PREVIEW / futures_30min / 2015-07-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-28.parquet
  size:    76 KB
  rows:    2,864

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
2015-07-28 00:00:00	ES	Futures	2206.13	2206.93	2205.87	2206.4	2382.0
2015-07-28 00:30:00	ES	Futures	2206.13	2209.06	2206.13	2208.26	6140.0
2015-07-28 01:00:00	ES	Futures	2208.26	2211.99	2207.2	2209.33	7740.0
2015-07-28 01:30:00	ES	Futures	2209.33	2209.59	2206.93	2207.46	3555.0
2015-07-28 02:00:00	ES	Futures	2207.2	2209.33	2205.87	2208.0	4761.0
2015-07-28 02:30:00	ES	Futures	2207.73	2209.33	2207.73	2209.06	3742.0
2015-07-28 03:00:00	ES	Futures	2208.8	2209.86	2205.6	2208.53	14420.0
2015-07-28 03:30:00	ES	Futures	2208.53	2210.13	2205.87	2207.2	13544.0
2015-07-28 04:00:00	ES	Futures	2207.46	2208.26	2205.87	2206.67	7409.0
2015-07-28 04:30:00	ES	Futures	2206.93	2211.46	2206.4	2211.19	11183.0
2015-07-28 05:00:00	ES	Futures	2211.19	2211.46	2210.13	2210.13	9817.0
2015-07-28 05:30:00	ES	Futures	2210.13	2212.79	2210.13	2212.26	8216.0
2015-07-28 06:00:00	ES	Futures	2212.26	2213.32	2211.46	2211.46	8871.0
2015-07-28 06:30:00	ES	Futures	2211.72	2211.72	2209.06	2209.33	6362.0
2015-07-28 07:00:00	ES	Futures	2209.59	2210.13	2208.53	2209.86	7576.0
2015-07-28 07:30:00	ES	Futures	2209.86	2210.39	2209.06	2209.33	7019.0
2015-07-28 08:00:00	ES	Futures	2209.59	2211.46	2209.33	2209.59	20924.0
2015-07-28 08:30:00	ES	Futures	2209.59	2210.39	2207.2	2208.53	27053.0
2015-07-28 09:00:00	ES	Futures	2208.8	2208.8	2205.07	2206.13	26283.0
2015-07-28 09:30:00	ES	Futures	2206.4	2206.93	2197.08	2203.74	262724.0
2015-07-28 10:00:00	ES	Futures	2203.74	2203.74	2195.48	2196.55	191801.0
2015-07-28 10:30:00	ES	Futures	2196.55	2206.13	2196.28	2205.87	133725.0
2015-07-28 11:00:00	ES	Futures	2205.87	2208.8	2205.07	2208.53	95186.0
2015-07-28 11:30:00	ES	Futures	2208.8	2211.46	2208.53	2210.93	71740.0
2015-07-28 12:00:00	ES	Futures	2210.93	2215.45	2210.66	2215.19	84848.0
2015-07-28 12:30:00	ES	Futures	2215.45	2215.72	2213.59	2214.65	44972.0
2015-07-28 13:00:00	ES	Futures	2214.92	2220.78	2214.39	2219.71	79148.0
2015-07-28 13:30:00	ES	Futures	2219.71	2221.58	2217.58	2221.04	60073.0
2015-07-28 14:00:00	ES	Futures	2221.04	2224.77	2220.24	2223.71	109453.0
2015-07-28 14:30:00	ES	Futures	2223.71	2224.24	2221.04	2223.97	81887.0
2015-07-28 15:00:00	ES	Futures	2223.71	2224.24	2220.24	2220.78	65619.0
2015-07-28 15:30:00	ES	Futures	2220.51	2223.44	2220.24	2222.37	112374.0
2015-07-28 16:00:00	ES	Futures	2222.64	2223.97	2220.24	2223.44	77573.0
2015-07-28 16:30:00	ES	Futures	2223.44	2224.5	2223.17	2223.97	7847.0
2015-07-28 17:00:00	ES	Futures	2223.97	2224.5	2223.71	2224.24	2136.0
2015-07-28 18:00:00	ES	Futures	2223.71	2224.24	2222.11	2223.71	2536.0
2015-07-28 18:30:00	ES	Futures	2223.71	2224.77	2223.71	2224.24	1509.0
2015-07-28 19:00:00	ES	Futures	2224.24	2224.77	2223.97	2224.5	884.0
2015-07-28 19:30:00	ES	Futures	2224.5	2224.77	2223.44	2223.97	1911.0
2015-07-28 20:00:00	ES	Futures	2224.24	2224.5	2223.44	2223.97	1968.0
2015-07-28 20:30:00	ES	Futures	2223.97	2223.97	2223.44	2223.71	804.0
2015-07-28 21:00:00	ES	Futures	2223.71	2223.97	2223.44	2223.71	674.0
2015-07-28 21:30:00	ES	Futures	2223.44	2223.71	2222.11	2222.11	1568.0
2015-07-28 22:00:00	ES	Futures	2222.11	2222.91	2221.84	2221.84	1180.0
2015-07-28 22:30:00	ES	Futures	2222.11	2222.11	2220.78	2221.04	1722.0
2015-07-28 23:00:00	ES	Futures	2221.04	2221.84	2220.24	2221.04	1997.0
2015-07-28 23:30:00	ES	Futures	2221.31	2221.84	2219.98	2220.24	1796.0
2015-07-28 00:00:00	NQ	Futures	5368.28	5370.06	5367.69	5368.28	355.0
2015-07-28 00:30:00	NQ	Futures	5368.28	5376.86	5368.28	5375.09	843.0
2015-07-28 01:00:00	NQ	Futures	5374.79	5382.48	5370.94	5376.27	1184.0

> showing 50 of 2,864 rows — these rows as CSV

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