PREVIEW / futures_30min / 2015-10-27

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-27.parquet
  size:    76 KB
  rows:    2,901

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
2015-10-27 00:00:00	ES	Futures	2203.23	2203.49	2202.16	2202.16	1413.0
2015-10-27 00:30:00	ES	Futures	2202.42	2202.69	2201.35	2202.42	1629.0
2015-10-27 01:00:00	ES	Futures	2202.42	2204.56	2202.16	2203.76	2202.0
2015-10-27 01:30:00	ES	Futures	2203.76	2204.03	2202.16	2203.49	1970.0
2015-10-27 02:00:00	ES	Futures	2203.49	2206.7	2203.49	2205.63	2428.0
2015-10-27 02:30:00	ES	Futures	2205.63	2206.97	2205.63	2205.63	1884.0
2015-10-27 03:00:00	ES	Futures	2205.9	2206.97	2205.1	2205.1	2723.0
2015-10-27 03:30:00	ES	Futures	2204.83	2206.44	2204.56	2205.63	3355.0
2015-10-27 04:00:00	ES	Futures	2205.9	2206.44	2201.89	2202.42	9673.0
2015-10-27 04:30:00	ES	Futures	2202.69	2205.37	2202.16	2204.83	5817.0
2015-10-27 05:00:00	ES	Futures	2204.56	2206.44	2203.76	2205.37	7610.0
2015-10-27 05:30:00	ES	Futures	2205.37	2206.97	2204.83	2206.44	4629.0
2015-10-27 06:00:00	ES	Futures	2206.44	2206.7	2204.3	2204.83	2965.0
2015-10-27 06:30:00	ES	Futures	2205.1	2206.7	2204.83	2205.37	4804.0
2015-10-27 07:00:00	ES	Futures	2205.63	2206.17	2204.03	2205.63	5517.0
2015-10-27 07:30:00	ES	Futures	2205.9	2205.9	2204.83	2205.37	6299.0
2015-10-27 08:00:00	ES	Futures	2205.37	2205.9	2202.69	2203.23	12407.0
2015-10-27 08:30:00	ES	Futures	2203.49	2203.49	2200.82	2202.16	19181.0
2015-10-27 09:00:00	ES	Futures	2202.42	2202.42	2198.94	2200.02	22715.0
2015-10-27 09:30:00	ES	Futures	2200.02	2205.9	2199.21	2205.1	138539.0
2015-10-27 10:00:00	ES	Futures	2204.83	2205.37	2198.14	2200.02	105803.0
2015-10-27 10:30:00	ES	Futures	2200.02	2204.56	2198.41	2204.3	78628.0
2015-10-27 11:00:00	ES	Futures	2204.03	2208.85	2203.49	2204.3	95464.0
2015-10-27 11:30:00	ES	Futures	2204.3	2205.9	2199.21	2200.55	86433.0
2015-10-27 12:00:00	ES	Futures	2200.28	2201.35	2198.41	2199.75	64385.0
2015-10-27 12:30:00	ES	Futures	2200.02	2202.16	2198.68	2199.21	53011.0
2015-10-27 13:00:00	ES	Futures	2199.48	2199.48	2195.47	2197.34	65623.0
2015-10-27 13:30:00	ES	Futures	2197.61	2199.48	2196.27	2197.87	53978.0
2015-10-27 14:00:00	ES	Futures	2197.61	2201.09	2197.34	2199.75	58995.0
2015-10-27 14:30:00	ES	Futures	2199.48	2201.62	2198.14	2198.68	47262.0
2015-10-27 15:00:00	ES	Futures	2198.68	2203.76	2198.41	2202.96	57860.0
2015-10-27 15:30:00	ES	Futures	2202.96	2204.3	2200.82	2204.3	115287.0
2015-10-27 16:00:00	ES	Futures	2204.3	2205.9	2203.49	2205.37	52048.0
2015-10-27 16:30:00	ES	Futures	2205.1	2209.92	2202.16	2208.85	21679.0
2015-10-27 18:00:00	ES	Futures	2206.97	2207.24	2205.1	2206.17	3917.0
2015-10-27 18:30:00	ES	Futures	2206.17	2206.7	2205.37	2205.37	830.0
2015-10-27 19:00:00	ES	Futures	2205.1	2206.17	2204.3	2204.83	1995.0
2015-10-27 19:30:00	ES	Futures	2204.83	2205.63	2204.83	2205.63	842.0
2015-10-27 20:00:00	ES	Futures	2205.37	2207.24	2205.1	2206.17	2347.0
2015-10-27 20:30:00	ES	Futures	2206.44	2206.97	2205.37	2206.17	2639.0
2015-10-27 21:00:00	ES	Futures	2206.17	2207.77	2205.1	2207.51	2940.0
2015-10-27 21:30:00	ES	Futures	2207.51	2210.72	2206.97	2209.92	5780.0
2015-10-27 22:00:00	ES	Futures	2210.18	2210.45	2207.77	2208.85	3355.0
2015-10-27 22:30:00	ES	Futures	2209.11	2209.11	2207.51	2207.77	3296.0
2015-10-27 23:00:00	ES	Futures	2207.77	2208.04	2207.24	2207.51	2052.0
2015-10-27 23:30:00	ES	Futures	2207.51	2208.04	2206.44	2207.51	1995.0
2015-10-27 00:00:00	NQ	Futures	5461.07	5462.55	5458.1	5458.99	276.0
2015-10-27 00:30:00	NQ	Futures	5458.7	5460.77	5456.92	5459.59	304.0
2015-10-27 01:00:00	NQ	Futures	5459.88	5466.7	5459.88	5464.33	434.0
2015-10-27 01:30:00	NQ	Futures	5464.33	5464.92	5461.66	5464.92	565.0

> showing 50 of 2,901 rows — these rows as CSV

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