PREVIEW / futures_30min / 2015-11-06

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-06.parquet
  size:    71 KB
  rows:    2,480

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
2015-11-06 00:00:00	ES	Futures	2239.88	2242.29	2239.62	2241.49	2373.0
2015-11-06 00:30:00	ES	Futures	2241.49	2242.29	2240.69	2242.02	1333.0
2015-11-06 01:00:00	ES	Futures	2242.02	2242.29	2240.42	2241.22	1027.0
2015-11-06 01:30:00	ES	Futures	2240.95	2242.29	2240.95	2242.02	823.0
2015-11-06 02:00:00	ES	Futures	2242.29	2243.09	2240.42	2241.22	3557.0
2015-11-06 02:30:00	ES	Futures	2241.22	2242.02	2240.42	2241.49	2251.0
2015-11-06 03:00:00	ES	Futures	2241.22	2241.76	2238.55	2240.15	10896.0
2015-11-06 03:30:00	ES	Futures	2240.15	2241.76	2239.62	2240.15	7754.0
2015-11-06 04:00:00	ES	Futures	2240.15	2241.22	2239.35	2239.88	6068.0
2015-11-06 04:30:00	ES	Futures	2239.88	2241.49	2239.62	2240.15	6585.0
2015-11-06 05:00:00	ES	Futures	2240.42	2241.22	2239.35	2239.88	3922.0
2015-11-06 05:30:00	ES	Futures	2239.88	2240.69	2239.35	2240.69	3545.0
2015-11-06 06:00:00	ES	Futures	2240.69	2240.69	2238.81	2239.62	4419.0
2015-11-06 06:30:00	ES	Futures	2239.62	2240.15	2239.08	2239.88	3202.0
2015-11-06 07:00:00	ES	Futures	2239.62	2242.56	2239.35	2239.88	7287.0
2015-11-06 07:30:00	ES	Futures	2239.88	2243.9	2239.62	2242.83	11205.0
2015-11-06 08:00:00	ES	Futures	2243.09	2245.5	2240.95	2241.49	23108.0
2015-11-06 08:30:00	ES	Futures	2241.76	2246.57	2228.38	2232.39	204235.0
2015-11-06 09:00:00	ES	Futures	2232.39	2238.28	2229.98	2237.48	70955.0
2015-11-06 09:30:00	ES	Futures	2237.48	2243.63	2229.72	2231.05	268333.0
2015-11-06 10:00:00	ES	Futures	2230.79	2231.32	2223.56	2229.45	223309.0
2015-11-06 10:30:00	ES	Futures	2229.45	2238.55	2228.38	2234.0	148698.0
2015-11-06 11:00:00	ES	Futures	2234.0	2235.34	2227.31	2229.72	106859.0
2015-11-06 11:30:00	ES	Futures	2229.45	2235.07	2229.45	2231.32	80431.0
2015-11-06 12:00:00	ES	Futures	2231.59	2234.26	2227.84	2229.18	63713.0
2015-11-06 12:30:00	ES	Futures	2228.91	2231.05	2226.51	2230.79	59626.0
2015-11-06 13:00:00	ES	Futures	2230.52	2235.07	2229.72	2233.19	52143.0
2015-11-06 13:30:00	ES	Futures	2232.93	2237.74	2231.05	2236.67	58617.0
2015-11-06 14:00:00	ES	Futures	2236.67	2240.95	2234.26	2236.14	81010.0
2015-11-06 14:30:00	ES	Futures	2235.87	2236.94	2231.05	2234.8	70876.0
2015-11-06 15:00:00	ES	Futures	2235.07	2237.48	2234.26	2236.67	50103.0
2015-11-06 15:30:00	ES	Futures	2236.67	2241.22	2236.14	2240.42	125768.0
2015-11-06 16:00:00	ES	Futures	2240.42	2241.22	2239.35	2240.95	57421.0
2015-11-06 16:30:00	ES	Futures	2240.95	2241.49	2240.42	2240.69	4093.0
2015-11-06 00:00:00	NQ	Futures	5566.62	5573.14	5566.62	5572.55	335.0
2015-11-06 00:30:00	NQ	Futures	5571.96	5572.55	5569.88	5571.96	224.0
2015-11-06 01:00:00	NQ	Futures	5572.55	5572.55	5569.58	5571.07	112.0
2015-11-06 01:30:00	NQ	Futures	5570.47	5573.14	5570.47	5572.25	122.0
2015-11-06 02:00:00	NQ	Futures	5573.14	5575.22	5568.69	5570.77	794.0
2015-11-06 02:30:00	NQ	Futures	5570.47	5571.66	5568.99	5570.77	343.0
2015-11-06 03:00:00	NQ	Futures	5570.47	5571.07	5563.06	5567.51	1968.0
2015-11-06 03:30:00	NQ	Futures	5567.21	5571.07	5566.62	5569.29	1653.0
2015-11-06 04:00:00	NQ	Futures	5568.99	5570.77	5566.32	5568.1	818.0
2015-11-06 04:30:00	NQ	Futures	5568.1	5571.96	5566.92	5569.29	829.0
2015-11-06 05:00:00	NQ	Futures	5569.29	5572.55	5569.29	5570.18	586.0
2015-11-06 05:30:00	NQ	Futures	5569.58	5571.96	5568.69	5571.66	318.0
2015-11-06 06:00:00	NQ	Futures	5571.66	5572.25	5568.1	5569.29	551.0
2015-11-06 06:30:00	NQ	Futures	5569.29	5570.77	5567.51	5568.99	750.0
2015-11-06 07:00:00	NQ	Futures	5568.69	5577.0	5568.4	5572.55	1629.0
2015-11-06 07:30:00	NQ	Futures	5572.25	5578.48	5572.25	5577.59	1310.0

> showing 50 of 2,480 rows — these rows as CSV

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