2015-07-16 21:00:00	ES	Futures	2253.79	2254.59	2253.53	2254.59	658.0
2015-07-16 21:30:00	ES	Futures	2254.59	2254.86	2253.79	2254.59	1143.0
2015-07-16 22:00:00	ES	Futures	2254.59	2255.12	2253.53	2253.79	1076.0
2015-07-16 22:30:00	ES	Futures	2253.53	2254.06	2253.53	2253.53	599.0
2015-07-16 23:00:00	ES	Futures	2253.53	2253.79	2252.99	2253.53	895.0
2015-07-16 23:30:00	ES	Futures	2253.26	2253.53	2252.99	2253.26	906.0
2015-07-16 00:00:00	NQ	Futures	5380.11	5381.59	5379.82	5381.3	126.0
2015-07-16 00:30:00	NQ	Futures	5381.89	5383.66	5380.41	5381.59	302.0
2015-07-16 01:00:00	NQ	Futures	5381.0	5382.48	5378.93	5382.48	227.0

> showing 50 of 2,889 rows — these rows as CSV

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