PREVIEW / futures_30min / 2015-08-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-06.parquet
  size:    75 KB
  rows:    2,850

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
2015-08-06 00:00:00	ES	Futures	2227.97	2228.76	2227.7	2227.97	979.0
2015-08-06 00:30:00	ES	Futures	2227.7	2228.23	2227.43	2227.97	517.0
2015-08-06 01:00:00	ES	Futures	2227.7	2228.76	2226.9	2228.23	1593.0
2015-08-06 01:30:00	ES	Futures	2228.23	2228.23	2227.17	2227.7	1213.0
2015-08-06 02:00:00	ES	Futures	2227.97	2229.03	2227.43	2229.03	3023.0
2015-08-06 02:30:00	ES	Futures	2228.76	2229.56	2228.5	2229.3	1673.0
2015-08-06 03:00:00	ES	Futures	2229.56	2231.69	2227.7	2231.43	8830.0
2015-08-06 03:30:00	ES	Futures	2231.43	2232.23	2229.3	2230.36	5314.0
2015-08-06 04:00:00	ES	Futures	2230.1	2232.23	2229.83	2231.69	4429.0
2015-08-06 04:30:00	ES	Futures	2231.69	2232.49	2230.36	2230.89	5914.0
2015-08-06 05:00:00	ES	Futures	2230.63	2231.43	2228.23	2229.03	4233.0
2015-08-06 05:30:00	ES	Futures	2229.03	2229.56	2227.97	2229.03	2914.0
2015-08-06 06:00:00	ES	Futures	2229.3	2231.16	2229.03	2230.1	3570.0
2015-08-06 06:30:00	ES	Futures	2230.1	2230.63	2228.5	2230.63	4725.0
2015-08-06 07:00:00	ES	Futures	2230.63	2230.89	2229.3	2230.36	4745.0
2015-08-06 07:30:00	ES	Futures	2230.1	2235.69	2230.1	2234.09	18697.0
2015-08-06 08:00:00	ES	Futures	2234.09	2234.36	2231.96	2233.02	11844.0
2015-08-06 08:30:00	ES	Futures	2233.29	2233.56	2230.63	2231.69	11916.0
2015-08-06 09:00:00	ES	Futures	2231.43	2233.02	2231.16	2232.76	9594.0
2015-08-06 09:30:00	ES	Futures	2233.02	2234.36	2221.58	2222.64	183913.0
2015-08-06 10:00:00	ES	Futures	2222.91	2225.57	2219.45	2219.71	133141.0
2015-08-06 10:30:00	ES	Futures	2219.71	2224.5	2218.65	2220.51	102731.0
2015-08-06 11:00:00	ES	Futures	2220.78	2221.04	2213.32	2213.85	143768.0
2015-08-06 11:30:00	ES	Futures	2213.59	2214.12	2208.0	2208.53	155942.0
2015-08-06 12:00:00	ES	Futures	2208.26	2210.66	2205.87	2208.26	105627.0
2015-08-06 12:30:00	ES	Futures	2208.26	2208.53	2204.54	2207.46	86387.0
2015-08-06 13:00:00	ES	Futures	2207.2	2212.79	2206.4	2212.26	94213.0
2015-08-06 13:30:00	ES	Futures	2212.26	2213.59	2210.39	2210.39	60383.0
2015-08-06 14:00:00	ES	Futures	2210.39	2214.12	2209.06	2214.12	60748.0
2015-08-06 14:30:00	ES	Futures	2214.12	2214.92	2211.72	2212.52	67492.0
2015-08-06 15:00:00	ES	Futures	2212.79	2213.85	2210.13	2210.39	64614.0
2015-08-06 15:30:00	ES	Futures	2210.66	2215.98	2209.33	2213.06	146023.0
2015-08-06 16:00:00	ES	Futures	2213.32	2215.19	2211.19	2214.92	79252.0
2015-08-06 16:30:00	ES	Futures	2214.92	2215.45	2214.65	2214.92	4025.0
2015-08-06 17:00:00	ES	Futures	2215.19	2215.19	2214.39	2214.92	1876.0
2015-08-06 18:00:00	ES	Futures	2215.19	2215.72	2214.65	2214.65	1981.0
2015-08-06 18:30:00	ES	Futures	2214.92	2215.19	2214.65	2214.92	294.0
2015-08-06 19:00:00	ES	Futures	2215.19	2215.19	2214.12	2214.12	594.0
2015-08-06 19:30:00	ES	Futures	2214.39	2214.92	2213.85	2214.12	965.0
2015-08-06 20:00:00	ES	Futures	2214.12	2215.19	2213.59	2214.92	1642.0
2015-08-06 20:30:00	ES	Futures	2214.92	2214.92	2214.39	2214.65	950.0
2015-08-06 21:00:00	ES	Futures	2214.39	2215.19	2214.39	2215.19	781.0
2015-08-06 21:30:00	ES	Futures	2214.92	2215.72	2214.65	2215.45	1652.0
2015-08-06 22:00:00	ES	Futures	2215.19	2216.25	2215.19	2215.72	1345.0
2015-08-06 22:30:00	ES	Futures	2215.72	2216.25	2215.19	2215.98	1077.0
2015-08-06 23:00:00	ES	Futures	2215.98	2217.05	2215.72	2216.78	1432.0
2015-08-06 23:30:00	ES	Futures	2217.05	2217.85	2216.78	2217.32	2442.0
2015-08-06 00:00:00	NQ	Futures	5431.58	5433.06	5430.1	5430.1	160.0
2015-08-06 00:30:00	NQ	Futures	5430.4	5430.99	5428.62	5429.51	145.0
2015-08-06 01:00:00	NQ	Futures	5429.51	5431.88	5427.74	5430.69	321.0

> showing 50 of 2,850 rows — these rows as CSV

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