PREVIEW / futures_30min / 2015-07-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-27.parquet
  size:    80 KB
  rows:    2,915

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
2015-07-27 00:00:00	ES	Futures	2212.52	2213.06	2212.52	2213.06	949.0
2015-07-27 00:30:00	ES	Futures	2213.32	2213.32	2211.46	2211.72	2033.0
2015-07-27 01:00:00	ES	Futures	2211.72	2212.52	2211.19	2212.52	1438.0
2015-07-27 01:30:00	ES	Futures	2212.26	2213.85	2212.26	2213.85	1521.0
2015-07-27 02:00:00	ES	Futures	2213.59	2214.65	2212.52	2214.12	3774.0
2015-07-27 02:30:00	ES	Futures	2214.12	2215.72	2211.19	2211.72	9316.0
2015-07-27 03:00:00	ES	Futures	2211.72	2213.59	2207.73	2210.13	21899.0
2015-07-27 03:30:00	ES	Futures	2210.39	2210.66	2206.4	2206.67	14801.0
2015-07-27 04:00:00	ES	Futures	2206.4	2211.72	2206.13	2211.19	12825.0
2015-07-27 04:30:00	ES	Futures	2211.19	2212.26	2210.13	2211.99	7926.0
2015-07-27 05:00:00	ES	Futures	2211.72	2212.26	2209.06	2209.33	6781.0
2015-07-27 05:30:00	ES	Futures	2209.33	2209.59	2205.33	2206.4	9625.0
2015-07-27 06:00:00	ES	Futures	2206.13	2206.67	2204.54	2205.6	12114.0
2015-07-27 06:30:00	ES	Futures	2205.6	2206.13	2203.2	2203.47	12141.0
2015-07-27 07:00:00	ES	Futures	2203.47	2203.74	2198.68	2201.07	32076.0
2015-07-27 07:30:00	ES	Futures	2200.81	2203.74	2200.54	2201.07	21722.0
2015-07-27 08:00:00	ES	Futures	2201.07	2201.87	2198.41	2200.81	20388.0
2015-07-27 08:30:00	ES	Futures	2200.81	2201.34	2198.94	2200.28	26703.0
2015-07-27 09:00:00	ES	Futures	2200.28	2201.34	2195.75	2197.61	34827.0
2015-07-27 09:30:00	ES	Futures	2197.61	2198.94	2190.16	2197.08	244075.0
2015-07-27 10:00:00	ES	Futures	2196.81	2199.48	2191.49	2197.08	169296.0
2015-07-27 10:30:00	ES	Futures	2197.08	2204.0	2196.55	2199.48	144945.0
2015-07-27 11:00:00	ES	Futures	2199.74	2203.2	2195.75	2197.08	124051.0
2015-07-27 11:30:00	ES	Futures	2197.08	2199.74	2195.22	2198.68	88153.0
2015-07-27 12:00:00	ES	Futures	2198.94	2199.48	2195.48	2197.35	50577.0
2015-07-27 12:30:00	ES	Futures	2197.35	2198.15	2193.89	2194.95	47487.0
2015-07-27 13:00:00	ES	Futures	2195.22	2196.55	2192.82	2194.15	52126.0
2015-07-27 13:30:00	ES	Futures	2194.15	2197.35	2192.29	2196.28	87056.0
2015-07-27 14:00:00	ES	Futures	2196.02	2199.21	2195.22	2196.55	72010.0
2015-07-27 14:30:00	ES	Futures	2196.55	2197.88	2194.42	2195.75	80131.0
2015-07-27 15:00:00	ES	Futures	2195.75	2195.75	2192.29	2192.82	88102.0
2015-07-27 15:30:00	ES	Futures	2192.82	2196.02	2190.16	2195.48	148771.0
2015-07-27 16:00:00	ES	Futures	2195.22	2198.68	2194.95	2198.41	92675.0
2015-07-27 16:30:00	ES	Futures	2199.21	2199.48	2198.15	2198.68	5924.0
2015-07-27 17:00:00	ES	Futures	2198.68	2199.48	2198.41	2198.94	1616.0
2015-07-27 18:00:00	ES	Futures	2199.74	2200.81	2198.68	2199.21	3904.0
2015-07-27 18:30:00	ES	Futures	2199.48	2200.54	2199.21	2200.01	1095.0
2015-07-27 19:00:00	ES	Futures	2200.01	2201.07	2199.48	2200.01	1846.0
2015-07-27 19:30:00	ES	Futures	2200.01	2200.28	2199.74	2200.01	865.0
2015-07-27 20:00:00	ES	Futures	2200.28	2200.54	2199.48	2199.48	1845.0
2015-07-27 20:30:00	ES	Futures	2199.48	2199.74	2198.15	2198.15	2677.0
2015-07-27 21:00:00	ES	Futures	2197.88	2198.94	2197.08	2197.35	4288.0
2015-07-27 21:30:00	ES	Futures	2197.35	2201.61	2197.08	2198.41	6947.0
2015-07-27 22:00:00	ES	Futures	2198.41	2202.14	2198.15	2200.81	4156.0
2015-07-27 22:30:00	ES	Futures	2201.07	2205.07	2200.81	2204.54	6746.0
2015-07-27 23:00:00	ES	Futures	2204.54	2204.54	2203.2	2204.54	3015.0
2015-07-27 23:30:00	ES	Futures	2204.8	2206.13	2204.27	2205.87	3945.0
2015-07-27 00:00:00	NQ	Futures	5395.2	5397.27	5394.9	5397.27	226.0
2015-07-27 00:30:00	NQ	Futures	5397.57	5397.57	5392.24	5393.13	505.0
2015-07-27 01:00:00	NQ	Futures	5393.42	5395.49	5392.83	5393.72	235.0

> showing 50 of 2,915 rows — these rows as CSV

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