PREVIEW / futures_30min / 2015-07-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-22.parquet
  size:    77 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
2015-07-22 00:00:00	ES	Futures	2243.67	2243.67	2242.88	2243.14	776.0
2015-07-22 00:30:00	ES	Futures	2243.41	2243.41	2242.88	2242.88	1087.0
2015-07-22 01:00:00	ES	Futures	2242.88	2243.41	2242.61	2243.41	490.0
2015-07-22 01:30:00	ES	Futures	2243.41	2243.41	2242.34	2242.34	1706.0
2015-07-22 02:00:00	ES	Futures	2242.34	2243.41	2241.81	2242.88	5615.0
2015-07-22 02:30:00	ES	Futures	2242.88	2243.14	2241.28	2242.88	4836.0
2015-07-22 03:00:00	ES	Futures	2242.88	2243.14	2241.28	2242.08	9847.0
2015-07-22 03:30:00	ES	Futures	2242.08	2244.74	2241.28	2244.47	9604.0
2015-07-22 04:00:00	ES	Futures	2244.47	2245.01	2243.67	2244.47	9026.0
2015-07-22 04:30:00	ES	Futures	2244.21	2244.74	2243.67	2244.21	5897.0
2015-07-22 05:00:00	ES	Futures	2244.21	2245.01	2243.94	2244.47	3050.0
2015-07-22 05:30:00	ES	Futures	2244.21	2244.47	2242.88	2242.88	5454.0
2015-07-22 06:00:00	ES	Futures	2243.14	2243.41	2242.88	2242.88	3243.0
2015-07-22 06:30:00	ES	Futures	2242.88	2243.67	2242.61	2242.61	6372.0
2015-07-22 07:00:00	ES	Futures	2242.88	2243.41	2242.34	2243.14	2769.0
2015-07-22 07:30:00	ES	Futures	2242.88	2243.94	2241.01	2241.01	11847.0
2015-07-22 08:00:00	ES	Futures	2241.28	2241.54	2239.41	2241.28	19198.0
2015-07-22 08:30:00	ES	Futures	2241.28	2241.81	2239.68	2240.75	12379.0
2015-07-22 09:00:00	ES	Futures	2240.48	2241.81	2238.88	2240.21	29958.0
2015-07-22 09:30:00	ES	Futures	2240.21	2247.93	2239.95	2247.4	228841.0
2015-07-22 10:00:00	ES	Futures	2247.4	2249.27	2245.8	2246.34	107129.0
2015-07-22 10:30:00	ES	Futures	2246.6	2246.87	2242.34	2246.6	95171.0
2015-07-22 11:00:00	ES	Futures	2246.6	2246.87	2241.54	2242.34	74338.0
2015-07-22 11:30:00	ES	Futures	2242.34	2243.94	2241.81	2243.67	48447.0
2015-07-22 12:00:00	ES	Futures	2243.41	2245.01	2241.01	2242.34	48121.0
2015-07-22 12:30:00	ES	Futures	2242.34	2242.61	2240.48	2242.61	43250.0
2015-07-22 13:00:00	ES	Futures	2242.34	2243.94	2241.81	2243.67	36283.0
2015-07-22 13:30:00	ES	Futures	2243.67	2244.47	2242.34	2243.41	28962.0
2015-07-22 14:00:00	ES	Futures	2243.41	2245.54	2242.34	2244.74	59198.0
2015-07-22 14:30:00	ES	Futures	2244.74	2246.07	2243.94	2245.8	52009.0
2015-07-22 15:00:00	ES	Futures	2245.8	2246.07	2242.34	2242.88	51026.0
2015-07-22 15:30:00	ES	Futures	2242.88	2244.74	2239.68	2244.47	129052.0
2015-07-22 16:00:00	ES	Futures	2244.21	2245.54	2242.61	2245.54	46925.0
2015-07-22 16:30:00	ES	Futures	2245.27	2247.67	2245.27	2247.67	5520.0
2015-07-22 17:00:00	ES	Futures	2247.4	2247.67	2246.34	2247.14	2226.0
2015-07-22 18:00:00	ES	Futures	2246.34	2247.67	2246.07	2246.87	2179.0
2015-07-22 18:30:00	ES	Futures	2246.87	2247.14	2246.6	2246.87	428.0
2015-07-22 19:00:00	ES	Futures	2246.87	2247.14	2246.6	2246.87	367.0
2015-07-22 19:30:00	ES	Futures	2247.14	2247.93	2246.6	2247.67	883.0
2015-07-22 20:00:00	ES	Futures	2247.4	2249.8	2247.4	2247.4	4863.0
2015-07-22 20:30:00	ES	Futures	2247.67	2248.73	2247.4	2248.2	1267.0
2015-07-22 21:00:00	ES	Futures	2248.2	2250.86	2247.67	2249.8	3299.0
2015-07-22 21:30:00	ES	Futures	2249.8	2250.86	2249.27	2249.8	2009.0
2015-07-22 22:00:00	ES	Futures	2250.06	2250.6	2249.8	2250.06	1283.0
2015-07-22 22:30:00	ES	Futures	2249.8	2250.06	2248.73	2249.0	1112.0
2015-07-22 23:00:00	ES	Futures	2249.0	2249.53	2248.73	2249.0	973.0
2015-07-22 23:30:00	ES	Futures	2248.73	2249.8	2248.47	2249.8	951.0
2015-07-22 00:00:00	NQ	Futures	5456.43	5456.72	5454.95	5455.54	106.0
2015-07-22 00:30:00	NQ	Futures	5455.54	5455.84	5449.33	5452.58	679.0
2015-07-22 01:00:00	NQ	Futures	5452.58	5454.06	5450.22	5454.06	456.0

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

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