PREVIEW / futures_30min / 2015-08-07

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-07.parquet
  size:    69 KB
  rows:    2,359

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
2015-08-07 00:00:00	ES	Futures	2217.58	2217.85	2217.32	2217.32	677.0
2015-08-07 00:30:00	ES	Futures	2217.58	2217.58	2216.52	2217.05	680.0
2015-08-07 01:00:00	ES	Futures	2216.78	2217.05	2215.72	2215.72	1049.0
2015-08-07 01:30:00	ES	Futures	2215.98	2216.52	2215.72	2216.25	925.0
2015-08-07 02:00:00	ES	Futures	2216.25	2216.25	2214.65	2214.92	3505.0
2015-08-07 02:30:00	ES	Futures	2215.19	2216.25	2213.59	2213.85	3136.0
2015-08-07 03:00:00	ES	Futures	2213.59	2213.59	2210.39	2211.19	13114.0
2015-08-07 03:30:00	ES	Futures	2210.93	2213.59	2210.93	2212.52	7392.0
2015-08-07 04:00:00	ES	Futures	2212.52	2214.39	2211.72	2214.39	5927.0
2015-08-07 04:30:00	ES	Futures	2214.12	2216.78	2213.85	2214.65	9469.0
2015-08-07 05:00:00	ES	Futures	2214.65	2215.19	2211.72	2212.52	6034.0
2015-08-07 05:30:00	ES	Futures	2212.52	2213.06	2210.93	2211.19	4026.0
2015-08-07 06:00:00	ES	Futures	2211.19	2212.52	2210.66	2212.26	3998.0
2015-08-07 06:30:00	ES	Futures	2211.99	2212.79	2211.46	2211.99	6787.0
2015-08-07 07:00:00	ES	Futures	2211.99	2212.79	2210.66	2212.52	8818.0
2015-08-07 07:30:00	ES	Futures	2212.26	2212.79	2209.06	2210.13	10429.0
2015-08-07 08:00:00	ES	Futures	2210.13	2211.46	2209.59	2210.93	14853.0
2015-08-07 08:30:00	ES	Futures	2210.93	2217.58	2205.87	2217.58	108476.0
2015-08-07 09:00:00	ES	Futures	2217.58	2218.11	2209.33	2210.13	43067.0
2015-08-07 09:30:00	ES	Futures	2210.13	2211.72	2204.8	2210.66	252597.0
2015-08-07 10:00:00	ES	Futures	2210.66	2210.66	2201.61	2203.2	143779.0
2015-08-07 10:30:00	ES	Futures	2203.2	2209.06	2201.87	2204.27	107104.0
2015-08-07 11:00:00	ES	Futures	2204.27	2206.13	2197.88	2199.48	126231.0
2015-08-07 11:30:00	ES	Futures	2199.48	2200.81	2196.81	2200.28	81951.0
2015-08-07 12:00:00	ES	Futures	2200.28	2202.41	2198.94	2200.01	56069.0
2015-08-07 12:30:00	ES	Futures	2200.01	2201.07	2197.35	2199.48	65295.0
2015-08-07 13:00:00	ES	Futures	2199.21	2199.48	2196.02	2197.61	47568.0
2015-08-07 13:30:00	ES	Futures	2197.35	2201.34	2197.35	2199.21	51707.0
2015-08-07 14:00:00	ES	Futures	2198.94	2200.28	2197.08	2198.94	39938.0
2015-08-07 14:30:00	ES	Futures	2198.94	2202.14	2198.94	2201.34	52270.0
2015-08-07 15:00:00	ES	Futures	2201.34	2206.4	2198.68	2205.6	95335.0
2015-08-07 15:30:00	ES	Futures	2205.6	2207.73	2204.0	2207.46	126725.0
2015-08-07 16:00:00	ES	Futures	2207.46	2208.8	2207.2	2208.53	70334.0
2015-08-07 16:30:00	ES	Futures	2208.0	2208.53	2207.73	2208.0	4202.0
2015-08-07 17:00:00	ES	Futures	2207.73	2208.0	2206.93	2207.2	1778.0
2015-08-07 00:00:00	NQ	Futures	5362.96	5364.14	5362.37	5362.66	206.0
2015-08-07 00:30:00	NQ	Futures	5362.37	5362.96	5360.59	5361.77	220.0
2015-08-07 01:00:00	NQ	Futures	5362.07	5362.07	5358.82	5359.41	329.0
2015-08-07 01:30:00	NQ	Futures	5359.41	5361.48	5358.23	5360.3	180.0
2015-08-07 02:00:00	NQ	Futures	5360.3	5360.3	5355.86	5356.15	357.0
2015-08-07 02:30:00	NQ	Futures	5355.86	5359.11	5351.42	5352.01	693.0
2015-08-07 03:00:00	NQ	Futures	5352.31	5352.31	5340.77	5343.73	2440.0
2015-08-07 03:30:00	NQ	Futures	5343.44	5349.65	5343.44	5347.58	685.0
2015-08-07 04:00:00	NQ	Futures	5347.28	5351.42	5345.21	5351.42	778.0
2015-08-07 04:30:00	NQ	Futures	5352.01	5358.82	5351.42	5354.68	1420.0
2015-08-07 05:00:00	NQ	Futures	5354.97	5355.86	5346.69	5349.06	784.0
2015-08-07 05:30:00	NQ	Futures	5349.06	5350.53	5344.32	5344.62	435.0
2015-08-07 06:00:00	NQ	Futures	5344.62	5346.99	5343.44	5346.69	1022.0
2015-08-07 06:30:00	NQ	Futures	5346.39	5348.46	5344.32	5346.39	1930.0
2015-08-07 07:00:00	NQ	Futures	5346.39	5347.87	5342.55	5346.69	1641.0

> showing 50 of 2,359 rows — these rows as CSV

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