PREVIEW / futures_30min / 2015-07-21

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-21.parquet
  size:    79 KB
  rows:    2,883

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
2015-07-21 00:00:00	ES	Futures	2259.65	2260.18	2259.38	2259.92	414.0
2015-07-21 00:30:00	ES	Futures	2259.92	2260.71	2259.92	2260.45	459.0
2015-07-21 01:00:00	ES	Futures	2260.71	2261.51	2260.45	2261.25	1143.0
2015-07-21 01:30:00	ES	Futures	2261.51	2262.58	2261.51	2262.05	1937.0
2015-07-21 02:00:00	ES	Futures	2262.05	2262.31	2260.71	2260.98	2276.0
2015-07-21 02:30:00	ES	Futures	2260.98	2261.78	2260.71	2261.51	1465.0
2015-07-21 03:00:00	ES	Futures	2261.51	2263.11	2260.71	2260.98	7763.0
2015-07-21 03:30:00	ES	Futures	2260.98	2261.78	2259.38	2260.45	6089.0
2015-07-21 04:00:00	ES	Futures	2260.18	2260.45	2259.65	2260.18	3428.0
2015-07-21 04:30:00	ES	Futures	2260.18	2260.98	2258.32	2258.85	4080.0
2015-07-21 05:00:00	ES	Futures	2258.85	2259.12	2258.32	2258.58	1941.0
2015-07-21 05:30:00	ES	Futures	2258.85	2259.92	2258.58	2259.12	2447.0
2015-07-21 06:00:00	ES	Futures	2259.12	2260.18	2259.12	2259.92	1944.0
2015-07-21 06:30:00	ES	Futures	2259.92	2260.71	2259.65	2259.92	2077.0
2015-07-21 07:00:00	ES	Futures	2260.18	2260.71	2259.65	2260.18	3363.0
2015-07-21 07:30:00	ES	Futures	2259.92	2260.45	2258.58	2258.85	6403.0
2015-07-21 08:00:00	ES	Futures	2258.85	2259.65	2257.79	2258.32	5846.0
2015-07-21 08:30:00	ES	Futures	2258.32	2259.12	2256.45	2256.45	8226.0
2015-07-21 09:00:00	ES	Futures	2256.45	2256.99	2255.12	2256.45	18656.0
2015-07-21 09:30:00	ES	Futures	2256.19	2259.12	2255.92	2259.12	112986.0
2015-07-21 10:00:00	ES	Futures	2259.12	2259.65	2255.39	2256.45	77699.0
2015-07-21 10:30:00	ES	Futures	2256.45	2256.45	2250.86	2252.46	108671.0
2015-07-21 11:00:00	ES	Futures	2252.46	2253.26	2248.47	2250.33	109829.0
2015-07-21 11:30:00	ES	Futures	2250.33	2251.4	2249.27	2250.06	72981.0
2015-07-21 12:00:00	ES	Futures	2250.33	2251.13	2249.0	2250.6	40242.0
2015-07-21 12:30:00	ES	Futures	2250.86	2251.93	2247.67	2249.27	65744.0
2015-07-21 13:00:00	ES	Futures	2249.0	2249.27	2246.07	2247.4	57169.0
2015-07-21 13:30:00	ES	Futures	2247.4	2248.2	2246.07	2247.4	34936.0
2015-07-21 14:00:00	ES	Futures	2247.4	2250.33	2245.01	2250.06	77759.0
2015-07-21 14:30:00	ES	Futures	2249.8	2250.6	2245.54	2247.4	70629.0
2015-07-21 15:00:00	ES	Futures	2247.14	2249.0	2245.8	2247.93	83297.0
2015-07-21 15:30:00	ES	Futures	2247.67	2251.4	2247.67	2249.0	106767.0
2015-07-21 16:00:00	ES	Futures	2248.73	2252.99	2248.73	2252.19	61599.0
2015-07-21 16:30:00	ES	Futures	2252.19	2252.19	2243.94	2245.27	27136.0
2015-07-21 17:00:00	ES	Futures	2245.27	2245.54	2243.67	2243.94	2766.0
2015-07-21 18:00:00	ES	Futures	2244.74	2246.07	2244.21	2244.74	6191.0
2015-07-21 18:30:00	ES	Futures	2244.47	2244.74	2243.67	2243.67	3277.0
2015-07-21 19:00:00	ES	Futures	2243.67	2244.47	2243.67	2243.94	967.0
2015-07-21 19:30:00	ES	Futures	2243.94	2244.47	2243.67	2244.21	1142.0
2015-07-21 20:00:00	ES	Futures	2244.21	2244.47	2243.67	2244.21	1660.0
2015-07-21 20:30:00	ES	Futures	2244.21	2244.47	2243.67	2244.21	1198.0
2015-07-21 21:00:00	ES	Futures	2244.21	2244.21	2243.41	2243.67	1389.0
2015-07-21 21:30:00	ES	Futures	2243.94	2244.21	2242.34	2243.14	3863.0
2015-07-21 22:00:00	ES	Futures	2243.14	2243.67	2242.34	2242.88	1438.0
2015-07-21 22:30:00	ES	Futures	2242.61	2243.14	2242.34	2242.88	1126.0
2015-07-21 23:00:00	ES	Futures	2242.88	2243.14	2242.61	2243.14	493.0
2015-07-21 23:30:00	ES	Futures	2243.14	2243.67	2242.88	2243.67	1041.0
2015-07-21 00:00:00	NQ	Futures	5530.37	5532.15	5529.78	5531.85	75.0
2015-07-21 00:30:00	NQ	Futures	5531.85	5534.22	5531.56	5534.22	294.0
2015-07-21 01:00:00	NQ	Futures	5534.52	5536.59	5533.63	5536.59	317.0

> showing 50 of 2,883 rows — these rows as CSV

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