PREVIEW / futures_30min / 2015-11-03

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-03.parquet
  size:    81 KB
  rows:    2,994

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
2015-11-03 00:00:00	ES	Futures	2242.29	2242.83	2241.49	2242.56	961.0
2015-11-03 00:30:00	ES	Futures	2242.56	2242.83	2241.22	2241.22	937.0
2015-11-03 01:00:00	ES	Futures	2241.49	2241.76	2240.69	2240.69	791.0
2015-11-03 01:30:00	ES	Futures	2240.69	2242.02	2240.69	2241.76	689.0
2015-11-03 02:00:00	ES	Futures	2241.49	2242.02	2240.95	2240.95	3092.0
2015-11-03 02:30:00	ES	Futures	2240.95	2241.76	2240.95	2241.22	3446.0
2015-11-03 03:00:00	ES	Futures	2240.95	2241.22	2239.08	2240.42	9231.0
2015-11-03 03:30:00	ES	Futures	2240.42	2242.56	2239.35	2239.88	7449.0
2015-11-03 04:00:00	ES	Futures	2239.88	2240.69	2238.81	2240.15	6849.0
2015-11-03 04:30:00	ES	Futures	2240.15	2241.22	2239.08	2240.42	7840.0
2015-11-03 05:00:00	ES	Futures	2240.42	2240.69	2238.55	2239.35	4905.0
2015-11-03 05:30:00	ES	Futures	2239.35	2239.62	2238.55	2239.62	3168.0
2015-11-03 06:00:00	ES	Futures	2239.62	2239.88	2237.74	2238.81	4339.0
2015-11-03 06:30:00	ES	Futures	2239.08	2239.88	2237.21	2237.48	6057.0
2015-11-03 07:00:00	ES	Futures	2237.48	2238.28	2235.87	2236.67	9249.0
2015-11-03 07:30:00	ES	Futures	2236.41	2238.28	2236.41	2237.21	8475.0
2015-11-03 08:00:00	ES	Futures	2237.48	2237.48	2235.87	2236.94	11149.0
2015-11-03 08:30:00	ES	Futures	2236.67	2239.35	2236.67	2238.28	12893.0
2015-11-03 09:00:00	ES	Futures	2238.55	2240.95	2238.28	2240.42	22927.0
2015-11-03 09:30:00	ES	Futures	2240.69	2243.09	2237.48	2239.08	184640.0
2015-11-03 10:00:00	ES	Futures	2239.35	2244.97	2239.35	2243.63	119270.0
2015-11-03 10:30:00	ES	Futures	2243.36	2246.57	2243.36	2244.17	102719.0
2015-11-03 11:00:00	ES	Futures	2243.9	2245.77	2242.83	2244.97	64732.0
2015-11-03 11:30:00	ES	Futures	2244.97	2250.85	2244.43	2250.05	99042.0
2015-11-03 12:00:00	ES	Futures	2250.05	2250.85	2246.84	2248.18	58625.0
2015-11-03 12:30:00	ES	Futures	2247.91	2250.32	2246.57	2249.52	42341.0
2015-11-03 13:00:00	ES	Futures	2249.52	2251.66	2248.71	2251.12	51985.0
2015-11-03 13:30:00	ES	Futures	2251.12	2253.8	2250.32	2252.19	68734.0
2015-11-03 14:00:00	ES	Futures	2252.19	2257.81	2252.19	2257.54	99107.0
2015-11-03 14:30:00	ES	Futures	2257.28	2258.61	2255.14	2255.67	70242.0
2015-11-03 15:00:00	ES	Futures	2255.67	2256.21	2253.26	2253.8	57114.0
2015-11-03 15:30:00	ES	Futures	2253.53	2254.33	2248.45	2250.85	126953.0
2015-11-03 16:00:00	ES	Futures	2251.12	2251.12	2248.98	2250.05	42270.0
2015-11-03 16:30:00	ES	Futures	2250.32	2250.85	2249.52	2250.32	4816.0
2015-11-03 18:00:00	ES	Futures	2250.32	2250.32	2248.98	2249.78	1966.0
2015-11-03 18:30:00	ES	Futures	2249.78	2249.78	2249.25	2249.25	310.0
2015-11-03 19:00:00	ES	Futures	2249.52	2249.52	2248.45	2248.71	2353.0
2015-11-03 19:30:00	ES	Futures	2248.71	2249.25	2248.18	2248.71	1888.0
2015-11-03 20:00:00	ES	Futures	2248.71	2251.39	2248.45	2250.59	3157.0
2015-11-03 20:30:00	ES	Futures	2250.85	2254.6	2249.78	2254.6	5637.0
2015-11-03 21:00:00	ES	Futures	2254.33	2256.47	2253.53	2255.14	4769.0
2015-11-03 21:30:00	ES	Futures	2255.14	2257.01	2254.6	2255.94	4885.0
2015-11-03 22:00:00	ES	Futures	2255.94	2256.21	2254.6	2255.4	1876.0
2015-11-03 22:30:00	ES	Futures	2255.14	2255.67	2253.53	2253.8	2077.0
2015-11-03 23:00:00	ES	Futures	2253.53	2254.6	2253.26	2253.8	1937.0
2015-11-03 23:30:00	ES	Futures	2253.53	2254.07	2251.92	2252.73	2365.0
2015-11-03 00:00:00	NQ	Futures	5566.92	5567.51	5563.65	5567.21	248.0
2015-11-03 00:30:00	NQ	Futures	5567.21	5567.51	5562.76	5563.06	218.0
2015-11-03 01:00:00	NQ	Futures	5563.06	5563.65	5560.99	5562.17	192.0
2015-11-03 01:30:00	NQ	Futures	5561.88	5564.25	5561.28	5563.65	163.0

> showing 50 of 2,994 rows — these rows as CSV

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