PREVIEW / futures_30min / 2015-08-20

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-08-20.parquet
  size:    85 KB
  rows:    2,917

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
2015-08-20 00:00:00	ES	Futures	2211.19	2211.72	2210.39	2210.39	1140.0
2015-08-20 00:30:00	ES	Futures	2210.39	2212.79	2210.13	2210.93	2974.0
2015-08-20 01:00:00	ES	Futures	2210.93	2211.19	2207.73	2208.26	4168.0
2015-08-20 01:30:00	ES	Futures	2208.26	2210.13	2207.46	2207.73	2175.0
2015-08-20 02:00:00	ES	Futures	2207.46	2208.26	2201.34	2203.74	11424.0
2015-08-20 02:30:00	ES	Futures	2203.74	2206.67	2202.67	2203.47	6732.0
2015-08-20 03:00:00	ES	Futures	2203.47	2207.2	2201.87	2205.33	16835.0
2015-08-20 03:30:00	ES	Futures	2205.33	2205.33	2200.01	2200.81	15185.0
2015-08-20 04:00:00	ES	Futures	2201.07	2202.67	2198.68	2199.21	14588.0
2015-08-20 04:30:00	ES	Futures	2198.94	2200.54	2193.35	2195.48	25338.0
2015-08-20 05:00:00	ES	Futures	2195.48	2196.55	2186.96	2188.56	34821.0
2015-08-20 05:30:00	ES	Futures	2188.56	2195.22	2188.29	2193.89	17987.0
2015-08-20 06:00:00	ES	Futures	2194.15	2195.48	2191.76	2193.35	11494.0
2015-08-20 06:30:00	ES	Futures	2193.35	2193.89	2190.16	2191.22	19073.0
2015-08-20 07:00:00	ES	Futures	2190.96	2193.09	2188.83	2190.42	19679.0
2015-08-20 07:30:00	ES	Futures	2190.42	2194.68	2190.16	2193.89	21457.0
2015-08-20 08:00:00	ES	Futures	2193.89	2194.42	2190.69	2192.82	17004.0
2015-08-20 08:30:00	ES	Futures	2193.09	2198.68	2192.82	2196.28	39828.0
2015-08-20 09:00:00	ES	Futures	2196.28	2197.08	2192.02	2192.02	33143.0
2015-08-20 09:30:00	ES	Futures	2192.02	2199.21	2188.83	2190.16	334195.0
2015-08-20 10:00:00	ES	Futures	2189.89	2191.76	2180.84	2182.44	239318.0
2015-08-20 10:30:00	ES	Futures	2182.17	2190.69	2180.84	2187.76	171305.0
2015-08-20 11:00:00	ES	Futures	2187.76	2189.36	2181.9	2186.96	150259.0
2015-08-20 11:30:00	ES	Futures	2186.96	2188.56	2183.5	2188.29	95492.0
2015-08-20 12:00:00	ES	Futures	2188.29	2188.56	2181.11	2182.17	99737.0
2015-08-20 12:30:00	ES	Futures	2182.17	2184.83	2175.51	2177.38	131022.0
2015-08-20 13:00:00	ES	Futures	2177.38	2184.03	2175.78	2182.17	127173.0
2015-08-20 13:30:00	ES	Futures	2182.17	2184.57	2178.18	2183.5	84643.0
2015-08-20 14:00:00	ES	Futures	2183.5	2183.77	2176.05	2176.31	93623.0
2015-08-20 14:30:00	ES	Futures	2176.31	2176.85	2170.99	2171.79	107079.0
2015-08-20 15:00:00	ES	Futures	2171.79	2175.78	2170.99	2174.98	110196.0
2015-08-20 15:30:00	ES	Futures	2174.98	2178.18	2164.33	2164.33	278317.0
2015-08-20 16:00:00	ES	Futures	2164.6	2165.13	2156.08	2156.34	187509.0
2015-08-20 16:30:00	ES	Futures	2156.61	2159.81	2156.34	2157.68	18216.0
2015-08-20 17:00:00	ES	Futures	2157.68	2157.94	2156.61	2156.88	3351.0
2015-08-20 18:00:00	ES	Futures	2157.94	2159.54	2157.14	2158.74	6031.0
2015-08-20 18:30:00	ES	Futures	2158.47	2159.27	2157.14	2158.74	2661.0
2015-08-20 19:00:00	ES	Futures	2158.74	2159.01	2157.41	2158.74	2770.0
2015-08-20 19:30:00	ES	Futures	2158.74	2160.07	2158.21	2159.54	4352.0
2015-08-20 20:00:00	ES	Futures	2159.81	2160.6	2158.74	2160.07	5448.0
2015-08-20 20:30:00	ES	Futures	2159.81	2160.87	2159.81	2160.34	2874.0
2015-08-20 21:00:00	ES	Futures	2160.07	2160.6	2157.94	2159.81	6383.0
2015-08-20 21:30:00	ES	Futures	2159.81	2160.6	2146.23	2146.76	33894.0
2015-08-20 22:00:00	ES	Futures	2147.03	2150.49	2143.03	2143.56	18263.0
2015-08-20 22:30:00	ES	Futures	2143.56	2145.69	2139.3	2141.7	25423.0
2015-08-20 23:00:00	ES	Futures	2141.43	2147.82	2140.9	2147.82	18348.0
2015-08-20 23:30:00	ES	Futures	2147.56	2150.75	2146.23	2148.62	9869.0
2015-08-20 00:00:00	NQ	Futures	5338.7	5338.7	5335.75	5335.75	141.0
2015-08-20 00:30:00	NQ	Futures	5335.75	5339.59	5334.56	5336.34	568.0
2015-08-20 01:00:00	NQ	Futures	5336.34	5336.93	5328.65	5329.83	1004.0

> showing 50 of 2,917 rows — these rows as CSV

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