PREVIEW / futures_30min / 2015-08-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-04.parquet
  size:    78 KB
  rows:    2,885

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
2015-08-04 00:00:00	ES	Futures	2225.04	2225.57	2224.77	2225.3	492.0
2015-08-04 00:30:00	ES	Futures	2225.04	2225.57	2224.77	2225.04	916.0
2015-08-04 01:00:00	ES	Futures	2224.77	2227.43	2224.5	2226.9	1653.0
2015-08-04 01:30:00	ES	Futures	2226.9	2227.7	2226.37	2227.17	1075.0
2015-08-04 02:00:00	ES	Futures	2227.43	2227.43	2225.04	2225.04	2099.0
2015-08-04 02:30:00	ES	Futures	2225.04	2226.63	2224.77	2225.84	1882.0
2015-08-04 03:00:00	ES	Futures	2225.84	2225.84	2220.51	2221.31	12473.0
2015-08-04 03:30:00	ES	Futures	2221.04	2224.5	2220.78	2223.71	7229.0
2015-08-04 04:00:00	ES	Futures	2223.71	2229.56	2222.64	2228.76	13371.0
2015-08-04 04:30:00	ES	Futures	2228.76	2229.3	2224.24	2225.3	7272.0
2015-08-04 05:00:00	ES	Futures	2225.3	2228.23	2224.77	2227.7	6493.0
2015-08-04 05:30:00	ES	Futures	2227.7	2228.23	2225.3	2225.3	4595.0
2015-08-04 06:00:00	ES	Futures	2225.57	2225.84	2222.91	2224.5	5807.0
2015-08-04 06:30:00	ES	Futures	2224.24	2224.5	2221.58	2222.64	9054.0
2015-08-04 07:00:00	ES	Futures	2222.91	2223.17	2219.71	2221.04	16039.0
2015-08-04 07:30:00	ES	Futures	2220.78	2223.17	2220.78	2222.91	5592.0
2015-08-04 08:00:00	ES	Futures	2223.17	2224.77	2222.64	2223.44	10290.0
2015-08-04 08:30:00	ES	Futures	2223.44	2227.97	2222.64	2227.17	19840.0
2015-08-04 09:00:00	ES	Futures	2227.43	2227.97	2225.57	2226.63	13780.0
2015-08-04 09:30:00	ES	Futures	2226.63	2229.83	2223.71	2227.97	165643.0
2015-08-04 10:00:00	ES	Futures	2227.97	2232.49	2226.1	2230.89	130445.0
2015-08-04 10:30:00	ES	Futures	2231.16	2231.96	2222.64	2224.24	97049.0
2015-08-04 11:00:00	ES	Futures	2224.24	2227.97	2223.71	2226.63	60047.0
2015-08-04 11:30:00	ES	Futures	2226.37	2227.97	2224.5	2226.1	43032.0
2015-08-04 12:00:00	ES	Futures	2225.84	2228.76	2225.3	2225.3	38490.0
2015-08-04 12:30:00	ES	Futures	2225.3	2226.1	2222.37	2223.44	37462.0
2015-08-04 13:00:00	ES	Futures	2223.44	2226.1	2221.84	2226.1	43560.0
2015-08-04 13:30:00	ES	Futures	2225.84	2228.5	2219.45	2220.24	118647.0
2015-08-04 14:00:00	ES	Futures	2220.24	2221.04	2216.78	2219.98	77755.0
2015-08-04 14:30:00	ES	Futures	2219.98	2225.3	2218.91	2224.5	78088.0
2015-08-04 15:00:00	ES	Futures	2224.24	2225.84	2221.58	2223.17	65622.0
2015-08-04 15:30:00	ES	Futures	2223.17	2224.77	2219.45	2222.64	131985.0
2015-08-04 16:00:00	ES	Futures	2222.37	2223.17	2217.85	2218.38	74120.0
2015-08-04 16:30:00	ES	Futures	2218.65	2219.71	2218.38	2219.45	4824.0
2015-08-04 17:00:00	ES	Futures	2219.45	2219.45	2218.11	2218.11	1951.0
2015-08-04 18:00:00	ES	Futures	2217.85	2219.45	2217.58	2219.45	2584.0
2015-08-04 18:30:00	ES	Futures	2219.45	2219.98	2218.91	2219.71	788.0
2015-08-04 19:00:00	ES	Futures	2219.71	2219.98	2219.18	2219.45	645.0
2015-08-04 19:30:00	ES	Futures	2219.45	2219.71	2218.65	2218.91	953.0
2015-08-04 20:00:00	ES	Futures	2219.18	2219.71	2218.65	2218.91	1332.0
2015-08-04 20:30:00	ES	Futures	2218.91	2219.98	2218.91	2219.45	1019.0
2015-08-04 21:00:00	ES	Futures	2219.45	2219.98	2219.45	2219.98	654.0
2015-08-04 21:30:00	ES	Futures	2219.71	2221.04	2219.71	2221.04	1287.0
2015-08-04 22:00:00	ES	Futures	2221.04	2223.17	2220.78	2222.91	3296.0
2015-08-04 22:30:00	ES	Futures	2223.17	2223.44	2221.84	2222.91	1573.0
2015-08-04 23:00:00	ES	Futures	2223.17	2223.17	2222.37	2222.37	1158.0
2015-08-04 23:30:00	ES	Futures	2222.37	2222.64	2221.58	2221.84	870.0
2015-08-04 00:00:00	NQ	Futures	5405.26	5405.85	5404.37	5404.66	133.0
2015-08-04 00:30:00	NQ	Futures	5405.26	5406.14	5404.07	5404.66	209.0
2015-08-04 01:00:00	NQ	Futures	5404.07	5411.47	5403.19	5410.28	415.0

> showing 50 of 2,885 rows — these rows as CSV

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