PREVIEW / futures_30min / 2015-08-19

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-19.parquet
  size:    80 KB
  rows:    2,879

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
2015-08-19 00:00:00	ES	Futures	2226.9	2228.23	2226.63	2226.9	2264.0
2015-08-19 00:30:00	ES	Futures	2226.9	2227.7	2226.37	2226.9	2380.0
2015-08-19 01:00:00	ES	Futures	2226.9	2227.43	2224.24	2225.57	5340.0
2015-08-19 01:30:00	ES	Futures	2225.57	2226.9	2224.24	2224.5	2564.0
2015-08-19 02:00:00	ES	Futures	2224.24	2224.5	2220.51	2223.17	13692.0
2015-08-19 02:30:00	ES	Futures	2223.17	2226.63	2222.91	2225.84	6539.0
2015-08-19 03:00:00	ES	Futures	2226.1	2228.5	2222.91	2224.5	17474.0
2015-08-19 03:30:00	ES	Futures	2224.77	2226.63	2223.97	2224.77	7542.0
2015-08-19 04:00:00	ES	Futures	2225.04	2225.04	2219.71	2219.98	16931.0
2015-08-19 04:30:00	ES	Futures	2220.24	2222.64	2219.45	2221.58	9018.0
2015-08-19 05:00:00	ES	Futures	2221.58	2223.17	2220.78	2222.91	5900.0
2015-08-19 05:30:00	ES	Futures	2222.91	2225.04	2222.64	2223.17	7158.0
2015-08-19 06:00:00	ES	Futures	2223.44	2226.9	2223.17	2226.37	9429.0
2015-08-19 06:30:00	ES	Futures	2226.37	2226.37	2223.44	2225.3	9983.0
2015-08-19 07:00:00	ES	Futures	2225.3	2225.84	2223.17	2224.77	8270.0
2015-08-19 07:30:00	ES	Futures	2224.77	2225.04	2222.11	2222.64	7198.0
2015-08-19 08:00:00	ES	Futures	2222.64	2223.71	2221.84	2223.17	9320.0
2015-08-19 08:30:00	ES	Futures	2223.44	2225.3	2222.11	2222.91	18468.0
2015-08-19 09:00:00	ES	Futures	2222.91	2223.71	2219.18	2219.45	24356.0
2015-08-19 09:30:00	ES	Futures	2219.71	2219.98	2209.59	2210.93	277543.0
2015-08-19 10:00:00	ES	Futures	2210.66	2216.78	2209.59	2214.92	128721.0
2015-08-19 10:30:00	ES	Futures	2214.92	2214.92	2204.8	2206.93	171806.0
2015-08-19 11:00:00	ES	Futures	2206.67	2209.86	2202.67	2204.0	136318.0
2015-08-19 11:30:00	ES	Futures	2204.0	2205.6	2200.81	2204.8	118662.0
2015-08-19 12:00:00	ES	Futures	2204.54	2206.4	2202.94	2205.6	77093.0
2015-08-19 12:30:00	ES	Futures	2205.87	2210.66	2205.33	2209.33	84524.0
2015-08-19 13:00:00	ES	Futures	2209.06	2213.06	2208.26	2209.06	79751.0
2015-08-19 13:30:00	ES	Futures	2209.06	2217.32	2208.26	2211.99	153635.0
2015-08-19 14:00:00	ES	Futures	2211.99	2229.56	2211.46	2223.17	248530.0
2015-08-19 14:30:00	ES	Futures	2222.91	2223.71	2210.39	2211.72	139748.0
2015-08-19 15:00:00	ES	Futures	2211.99	2215.72	2209.06	2214.12	143407.0
2015-08-19 15:30:00	ES	Futures	2214.39	2218.65	2211.19	2211.46	184105.0
2015-08-19 16:00:00	ES	Futures	2211.46	2211.72	2205.87	2207.46	122245.0
2015-08-19 16:30:00	ES	Futures	2207.2	2208.26	2205.33	2207.73	7771.0
2015-08-19 17:00:00	ES	Futures	2208.0	2208.26	2206.67	2208.26	1610.0
2015-08-19 18:00:00	ES	Futures	2208.26	2209.33	2207.2	2208.8	2687.0
2015-08-19 18:30:00	ES	Futures	2209.06	2209.06	2208.26	2208.8	599.0
2015-08-19 19:00:00	ES	Futures	2208.8	2209.86	2208.26	2209.86	1339.0
2015-08-19 19:30:00	ES	Futures	2209.59	2210.39	2209.06	2209.33	1736.0
2015-08-19 20:00:00	ES	Futures	2209.59	2210.66	2209.33	2210.66	3763.0
2015-08-19 20:30:00	ES	Futures	2210.66	2210.93	2209.33	2209.86	2107.0
2015-08-19 21:00:00	ES	Futures	2209.86	2210.93	2208.8	2210.66	2477.0
2015-08-19 21:30:00	ES	Futures	2210.93	2210.93	2208.8	2209.33	2333.0
2015-08-19 22:00:00	ES	Futures	2209.33	2209.86	2206.93	2208.8	4315.0
2015-08-19 22:30:00	ES	Futures	2209.06	2209.86	2207.73	2208.0	1592.0
2015-08-19 23:00:00	ES	Futures	2208.26	2210.13	2208.0	2209.86	1657.0
2015-08-19 23:30:00	ES	Futures	2209.86	2211.72	2209.86	2211.46	3557.0
2015-08-19 00:00:00	NQ	Futures	5365.62	5369.47	5365.62	5365.92	329.0
2015-08-19 00:30:00	NQ	Futures	5365.92	5367.39	5364.14	5365.92	364.0
2015-08-19 01:00:00	NQ	Futures	5366.21	5367.1	5358.23	5361.77	887.0

> showing 50 of 2,879 rows — these rows as CSV

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