PREVIEW / futures_30min / 2015-11-09

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-09.parquet
  size:    81 KB
  rows:    3,009

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
2015-11-09 00:00:00	ES	Futures	2242.83	2243.9	2242.02	2243.63	1660.0
2015-11-09 00:30:00	ES	Futures	2243.63	2243.9	2241.22	2242.83	2576.0
2015-11-09 01:00:00	ES	Futures	2242.83	2243.09	2241.49	2241.76	1011.0
2015-11-09 01:30:00	ES	Futures	2241.76	2242.29	2240.42	2240.42	1037.0
2015-11-09 02:00:00	ES	Futures	2240.69	2240.69	2238.55	2238.81	3844.0
2015-11-09 02:30:00	ES	Futures	2238.81	2239.35	2237.74	2238.01	2771.0
2015-11-09 03:00:00	ES	Futures	2237.74	2239.35	2235.6	2237.21	11945.0
2015-11-09 03:30:00	ES	Futures	2237.48	2238.28	2233.19	2234.8	9673.0
2015-11-09 04:00:00	ES	Futures	2234.53	2237.74	2234.53	2236.41	7548.0
2015-11-09 04:30:00	ES	Futures	2236.41	2236.94	2235.07	2235.87	7662.0
2015-11-09 05:00:00	ES	Futures	2235.6	2236.41	2232.93	2233.19	7177.0
2015-11-09 05:30:00	ES	Futures	2232.93	2234.53	2232.66	2232.93	5092.0
2015-11-09 06:00:00	ES	Futures	2233.19	2235.34	2232.93	2234.26	5334.0
2015-11-09 06:30:00	ES	Futures	2234.0	2234.26	2233.19	2233.73	3887.0
2015-11-09 07:00:00	ES	Futures	2234.0	2235.34	2233.73	2234.0	6217.0
2015-11-09 07:30:00	ES	Futures	2234.0	2234.53	2233.19	2234.26	5320.0
2015-11-09 08:00:00	ES	Futures	2234.53	2235.6	2234.0	2234.26	12308.0
2015-11-09 08:30:00	ES	Futures	2234.53	2236.41	2234.0	2234.0	11569.0
2015-11-09 09:00:00	ES	Futures	2234.0	2234.8	2232.66	2232.93	13675.0
2015-11-09 09:30:00	ES	Futures	2232.66	2234.8	2224.9	2225.17	285894.0
2015-11-09 10:00:00	ES	Futures	2225.43	2226.77	2217.68	2219.55	217163.0
2015-11-09 10:30:00	ES	Futures	2219.28	2221.69	2217.41	2220.89	125404.0
2015-11-09 11:00:00	ES	Futures	2220.89	2220.89	2209.92	2210.45	158267.0
2015-11-09 11:30:00	ES	Futures	2210.45	2213.66	2209.11	2209.38	128683.0
2015-11-09 12:00:00	ES	Futures	2209.65	2212.59	2206.97	2212.59	85402.0
2015-11-09 12:30:00	ES	Futures	2212.32	2215.53	2211.25	2215.27	63192.0
2015-11-09 13:00:00	ES	Futures	2215.27	2216.34	2209.65	2213.13	66338.0
2015-11-09 13:30:00	ES	Futures	2213.13	2216.34	2211.79	2214.73	57128.0
2015-11-09 14:00:00	ES	Futures	2214.73	2217.41	2213.13	2216.07	63181.0
2015-11-09 14:30:00	ES	Futures	2216.07	2217.94	2211.79	2214.2	80572.0
2015-11-09 15:00:00	ES	Futures	2214.2	2215.8	2210.45	2215.0	76678.0
2015-11-09 15:30:00	ES	Futures	2215.0	2223.56	2215.0	2219.01	211752.0
2015-11-09 16:00:00	ES	Futures	2219.01	2220.89	2218.21	2218.48	71102.0
2015-11-09 16:30:00	ES	Futures	2218.75	2219.01	2217.14	2217.94	4714.0
2015-11-09 18:00:00	ES	Futures	2217.94	2219.01	2215.27	2217.94	3793.0
2015-11-09 18:30:00	ES	Futures	2217.94	2218.48	2217.41	2218.21	1066.0
2015-11-09 19:00:00	ES	Futures	2218.48	2220.89	2217.94	2220.08	4012.0
2015-11-09 19:30:00	ES	Futures	2220.08	2220.62	2219.01	2219.01	1912.0
2015-11-09 20:00:00	ES	Futures	2219.28	2219.28	2216.6	2218.75	4201.0
2015-11-09 20:30:00	ES	Futures	2219.01	2221.69	2218.75	2220.62	3631.0
2015-11-09 21:00:00	ES	Futures	2220.62	2221.15	2220.08	2220.35	1304.0
2015-11-09 21:30:00	ES	Futures	2220.08	2221.69	2219.28	2221.42	2613.0
2015-11-09 22:00:00	ES	Futures	2221.69	2222.76	2221.15	2221.96	2174.0
2015-11-09 22:30:00	ES	Futures	2221.96	2222.76	2221.15	2221.96	2145.0
2015-11-09 23:00:00	ES	Futures	2221.96	2224.9	2221.96	2223.83	3913.0
2015-11-09 23:30:00	ES	Futures	2223.56	2223.56	2222.49	2223.29	1471.0
2015-11-09 00:00:00	NQ	Futures	5585.59	5587.37	5583.22	5586.19	398.0
2015-11-09 00:30:00	NQ	Futures	5585.89	5586.19	5580.85	5584.11	340.0
2015-11-09 01:00:00	NQ	Futures	5583.82	5584.11	5581.44	5582.33	133.0
2015-11-09 01:30:00	NQ	Futures	5582.33	5582.63	5580.85	5580.85	331.0

> showing 50 of 3,009 rows — these rows as CSV

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