PREVIEW / futures_30min / 2015-11-02

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-02.parquet
  size:    77 KB
  rows:    2,938

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
2015-11-02 00:00:00	ES	Futures	2210.45	2211.25	2209.65	2209.65	1849.0
2015-11-02 00:30:00	ES	Futures	2209.65	2210.72	2209.38	2210.45	1324.0
2015-11-02 01:00:00	ES	Futures	2210.45	2211.79	2209.92	2211.25	1948.0
2015-11-02 01:30:00	ES	Futures	2211.25	2211.52	2210.45	2211.25	1878.0
2015-11-02 02:00:00	ES	Futures	2211.52	2211.52	2209.65	2211.25	3876.0
2015-11-02 02:30:00	ES	Futures	2210.99	2211.52	2210.72	2211.52	4327.0
2015-11-02 03:00:00	ES	Futures	2211.52	2212.86	2209.65	2212.86	16478.0
2015-11-02 03:30:00	ES	Futures	2212.59	2215.0	2211.79	2214.46	10388.0
2015-11-02 04:00:00	ES	Futures	2214.46	2217.41	2212.86	2216.87	11297.0
2015-11-02 04:30:00	ES	Futures	2216.87	2221.96	2216.6	2220.62	15964.0
2015-11-02 05:00:00	ES	Futures	2220.62	2221.15	2218.21	2219.01	9949.0
2015-11-02 05:30:00	ES	Futures	2218.75	2221.42	2218.75	2220.35	7111.0
2015-11-02 06:00:00	ES	Futures	2220.35	2221.69	2219.82	2221.69	3904.0
2015-11-02 06:30:00	ES	Futures	2221.42	2222.76	2220.35	2221.15	8448.0
2015-11-02 07:00:00	ES	Futures	2220.89	2221.15	2219.55	2220.08	6016.0
2015-11-02 07:30:00	ES	Futures	2219.82	2220.89	2218.48	2219.82	6348.0
2015-11-02 08:00:00	ES	Futures	2219.82	2221.69	2219.82	2221.42	8550.0
2015-11-02 08:30:00	ES	Futures	2221.15	2223.56	2220.08	2223.03	11674.0
2015-11-02 09:00:00	ES	Futures	2223.29	2224.9	2221.69	2222.76	19171.0
2015-11-02 09:30:00	ES	Futures	2223.03	2230.52	2221.15	2229.45	151990.0
2015-11-02 10:00:00	ES	Futures	2229.72	2233.46	2228.11	2231.59	115263.0
2015-11-02 10:30:00	ES	Futures	2231.86	2232.66	2229.98	2231.86	72979.0
2015-11-02 11:00:00	ES	Futures	2231.86	2235.07	2230.79	2232.93	88088.0
2015-11-02 11:30:00	ES	Futures	2233.19	2233.73	2231.59	2233.19	41933.0
2015-11-02 12:00:00	ES	Futures	2233.19	2234.26	2232.12	2234.26	33875.0
2015-11-02 12:30:00	ES	Futures	2234.53	2236.94	2232.93	2236.14	45617.0
2015-11-02 13:00:00	ES	Futures	2236.41	2237.48	2234.53	2236.41	37398.0
2015-11-02 13:30:00	ES	Futures	2236.41	2238.01	2235.6	2238.01	36438.0
2015-11-02 14:00:00	ES	Futures	2237.74	2239.88	2237.48	2239.35	49986.0
2015-11-02 14:30:00	ES	Futures	2239.35	2244.97	2239.08	2244.7	72953.0
2015-11-02 15:00:00	ES	Futures	2244.7	2247.64	2243.09	2246.57	91801.0
2015-11-02 15:30:00	ES	Futures	2246.84	2247.64	2243.09	2244.7	153943.0
2015-11-02 16:00:00	ES	Futures	2244.7	2245.24	2241.22	2242.02	84797.0
2015-11-02 16:30:00	ES	Futures	2242.02	2242.02	2239.88	2240.42	6125.0
2015-11-02 18:00:00	ES	Futures	2240.42	2241.76	2239.35	2240.42	3474.0
2015-11-02 18:30:00	ES	Futures	2240.15	2242.02	2240.15	2241.76	1626.0
2015-11-02 19:00:00	ES	Futures	2241.76	2243.36	2240.42	2243.09	3046.0
2015-11-02 19:30:00	ES	Futures	2243.09	2244.7	2242.83	2244.17	1818.0
2015-11-02 20:00:00	ES	Futures	2244.17	2244.43	2242.83	2243.36	1941.0
2015-11-02 20:30:00	ES	Futures	2243.09	2244.43	2242.83	2243.36	1337.0
2015-11-02 21:00:00	ES	Futures	2243.36	2243.9	2242.56	2243.09	1445.0
2015-11-02 21:30:00	ES	Futures	2242.83	2243.36	2242.56	2242.83	612.0
2015-11-02 22:00:00	ES	Futures	2242.83	2242.83	2241.49	2241.76	1260.0
2015-11-02 22:30:00	ES	Futures	2241.49	2242.02	2240.95	2241.22	1092.0
2015-11-02 23:00:00	ES	Futures	2241.22	2241.22	2240.69	2241.22	924.0
2015-11-02 23:30:00	ES	Futures	2241.22	2242.56	2240.95	2242.56	820.0
2015-11-02 00:00:00	NQ	Futures	5487.75	5489.83	5486.57	5486.86	214.0
2015-11-02 00:30:00	NQ	Futures	5486.57	5488.05	5485.68	5486.86	242.0
2015-11-02 01:00:00	NQ	Futures	5486.86	5490.72	5486.57	5489.83	327.0
2015-11-02 01:30:00	NQ	Futures	5490.12	5491.61	5487.75	5489.23	400.0

> showing 50 of 2,938 rows — these rows as CSV

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