PREVIEW / futures_30min / 2015-11-11

all futures 30-min files

  file:    by_date/futures_30min/2015/2015-11-11.parquet
  size:    75 KB
  rows:    2,908

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
2015-11-11 00:00:00	ES	Futures	2226.77	2227.31	2225.97	2226.24	2019.0
2015-11-11 00:30:00	ES	Futures	2226.24	2226.24	2224.63	2224.9	1967.0
2015-11-11 01:00:00	ES	Futures	2224.9	2226.77	2224.63	2226.24	1640.0
2015-11-11 01:30:00	ES	Futures	2226.24	2226.51	2224.9	2225.17	756.0
2015-11-11 02:00:00	ES	Futures	2225.17	2225.17	2223.56	2224.36	2933.0
2015-11-11 02:30:00	ES	Futures	2224.63	2225.17	2223.56	2224.1	2543.0
2015-11-11 03:00:00	ES	Futures	2224.36	2228.38	2223.03	2227.58	11995.0
2015-11-11 03:30:00	ES	Futures	2227.58	2229.72	2226.24	2229.18	7568.0
2015-11-11 04:00:00	ES	Futures	2229.18	2231.05	2227.84	2228.38	9576.0
2015-11-11 04:30:00	ES	Futures	2228.38	2230.25	2228.11	2229.45	5582.0
2015-11-11 05:00:00	ES	Futures	2229.45	2229.45	2227.84	2228.11	4109.0
2015-11-11 05:30:00	ES	Futures	2228.11	2228.38	2227.04	2228.11	4629.0
2015-11-11 06:00:00	ES	Futures	2227.84	2228.65	2226.77	2228.38	4275.0
2015-11-11 06:30:00	ES	Futures	2228.38	2231.86	2228.11	2231.59	7498.0
2015-11-11 07:00:00	ES	Futures	2231.86	2233.73	2230.52	2230.79	13233.0
2015-11-11 07:30:00	ES	Futures	2230.79	2233.73	2230.79	2233.46	7633.0
2015-11-11 08:00:00	ES	Futures	2233.46	2234.0	2230.79	2230.79	10900.0
2015-11-11 08:30:00	ES	Futures	2230.79	2231.59	2229.72	2231.05	8165.0
2015-11-11 09:00:00	ES	Futures	2231.05	2231.05	2227.31	2227.84	16371.0
2015-11-11 09:30:00	ES	Futures	2228.11	2228.11	2222.49	2223.03	163864.0
2015-11-11 10:00:00	ES	Futures	2223.29	2224.1	2218.48	2219.82	117656.0
2015-11-11 10:30:00	ES	Futures	2219.82	2220.89	2215.0	2218.48	97183.0
2015-11-11 11:00:00	ES	Futures	2218.21	2219.82	2216.34	2219.82	65858.0
2015-11-11 11:30:00	ES	Futures	2219.82	2223.56	2219.82	2222.49	58279.0
2015-11-11 12:00:00	ES	Futures	2222.76	2227.58	2221.69	2226.51	54268.0
2015-11-11 12:30:00	ES	Futures	2226.51	2228.91	2225.7	2226.24	47341.0
2015-11-11 13:00:00	ES	Futures	2226.24	2226.51	2219.28	2220.35	57941.0
2015-11-11 13:30:00	ES	Futures	2220.62	2222.76	2218.75	2219.82	47003.0
2015-11-11 14:00:00	ES	Futures	2220.08	2223.29	2218.75	2223.29	49244.0
2015-11-11 14:30:00	ES	Futures	2223.29	2223.83	2216.6	2216.87	52577.0
2015-11-11 15:00:00	ES	Futures	2216.87	2219.28	2215.53	2219.01	65598.0
2015-11-11 15:30:00	ES	Futures	2219.01	2219.55	2214.73	2215.53	90898.0
2015-11-11 16:00:00	ES	Futures	2215.53	2215.8	2213.39	2214.73	51367.0
2015-11-11 16:30:00	ES	Futures	2214.73	2215.0	2213.13	2213.93	4259.0
2015-11-11 18:00:00	ES	Futures	2213.93	2215.0	2213.39	2214.2	3003.0
2015-11-11 18:30:00	ES	Futures	2214.46	2214.73	2213.66	2214.73	1213.0
2015-11-11 19:00:00	ES	Futures	2214.73	2215.0	2213.66	2214.2	1237.0
2015-11-11 19:30:00	ES	Futures	2214.2	2215.8	2214.2	2215.8	2160.0
2015-11-11 20:00:00	ES	Futures	2215.8	2217.94	2215.53	2217.68	3156.0
2015-11-11 20:30:00	ES	Futures	2217.94	2219.55	2217.14	2219.01	2761.0
2015-11-11 21:00:00	ES	Futures	2219.01	2219.01	2217.41	2217.94	1835.0
2015-11-11 21:30:00	ES	Futures	2217.68	2218.21	2216.87	2218.21	1134.0
2015-11-11 22:00:00	ES	Futures	2218.21	2218.21	2217.68	2218.21	1089.0
2015-11-11 22:30:00	ES	Futures	2218.21	2220.08	2218.21	2219.55	2714.0
2015-11-11 23:00:00	ES	Futures	2219.28	2220.35	2219.01	2219.82	1088.0
2015-11-11 23:30:00	ES	Futures	2219.82	2219.82	2219.01	2219.55	675.0
2015-11-11 00:00:00	NQ	Futures	5510.88	5512.66	5509.69	5510.88	463.0
2015-11-11 00:30:00	NQ	Futures	5510.88	5510.88	5506.43	5507.32	785.0
2015-11-11 01:00:00	NQ	Futures	5507.62	5511.47	5506.43	5509.99	240.0
2015-11-11 01:30:00	NQ	Futures	5510.29	5511.47	5505.54	5506.13	282.0

> showing 50 of 2,908 rows — these rows as CSV

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