PREVIEW / futures_30min / 2015-08-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-10.parquet
  size:    79 KB
  rows:    2,854

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
2015-08-10 00:00:00	ES	Futures	2213.59	2213.85	2213.32	2213.59	508.0
2015-08-10 00:30:00	ES	Futures	2213.59	2214.92	2213.59	2214.92	1358.0
2015-08-10 01:00:00	ES	Futures	2214.65	2215.19	2214.12	2214.65	1597.0
2015-08-10 01:30:00	ES	Futures	2214.65	2215.72	2214.39	2215.19	1417.0
2015-08-10 02:00:00	ES	Futures	2214.92	2215.98	2214.65	2214.92	3286.0
2015-08-10 02:30:00	ES	Futures	2214.92	2215.45	2214.39	2215.19	2562.0
2015-08-10 03:00:00	ES	Futures	2215.19	2215.98	2212.79	2213.85	11304.0
2015-08-10 03:30:00	ES	Futures	2213.59	2213.59	2209.59	2211.19	11825.0
2015-08-10 04:00:00	ES	Futures	2211.19	2211.72	2208.8	2211.19	11271.0
2015-08-10 04:30:00	ES	Futures	2211.19	2215.45	2211.19	2214.65	9186.0
2015-08-10 05:00:00	ES	Futures	2214.92	2215.19	2212.79	2213.06	4893.0
2015-08-10 05:30:00	ES	Futures	2213.06	2215.45	2212.79	2213.06	5655.0
2015-08-10 06:00:00	ES	Futures	2213.06	2214.92	2211.99	2213.59	4703.0
2015-08-10 06:30:00	ES	Futures	2213.85	2216.25	2213.59	2214.65	9713.0
2015-08-10 07:00:00	ES	Futures	2214.65	2218.91	2214.39	2217.58	14432.0
2015-08-10 07:30:00	ES	Futures	2217.58	2218.38	2216.52	2217.32	6916.0
2015-08-10 08:00:00	ES	Futures	2217.05	2224.24	2217.05	2222.91	33780.0
2015-08-10 08:30:00	ES	Futures	2223.17	2224.77	2222.37	2222.91	17054.0
2015-08-10 09:00:00	ES	Futures	2222.91	2223.71	2221.58	2221.84	15816.0
2015-08-10 09:30:00	ES	Futures	2221.84	2230.89	2221.58	2228.5	231341.0
2015-08-10 10:00:00	ES	Futures	2228.5	2231.43	2227.43	2229.83	97061.0
2015-08-10 10:30:00	ES	Futures	2229.83	2230.89	2227.17	2230.36	75850.0
2015-08-10 11:00:00	ES	Futures	2230.36	2233.29	2230.1	2230.89	83079.0
2015-08-10 11:30:00	ES	Futures	2231.16	2233.56	2230.89	2231.96	57214.0
2015-08-10 12:00:00	ES	Futures	2232.23	2233.29	2231.69	2233.02	28047.0
2015-08-10 12:30:00	ES	Futures	2233.02	2233.82	2232.23	2233.56	28266.0
2015-08-10 13:00:00	ES	Futures	2233.56	2234.89	2233.02	2233.56	31016.0
2015-08-10 13:30:00	ES	Futures	2233.56	2234.89	2233.56	2234.89	27293.0
2015-08-10 14:00:00	ES	Futures	2234.89	2237.28	2233.82	2235.69	56075.0
2015-08-10 14:30:00	ES	Futures	2235.69	2235.69	2234.09	2234.62	42934.0
2015-08-10 15:00:00	ES	Futures	2234.89	2235.95	2234.09	2234.62	36623.0
2015-08-10 15:30:00	ES	Futures	2234.36	2236.22	2232.76	2236.22	110022.0
2015-08-10 16:00:00	ES	Futures	2235.95	2237.28	2234.89	2235.95	83043.0
2015-08-10 16:30:00	ES	Futures	2235.69	2237.82	2235.42	2237.28	5856.0
2015-08-10 17:00:00	ES	Futures	2237.02	2237.55	2236.75	2237.55	1875.0
2015-08-10 18:00:00	ES	Futures	2237.28	2238.35	2236.49	2236.75	3907.0
2015-08-10 18:30:00	ES	Futures	2236.75	2237.02	2236.22	2236.49	1554.0
2015-08-10 19:00:00	ES	Futures	2236.49	2236.75	2235.95	2236.22	650.0
2015-08-10 19:30:00	ES	Futures	2236.22	2237.28	2236.22	2237.28	714.0
2015-08-10 20:00:00	ES	Futures	2237.02	2237.28	2235.95	2236.22	1484.0
2015-08-10 20:30:00	ES	Futures	2236.49	2236.75	2235.69	2236.22	1451.0
2015-08-10 21:00:00	ES	Futures	2236.22	2236.75	2235.15	2235.42	1277.0
2015-08-10 21:30:00	ES	Futures	2235.42	2236.49	2234.62	2234.89	5813.0
2015-08-10 22:00:00	ES	Futures	2234.89	2234.89	2230.36	2230.63	11951.0
2015-08-10 22:30:00	ES	Futures	2230.63	2231.43	2225.57	2227.43	17106.0
2015-08-10 23:00:00	ES	Futures	2227.7	2229.3	2225.84	2228.23	7285.0
2015-08-10 23:30:00	ES	Futures	2227.97	2228.23	2226.1	2226.37	5341.0
2015-08-10 00:00:00	NQ	Futures	5357.34	5357.93	5356.45	5357.93	113.0
2015-08-10 00:30:00	NQ	Futures	5357.63	5360.89	5357.63	5360.59	167.0
2015-08-10 01:00:00	NQ	Futures	5360.3	5361.77	5358.52	5360.3	203.0

> showing 50 of 2,854 rows — these rows as CSV

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