PREVIEW / futures_30min / 2015-11-04

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-04.parquet
  size:    80 KB
  rows:    2,990

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
2015-11-04 00:00:00	ES	Futures	2253.0	2253.0	2250.05	2251.39	3680.0
2015-11-04 00:30:00	ES	Futures	2251.39	2251.39	2249.25	2250.85	2993.0
2015-11-04 01:00:00	ES	Futures	2250.85	2252.19	2249.78	2251.66	2553.0
2015-11-04 01:30:00	ES	Futures	2251.66	2251.92	2250.59	2251.12	780.0
2015-11-04 02:00:00	ES	Futures	2251.12	2252.73	2250.05	2251.39	4476.0
2015-11-04 02:30:00	ES	Futures	2251.39	2251.92	2250.32	2251.12	2564.0
2015-11-04 03:00:00	ES	Futures	2251.12	2251.92	2249.52	2250.85	10532.0
2015-11-04 03:30:00	ES	Futures	2250.59	2255.4	2250.32	2254.87	9409.0
2015-11-04 04:00:00	ES	Futures	2254.87	2256.47	2253.0	2253.26	9888.0
2015-11-04 04:30:00	ES	Futures	2253.26	2253.8	2252.19	2253.26	7907.0
2015-11-04 05:00:00	ES	Futures	2253.26	2253.26	2250.05	2250.59	7751.0
2015-11-04 05:30:00	ES	Futures	2250.59	2252.73	2250.05	2251.66	5634.0
2015-11-04 06:00:00	ES	Futures	2251.92	2254.07	2251.66	2253.53	4468.0
2015-11-04 06:30:00	ES	Futures	2253.53	2254.33	2252.46	2253.53	3822.0
2015-11-04 07:00:00	ES	Futures	2253.53	2255.4	2253.0	2253.8	6235.0
2015-11-04 07:30:00	ES	Futures	2253.53	2255.4	2253.53	2255.14	6539.0
2015-11-04 08:00:00	ES	Futures	2255.14	2256.74	2254.33	2255.94	10949.0
2015-11-04 08:30:00	ES	Futures	2255.94	2258.08	2254.87	2257.28	14536.0
2015-11-04 09:00:00	ES	Futures	2257.28	2257.54	2254.07	2255.14	24240.0
2015-11-04 09:30:00	ES	Futures	2255.14	2256.74	2244.97	2247.64	221053.0
2015-11-04 10:00:00	ES	Futures	2247.64	2251.66	2244.17	2250.59	161466.0
2015-11-04 10:30:00	ES	Futures	2250.59	2253.26	2245.5	2246.31	138156.0
2015-11-04 11:00:00	ES	Futures	2246.31	2246.31	2240.95	2242.56	132342.0
2015-11-04 11:30:00	ES	Futures	2242.56	2245.24	2240.69	2243.36	79431.0
2015-11-04 12:00:00	ES	Futures	2243.09	2248.18	2241.76	2245.24	66180.0
2015-11-04 12:30:00	ES	Futures	2245.24	2246.04	2241.76	2244.17	46168.0
2015-11-04 13:00:00	ES	Futures	2244.17	2244.43	2237.48	2240.42	72210.0
2015-11-04 13:30:00	ES	Futures	2240.15	2242.02	2238.81	2241.49	52713.0
2015-11-04 14:00:00	ES	Futures	2241.49	2245.24	2240.42	2243.63	64728.0
2015-11-04 14:30:00	ES	Futures	2243.36	2247.64	2243.09	2244.97	68784.0
2015-11-04 15:00:00	ES	Futures	2244.97	2245.77	2240.69	2243.36	66813.0
2015-11-04 15:30:00	ES	Futures	2243.36	2244.7	2239.62	2244.17	130358.0
2015-11-04 16:00:00	ES	Futures	2244.43	2244.97	2241.76	2242.02	65028.0
2015-11-04 16:30:00	ES	Futures	2242.29	2243.63	2242.29	2243.63	3820.0
2015-11-04 18:00:00	ES	Futures	2242.83	2243.36	2240.69	2240.95	2089.0
2015-11-04 18:30:00	ES	Futures	2240.95	2241.22	2239.88	2240.95	1211.0
2015-11-04 19:00:00	ES	Futures	2240.69	2242.02	2239.88	2240.95	2627.0
2015-11-04 19:30:00	ES	Futures	2240.95	2241.49	2239.88	2241.22	1322.0
2015-11-04 20:00:00	ES	Futures	2240.95	2241.22	2238.55	2239.08	2705.0
2015-11-04 20:30:00	ES	Futures	2239.08	2241.22	2238.81	2240.69	2952.0
2015-11-04 21:00:00	ES	Futures	2240.42	2243.36	2240.42	2241.76	3150.0
2015-11-04 21:30:00	ES	Futures	2241.49	2242.29	2240.42	2240.69	1976.0
2015-11-04 22:00:00	ES	Futures	2240.69	2243.9	2240.42	2243.09	1953.0
2015-11-04 22:30:00	ES	Futures	2242.83	2243.9	2242.56	2243.36	2336.0
2015-11-04 23:00:00	ES	Futures	2243.63	2243.9	2242.83	2242.83	944.0
2015-11-04 23:30:00	ES	Futures	2243.09	2244.17	2242.83	2243.63	1189.0
2015-11-04 00:00:00	NQ	Futures	5596.86	5597.16	5590.04	5593.3	628.0
2015-11-04 00:30:00	NQ	Futures	5593.01	5593.9	5589.15	5592.12	510.0
2015-11-04 01:00:00	NQ	Futures	5592.71	5595.38	5590.63	5594.79	356.0
2015-11-04 01:30:00	NQ	Futures	5594.79	5595.08	5592.71	5593.6	248.0

> showing 50 of 2,990 rows — these rows as CSV

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