PREVIEW / futures_30min / 2015-08-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-11.parquet
  size:    85 KB
  rows:    2,963

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
2015-08-11 00:00:00	ES	Futures	2226.63	2226.9	2223.97	2226.9	8576.0
2015-08-11 00:30:00	ES	Futures	2226.63	2227.7	2226.37	2227.43	2079.0
2015-08-11 01:00:00	ES	Futures	2227.17	2228.76	2226.37	2227.17	2417.0
2015-08-11 01:30:00	ES	Futures	2227.43	2227.97	2226.37	2226.37	3059.0
2015-08-11 02:00:00	ES	Futures	2226.37	2227.43	2225.3	2226.9	6389.0
2015-08-11 02:30:00	ES	Futures	2226.9	2228.5	2225.3	2228.23	4711.0
2015-08-11 03:00:00	ES	Futures	2227.97	2229.83	2226.1	2227.97	14099.0
2015-08-11 03:30:00	ES	Futures	2227.97	2228.5	2226.1	2226.63	8763.0
2015-08-11 04:00:00	ES	Futures	2226.63	2230.89	2226.37	2229.56	11281.0
2015-08-11 04:30:00	ES	Futures	2229.56	2230.36	2225.57	2226.63	10139.0
2015-08-11 05:00:00	ES	Futures	2226.37	2226.9	2223.97	2223.97	9957.0
2015-08-11 05:30:00	ES	Futures	2223.97	2225.3	2221.04	2222.37	18529.0
2015-08-11 06:00:00	ES	Futures	2222.11	2223.17	2221.04	2222.91	8332.0
2015-08-11 06:30:00	ES	Futures	2222.64	2228.23	2221.84	2227.7	18022.0
2015-08-11 07:00:00	ES	Futures	2227.7	2228.23	2224.77	2226.1	19252.0
2015-08-11 07:30:00	ES	Futures	2226.1	2226.1	2222.91	2224.5	15076.0
2015-08-11 08:00:00	ES	Futures	2224.24	2224.5	2218.65	2219.98	30388.0
2015-08-11 08:30:00	ES	Futures	2219.98	2220.78	2216.25	2216.52	24905.0
2015-08-11 09:00:00	ES	Futures	2216.78	2219.18	2215.72	2218.65	43585.0
2015-08-11 09:30:00	ES	Futures	2218.65	2222.11	2215.98	2218.65	222605.0
2015-08-11 10:00:00	ES	Futures	2218.91	2223.97	2216.78	2221.04	126868.0
2015-08-11 10:30:00	ES	Futures	2221.31	2222.37	2217.32	2217.85	98817.0
2015-08-11 11:00:00	ES	Futures	2217.85	2218.91	2210.93	2211.72	129441.0
2015-08-11 11:30:00	ES	Futures	2211.99	2214.65	2208.53	2209.86	116775.0
2015-08-11 12:00:00	ES	Futures	2210.13	2213.06	2209.59	2212.79	67098.0
2015-08-11 12:30:00	ES	Futures	2212.52	2214.12	2208.53	2209.33	63897.0
2015-08-11 13:00:00	ES	Futures	2209.33	2209.86	2205.33	2208.0	107207.0
2015-08-11 13:30:00	ES	Futures	2208.26	2211.19	2206.67	2206.93	59929.0
2015-08-11 14:00:00	ES	Futures	2206.93	2210.93	2205.87	2209.86	70530.0
2015-08-11 14:30:00	ES	Futures	2209.59	2212.26	2207.46	2211.46	69347.0
2015-08-11 15:00:00	ES	Futures	2211.19	2214.39	2209.59	2213.59	74725.0
2015-08-11 15:30:00	ES	Futures	2213.85	2216.52	2211.72	2214.92	163255.0
2015-08-11 16:00:00	ES	Futures	2215.19	2217.32	2214.12	2214.65	81050.0
2015-08-11 16:30:00	ES	Futures	2215.45	2216.78	2215.19	2215.98	5155.0
2015-08-11 17:00:00	ES	Futures	2215.98	2216.25	2215.45	2215.98	1361.0
2015-08-11 18:00:00	ES	Futures	2215.98	2217.32	2215.19	2216.25	2609.0
2015-08-11 18:30:00	ES	Futures	2216.25	2216.78	2215.45	2216.78	968.0
2015-08-11 19:00:00	ES	Futures	2216.78	2217.05	2216.25	2216.52	881.0
2015-08-11 19:30:00	ES	Futures	2216.78	2218.91	2216.52	2218.91	2204.0
2015-08-11 20:00:00	ES	Futures	2218.65	2220.78	2218.11	2220.24	4924.0
2015-08-11 20:30:00	ES	Futures	2219.98	2220.24	2219.18	2219.45	1543.0
2015-08-11 21:00:00	ES	Futures	2219.45	2220.24	2199.48	2203.47	31467.0
2015-08-11 21:30:00	ES	Futures	2203.47	2205.6	2199.74	2203.47	22421.0
2015-08-11 22:00:00	ES	Futures	2203.74	2205.07	2202.41	2203.47	6995.0
2015-08-11 22:30:00	ES	Futures	2203.74	2203.74	2200.81	2203.47	5492.0
2015-08-11 23:00:00	ES	Futures	2203.2	2204.27	2202.14	2202.41	3239.0
2015-08-11 23:30:00	ES	Futures	2202.41	2202.94	2200.01	2200.28	2704.0
2015-08-11 00:00:00	NQ	Futures	5394.61	5394.61	5387.21	5393.72	864.0
2015-08-11 00:30:00	NQ	Futures	5393.72	5396.09	5392.83	5394.61	231.0
2015-08-11 01:00:00	NQ	Futures	5395.2	5399.34	5392.24	5395.79	611.0

> showing 50 of 2,963 rows — these rows as CSV

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