PREVIEW / futures_30min / 2015-07-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-17.parquet
  size:    63 KB
  rows:    2,343

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
2015-07-17 00:00:00	ES	Futures	2253.26	2253.26	2252.46	2253.26	1900.0
2015-07-17 00:30:00	ES	Futures	2252.99	2253.53	2252.99	2253.26	397.0
2015-07-17 01:00:00	ES	Futures	2253.53	2253.79	2252.99	2253.26	698.0
2015-07-17 01:30:00	ES	Futures	2253.26	2254.32	2252.99	2254.32	1455.0
2015-07-17 02:00:00	ES	Futures	2254.32	2254.86	2253.79	2254.86	1708.0
2015-07-17 02:30:00	ES	Futures	2254.86	2255.66	2254.59	2255.12	2020.0
2015-07-17 03:00:00	ES	Futures	2255.39	2255.66	2252.99	2254.32	6598.0
2015-07-17 03:30:00	ES	Futures	2254.32	2254.32	2252.99	2253.79	5418.0
2015-07-17 04:00:00	ES	Futures	2253.53	2254.06	2252.46	2252.73	4166.0
2015-07-17 04:30:00	ES	Futures	2252.73	2253.79	2252.46	2253.26	4193.0
2015-07-17 05:00:00	ES	Futures	2252.99	2253.79	2252.46	2253.26	4820.0
2015-07-17 05:30:00	ES	Futures	2252.99	2254.06	2252.73	2253.53	3787.0
2015-07-17 06:00:00	ES	Futures	2253.79	2254.06	2253.26	2253.53	3135.0
2015-07-17 06:30:00	ES	Futures	2253.79	2254.86	2253.53	2254.06	4672.0
2015-07-17 07:00:00	ES	Futures	2254.32	2255.39	2253.79	2255.39	10654.0
2015-07-17 07:30:00	ES	Futures	2255.12	2255.66	2254.86	2255.39	5451.0
2015-07-17 08:00:00	ES	Futures	2255.39	2256.45	2255.39	2255.92	7550.0
2015-07-17 08:30:00	ES	Futures	2255.92	2256.99	2255.12	2255.39	13153.0
2015-07-17 09:00:00	ES	Futures	2255.39	2256.99	2254.59	2255.12	22205.0
2015-07-17 09:30:00	ES	Futures	2255.39	2255.66	2250.86	2252.99	144542.0
2015-07-17 10:00:00	ES	Futures	2252.73	2254.32	2250.06	2251.66	86217.0
2015-07-17 10:30:00	ES	Futures	2251.4	2253.53	2250.86	2252.73	66995.0
2015-07-17 11:00:00	ES	Futures	2252.99	2253.79	2251.93	2252.99	39442.0
2015-07-17 11:30:00	ES	Futures	2253.26	2254.32	2251.93	2252.46	42302.0
2015-07-17 12:00:00	ES	Futures	2252.46	2252.99	2250.6	2252.19	39879.0
2015-07-17 12:30:00	ES	Futures	2251.93	2253.26	2251.13	2252.73	26932.0
2015-07-17 13:00:00	ES	Futures	2252.73	2253.26	2252.19	2252.73	22429.0
2015-07-17 13:30:00	ES	Futures	2252.46	2252.99	2251.4	2252.19	24749.0
2015-07-17 14:00:00	ES	Futures	2251.93	2255.39	2251.93	2255.12	45255.0
2015-07-17 14:30:00	ES	Futures	2255.12	2255.66	2254.32	2254.86	44699.0
2015-07-17 15:00:00	ES	Futures	2254.86	2256.19	2253.79	2255.92	33993.0
2015-07-17 15:30:00	ES	Futures	2255.66	2257.79	2255.39	2256.72	93347.0
2015-07-17 16:00:00	ES	Futures	2256.72	2257.25	2255.92	2256.72	53930.0
2015-07-17 16:30:00	ES	Futures	2256.72	2257.52	2256.45	2256.72	4726.0
2015-07-17 17:00:00	ES	Futures	2256.99	2257.52	2256.45	2257.52	1023.0
2015-07-17 00:00:00	NQ	Futures	5453.17	5453.47	5451.69	5453.17	220.0
2015-07-17 00:30:00	NQ	Futures	5452.88	5454.95	5452.58	5454.36	102.0
2015-07-17 01:00:00	NQ	Futures	5454.36	5455.54	5451.99	5452.29	292.0
2015-07-17 01:30:00	NQ	Futures	5452.29	5455.84	5451.99	5455.54	296.0
2015-07-17 02:00:00	NQ	Futures	5455.84	5457.61	5453.17	5457.02	400.0
2015-07-17 02:30:00	NQ	Futures	5457.02	5460.86	5456.72	5458.5	520.0
2015-07-17 03:00:00	NQ	Futures	5458.79	5459.09	5451.4	5454.95	1073.0
2015-07-17 03:30:00	NQ	Futures	5454.95	5456.13	5451.99	5454.06	658.0
2015-07-17 04:00:00	NQ	Futures	5454.06	5455.24	5451.4	5451.69	609.0
2015-07-17 04:30:00	NQ	Futures	5451.69	5454.65	5451.1	5454.36	806.0
2015-07-17 05:00:00	NQ	Futures	5453.77	5458.79	5453.77	5456.72	1307.0
2015-07-17 05:30:00	NQ	Futures	5456.72	5458.2	5455.24	5455.24	635.0
2015-07-17 06:00:00	NQ	Futures	5454.95	5456.72	5453.77	5454.06	528.0
2015-07-17 06:30:00	NQ	Futures	5453.77	5456.72	5453.77	5454.95	546.0
2015-07-17 07:00:00	NQ	Futures	5454.65	5460.86	5454.65	5460.57	2937.0

> showing 50 of 2,343 rows — these rows as CSV

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