PREVIEW / futures_30min / 2015-07-24

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-24.parquet
  size:    67 KB
  rows:    2,375

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
2015-07-24 00:00:00	ES	Futures	2234.36	2234.62	2233.82	2234.09	581.0
2015-07-24 00:30:00	ES	Futures	2234.09	2234.62	2233.82	2234.36	367.0
2015-07-24 01:00:00	ES	Futures	2234.62	2236.49	2234.36	2236.22	1706.0
2015-07-24 01:30:00	ES	Futures	2236.22	2236.49	2235.42	2236.49	1790.0
2015-07-24 02:00:00	ES	Futures	2236.22	2236.22	2234.09	2235.69	2779.0
2015-07-24 02:30:00	ES	Futures	2235.69	2236.22	2235.15	2235.42	2223.0
2015-07-24 03:00:00	ES	Futures	2235.69	2237.02	2234.36	2235.95	7368.0
2015-07-24 03:30:00	ES	Futures	2236.22	2237.02	2235.15	2237.02	5689.0
2015-07-24 04:00:00	ES	Futures	2236.75	2240.75	2236.75	2239.41	13734.0
2015-07-24 04:30:00	ES	Futures	2239.68	2240.48	2238.88	2239.95	3756.0
2015-07-24 05:00:00	ES	Futures	2239.68	2240.21	2237.82	2238.08	4559.0
2015-07-24 05:30:00	ES	Futures	2238.08	2240.21	2237.55	2239.95	4865.0
2015-07-24 06:00:00	ES	Futures	2239.95	2240.48	2239.41	2239.68	2750.0
2015-07-24 06:30:00	ES	Futures	2239.68	2239.68	2238.35	2239.15	2936.0
2015-07-24 07:00:00	ES	Futures	2238.88	2239.15	2237.82	2239.15	3701.0
2015-07-24 07:30:00	ES	Futures	2238.88	2239.15	2235.69	2235.95	5197.0
2015-07-24 08:00:00	ES	Futures	2236.22	2236.75	2235.15	2235.15	10635.0
2015-07-24 08:30:00	ES	Futures	2235.42	2235.95	2231.96	2232.76	24342.0
2015-07-24 09:00:00	ES	Futures	2232.49	2233.56	2231.69	2233.29	18697.0
2015-07-24 09:30:00	ES	Futures	2233.29	2234.09	2227.17	2231.43	158281.0
2015-07-24 10:00:00	ES	Futures	2231.16	2231.69	2224.24	2225.57	130375.0
2015-07-24 10:30:00	ES	Futures	2225.3	2225.57	2221.58	2221.84	108313.0
2015-07-24 11:00:00	ES	Futures	2221.84	2224.24	2220.78	2223.44	101114.0
2015-07-24 11:30:00	ES	Futures	2223.44	2224.5	2220.78	2222.11	65525.0
2015-07-24 12:00:00	ES	Futures	2222.11	2222.37	2218.91	2219.71	54997.0
2015-07-24 12:30:00	ES	Futures	2219.98	2220.51	2215.45	2215.72	72400.0
2015-07-24 13:00:00	ES	Futures	2215.98	2217.58	2214.39	2215.19	85893.0
2015-07-24 13:30:00	ES	Futures	2214.92	2215.19	2208.26	2211.99	151283.0
2015-07-24 14:00:00	ES	Futures	2211.99	2212.79	2205.87	2208.26	103814.0
2015-07-24 14:30:00	ES	Futures	2208.53	2209.06	2204.27	2207.73	103301.0
2015-07-24 15:00:00	ES	Futures	2207.73	2211.19	2206.13	2206.67	111829.0
2015-07-24 15:30:00	ES	Futures	2206.67	2209.86	2205.33	2208.26	176609.0
2015-07-24 16:00:00	ES	Futures	2208.53	2214.12	2208.0	2213.59	97685.0
2015-07-24 16:30:00	ES	Futures	2213.06	2214.39	2212.52	2213.85	8276.0
2015-07-24 17:00:00	ES	Futures	2214.12	2214.12	2213.32	2213.85	1949.0
2015-07-24 00:00:00	NQ	Futures	5469.15	5470.63	5468.26	5468.85	269.0
2015-07-24 00:30:00	NQ	Futures	5468.55	5470.92	5468.55	5470.63	113.0
2015-07-24 01:00:00	NQ	Futures	5470.92	5476.54	5470.63	5476.25	276.0
2015-07-24 01:30:00	NQ	Futures	5475.65	5476.54	5472.99	5475.65	413.0
2015-07-24 02:00:00	NQ	Futures	5475.95	5475.95	5470.03	5473.29	422.0
2015-07-24 02:30:00	NQ	Futures	5473.58	5475.06	5472.99	5474.17	174.0
2015-07-24 03:00:00	NQ	Futures	5474.17	5478.02	5470.33	5475.36	1102.0
2015-07-24 03:30:00	NQ	Futures	5475.36	5477.43	5473.29	5477.13	705.0
2015-07-24 04:00:00	NQ	Futures	5477.13	5488.37	5476.84	5484.23	2267.0
2015-07-24 04:30:00	NQ	Futures	5484.53	5487.19	5483.05	5485.71	627.0
2015-07-24 05:00:00	NQ	Futures	5486.01	5486.3	5480.39	5480.98	769.0
2015-07-24 05:30:00	NQ	Futures	5480.98	5486.6	5480.39	5486.6	655.0
2015-07-24 06:00:00	NQ	Futures	5486.3	5487.49	5483.94	5485.12	694.0
2015-07-24 06:30:00	NQ	Futures	5485.12	5485.41	5482.16	5483.64	691.0
2015-07-24 07:00:00	NQ	Futures	5483.64	5483.94	5479.79	5483.64	902.0

> showing 50 of 2,375 rows — these rows as CSV

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