PREVIEW / futures_30min / 2015-08-18

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-18.parquet
  size:    73 KB
  rows:    2,814

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
2015-08-18 00:00:00	ES	Futures	2237.02	2237.28	2235.95	2236.22	1640.0
2015-08-18 00:30:00	ES	Futures	2236.22	2237.28	2235.95	2237.28	848.0
2015-08-18 01:00:00	ES	Futures	2237.28	2237.28	2236.22	2236.22	1083.0
2015-08-18 01:30:00	ES	Futures	2236.22	2236.49	2234.89	2235.42	1887.0
2015-08-18 02:00:00	ES	Futures	2235.42	2236.49	2233.56	2233.82	4813.0
2015-08-18 02:30:00	ES	Futures	2233.82	2233.82	2231.43	2232.23	8955.0
2015-08-18 03:00:00	ES	Futures	2232.23	2236.75	2231.96	2236.75	14072.0
2015-08-18 03:30:00	ES	Futures	2236.75	2236.75	2229.56	2230.1	15546.0
2015-08-18 04:00:00	ES	Futures	2230.1	2231.69	2229.3	2231.43	13263.0
2015-08-18 04:30:00	ES	Futures	2231.16	2233.02	2229.3	2231.69	10541.0
2015-08-18 05:00:00	ES	Futures	2231.96	2234.09	2230.63	2231.43	7436.0
2015-08-18 05:30:00	ES	Futures	2231.16	2231.96	2229.83	2230.36	7549.0
2015-08-18 06:00:00	ES	Futures	2230.36	2231.96	2229.56	2231.43	5529.0
2015-08-18 06:30:00	ES	Futures	2231.43	2233.02	2230.89	2232.76	4737.0
2015-08-18 07:00:00	ES	Futures	2232.76	2233.02	2228.76	2230.1	12321.0
2015-08-18 07:30:00	ES	Futures	2230.1	2230.89	2229.56	2230.1	6632.0
2015-08-18 08:00:00	ES	Futures	2230.1	2230.63	2228.23	2229.3	12634.0
2015-08-18 08:30:00	ES	Futures	2229.03	2233.56	2228.5	2233.02	17901.0
2015-08-18 09:00:00	ES	Futures	2233.02	2233.82	2231.16	2232.49	18050.0
2015-08-18 09:30:00	ES	Futures	2232.49	2234.09	2228.76	2231.43	164017.0
2015-08-18 10:00:00	ES	Futures	2231.69	2235.95	2229.83	2233.29	106152.0
2015-08-18 10:30:00	ES	Futures	2233.29	2236.75	2231.43	2236.22	83842.0
2015-08-18 11:00:00	ES	Futures	2236.49	2236.49	2231.16	2231.43	75220.0
2015-08-18 11:30:00	ES	Futures	2231.43	2231.96	2229.03	2231.16	60477.0
2015-08-18 12:00:00	ES	Futures	2231.16	2232.76	2230.1	2231.96	38162.0
2015-08-18 12:30:00	ES	Futures	2231.96	2231.96	2228.76	2229.03	33013.0
2015-08-18 13:00:00	ES	Futures	2229.3	2229.83	2227.43	2229.56	42043.0
2015-08-18 13:30:00	ES	Futures	2229.56	2229.83	2226.1	2228.23	41294.0
2015-08-18 14:00:00	ES	Futures	2228.5	2231.16	2226.9	2230.89	42057.0
2015-08-18 14:30:00	ES	Futures	2230.89	2231.16	2226.37	2226.9	47269.0
2015-08-18 15:00:00	ES	Futures	2226.9	2229.3	2226.63	2228.76	39854.0
2015-08-18 15:30:00	ES	Futures	2229.03	2230.63	2227.17	2229.03	111259.0
2015-08-18 16:00:00	ES	Futures	2229.03	2230.89	2228.5	2229.3	55412.0
2015-08-18 16:30:00	ES	Futures	2229.56	2229.56	2228.76	2229.03	2976.0
2015-08-18 17:00:00	ES	Futures	2229.3	2229.56	2229.03	2229.3	612.0
2015-08-18 18:00:00	ES	Futures	2229.3	2230.1	2229.03	2230.1	1195.0
2015-08-18 18:30:00	ES	Futures	2230.1	2230.36	2229.3	2229.83	474.0
2015-08-18 19:00:00	ES	Futures	2229.83	2230.1	2229.56	2229.56	243.0
2015-08-18 19:30:00	ES	Futures	2229.56	2229.56	2229.03	2229.56	613.0
2015-08-18 20:00:00	ES	Futures	2229.3	2231.43	2229.3	2231.16	2574.0
2015-08-18 20:30:00	ES	Futures	2231.16	2234.36	2231.16	2233.56	3883.0
2015-08-18 21:00:00	ES	Futures	2233.56	2233.56	2231.43	2231.69	2246.0
2015-08-18 21:30:00	ES	Futures	2231.69	2231.96	2230.63	2231.43	2252.0
2015-08-18 22:00:00	ES	Futures	2231.43	2232.23	2230.36	2230.63	1734.0
2015-08-18 22:30:00	ES	Futures	2230.63	2231.16	2230.1	2230.36	1812.0
2015-08-18 23:00:00	ES	Futures	2230.63	2230.89	2227.97	2228.76	5505.0
2015-08-18 23:30:00	ES	Futures	2229.03	2229.03	2226.9	2227.17	3125.0
2015-08-18 00:00:00	NQ	Futures	5402.89	5403.19	5399.34	5400.82	165.0
2015-08-18 00:30:00	NQ	Futures	5401.41	5403.78	5399.64	5403.48	128.0
2015-08-18 01:00:00	NQ	Futures	5402.89	5403.19	5400.23	5400.52	91.0

> showing 50 of 2,814 rows — these rows as CSV

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