PREVIEW / futures_30min / 2015-08-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-03.parquet
  size:    77 KB
  rows:    2,863

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
2015-08-03 00:00:00	ES	Futures	2233.29	2233.29	2232.23	2232.49	500.0
2015-08-03 00:30:00	ES	Futures	2232.49	2233.56	2232.49	2233.29	384.0
2015-08-03 01:00:00	ES	Futures	2233.29	2233.82	2233.02	2233.56	1002.0
2015-08-03 01:30:00	ES	Futures	2233.56	2233.82	2231.69	2231.96	1673.0
2015-08-03 02:00:00	ES	Futures	2232.23	2232.76	2230.36	2231.69	4501.0
2015-08-03 02:30:00	ES	Futures	2231.69	2233.29	2231.69	2233.29	2431.0
2015-08-03 03:00:00	ES	Futures	2233.29	2234.09	2230.36	2230.36	10805.0
2015-08-03 03:30:00	ES	Futures	2230.36	2239.15	2229.56	2237.82	18204.0
2015-08-03 04:00:00	ES	Futures	2237.82	2238.62	2229.03	2230.63	17918.0
2015-08-03 04:30:00	ES	Futures	2230.36	2234.09	2230.36	2233.29	9241.0
2015-08-03 05:00:00	ES	Futures	2233.56	2235.95	2231.16	2231.69	9487.0
2015-08-03 05:30:00	ES	Futures	2231.69	2233.29	2231.43	2232.23	4447.0
2015-08-03 06:00:00	ES	Futures	2232.23	2233.56	2231.96	2233.29	4265.0
2015-08-03 06:30:00	ES	Futures	2233.29	2235.42	2232.76	2234.36	6058.0
2015-08-03 07:00:00	ES	Futures	2234.36	2236.22	2233.82	2234.89	6826.0
2015-08-03 07:30:00	ES	Futures	2234.89	2235.95	2233.29	2233.56	8582.0
2015-08-03 08:00:00	ES	Futures	2233.56	2236.22	2232.76	2234.62	8812.0
2015-08-03 08:30:00	ES	Futures	2234.89	2235.15	2233.02	2233.02	12948.0
2015-08-03 09:00:00	ES	Futures	2233.29	2236.49	2232.76	2234.62	19418.0
2015-08-03 09:30:00	ES	Futures	2234.62	2235.42	2227.17	2232.49	150337.0
2015-08-03 10:00:00	ES	Futures	2232.76	2233.82	2226.37	2228.23	132844.0
2015-08-03 10:30:00	ES	Futures	2227.97	2231.43	2225.3	2230.36	91642.0
2015-08-03 11:00:00	ES	Futures	2230.1	2233.82	2229.3	2232.23	67992.0
2015-08-03 11:30:00	ES	Futures	2232.23	2234.36	2230.63	2231.43	50542.0
2015-08-03 12:00:00	ES	Futures	2231.16	2231.96	2227.7	2228.76	49555.0
2015-08-03 12:30:00	ES	Futures	2228.76	2228.76	2217.85	2218.91	131790.0
2015-08-03 13:00:00	ES	Futures	2218.91	2219.45	2215.19	2218.11	100597.0
2015-08-03 13:30:00	ES	Futures	2217.85	2221.31	2217.32	2219.45	92377.0
2015-08-03 14:00:00	ES	Futures	2219.18	2219.71	2215.98	2217.58	83623.0
2015-08-03 14:30:00	ES	Futures	2217.85	2221.04	2215.72	2217.85	90822.0
2015-08-03 15:00:00	ES	Futures	2217.85	2220.51	2217.32	2219.98	69731.0
2015-08-03 15:30:00	ES	Futures	2220.24	2227.7	2218.65	2226.9	161958.0
2015-08-03 16:00:00	ES	Futures	2226.9	2227.7	2225.57	2226.63	62210.0
2015-08-03 16:30:00	ES	Futures	2226.9	2227.97	2226.1	2227.17	5285.0
2015-08-03 17:00:00	ES	Futures	2227.17	2227.43	2226.37	2226.9	1240.0
2015-08-03 18:00:00	ES	Futures	2226.37	2226.9	2225.04	2225.84	2888.0
2015-08-03 18:30:00	ES	Futures	2226.1	2226.63	2225.57	2226.37	964.0
2015-08-03 19:00:00	ES	Futures	2226.63	2226.63	2223.97	2224.24	1938.0
2015-08-03 19:30:00	ES	Futures	2224.24	2224.5	2222.64	2223.71	1592.0
2015-08-03 20:00:00	ES	Futures	2223.17	2223.97	2222.37	2223.17	2062.0
2015-08-03 20:30:00	ES	Futures	2223.17	2224.24	2223.17	2223.97	1301.0
2015-08-03 21:00:00	ES	Futures	2223.71	2224.24	2223.17	2224.24	712.0
2015-08-03 21:30:00	ES	Futures	2224.24	2226.37	2223.71	2225.3	2362.0
2015-08-03 22:00:00	ES	Futures	2225.3	2226.37	2224.77	2225.3	1354.0
2015-08-03 22:30:00	ES	Futures	2225.57	2225.84	2225.3	2225.57	476.0
2015-08-03 23:00:00	ES	Futures	2225.57	2226.37	2225.3	2225.84	724.0
2015-08-03 23:30:00	ES	Futures	2225.84	2225.84	2224.77	2225.04	1090.0
2015-08-03 00:00:00	NQ	Futures	5416.5	5416.79	5413.83	5415.02	138.0
2015-08-03 00:30:00	NQ	Futures	5415.02	5416.79	5414.43	5416.79	61.0
2015-08-03 01:00:00	NQ	Futures	5416.5	5417.68	5415.31	5416.2	242.0

> showing 50 of 2,863 rows — these rows as CSV

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