PREVIEW / futures_30min / 2015-07-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-20.parquet
  size:    72 KB
  rows:    2,816

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
2015-07-20 00:00:00	ES	Futures	2256.99	2256.99	2256.72	2256.72	157.0
2015-07-20 00:30:00	ES	Futures	2256.99	2257.25	2256.72	2256.99	293.0
2015-07-20 01:00:00	ES	Futures	2257.25	2257.25	2256.72	2256.99	271.0
2015-07-20 01:30:00	ES	Futures	2256.99	2257.79	2256.72	2257.25	776.0
2015-07-20 02:00:00	ES	Futures	2257.25	2257.79	2256.99	2257.52	939.0
2015-07-20 02:30:00	ES	Futures	2257.52	2257.79	2257.25	2257.25	562.0
2015-07-20 03:00:00	ES	Futures	2257.25	2258.58	2257.25	2258.05	2170.0
2015-07-20 03:30:00	ES	Futures	2257.79	2258.58	2257.79	2258.32	1802.0
2015-07-20 04:00:00	ES	Futures	2258.58	2259.38	2258.32	2258.85	4018.0
2015-07-20 04:30:00	ES	Futures	2258.85	2260.71	2258.05	2259.92	7563.0
2015-07-20 05:00:00	ES	Futures	2260.18	2260.45	2258.58	2258.85	4326.0
2015-07-20 05:30:00	ES	Futures	2258.85	2260.18	2258.58	2259.65	2970.0
2015-07-20 06:00:00	ES	Futures	2259.38	2260.71	2259.12	2259.38	4323.0
2015-07-20 06:30:00	ES	Futures	2259.38	2259.65	2258.32	2259.12	3626.0
2015-07-20 07:00:00	ES	Futures	2259.12	2259.12	2258.32	2258.58	3634.0
2015-07-20 07:30:00	ES	Futures	2258.58	2259.65	2258.58	2259.65	4024.0
2015-07-20 08:00:00	ES	Futures	2259.92	2260.18	2258.85	2259.92	4323.0
2015-07-20 08:30:00	ES	Futures	2259.92	2259.92	2257.79	2258.32	6973.0
2015-07-20 09:00:00	ES	Futures	2258.32	2260.18	2258.05	2259.38	10740.0
2015-07-20 09:30:00	ES	Futures	2259.65	2259.92	2254.59	2255.66	163307.0
2015-07-20 10:00:00	ES	Futures	2255.92	2257.25	2254.06	2255.92	78825.0
2015-07-20 10:30:00	ES	Futures	2256.19	2259.12	2255.39	2258.32	63498.0
2015-07-20 11:00:00	ES	Futures	2258.58	2261.51	2258.32	2259.92	62934.0
2015-07-20 11:30:00	ES	Futures	2259.92	2260.71	2258.58	2260.18	35782.0
2015-07-20 12:00:00	ES	Futures	2260.18	2261.51	2259.92	2259.92	29285.0
2015-07-20 12:30:00	ES	Futures	2260.18	2262.31	2259.92	2261.51	31688.0
2015-07-20 13:00:00	ES	Futures	2261.78	2262.58	2261.25	2262.58	20369.0
2015-07-20 13:30:00	ES	Futures	2262.31	2262.84	2260.18	2260.45	53417.0
2015-07-20 14:00:00	ES	Futures	2260.71	2263.64	2260.45	2263.11	37689.0
2015-07-20 14:30:00	ES	Futures	2263.11	2263.91	2261.78	2262.05	50076.0
2015-07-20 15:00:00	ES	Futures	2262.05	2264.44	2260.98	2260.98	66346.0
2015-07-20 15:30:00	ES	Futures	2260.98	2261.78	2257.25	2258.32	109987.0
2015-07-20 16:00:00	ES	Futures	2258.32	2260.45	2256.99	2259.38	55274.0
2015-07-20 16:30:00	ES	Futures	2259.65	2259.65	2258.58	2259.38	3706.0
2015-07-20 17:00:00	ES	Futures	2259.65	2260.45	2259.38	2260.45	1465.0
2015-07-20 18:00:00	ES	Futures	2259.12	2259.38	2257.52	2258.32	2545.0
2015-07-20 18:30:00	ES	Futures	2258.32	2258.58	2257.52	2258.32	844.0
2015-07-20 19:00:00	ES	Futures	2258.32	2259.12	2258.32	2258.85	587.0
2015-07-20 19:30:00	ES	Futures	2258.85	2259.12	2258.58	2259.12	722.0
2015-07-20 20:00:00	ES	Futures	2258.85	2259.12	2257.79	2258.05	1177.0
2015-07-20 20:30:00	ES	Futures	2258.05	2259.12	2257.79	2259.12	901.0
2015-07-20 21:00:00	ES	Futures	2258.85	2259.12	2257.52	2257.79	1070.0
2015-07-20 21:30:00	ES	Futures	2257.52	2258.85	2257.52	2258.58	1287.0
2015-07-20 22:00:00	ES	Futures	2258.58	2258.85	2258.05	2258.58	817.0
2015-07-20 22:30:00	ES	Futures	2258.58	2259.12	2258.32	2259.12	614.0
2015-07-20 23:00:00	ES	Futures	2259.12	2260.18	2258.85	2259.92	1156.0
2015-07-20 23:30:00	ES	Futures	2259.92	2260.45	2259.38	2259.38	798.0
2015-07-20 00:00:00	NQ	Futures	5502.87	5502.87	5502.27	5502.87	28.0
2015-07-20 00:30:00	NQ	Futures	5502.87	5502.87	5502.27	5502.87	66.0
2015-07-20 01:00:00	NQ	Futures	5502.87	5503.46	5502.57	5503.46	52.0

> showing 50 of 2,816 rows — these rows as CSV

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