PREVIEW / futures_30min / 2015-11-05

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-05.parquet
  size:    79 KB
  rows:    3,002

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
2015-11-05 00:00:00	ES	Futures	2243.63	2244.43	2242.83	2244.43	1912.0
2015-11-05 00:30:00	ES	Futures	2244.43	2244.7	2243.09	2243.63	1225.0
2015-11-05 01:00:00	ES	Futures	2243.63	2245.5	2243.63	2244.7	1708.0
2015-11-05 01:30:00	ES	Futures	2244.7	2244.97	2243.63	2244.17	1255.0
2015-11-05 02:00:00	ES	Futures	2244.17	2245.77	2242.83	2245.5	3004.0
2015-11-05 02:30:00	ES	Futures	2245.5	2245.77	2244.43	2244.7	2632.0
2015-11-05 03:00:00	ES	Futures	2244.43	2245.5	2240.69	2241.76	12864.0
2015-11-05 03:30:00	ES	Futures	2241.76	2242.02	2239.35	2240.95	9124.0
2015-11-05 04:00:00	ES	Futures	2240.95	2244.97	2240.42	2243.9	9100.0
2015-11-05 04:30:00	ES	Futures	2243.9	2244.97	2242.56	2242.83	6816.0
2015-11-05 05:00:00	ES	Futures	2243.09	2246.84	2242.56	2246.31	9577.0
2015-11-05 05:30:00	ES	Futures	2246.31	2248.18	2246.04	2246.57	10636.0
2015-11-05 06:00:00	ES	Futures	2246.57	2247.38	2245.5	2245.77	4749.0
2015-11-05 06:30:00	ES	Futures	2245.77	2250.32	2245.5	2248.18	11400.0
2015-11-05 07:00:00	ES	Futures	2248.18	2251.92	2247.91	2251.66	13435.0
2015-11-05 07:30:00	ES	Futures	2251.39	2252.73	2250.85	2251.66	10945.0
2015-11-05 08:00:00	ES	Futures	2251.66	2251.66	2249.78	2250.59	9705.0
2015-11-05 08:30:00	ES	Futures	2250.32	2250.59	2246.84	2247.64	14821.0
2015-11-05 09:00:00	ES	Futures	2247.64	2248.45	2244.7	2244.97	20916.0
2015-11-05 09:30:00	ES	Futures	2244.7	2250.05	2242.56	2249.78	192153.0
2015-11-05 10:00:00	ES	Futures	2249.78	2251.12	2235.34	2236.14	202862.0
2015-11-05 10:30:00	ES	Futures	2235.87	2235.87	2230.52	2234.0	157997.0
2015-11-05 11:00:00	ES	Futures	2234.26	2238.01	2232.12	2237.48	99064.0
2015-11-05 11:30:00	ES	Futures	2237.21	2241.76	2235.07	2241.22	88994.0
2015-11-05 12:00:00	ES	Futures	2241.22	2243.63	2238.55	2242.83	79307.0
2015-11-05 12:30:00	ES	Futures	2243.09	2244.7	2240.42	2244.43	66697.0
2015-11-05 13:00:00	ES	Futures	2244.43	2245.5	2239.62	2239.88	67707.0
2015-11-05 13:30:00	ES	Futures	2239.88	2243.09	2239.62	2242.56	47914.0
2015-11-05 14:00:00	ES	Futures	2242.56	2243.9	2237.48	2238.28	58473.0
2015-11-05 14:30:00	ES	Futures	2238.55	2239.62	2236.41	2239.35	53282.0
2015-11-05 15:00:00	ES	Futures	2239.62	2243.63	2236.67	2243.09	65216.0
2015-11-05 15:30:00	ES	Futures	2243.09	2244.7	2241.22	2241.49	119785.0
2015-11-05 16:00:00	ES	Futures	2241.49	2242.29	2239.62	2241.49	49944.0
2015-11-05 16:30:00	ES	Futures	2242.02	2242.83	2241.22	2242.56	3466.0
2015-11-05 18:00:00	ES	Futures	2242.02	2242.29	2240.15	2240.15	3033.0
2015-11-05 18:30:00	ES	Futures	2240.15	2240.42	2238.81	2239.08	1940.0
2015-11-05 19:00:00	ES	Futures	2239.35	2240.15	2237.74	2239.35	2762.0
2015-11-05 19:30:00	ES	Futures	2239.62	2240.15	2239.08	2239.62	1066.0
2015-11-05 20:00:00	ES	Futures	2239.88	2240.15	2238.81	2239.35	1548.0
2015-11-05 20:30:00	ES	Futures	2239.35	2239.88	2238.55	2239.88	1428.0
2015-11-05 21:00:00	ES	Futures	2239.88	2239.88	2238.55	2239.35	1496.0
2015-11-05 21:30:00	ES	Futures	2239.35	2239.35	2238.55	2239.08	754.0
2015-11-05 22:00:00	ES	Futures	2239.08	2239.35	2238.55	2239.08	473.0
2015-11-05 22:30:00	ES	Futures	2239.35	2239.62	2238.81	2238.81	629.0
2015-11-05 23:00:00	ES	Futures	2238.81	2239.08	2238.28	2238.55	986.0
2015-11-05 23:30:00	ES	Futures	2238.81	2240.15	2238.81	2239.88	1012.0
2015-11-05 00:00:00	NQ	Futures	5588.26	5589.15	5585.59	5588.56	466.0
2015-11-05 00:30:00	NQ	Futures	5589.15	5589.45	5585.3	5586.19	252.0
2015-11-05 01:00:00	NQ	Futures	5586.48	5590.63	5586.19	5588.56	254.0
2015-11-05 01:30:00	NQ	Futures	5588.56	5589.15	5587.08	5587.37	134.0

> showing 50 of 3,002 rows — these rows as CSV

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