PREVIEW / futures_30min / 2015-10-28

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-28.parquet
  size:    81 KB
  rows:    2,997

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
2015-10-28 00:00:00	ES	Futures	2207.24	2208.58	2206.97	2207.77	1373.0
2015-10-28 00:30:00	ES	Futures	2207.77	2208.85	2207.24	2208.04	880.0
2015-10-28 01:00:00	ES	Futures	2208.04	2208.31	2207.24	2208.04	1382.0
2015-10-28 01:30:00	ES	Futures	2207.77	2208.31	2207.24	2208.04	758.0
2015-10-28 02:00:00	ES	Futures	2208.04	2209.38	2208.04	2209.11	1103.0
2015-10-28 02:30:00	ES	Futures	2208.85	2209.11	2207.24	2207.77	909.0
2015-10-28 03:00:00	ES	Futures	2208.04	2209.11	2206.97	2208.04	2977.0
2015-10-28 03:30:00	ES	Futures	2207.77	2208.58	2206.97	2206.97	2815.0
2015-10-28 04:00:00	ES	Futures	2206.97	2209.65	2205.9	2209.11	13609.0
2015-10-28 04:30:00	ES	Futures	2209.11	2210.18	2208.04	2209.38	7586.0
2015-10-28 05:00:00	ES	Futures	2209.38	2210.18	2208.58	2210.18	3943.0
2015-10-28 05:30:00	ES	Futures	2210.18	2211.79	2208.85	2210.99	7882.0
2015-10-28 06:00:00	ES	Futures	2210.99	2211.25	2209.92	2210.72	4364.0
2015-10-28 06:30:00	ES	Futures	2210.45	2210.45	2209.11	2209.38	3731.0
2015-10-28 07:00:00	ES	Futures	2209.65	2210.45	2208.85	2210.18	3657.0
2015-10-28 07:30:00	ES	Futures	2210.18	2210.72	2209.11	2209.11	8284.0
2015-10-28 08:00:00	ES	Futures	2209.38	2210.45	2207.51	2208.85	12296.0
2015-10-28 08:30:00	ES	Futures	2208.58	2209.11	2207.24	2207.51	8948.0
2015-10-28 09:00:00	ES	Futures	2207.77	2209.92	2207.51	2208.58	13538.0
2015-10-28 09:30:00	ES	Futures	2208.58	2212.59	2205.1	2212.32	190201.0
2015-10-28 10:00:00	ES	Futures	2212.59	2214.46	2211.52	2212.06	118822.0
2015-10-28 10:30:00	ES	Futures	2212.06	2219.82	2212.06	2219.28	128660.0
2015-10-28 11:00:00	ES	Futures	2219.28	2220.62	2216.87	2218.48	107291.0
2015-10-28 11:30:00	ES	Futures	2218.21	2221.69	2217.68	2221.15	67915.0
2015-10-28 12:00:00	ES	Futures	2221.15	2221.96	2219.55	2220.35	57162.0
2015-10-28 12:30:00	ES	Futures	2220.35	2220.35	2217.14	2218.21	40733.0
2015-10-28 13:00:00	ES	Futures	2218.21	2219.01	2217.41	2217.94	35938.0
2015-10-28 13:30:00	ES	Futures	2218.21	2225.17	2217.41	2223.83	61003.0
2015-10-28 14:00:00	ES	Futures	2223.56	2224.36	2200.02	2209.11	345701.0
2015-10-28 14:30:00	ES	Futures	2209.11	2215.0	2202.69	2213.66	169023.0
2015-10-28 15:00:00	ES	Futures	2213.39	2221.42	2211.79	2220.89	148022.0
2015-10-28 15:30:00	ES	Futures	2221.15	2229.98	2220.62	2229.98	199538.0
2015-10-28 16:00:00	ES	Futures	2229.72	2231.86	2228.38	2230.25	77392.0
2015-10-28 16:30:00	ES	Futures	2229.72	2230.25	2227.31	2227.84	8472.0
2015-10-28 17:00:00	ES	Futures	2227.84	2227.84	2227.84	2227.84	22.0
2015-10-28 18:00:00	ES	Futures	2227.31	2227.84	2226.51	2227.58	3751.0
2015-10-28 18:30:00	ES	Futures	2227.58	2227.84	2226.77	2226.77	1059.0
2015-10-28 19:00:00	ES	Futures	2226.77	2227.04	2226.24	2226.51	2208.0
2015-10-28 19:30:00	ES	Futures	2226.51	2227.31	2226.24	2227.31	1663.0
2015-10-28 20:00:00	ES	Futures	2227.31	2228.38	2226.77	2226.77	3260.0
2015-10-28 20:30:00	ES	Futures	2227.04	2227.58	2226.51	2226.77	2444.0
2015-10-28 21:00:00	ES	Futures	2226.77	2228.11	2226.24	2227.58	2830.0
2015-10-28 21:30:00	ES	Futures	2227.84	2228.11	2225.97	2226.51	3523.0
2015-10-28 22:00:00	ES	Futures	2226.51	2227.31	2225.97	2226.24	2041.0
2015-10-28 22:30:00	ES	Futures	2225.97	2226.24	2225.17	2225.43	4040.0
2015-10-28 23:00:00	ES	Futures	2225.43	2226.24	2224.63	2225.97	2478.0
2015-10-28 23:30:00	ES	Futures	2225.97	2226.24	2224.1	2224.1	2392.0
2015-10-28 00:00:00	NQ	Futures	5499.02	5500.8	5498.13	5498.43	164.0
2015-10-28 00:30:00	NQ	Futures	5498.43	5501.09	5498.13	5498.72	152.0
2015-10-28 01:00:00	NQ	Futures	5498.72	5500.2	5496.94	5498.72	167.0

> showing 50 of 2,997 rows — these rows as CSV

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