PREVIEW / futures_30min / 2015-11-10

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-10.parquet
  size:    78 KB
  rows:    2,965

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
2015-11-10 00:00:00	ES	Futures	2223.29	2223.83	2221.69	2221.69	2825.0
2015-11-10 00:30:00	ES	Futures	2221.69	2223.29	2221.42	2223.03	1288.0
2015-11-10 01:00:00	ES	Futures	2223.03	2224.63	2222.76	2224.1	2165.0
2015-11-10 01:30:00	ES	Futures	2224.1	2224.36	2222.22	2222.76	1593.0
2015-11-10 02:00:00	ES	Futures	2222.76	2223.29	2220.35	2221.42	5695.0
2015-11-10 02:30:00	ES	Futures	2221.42	2223.83	2220.89	2222.49	5636.0
2015-11-10 03:00:00	ES	Futures	2222.76	2223.29	2218.48	2220.08	13731.0
2015-11-10 03:30:00	ES	Futures	2220.08	2221.69	2219.01	2220.08	5822.0
2015-11-10 04:00:00	ES	Futures	2219.82	2221.96	2216.34	2217.94	11795.0
2015-11-10 04:30:00	ES	Futures	2217.94	2218.48	2212.86	2213.93	13288.0
2015-11-10 05:00:00	ES	Futures	2213.93	2215.27	2213.13	2213.66	6590.0
2015-11-10 05:30:00	ES	Futures	2213.66	2215.0	2211.52	2212.59	7579.0
2015-11-10 06:00:00	ES	Futures	2212.59	2214.73	2212.32	2213.93	7492.0
2015-11-10 06:30:00	ES	Futures	2213.93	2217.94	2213.93	2216.07	6808.0
2015-11-10 07:00:00	ES	Futures	2216.07	2216.87	2212.06	2212.86	9844.0
2015-11-10 07:30:00	ES	Futures	2212.86	2213.39	2210.72	2213.13	18261.0
2015-11-10 08:00:00	ES	Futures	2212.86	2216.07	2212.86	2215.0	13296.0
2015-11-10 08:30:00	ES	Futures	2215.27	2216.87	2213.93	2214.2	20910.0
2015-11-10 09:00:00	ES	Futures	2213.93	2215.53	2212.86	2213.13	27886.0
2015-11-10 09:30:00	ES	Futures	2213.13	2220.89	2212.32	2219.01	228200.0
2015-11-10 10:00:00	ES	Futures	2219.28	2220.08	2209.65	2211.79	138724.0
2015-11-10 10:30:00	ES	Futures	2211.79	2216.34	2210.45	2215.53	71599.0
2015-11-10 11:00:00	ES	Futures	2215.8	2217.94	2212.06	2213.39	87441.0
2015-11-10 11:30:00	ES	Futures	2213.39	2217.41	2212.86	2216.07	45806.0
2015-11-10 12:00:00	ES	Futures	2216.34	2219.82	2215.27	2217.68	43468.0
2015-11-10 12:30:00	ES	Futures	2217.94	2217.94	2213.93	2216.07	38156.0
2015-11-10 13:00:00	ES	Futures	2216.07	2216.87	2213.66	2216.34	38935.0
2015-11-10 13:30:00	ES	Futures	2216.34	2220.89	2215.53	2219.55	44568.0
2015-11-10 14:00:00	ES	Futures	2219.82	2220.35	2217.14	2218.48	34120.0
2015-11-10 14:30:00	ES	Futures	2218.75	2224.9	2218.21	2222.22	67797.0
2015-11-10 15:00:00	ES	Futures	2222.22	2223.56	2220.35	2221.96	46303.0
2015-11-10 15:30:00	ES	Futures	2221.69	2224.1	2219.28	2223.83	126467.0
2015-11-10 16:00:00	ES	Futures	2223.56	2225.17	2222.76	2223.83	52051.0
2015-11-10 16:30:00	ES	Futures	2224.1	2224.36	2222.22	2223.29	5240.0
2015-11-10 18:00:00	ES	Futures	2222.49	2223.29	2220.89	2222.22	1942.0
2015-11-10 18:30:00	ES	Futures	2221.96	2222.49	2221.42	2221.42	1037.0
2015-11-10 19:00:00	ES	Futures	2221.69	2223.29	2221.15	2222.49	1887.0
2015-11-10 19:30:00	ES	Futures	2222.49	2223.03	2221.96	2222.49	934.0
2015-11-10 20:00:00	ES	Futures	2222.49	2223.56	2221.96	2222.22	2089.0
2015-11-10 20:30:00	ES	Futures	2222.22	2223.83	2221.96	2223.56	3040.0
2015-11-10 21:00:00	ES	Futures	2223.56	2223.56	2221.42	2222.22	2711.0
2015-11-10 21:30:00	ES	Futures	2221.96	2225.7	2221.96	2225.43	3233.0
2015-11-10 22:00:00	ES	Futures	2225.43	2226.77	2224.36	2225.43	3104.0
2015-11-10 22:30:00	ES	Futures	2225.43	2226.24	2224.9	2225.7	2184.0
2015-11-10 23:00:00	ES	Futures	2225.43	2225.97	2225.17	2225.43	639.0
2015-11-10 23:30:00	ES	Futures	2225.43	2227.31	2225.43	2226.51	1246.0
2015-11-10 00:00:00	NQ	Futures	5526.3	5526.59	5521.55	5521.55	419.0
2015-11-10 00:30:00	NQ	Futures	5521.26	5524.81	5520.66	5524.52	244.0
2015-11-10 01:00:00	NQ	Futures	5524.22	5528.67	5524.22	5528.08	227.0
2015-11-10 01:30:00	NQ	Futures	5527.78	5528.08	5523.63	5524.22	271.0

> showing 50 of 2,965 rows — these rows as CSV

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