PREVIEW / futures_30min / 2015-07-31

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-07-31.parquet
  size:    69 KB
  rows:    2,364

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
2015-07-31 00:00:00	ES	Futures	2238.62	2239.15	2238.35	2239.15	530.0
2015-07-31 00:30:00	ES	Futures	2239.15	2239.68	2238.88	2239.68	496.0
2015-07-31 01:00:00	ES	Futures	2239.41	2240.48	2239.15	2239.68	1416.0
2015-07-31 01:30:00	ES	Futures	2239.68	2240.48	2239.41	2240.48	1463.0
2015-07-31 02:00:00	ES	Futures	2240.21	2241.01	2239.41	2239.68	3478.0
2015-07-31 02:30:00	ES	Futures	2239.41	2240.21	2238.62	2240.21	2295.0
2015-07-31 03:00:00	ES	Futures	2239.95	2243.94	2238.08	2241.54	15604.0
2015-07-31 03:30:00	ES	Futures	2241.81	2242.34	2239.95	2240.21	6444.0
2015-07-31 04:00:00	ES	Futures	2240.48	2240.48	2238.62	2240.21	6594.0
2015-07-31 04:30:00	ES	Futures	2240.48	2242.08	2239.95	2241.01	3507.0
2015-07-31 05:00:00	ES	Futures	2241.01	2241.01	2239.41	2240.21	3803.0
2015-07-31 05:30:00	ES	Futures	2240.21	2240.21	2237.02	2237.28	6890.0
2015-07-31 06:00:00	ES	Futures	2237.28	2238.62	2237.02	2238.62	4365.0
2015-07-31 06:30:00	ES	Futures	2238.62	2239.15	2237.55	2238.08	4020.0
2015-07-31 07:00:00	ES	Futures	2238.08	2238.35	2235.15	2235.95	7180.0
2015-07-31 07:30:00	ES	Futures	2236.22	2237.02	2235.69	2236.49	4538.0
2015-07-31 08:00:00	ES	Futures	2236.49	2236.49	2234.09	2234.62	10821.0
2015-07-31 08:30:00	ES	Futures	2234.89	2245.01	2234.62	2243.94	62940.0
2015-07-31 09:00:00	ES	Futures	2243.94	2246.34	2242.08	2245.27	31176.0
2015-07-31 09:30:00	ES	Futures	2245.27	2245.54	2235.15	2236.22	180421.0
2015-07-31 10:00:00	ES	Futures	2236.22	2242.61	2235.42	2240.75	117353.0
2015-07-31 10:30:00	ES	Futures	2240.75	2243.94	2239.41	2242.61	91779.0
2015-07-31 11:00:00	ES	Futures	2242.61	2242.88	2240.48	2242.34	65197.0
2015-07-31 11:30:00	ES	Futures	2242.34	2243.94	2242.08	2242.61	46326.0
2015-07-31 12:00:00	ES	Futures	2242.61	2244.74	2242.34	2243.14	35181.0
2015-07-31 12:30:00	ES	Futures	2243.14	2243.14	2240.75	2241.01	37985.0
2015-07-31 13:00:00	ES	Futures	2241.01	2242.34	2238.08	2238.62	45279.0
2015-07-31 13:30:00	ES	Futures	2238.62	2238.88	2236.22	2236.75	55896.0
2015-07-31 14:00:00	ES	Futures	2237.02	2238.88	2233.56	2235.95	92857.0
2015-07-31 14:30:00	ES	Futures	2235.69	2237.28	2232.76	2235.69	102216.0
2015-07-31 15:00:00	ES	Futures	2235.42	2236.75	2231.43	2231.69	91135.0
2015-07-31 15:30:00	ES	Futures	2231.96	2235.69	2231.43	2234.89	297207.0
2015-07-31 16:00:00	ES	Futures	2234.89	2237.82	2234.09	2236.75	143410.0
2015-07-31 16:30:00	ES	Futures	2236.75	2237.55	2236.49	2237.02	6235.0
2015-07-31 17:00:00	ES	Futures	2236.75	2237.28	2235.69	2235.69	1673.0
2015-07-31 00:00:00	NQ	Futures	5429.81	5431.88	5429.51	5431.29	55.0
2015-07-31 00:30:00	NQ	Futures	5430.69	5433.65	5430.69	5433.06	94.0
2015-07-31 01:00:00	NQ	Futures	5432.47	5433.65	5430.4	5432.17	294.0
2015-07-31 01:30:00	NQ	Futures	5431.88	5434.83	5431.29	5434.83	267.0
2015-07-31 02:00:00	NQ	Futures	5433.95	5436.02	5431.58	5432.76	690.0
2015-07-31 02:30:00	NQ	Futures	5432.17	5434.24	5429.81	5434.24	328.0
2015-07-31 03:00:00	NQ	Futures	5434.54	5444.6	5427.44	5439.57	2820.0
2015-07-31 03:30:00	NQ	Futures	5439.86	5442.53	5436.02	5436.02	528.0
2015-07-31 04:00:00	NQ	Futures	5436.31	5436.61	5431.58	5436.61	542.0
2015-07-31 04:30:00	NQ	Futures	5437.2	5442.53	5436.02	5438.38	424.0
2015-07-31 05:00:00	NQ	Futures	5437.79	5438.98	5434.24	5437.2	337.0
2015-07-31 05:30:00	NQ	Futures	5437.2	5437.79	5427.44	5429.21	762.0
2015-07-31 06:00:00	NQ	Futures	5429.51	5432.76	5427.14	5431.88	822.0
2015-07-31 06:30:00	NQ	Futures	5432.47	5434.83	5431.29	5432.47	647.0
2015-07-31 07:00:00	NQ	Futures	5432.17	5432.47	5424.78	5427.44	893.0

> showing 50 of 2,364 rows — these rows as CSV

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