PREVIEW / futures_30min / 2015-10-30

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-10-30.parquet
  size:    70 KB
  rows:    2,469

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
2015-10-30 00:00:00	ES	Futures	2237.21	2240.95	2236.67	2239.62	8277.0
2015-10-30 00:30:00	ES	Futures	2239.88	2242.02	2239.62	2240.95	6258.0
2015-10-30 01:00:00	ES	Futures	2240.95	2242.02	2239.62	2239.88	4627.0
2015-10-30 01:30:00	ES	Futures	2240.15	2240.15	2238.28	2239.08	3086.0
2015-10-30 02:00:00	ES	Futures	2238.81	2239.35	2236.94	2237.74	3211.0
2015-10-30 02:30:00	ES	Futures	2238.01	2238.55	2236.94	2238.01	1557.0
2015-10-30 03:00:00	ES	Futures	2238.01	2238.81	2236.41	2238.81	3564.0
2015-10-30 03:30:00	ES	Futures	2238.81	2240.15	2236.94	2237.21	6407.0
2015-10-30 04:00:00	ES	Futures	2236.94	2238.28	2235.07	2236.41	13344.0
2015-10-30 04:30:00	ES	Futures	2236.67	2237.48	2236.14	2236.67	5663.0
2015-10-30 05:00:00	ES	Futures	2236.67	2237.21	2233.46	2234.8	9746.0
2015-10-30 05:30:00	ES	Futures	2234.8	2235.6	2233.46	2233.46	7091.0
2015-10-30 06:00:00	ES	Futures	2233.46	2234.0	2230.25	2230.25	12801.0
2015-10-30 06:30:00	ES	Futures	2230.25	2232.66	2229.98	2232.39	8021.0
2015-10-30 07:00:00	ES	Futures	2232.12	2232.93	2230.79	2232.12	8186.0
2015-10-30 07:30:00	ES	Futures	2232.39	2232.93	2231.59	2232.12	4943.0
2015-10-30 08:00:00	ES	Futures	2232.12	2235.07	2231.86	2234.0	13392.0
2015-10-30 08:30:00	ES	Futures	2233.73	2235.07	2232.93	2234.0	9788.0
2015-10-30 09:00:00	ES	Futures	2234.26	2234.26	2230.52	2230.52	19494.0
2015-10-30 09:30:00	ES	Futures	2230.79	2232.66	2225.43	2226.77	169097.0
2015-10-30 10:00:00	ES	Futures	2226.77	2228.38	2223.56	2225.7	154787.0
2015-10-30 10:30:00	ES	Futures	2225.43	2229.18	2224.63	2227.31	91477.0
2015-10-30 11:00:00	ES	Futures	2227.31	2228.38	2224.36	2226.24	67290.0
2015-10-30 11:30:00	ES	Futures	2226.24	2228.91	2224.9	2227.58	80686.0
2015-10-30 12:00:00	ES	Futures	2227.31	2229.98	2225.7	2227.58	76536.0
2015-10-30 12:30:00	ES	Futures	2227.84	2233.73	2227.58	2232.66	86411.0
2015-10-30 13:00:00	ES	Futures	2232.39	2234.26	2231.05	2232.66	45071.0
2015-10-30 13:30:00	ES	Futures	2232.66	2235.07	2231.86	2232.66	53003.0
2015-10-30 14:00:00	ES	Futures	2232.93	2234.0	2228.11	2228.11	62798.0
2015-10-30 14:30:00	ES	Futures	2228.11	2229.18	2223.56	2224.1	73082.0
2015-10-30 15:00:00	ES	Futures	2223.83	2227.04	2221.96	2222.22	118699.0
2015-10-30 15:30:00	ES	Futures	2221.96	2228.38	2217.41	2217.94	326365.0
2015-10-30 16:00:00	ES	Futures	2217.94	2220.08	2215.27	2220.08	133414.0
2015-10-30 16:30:00	ES	Futures	2220.08	2220.62	2219.01	2219.82	7148.0
2015-10-30 00:00:00	NQ	Futures	5552.98	5561.58	5551.79	5559.8	1275.0
2015-10-30 00:30:00	NQ	Futures	5560.1	5561.88	5558.91	5560.69	976.0
2015-10-30 01:00:00	NQ	Futures	5560.39	5562.47	5555.35	5556.83	841.0
2015-10-30 01:30:00	NQ	Futures	5556.83	5557.43	5553.57	5555.95	540.0
2015-10-30 02:00:00	NQ	Futures	5555.95	5557.72	5552.68	5553.57	617.0
2015-10-30 02:30:00	NQ	Futures	5553.87	5555.06	5552.39	5553.87	196.0
2015-10-30 03:00:00	NQ	Futures	5553.28	5558.32	5549.42	5558.32	787.0
2015-10-30 03:30:00	NQ	Futures	5558.61	5561.88	5552.98	5552.98	951.0
2015-10-30 04:00:00	NQ	Futures	5552.68	5557.13	5547.35	5550.02	1342.0
2015-10-30 04:30:00	NQ	Futures	5550.31	5552.39	5547.94	5550.02	926.0
2015-10-30 05:00:00	NQ	Futures	5549.72	5550.31	5542.01	5543.79	1459.0
2015-10-30 05:30:00	NQ	Futures	5543.2	5545.57	5539.93	5540.53	769.0
2015-10-30 06:00:00	NQ	Futures	5540.82	5541.42	5530.74	5531.63	1828.0
2015-10-30 06:30:00	NQ	Futures	5531.34	5535.78	5529.26	5535.19	1369.0
2015-10-30 07:00:00	NQ	Futures	5535.49	5536.67	5531.63	5535.49	969.0
2015-10-30 07:30:00	NQ	Futures	5534.89	5536.67	5534.3	5535.19	552.0

> showing 50 of 2,469 rows — these rows as CSV

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