PREVIEW / futures_30min / 2015-10-22

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-22.parquet
  size:    83 KB
  rows:    2,957

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
2015-10-22 00:00:00	ES	Futures	2155.6	2156.94	2155.33	2156.13	823.0
2015-10-22 00:30:00	ES	Futures	2156.13	2156.67	2153.99	2155.33	3000.0
2015-10-22 01:00:00	ES	Futures	2155.33	2155.86	2154.26	2154.53	1699.0
2015-10-22 01:30:00	ES	Futures	2154.53	2156.13	2154.26	2155.6	1592.0
2015-10-22 02:00:00	ES	Futures	2155.86	2156.67	2154.26	2156.67	3941.0
2015-10-22 02:30:00	ES	Futures	2156.4	2157.47	2155.6	2156.4	4665.0
2015-10-22 03:00:00	ES	Futures	2156.4	2158.54	2155.06	2156.67	13586.0
2015-10-22 03:30:00	ES	Futures	2156.4	2157.74	2155.06	2155.33	6164.0
2015-10-22 04:00:00	ES	Futures	2155.33	2157.47	2153.99	2155.6	6884.0
2015-10-22 04:30:00	ES	Futures	2155.6	2156.13	2154.79	2155.33	3980.0
2015-10-22 05:00:00	ES	Futures	2155.33	2157.2	2155.33	2157.2	3804.0
2015-10-22 05:30:00	ES	Futures	2156.94	2157.74	2156.4	2156.94	3450.0
2015-10-22 06:00:00	ES	Futures	2156.94	2158.27	2156.94	2157.2	2979.0
2015-10-22 06:30:00	ES	Futures	2156.94	2159.08	2156.94	2157.2	8317.0
2015-10-22 07:00:00	ES	Futures	2157.47	2158.27	2156.67	2158.01	9211.0
2015-10-22 07:30:00	ES	Futures	2158.27	2158.54	2156.4	2157.2	12560.0
2015-10-22 08:00:00	ES	Futures	2157.2	2159.34	2156.67	2157.2	15060.0
2015-10-22 08:30:00	ES	Futures	2158.01	2165.77	2156.13	2162.55	82246.0
2015-10-22 09:00:00	ES	Futures	2163.09	2166.84	2159.61	2165.5	55335.0
2015-10-22 09:30:00	ES	Futures	2165.5	2175.67	2163.62	2175.67	294285.0
2015-10-22 10:00:00	ES	Futures	2175.67	2179.68	2174.33	2176.2	198059.0
2015-10-22 10:30:00	ES	Futures	2176.47	2182.36	2175.13	2182.09	151583.0
2015-10-22 11:00:00	ES	Futures	2182.09	2183.16	2179.95	2180.48	101797.0
2015-10-22 11:30:00	ES	Futures	2180.75	2186.1	2179.68	2183.96	106638.0
2015-10-22 12:00:00	ES	Futures	2183.96	2190.38	2182.62	2190.11	112422.0
2015-10-22 12:30:00	ES	Futures	2190.11	2192.79	2189.04	2190.92	83749.0
2015-10-22 13:00:00	ES	Futures	2190.92	2192.26	2188.24	2189.58	70480.0
2015-10-22 13:30:00	ES	Futures	2189.58	2189.85	2184.5	2184.76	74602.0
2015-10-22 14:00:00	ES	Futures	2184.76	2185.57	2177.54	2182.89	128347.0
2015-10-22 14:30:00	ES	Futures	2182.89	2189.58	2180.48	2189.31	109307.0
2015-10-22 15:00:00	ES	Futures	2189.04	2191.72	2184.76	2191.45	99979.0
2015-10-22 15:30:00	ES	Futures	2191.45	2191.99	2186.37	2189.58	142912.0
2015-10-22 16:00:00	ES	Futures	2189.58	2198.41	2188.24	2196.0	129546.0
2015-10-22 16:30:00	ES	Futures	2196.0	2200.55	2195.47	2200.28	20720.0
2015-10-22 18:00:00	ES	Futures	2198.68	2206.7	2197.61	2204.3	15590.0
2015-10-22 18:30:00	ES	Futures	2204.3	2205.37	2203.76	2204.3	3322.0
2015-10-22 19:00:00	ES	Futures	2204.3	2204.56	2202.96	2203.76	3372.0
2015-10-22 19:30:00	ES	Futures	2204.03	2204.03	2203.23	2203.76	2504.0
2015-10-22 20:00:00	ES	Futures	2204.03	2204.03	2201.89	2203.23	5340.0
2015-10-22 20:30:00	ES	Futures	2202.96	2204.03	2202.42	2203.49	2740.0
2015-10-22 21:00:00	ES	Futures	2203.76	2203.76	2201.62	2201.89	3212.0
2015-10-22 21:30:00	ES	Futures	2201.89	2202.16	2201.35	2201.62	3652.0
2015-10-22 22:00:00	ES	Futures	2201.62	2202.96	2201.62	2202.16	2485.0
2015-10-22 22:30:00	ES	Futures	2201.89	2202.69	2201.62	2201.89	2320.0
2015-10-22 23:00:00	ES	Futures	2201.89	2202.16	2200.55	2201.35	2203.0
2015-10-22 23:30:00	ES	Futures	2201.62	2202.96	2201.35	2201.89	1926.0
2015-10-22 00:00:00	NQ	Futures	5233.36	5236.03	5232.77	5234.25	172.0
2015-10-22 00:30:00	NQ	Futures	5233.96	5235.73	5228.92	5233.07	518.0
2015-10-22 01:00:00	NQ	Futures	5232.77	5233.36	5229.81	5230.1	268.0
2015-10-22 01:30:00	NQ	Futures	5230.4	5234.25	5229.81	5233.36	177.0

> showing 50 of 2,957 rows — these rows as CSV

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