PREVIEW / futures_30min / 2015-07-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-29.parquet
  size:    78 KB
  rows:    2,878

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
2015-07-29 00:00:00	ES	Futures	2220.24	2220.78	2219.98	2220.78	666.0
2015-07-29 00:30:00	ES	Futures	2220.78	2221.31	2220.24	2220.78	544.0
2015-07-29 01:00:00	ES	Futures	2220.78	2221.04	2220.24	2220.51	708.0
2015-07-29 01:30:00	ES	Futures	2220.51	2221.84	2219.98	2221.58	1538.0
2015-07-29 02:00:00	ES	Futures	2221.31	2223.44	2220.78	2223.44	3347.0
2015-07-29 02:30:00	ES	Futures	2223.44	2227.7	2222.91	2226.63	8772.0
2015-07-29 03:00:00	ES	Futures	2226.63	2227.97	2223.71	2227.7	12464.0
2015-07-29 03:30:00	ES	Futures	2227.43	2227.7	2225.3	2225.84	8176.0
2015-07-29 04:00:00	ES	Futures	2225.57	2226.63	2222.64	2222.64	12568.0
2015-07-29 04:30:00	ES	Futures	2222.64	2226.63	2221.84	2226.37	12219.0
2015-07-29 05:00:00	ES	Futures	2226.37	2229.3	2225.04	2228.23	12755.0
2015-07-29 05:30:00	ES	Futures	2228.23	2229.3	2227.17	2228.23	5486.0
2015-07-29 06:00:00	ES	Futures	2228.23	2228.76	2225.84	2226.37	7720.0
2015-07-29 06:30:00	ES	Futures	2226.37	2228.5	2225.84	2227.43	7580.0
2015-07-29 07:00:00	ES	Futures	2227.43	2229.83	2226.9	2228.76	14441.0
2015-07-29 07:30:00	ES	Futures	2228.5	2229.03	2227.17	2228.23	7622.0
2015-07-29 08:00:00	ES	Futures	2228.23	2228.5	2223.97	2225.3	14986.0
2015-07-29 08:30:00	ES	Futures	2225.04	2225.84	2222.11	2222.37	16605.0
2015-07-29 09:00:00	ES	Futures	2222.64	2224.5	2222.37	2224.24	15141.0
2015-07-29 09:30:00	ES	Futures	2224.24	2227.7	2222.37	2225.84	135570.0
2015-07-29 10:00:00	ES	Futures	2225.84	2228.76	2223.71	2226.63	95818.0
2015-07-29 10:30:00	ES	Futures	2226.9	2232.49	2226.9	2230.89	94900.0
2015-07-29 11:00:00	ES	Futures	2230.63	2234.62	2229.03	2232.76	92645.0
2015-07-29 11:30:00	ES	Futures	2233.02	2235.15	2232.76	2234.62	58167.0
2015-07-29 12:00:00	ES	Futures	2234.62	2234.89	2231.16	2232.76	45363.0
2015-07-29 12:30:00	ES	Futures	2232.76	2233.82	2230.89	2232.23	46880.0
2015-07-29 13:00:00	ES	Futures	2232.23	2233.29	2231.69	2232.23	35367.0
2015-07-29 13:30:00	ES	Futures	2232.49	2233.29	2231.16	2231.43	30767.0
2015-07-29 14:00:00	ES	Futures	2231.69	2238.88	2227.17	2233.56	162065.0
2015-07-29 14:30:00	ES	Futures	2233.56	2241.01	2233.29	2239.15	83516.0
2015-07-29 15:00:00	ES	Futures	2239.15	2240.21	2236.75	2238.88	78654.0
2015-07-29 15:30:00	ES	Futures	2238.62	2239.95	2235.15	2237.82	168440.0
2015-07-29 16:00:00	ES	Futures	2237.55	2238.62	2236.22	2237.82	75260.0
2015-07-29 16:30:00	ES	Futures	2237.55	2237.82	2236.22	2236.49	6296.0
2015-07-29 17:00:00	ES	Futures	2236.49	2237.55	2236.22	2237.55	1369.0
2015-07-29 18:00:00	ES	Futures	2235.95	2235.95	2234.36	2235.42	3358.0
2015-07-29 18:30:00	ES	Futures	2235.15	2235.69	2233.82	2234.09	1389.0
2015-07-29 19:00:00	ES	Futures	2234.36	2234.89	2234.09	2234.89	1005.0
2015-07-29 19:30:00	ES	Futures	2234.89	2235.15	2234.62	2234.89	671.0
2015-07-29 20:00:00	ES	Futures	2234.89	2235.69	2234.36	2235.42	1686.0
2015-07-29 20:30:00	ES	Futures	2235.69	2235.95	2235.15	2235.42	1149.0
2015-07-29 21:00:00	ES	Futures	2235.42	2235.69	2234.62	2234.89	1076.0
2015-07-29 21:30:00	ES	Futures	2234.89	2235.15	2234.09	2234.62	1729.0
2015-07-29 22:00:00	ES	Futures	2234.62	2235.95	2234.36	2235.42	2340.0
2015-07-29 22:30:00	ES	Futures	2235.42	2235.42	2234.62	2234.89	887.0
2015-07-29 23:00:00	ES	Futures	2234.89	2234.89	2233.29	2234.36	1883.0
2015-07-29 23:30:00	ES	Futures	2234.09	2234.36	2233.56	2234.09	773.0
2015-07-29 00:00:00	NQ	Futures	5383.07	5384.25	5381.89	5383.96	142.0
2015-07-29 00:30:00	NQ	Futures	5383.96	5384.55	5383.37	5383.96	172.0
2015-07-29 01:00:00	NQ	Futures	5384.25	5385.14	5383.07	5383.37	142.0

> showing 50 of 2,878 rows — these rows as CSV

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