PREVIEW / futures_30min / 2015-07-23

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-23.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
2015-07-23 00:00:00	ES	Futures	2249.8	2249.8	2249.27	2249.53	502.0
2015-07-23 00:30:00	ES	Futures	2249.53	2250.86	2249.27	2250.6	800.0
2015-07-23 01:00:00	ES	Futures	2250.33	2250.6	2249.8	2250.06	771.0
2015-07-23 01:30:00	ES	Futures	2250.33	2250.6	2249.8	2250.06	827.0
2015-07-23 02:00:00	ES	Futures	2249.8	2251.13	2249.53	2249.8	3389.0
2015-07-23 02:30:00	ES	Futures	2250.06	2251.13	2249.27	2250.86	2548.0
2015-07-23 03:00:00	ES	Futures	2250.86	2251.13	2249.0	2249.53	8792.0
2015-07-23 03:30:00	ES	Futures	2249.27	2249.8	2248.2	2249.27	7835.0
2015-07-23 04:00:00	ES	Futures	2249.0	2249.27	2246.6	2248.47	7959.0
2015-07-23 04:30:00	ES	Futures	2248.2	2248.47	2246.34	2247.93	6893.0
2015-07-23 05:00:00	ES	Futures	2247.93	2248.47	2247.4	2247.93	3188.0
2015-07-23 05:30:00	ES	Futures	2247.93	2249.0	2247.67	2249.0	3586.0
2015-07-23 06:00:00	ES	Futures	2248.73	2249.53	2248.2	2248.73	3665.0
2015-07-23 06:30:00	ES	Futures	2248.73	2249.27	2247.4	2247.93	3580.0
2015-07-23 07:00:00	ES	Futures	2248.2	2249.0	2245.54	2245.8	12140.0
2015-07-23 07:30:00	ES	Futures	2245.8	2247.93	2245.27	2247.4	8345.0
2015-07-23 08:00:00	ES	Futures	2247.14	2247.4	2245.27	2246.07	8182.0
2015-07-23 08:30:00	ES	Futures	2245.8	2246.6	2244.74	2244.74	10479.0
2015-07-23 09:00:00	ES	Futures	2245.01	2247.4	2243.67	2246.34	14708.0
2015-07-23 09:30:00	ES	Futures	2246.6	2247.67	2241.01	2242.61	134848.0
2015-07-23 10:00:00	ES	Futures	2242.61	2246.34	2241.01	2246.34	100837.0
2015-07-23 10:30:00	ES	Futures	2246.34	2247.4	2244.21	2245.27	62609.0
2015-07-23 11:00:00	ES	Futures	2245.54	2246.07	2239.95	2240.75	66615.0
2015-07-23 11:30:00	ES	Futures	2240.48	2241.01	2234.62	2235.69	114183.0
2015-07-23 12:00:00	ES	Futures	2235.42	2235.95	2231.43	2233.02	127129.0
2015-07-23 12:30:00	ES	Futures	2233.02	2234.36	2231.69	2233.82	57009.0
2015-07-23 13:00:00	ES	Futures	2233.56	2234.62	2231.43	2233.29	54146.0
2015-07-23 13:30:00	ES	Futures	2233.29	2238.08	2231.69	2237.28	71604.0
2015-07-23 14:00:00	ES	Futures	2237.55	2237.82	2234.09	2235.42	68448.0
2015-07-23 14:30:00	ES	Futures	2235.42	2237.02	2230.89	2231.96	88566.0
2015-07-23 15:00:00	ES	Futures	2231.69	2231.96	2227.43	2229.56	116474.0
2015-07-23 15:30:00	ES	Futures	2229.3	2232.76	2227.7	2231.96	148987.0
2015-07-23 16:00:00	ES	Futures	2231.96	2235.69	2231.43	2235.15	85508.0
2015-07-23 16:30:00	ES	Futures	2235.95	2237.82	2235.69	2237.55	9001.0
2015-07-23 17:00:00	ES	Futures	2237.82	2238.35	2237.28	2238.08	2237.0
2015-07-23 18:00:00	ES	Futures	2237.55	2238.35	2236.75	2237.02	2167.0
2015-07-23 18:30:00	ES	Futures	2237.02	2237.28	2236.75	2237.02	784.0
2015-07-23 19:00:00	ES	Futures	2237.28	2237.28	2235.42	2236.22	1243.0
2015-07-23 19:30:00	ES	Futures	2235.95	2236.49	2235.15	2235.95	1427.0
2015-07-23 20:00:00	ES	Futures	2236.49	2237.82	2236.22	2237.82	2232.0
2015-07-23 20:30:00	ES	Futures	2237.82	2237.82	2236.75	2237.28	1318.0
2015-07-23 21:00:00	ES	Futures	2237.28	2237.82	2236.75	2237.55	1037.0
2015-07-23 21:30:00	ES	Futures	2237.55	2237.82	2234.89	2235.15	3172.0
2015-07-23 22:00:00	ES	Futures	2235.15	2235.95	2234.89	2235.69	1916.0
2015-07-23 22:30:00	ES	Futures	2235.69	2235.69	2234.62	2234.89	849.0
2015-07-23 23:00:00	ES	Futures	2234.89	2234.89	2233.56	2234.36	2370.0
2015-07-23 23:30:00	ES	Futures	2234.36	2234.89	2233.82	2234.09	1069.0
2015-07-23 00:00:00	NQ	Futures	5480.68	5481.27	5479.2	5479.5	110.0
2015-07-23 00:30:00	NQ	Futures	5480.09	5483.05	5479.2	5483.05	202.0
2015-07-23 01:00:00	NQ	Futures	5482.46	5483.05	5481.27	5481.57	174.0

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

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