PREVIEW / futures_30min / 2015-08-17

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-17.parquet
  size:    72 KB
  rows:    2,769

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
2015-08-17 00:00:00	ES	Futures	2223.17	2224.5	2223.17	2223.97	955.0
2015-08-17 00:30:00	ES	Futures	2223.97	2224.24	2223.17	2223.71	722.0
2015-08-17 01:00:00	ES	Futures	2223.44	2224.24	2223.44	2223.71	678.0
2015-08-17 01:30:00	ES	Futures	2223.97	2225.84	2223.71	2225.3	1516.0
2015-08-17 02:00:00	ES	Futures	2225.04	2227.7	2224.77	2226.9	3816.0
2015-08-17 02:30:00	ES	Futures	2226.63	2227.43	2226.63	2227.17	1663.0
2015-08-17 03:00:00	ES	Futures	2226.9	2230.63	2226.1	2226.9	13515.0
2015-08-17 03:30:00	ES	Futures	2226.9	2227.17	2220.78	2222.37	18085.0
2015-08-17 04:00:00	ES	Futures	2222.37	2223.17	2219.71	2221.04	12083.0
2015-08-17 04:30:00	ES	Futures	2221.31	2224.5	2221.04	2224.5	8832.0
2015-08-17 05:00:00	ES	Futures	2224.24	2225.84	2223.44	2224.5	5395.0
2015-08-17 05:30:00	ES	Futures	2224.5	2225.57	2224.24	2225.04	2709.0
2015-08-17 06:00:00	ES	Futures	2225.04	2225.3	2222.64	2223.17	4687.0
2015-08-17 06:30:00	ES	Futures	2223.17	2223.97	2222.37	2223.71	8104.0
2015-08-17 07:00:00	ES	Futures	2223.71	2224.24	2222.37	2224.24	10363.0
2015-08-17 07:30:00	ES	Futures	2224.24	2224.5	2221.58	2222.91	9471.0
2015-08-17 08:00:00	ES	Futures	2222.64	2222.91	2219.18	2220.24	21559.0
2015-08-17 08:30:00	ES	Futures	2220.24	2220.51	2214.65	2216.25	42835.0
2015-08-17 09:00:00	ES	Futures	2215.98	2218.11	2215.19	2215.45	22100.0
2015-08-17 09:30:00	ES	Futures	2215.72	2215.98	2209.59	2211.99	211428.0
2015-08-17 10:00:00	ES	Futures	2211.99	2223.44	2210.66	2221.04	157123.0
2015-08-17 10:30:00	ES	Futures	2221.04	2226.1	2218.91	2225.57	122261.0
2015-08-17 11:00:00	ES	Futures	2225.57	2229.83	2225.57	2227.7	97468.0
2015-08-17 11:30:00	ES	Futures	2227.7	2229.3	2226.37	2227.43	50362.0
2015-08-17 12:00:00	ES	Futures	2227.43	2229.56	2227.17	2228.76	33915.0
2015-08-17 12:30:00	ES	Futures	2228.76	2232.23	2228.23	2231.69	41916.0
2015-08-17 13:00:00	ES	Futures	2231.69	2233.82	2231.16	2233.29	46329.0
2015-08-17 13:30:00	ES	Futures	2233.56	2234.09	2232.23	2232.23	40040.0
2015-08-17 14:00:00	ES	Futures	2232.49	2234.09	2231.16	2231.43	37223.0
2015-08-17 14:30:00	ES	Futures	2231.69	2233.56	2231.16	2233.56	30772.0
2015-08-17 15:00:00	ES	Futures	2233.56	2234.36	2231.96	2233.02	32088.0
2015-08-17 15:30:00	ES	Futures	2233.02	2235.69	2232.23	2235.69	99244.0
2015-08-17 16:00:00	ES	Futures	2235.69	2237.02	2234.89	2235.15	68513.0
2015-08-17 16:30:00	ES	Futures	2235.69	2235.69	2234.89	2235.15	4399.0
2015-08-17 17:00:00	ES	Futures	2234.89	2235.42	2234.62	2235.15	1220.0
2015-08-17 18:00:00	ES	Futures	2234.62	2236.75	2234.36	2235.95	2278.0
2015-08-17 18:30:00	ES	Futures	2235.95	2236.22	2235.42	2235.42	428.0
2015-08-17 19:00:00	ES	Futures	2235.69	2235.95	2234.89	2235.15	920.0
2015-08-17 19:30:00	ES	Futures	2235.15	2235.95	2234.89	2235.42	908.0
2015-08-17 20:00:00	ES	Futures	2235.42	2238.08	2235.42	2237.55	3146.0
2015-08-17 20:30:00	ES	Futures	2237.55	2240.48	2237.02	2239.68	4959.0
2015-08-17 21:00:00	ES	Futures	2239.41	2239.95	2238.88	2239.41	1686.0
2015-08-17 21:30:00	ES	Futures	2239.41	2239.68	2238.88	2239.15	1384.0
2015-08-17 22:00:00	ES	Futures	2239.15	2239.15	2237.28	2237.55	1637.0
2015-08-17 22:30:00	ES	Futures	2237.55	2238.62	2237.02	2237.28	1571.0
2015-08-17 23:00:00	ES	Futures	2237.02	2238.35	2236.75	2237.28	1512.0
2015-08-17 23:30:00	ES	Futures	2237.02	2237.28	2236.49	2237.28	1014.0
2015-08-17 00:00:00	NQ	Futures	5360.0	5362.66	5359.41	5360.3	149.0
2015-08-17 00:30:00	NQ	Futures	5361.18	5361.77	5358.82	5359.41	123.0
2015-08-17 01:00:00	NQ	Futures	5359.7	5362.07	5359.7	5360.89	99.0

> showing 50 of 2,769 rows — these rows as CSV

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