PREVIEW / futures_30min / 2015-10-29

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-29.parquet
  size:    82 KB
  rows:    3,008

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
2015-10-29 00:00:00	ES	Futures	2224.1	2224.36	2223.29	2223.83	1571.0
2015-10-29 00:30:00	ES	Futures	2223.83	2225.17	2223.83	2224.9	805.0
2015-10-29 01:00:00	ES	Futures	2224.63	2225.7	2223.83	2224.36	2631.0
2015-10-29 01:30:00	ES	Futures	2224.36	2225.43	2223.83	2224.9	1891.0
2015-10-29 02:00:00	ES	Futures	2224.63	2225.43	2223.83	2225.17	1458.0
2015-10-29 02:30:00	ES	Futures	2224.9	2225.17	2224.1	2225.17	1143.0
2015-10-29 03:00:00	ES	Futures	2224.9	2226.77	2224.36	2226.51	4497.0
2015-10-29 03:30:00	ES	Futures	2226.51	2227.04	2225.97	2226.24	3977.0
2015-10-29 04:00:00	ES	Futures	2226.24	2226.51	2221.69	2222.76	16406.0
2015-10-29 04:30:00	ES	Futures	2223.03	2223.56	2221.69	2222.49	8202.0
2015-10-29 05:00:00	ES	Futures	2222.22	2222.22	2219.28	2219.55	15007.0
2015-10-29 05:30:00	ES	Futures	2219.55	2222.49	2219.01	2221.69	8536.0
2015-10-29 06:00:00	ES	Futures	2221.96	2222.49	2220.62	2221.69	7658.0
2015-10-29 06:30:00	ES	Futures	2221.69	2224.36	2221.69	2222.76	8312.0
2015-10-29 07:00:00	ES	Futures	2222.76	2223.03	2220.89	2221.96	6951.0
2015-10-29 07:30:00	ES	Futures	2221.69	2222.22	2220.08	2220.35	11955.0
2015-10-29 08:00:00	ES	Futures	2220.62	2221.69	2219.01	2220.89	12629.0
2015-10-29 08:30:00	ES	Futures	2221.15	2223.83	2220.35	2223.56	22119.0
2015-10-29 09:00:00	ES	Futures	2223.56	2224.9	2222.22	2222.76	18256.0
2015-10-29 09:30:00	ES	Futures	2223.03	2229.18	2222.49	2225.43	164623.0
2015-10-29 10:00:00	ES	Futures	2225.7	2231.05	2223.29	2224.1	156209.0
2015-10-29 10:30:00	ES	Futures	2223.83	2226.77	2221.42	2223.29	113925.0
2015-10-29 11:00:00	ES	Futures	2223.29	2226.24	2221.42	2225.43	91286.0
2015-10-29 11:30:00	ES	Futures	2225.43	2228.38	2225.17	2227.84	64613.0
2015-10-29 12:00:00	ES	Futures	2227.84	2229.72	2224.36	2229.18	67645.0
2015-10-29 12:30:00	ES	Futures	2229.45	2229.98	2226.24	2227.31	58916.0
2015-10-29 13:00:00	ES	Futures	2227.58	2229.98	2227.04	2228.11	55813.0
2015-10-29 13:30:00	ES	Futures	2228.11	2228.91	2223.56	2223.83	58524.0
2015-10-29 14:00:00	ES	Futures	2223.83	2228.38	2223.29	2227.31	72496.0
2015-10-29 14:30:00	ES	Futures	2227.31	2227.84	2225.43	2226.77	46047.0
2015-10-29 15:00:00	ES	Futures	2227.04	2230.25	2225.17	2228.91	61421.0
2015-10-29 15:30:00	ES	Futures	2228.91	2233.19	2227.58	2228.65	144510.0
2015-10-29 16:00:00	ES	Futures	2228.91	2230.25	2227.04	2229.45	47719.0
2015-10-29 16:30:00	ES	Futures	2229.72	2231.59	2229.18	2231.32	6013.0
2015-10-29 17:00:00	ES	Futures	2231.32	2231.32	2231.32	2231.32	1.0
2015-10-29 18:00:00	ES	Futures	2231.32	2232.66	2229.45	2229.45	5260.0
2015-10-29 18:30:00	ES	Futures	2229.72	2229.72	2228.91	2229.72	1470.0
2015-10-29 19:00:00	ES	Futures	2229.72	2231.32	2229.18	2231.32	1661.0
2015-10-29 19:30:00	ES	Futures	2231.32	2231.86	2230.79	2231.32	1570.0
2015-10-29 20:00:00	ES	Futures	2231.32	2235.34	2231.05	2234.53	5692.0
2015-10-29 20:30:00	ES	Futures	2234.26	2234.8	2233.19	2234.53	3611.0
2015-10-29 21:00:00	ES	Futures	2234.8	2235.07	2233.46	2234.26	3362.0
2015-10-29 21:30:00	ES	Futures	2234.26	2238.55	2233.73	2237.21	8533.0
2015-10-29 22:00:00	ES	Futures	2237.48	2238.28	2236.14	2236.67	4552.0
2015-10-29 22:30:00	ES	Futures	2236.67	2238.55	2236.41	2237.74	3142.0
2015-10-29 23:00:00	ES	Futures	2238.01	2238.81	2234.53	2235.34	9493.0
2015-10-29 23:30:00	ES	Futures	2235.6	2238.81	2234.0	2237.21	6455.0
2015-10-29 00:00:00	NQ	Futures	5519.77	5520.37	5516.81	5517.1	378.0
2015-10-29 00:30:00	NQ	Futures	5517.7	5522.15	5517.7	5521.55	412.0
2015-10-29 01:00:00	NQ	Futures	5521.26	5523.33	5519.48	5520.07	663.0

> showing 50 of 3,008 rows — these rows as CSV

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