PREVIEW / futures_30min / 2015-08-14

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-14.parquet
  size:    66 KB
  rows:    2,342

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
2015-08-14 00:00:00	ES	Futures	2214.39	2215.72	2214.12	2215.19	995.0
2015-08-14 00:30:00	ES	Futures	2215.19	2215.19	2214.65	2214.92	390.0
2015-08-14 01:00:00	ES	Futures	2214.92	2216.25	2214.39	2215.19	1331.0
2015-08-14 01:30:00	ES	Futures	2215.19	2217.05	2215.19	2215.45	1917.0
2015-08-14 02:00:00	ES	Futures	2215.45	2217.32	2214.12	2215.72	4220.0
2015-08-14 02:30:00	ES	Futures	2215.98	2217.58	2214.92	2217.32	2800.0
2015-08-14 03:00:00	ES	Futures	2217.58	2218.11	2214.92	2217.32	14072.0
2015-08-14 03:30:00	ES	Futures	2217.58	2220.78	2217.05	2219.45	13800.0
2015-08-14 04:00:00	ES	Futures	2219.45	2219.71	2216.25	2216.52	8418.0
2015-08-14 04:30:00	ES	Futures	2216.52	2217.58	2213.85	2214.12	7528.0
2015-08-14 05:00:00	ES	Futures	2214.12	2215.45	2210.39	2211.72	11269.0
2015-08-14 05:30:00	ES	Futures	2211.46	2213.59	2209.33	2210.93	9310.0
2015-08-14 06:00:00	ES	Futures	2210.66	2211.99	2209.06	2209.59	7847.0
2015-08-14 06:30:00	ES	Futures	2209.33	2211.99	2208.8	2210.39	8814.0
2015-08-14 07:00:00	ES	Futures	2210.66	2210.93	2208.53	2209.59	14159.0
2015-08-14 07:30:00	ES	Futures	2209.59	2210.66	2208.53	2209.86	11126.0
2015-08-14 08:00:00	ES	Futures	2210.13	2210.93	2208.53	2210.13	10464.0
2015-08-14 08:30:00	ES	Futures	2209.86	2212.26	2208.8	2211.72	12577.0
2015-08-14 09:00:00	ES	Futures	2211.72	2213.85	2210.93	2213.06	16328.0
2015-08-14 09:30:00	ES	Futures	2212.79	2219.71	2211.46	2218.38	148241.0
2015-08-14 10:00:00	ES	Futures	2218.38	2219.98	2215.72	2216.25	90320.0
2015-08-14 10:30:00	ES	Futures	2216.52	2218.65	2214.12	2214.92	70161.0
2015-08-14 11:00:00	ES	Futures	2214.92	2215.98	2210.93	2214.39	87575.0
2015-08-14 11:30:00	ES	Futures	2214.39	2218.38	2213.06	2217.58	54605.0
2015-08-14 12:00:00	ES	Futures	2217.58	2218.38	2216.25	2217.58	30940.0
2015-08-14 12:30:00	ES	Futures	2217.58	2219.18	2214.39	2216.78	51283.0
2015-08-14 13:00:00	ES	Futures	2216.78	2220.78	2215.72	2219.98	58711.0
2015-08-14 13:30:00	ES	Futures	2220.24	2221.31	2217.32	2218.91	44617.0
2015-08-14 14:00:00	ES	Futures	2218.91	2220.24	2217.85	2218.91	30132.0
2015-08-14 14:30:00	ES	Futures	2219.18	2221.31	2217.85	2220.24	34871.0
2015-08-14 15:00:00	ES	Futures	2220.24	2224.24	2219.98	2223.71	46402.0
2015-08-14 15:30:00	ES	Futures	2223.71	2224.24	2222.11	2222.91	83659.0
2015-08-14 16:00:00	ES	Futures	2222.91	2225.57	2222.37	2225.04	51484.0
2015-08-14 16:30:00	ES	Futures	2224.77	2226.37	2224.5	2225.84	6230.0
2015-08-14 17:00:00	ES	Futures	2225.57	2225.84	2225.3	2225.57	1249.0
2015-08-14 00:00:00	NQ	Futures	5339.89	5344.32	5339.59	5342.55	101.0
2015-08-14 00:30:00	NQ	Futures	5342.25	5342.84	5341.37	5341.96	27.0
2015-08-14 01:00:00	NQ	Futures	5341.96	5345.8	5339.89	5341.96	232.0
2015-08-14 01:30:00	NQ	Futures	5342.25	5347.28	5342.25	5343.73	322.0
2015-08-14 02:00:00	NQ	Futures	5342.84	5348.46	5339.29	5343.14	655.0
2015-08-14 02:30:00	NQ	Futures	5343.14	5347.58	5341.07	5347.58	355.0
2015-08-14 03:00:00	NQ	Futures	5347.28	5349.35	5340.48	5347.28	1340.0
2015-08-14 03:30:00	NQ	Futures	5347.28	5357.93	5346.39	5354.97	1739.0
2015-08-14 04:00:00	NQ	Futures	5354.97	5356.15	5345.51	5345.8	1123.0
2015-08-14 04:30:00	NQ	Futures	5345.8	5348.76	5338.11	5338.11	975.0
2015-08-14 05:00:00	NQ	Futures	5338.41	5342.25	5329.24	5333.08	2061.0
2015-08-14 05:30:00	NQ	Futures	5332.49	5338.7	5328.35	5332.79	1493.0
2015-08-14 06:00:00	NQ	Futures	5333.38	5336.34	5327.46	5328.65	1701.0
2015-08-14 06:30:00	NQ	Futures	5328.65	5336.04	5326.58	5331.9	1759.0
2015-08-14 07:00:00	NQ	Futures	5332.2	5333.08	5327.76	5329.24	2411.0

> showing 50 of 2,342 rows — these rows as CSV

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