PREVIEW / futures_30min / 2015-08-12

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-12.parquet
  size:    87 KB
  rows:    2,960

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
2015-08-12 00:00:00	ES	Futures	2200.01	2200.54	2199.21	2200.28	4409.0
2015-08-12 00:30:00	ES	Futures	2200.28	2200.54	2199.48	2200.28	2297.0
2015-08-12 01:00:00	ES	Futures	2200.28	2204.0	2200.28	2203.47	6632.0
2015-08-12 01:30:00	ES	Futures	2203.2	2203.47	2201.34	2201.87	3528.0
2015-08-12 02:00:00	ES	Futures	2201.61	2201.87	2197.88	2200.81	12088.0
2015-08-12 02:30:00	ES	Futures	2200.81	2202.94	2199.74	2200.81	6608.0
2015-08-12 03:00:00	ES	Futures	2200.81	2201.07	2196.28	2199.21	26879.0
2015-08-12 03:30:00	ES	Futures	2198.94	2199.74	2191.22	2194.68	37584.0
2015-08-12 04:00:00	ES	Futures	2194.95	2196.81	2191.49	2195.48	26777.0
2015-08-12 04:30:00	ES	Futures	2195.22	2195.48	2187.23	2188.56	34384.0
2015-08-12 05:00:00	ES	Futures	2188.56	2192.29	2187.76	2191.76	18339.0
2015-08-12 05:30:00	ES	Futures	2191.76	2192.02	2188.56	2189.09	12074.0
2015-08-12 06:00:00	ES	Futures	2189.36	2196.02	2189.09	2194.95	16806.0
2015-08-12 06:30:00	ES	Futures	2194.95	2198.94	2194.15	2196.28	20592.0
2015-08-12 07:00:00	ES	Futures	2196.55	2198.15	2194.95	2195.75	24283.0
2015-08-12 07:30:00	ES	Futures	2195.48	2199.74	2194.95	2198.68	24199.0
2015-08-12 08:00:00	ES	Futures	2198.68	2201.61	2197.61	2199.74	23110.0
2015-08-12 08:30:00	ES	Futures	2199.48	2201.61	2198.41	2199.74	20892.0
2015-08-12 09:00:00	ES	Futures	2199.48	2200.01	2195.48	2198.41	26256.0
2015-08-12 09:30:00	ES	Futures	2198.41	2199.48	2190.42	2192.82	281029.0
2015-08-12 10:00:00	ES	Futures	2193.09	2193.35	2179.51	2184.83	296816.0
2015-08-12 10:30:00	ES	Futures	2184.83	2186.96	2181.64	2184.03	152411.0
2015-08-12 11:00:00	ES	Futures	2183.77	2190.42	2183.5	2190.16	146281.0
2015-08-12 11:30:00	ES	Futures	2190.16	2190.42	2184.3	2185.1	94329.0
2015-08-12 12:00:00	ES	Futures	2185.1	2192.82	2182.97	2192.55	86920.0
2015-08-12 12:30:00	ES	Futures	2192.82	2198.94	2191.76	2196.02	111605.0
2015-08-12 13:00:00	ES	Futures	2196.02	2204.0	2196.02	2200.81	107926.0
2015-08-12 13:30:00	ES	Futures	2200.81	2209.33	2199.48	2207.2	101763.0
2015-08-12 14:00:00	ES	Futures	2207.46	2208.26	2202.14	2203.2	92819.0
2015-08-12 14:30:00	ES	Futures	2203.2	2213.85	2202.41	2213.32	121025.0
2015-08-12 15:00:00	ES	Futures	2213.59	2218.91	2211.46	2218.11	118245.0
2015-08-12 15:30:00	ES	Futures	2218.11	2220.24	2214.92	2217.32	140564.0
2015-08-12 16:00:00	ES	Futures	2217.32	2220.24	2216.25	2220.24	59965.0
2015-08-12 16:30:00	ES	Futures	2219.45	2219.98	2218.65	2219.18	5433.0
2015-08-12 17:00:00	ES	Futures	2218.91	2219.18	2217.85	2218.11	2742.0
2015-08-12 18:00:00	ES	Futures	2218.11	2218.91	2217.58	2217.85	2363.0
2015-08-12 18:30:00	ES	Futures	2217.85	2218.11	2217.05	2217.32	1910.0
2015-08-12 19:00:00	ES	Futures	2217.32	2217.58	2216.78	2217.05	851.0
2015-08-12 19:30:00	ES	Futures	2217.05	2217.58	2216.52	2217.32	1119.0
2015-08-12 20:00:00	ES	Futures	2217.58	2219.71	2217.32	2217.85	3729.0
2015-08-12 20:30:00	ES	Futures	2218.11	2221.58	2217.85	2220.78	4254.0
2015-08-12 21:00:00	ES	Futures	2221.04	2221.04	2210.93	2217.05	18682.0
2015-08-12 21:30:00	ES	Futures	2217.32	2221.58	2217.05	2219.71	7407.0
2015-08-12 22:00:00	ES	Futures	2219.71	2221.58	2217.85	2219.45	3966.0
2015-08-12 22:30:00	ES	Futures	2219.45	2223.71	2219.45	2221.04	7902.0
2015-08-12 23:00:00	ES	Futures	2221.31	2223.97	2220.24	2223.71	3357.0
2015-08-12 23:30:00	ES	Futures	2223.71	2224.5	2222.37	2223.44	3018.0
2015-08-12 00:00:00	NQ	Futures	5302.62	5303.21	5299.36	5302.32	602.0
2015-08-12 00:30:00	NQ	Futures	5302.32	5303.21	5300.55	5302.32	447.0
2015-08-12 01:00:00	NQ	Futures	5302.62	5313.86	5302.62	5311.19	1134.0

> showing 50 of 2,960 rows — these rows as CSV

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