PREVIEW / futures_30min / 2015-08-13

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-13.parquet
  size:    75 KB
  rows:    2,820

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
2015-08-13 00:00:00	ES	Futures	2223.71	2224.77	2222.91	2224.5	1574.0
2015-08-13 00:30:00	ES	Futures	2224.24	2224.5	2223.17	2224.5	1438.0
2015-08-13 01:00:00	ES	Futures	2224.77	2225.3	2224.24	2224.5	2706.0
2015-08-13 01:30:00	ES	Futures	2224.5	2225.3	2223.97	2224.24	2730.0
2015-08-13 02:00:00	ES	Futures	2224.24	2229.03	2223.97	2227.7	11991.0
2015-08-13 02:30:00	ES	Futures	2227.7	2227.7	2225.3	2225.57	5050.0
2015-08-13 03:00:00	ES	Futures	2225.57	2227.7	2224.24	2226.63	14861.0
2015-08-13 03:30:00	ES	Futures	2226.63	2226.9	2223.44	2224.24	21752.0
2015-08-13 04:00:00	ES	Futures	2223.97	2225.04	2219.71	2219.71	17765.0
2015-08-13 04:30:00	ES	Futures	2219.98	2225.3	2218.91	2225.3	14075.0
2015-08-13 05:00:00	ES	Futures	2225.57	2225.57	2221.58	2221.84	6406.0
2015-08-13 05:30:00	ES	Futures	2222.11	2223.17	2221.84	2222.91	3901.0
2015-08-13 06:00:00	ES	Futures	2223.17	2226.63	2222.64	2225.3	7082.0
2015-08-13 06:30:00	ES	Futures	2225.3	2226.63	2224.77	2225.57	8516.0
2015-08-13 07:00:00	ES	Futures	2225.57	2227.17	2225.3	2226.1	7806.0
2015-08-13 07:30:00	ES	Futures	2226.1	2226.63	2223.44	2223.44	14223.0
2015-08-13 08:00:00	ES	Futures	2223.17	2223.71	2222.11	2222.64	9783.0
2015-08-13 08:30:00	ES	Futures	2222.64	2224.24	2217.05	2217.32	33997.0
2015-08-13 09:00:00	ES	Futures	2217.32	2218.91	2215.72	2216.25	32968.0
2015-08-13 09:30:00	ES	Futures	2216.25	2219.18	2209.06	2211.99	205058.0
2015-08-13 10:00:00	ES	Futures	2211.99	2213.85	2208.0	2212.52	119729.0
2015-08-13 10:30:00	ES	Futures	2212.52	2217.85	2210.66	2214.12	111239.0
2015-08-13 11:00:00	ES	Futures	2214.12	2217.05	2210.66	2214.65	99313.0
2015-08-13 11:30:00	ES	Futures	2214.39	2219.18	2213.59	2217.58	76595.0
2015-08-13 12:00:00	ES	Futures	2217.58	2222.64	2217.58	2222.37	66715.0
2015-08-13 12:30:00	ES	Futures	2222.37	2223.17	2219.71	2221.84	50348.0
2015-08-13 13:00:00	ES	Futures	2222.11	2224.77	2221.84	2223.97	47640.0
2015-08-13 13:30:00	ES	Futures	2223.97	2224.5	2219.18	2220.78	52255.0
2015-08-13 14:00:00	ES	Futures	2221.04	2223.97	2219.71	2223.71	35977.0
2015-08-13 14:30:00	ES	Futures	2223.71	2224.5	2222.11	2223.71	29191.0
2015-08-13 15:00:00	ES	Futures	2223.44	2224.24	2217.58	2217.58	69883.0
2015-08-13 15:30:00	ES	Futures	2217.58	2218.11	2212.26	2214.92	177234.0
2015-08-13 16:00:00	ES	Futures	2214.92	2216.78	2214.39	2215.72	58069.0
2015-08-13 16:30:00	ES	Futures	2215.45	2216.52	2214.39	2216.25	5179.0
2015-08-13 17:00:00	ES	Futures	2216.25	2216.25	2214.39	2214.65	3146.0
2015-08-13 18:00:00	ES	Futures	2214.39	2215.19	2213.59	2214.39	1827.0
2015-08-13 18:30:00	ES	Futures	2214.39	2214.39	2213.32	2213.59	910.0
2015-08-13 19:00:00	ES	Futures	2213.85	2213.85	2213.06	2213.59	700.0
2015-08-13 19:30:00	ES	Futures	2213.59	2214.12	2213.59	2213.85	1001.0
2015-08-13 20:00:00	ES	Futures	2213.85	2214.12	2213.59	2214.12	1210.0
2015-08-13 20:30:00	ES	Futures	2214.12	2214.39	2213.59	2214.12	996.0
2015-08-13 21:00:00	ES	Futures	2214.12	2217.58	2213.85	2217.05	3786.0
2015-08-13 21:30:00	ES	Futures	2216.78	2217.05	2214.12	2214.12	2395.0
2015-08-13 22:00:00	ES	Futures	2214.39	2217.58	2213.85	2215.45	2035.0
2015-08-13 22:30:00	ES	Futures	2215.72	2216.78	2215.19	2215.45	992.0
2015-08-13 23:00:00	ES	Futures	2215.45	2215.98	2213.85	2214.39	1658.0
2015-08-13 23:30:00	ES	Futures	2214.39	2214.92	2213.85	2214.39	1506.0
2015-08-13 00:00:00	NQ	Futures	5377.45	5381.3	5376.86	5381.0	282.0
2015-08-13 00:30:00	NQ	Futures	5380.71	5381.59	5377.45	5380.71	287.0
2015-08-13 01:00:00	NQ	Futures	5380.41	5383.07	5378.63	5379.52	329.0

> showing 50 of 2,820 rows — these rows as CSV

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